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Energy market risk management under uncertainty : a VaR based on wavelet approach

Alqaralleh, Huthaifa; Al-Saraireh, Ahmad; Canepa, Alessandra - 2021

Persistent link: https://www.econbiz.de/10013167200

The role of precious metals in portfolio diversification during the Covid19 pandemic : a wavelet-based quantile approach

Alqaralleh, Huthaifa; Canepa, Alessandra - 2021

Persistent link: https://www.econbiz.de/10013167223

Financial contagion during the Covid-19 pandemic : a wavelet-copula-GARCH approach

Alqaralleh, Huthaifa; Canepa, Alessandra; Zanetti … - 2021

Persistent link: https://www.econbiz.de/10013167422

The role of environmental and financial concerns on energy-saving investments : a stochastic dominance analysis

Canepa, Alessandra; Fontana, Magda; Chersoni, Giulia - 2021

Persistent link: https://www.econbiz.de/10013167428

Small sample adjustment for hypotheses testing on cointegrating vectors

Canepa, Alessandra - 2021

Persistent link: https://www.econbiz.de/10013167436

Global cities and local challenges : booms and busts in the London real estate market

Canepa, Alessandra; Zanetti Chini, Emilio; Alqaralleh, … - In: The journal of real estate finance and economics 64 (2022) 1, pp. 1-29

Persistent link: https://www.econbiz.de/10012817709

Energy market risk management under uncertainty: a VAR based on wavelet approach

Alqaralleh, Huthaifa; Al-Saraireh, Ahmad; Canepa, Alessandra - In: International Journal of Energy Economics and Policy : IJEEP 11 (2021) 5, pp. 130-137

Persistent link: https://www.econbiz.de/10012651703

Evidence of stock market contagion during the COVID-19 pandemic : a wavelet-copula-GARCH approach

Alqaralleh, Huthaifa; Canepa, Alessandra - In: Journal of risk and financial management : JRFM 14 (2021) 7, pp. 1-18

In this study, we propose a wavelet-copula-GARCH procedure to investigate the occurrence of cross-market linkages during the COVID-19 pandemic. To explore cross-market linkages, we distinguish between regular interdependence and pure contagion, and associate changes in the correlation between...

Persistent link: https://www.econbiz.de/10012626221

Small sample adjustment for hypotheses testing on cointegrating vectors

Canepa, Alessandra - In: Journal of time series econometrics 14 (2022) 1, pp. 51-85

Persistent link: https://www.econbiz.de/10013260145

A mixed integer linear programming model for optimal sovereign debt issuance

Date, P.; Canepa, Alessandra; Abdel-Jawad, M. - In: European journal of operational research : EJOR 214 (2011) 3, pp. 749-758

Persistent link: https://www.econbiz.de/10009316184