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A dynamic model of hedging and speculation in the commodity futures markets
Cifarelli, Giulio; Paladino, Giovanna - In: Journal of financial markets 25 (2015), pp. 1-15
Persistent link: https://www.econbiz.de/10011477250
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Stock market exuberance : linkages between the US and the European markets
Cifarelli, Giulio; Paladino, Giovanna - 2000
Persistent link: https://www.econbiz.de/10001604060
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Volatility linkages across three major equity markets : a financial arbitrage approach
Cifarelli, Giulio; Paladino, Giovanna - In: Journal of international money and finance 24 (2005) 3, pp. 413-439
Persistent link: https://www.econbiz.de/10002738497
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Oil price dynamics and speculation : a multivariate financial approach
Cifarelli, Giulio; Paladino, Giovanna - In: Energy economics 32 (2010) 2, pp. 363-372
Persistent link: https://www.econbiz.de/10003954624
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Can oil diversify away the unpriced risk of a portfolio?
Cifarelli, Giulio; Paladino, Giovanna - In: International journal of finance & economics : IJFE 17 (2012) 1, pp. 73-88
Persistent link: https://www.econbiz.de/10009507849
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Smooth transition regime shifts and pil price dynamics
Cifarelli, Giulio - In: Energy economics 38 (2013), pp. 160-167
Persistent link: https://www.econbiz.de/10009764597
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Endogenous and exogenous volatility in the foreign exchange market
Bargigli, Leonardo; Cifarelli, Giulio - 2020
Persistent link: https://www.econbiz.de/10012517831
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Navigating the oil bubble : a non-linear heterogeneous-agent dynamic model of futures oil pricing
Cifarelli, Giulio; Paesani, Paolo - In: The energy journal 42 (2021) 5, pp. 101-122
Persistent link: https://www.econbiz.de/10013170656