Access Statistics for Giulio Cifarelli

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An Assessment of the Theory of Storage: Has the Relationship between Commodity Price Volatility and Market Fundamentals Changed Over Time? 0 0 1 72 1 1 14 311
Can the interaction between a single long-term attractor and heterogeneous trading explain exchange rate behaviour? A nonlinear econometric investigation 0 0 0 13 0 1 4 48
Can the interaction between a single long-term attractor and heterogeneous trading explain the exchange rate conundrum? 0 0 0 6 0 1 10 97
Commodity Futures Returns: A Non Linear Markov Regime Switching Model of Hedging and Speculative Pressures 0 0 0 59 0 0 6 149
Endogenous and Exogenous Volatility in the Foreign Exchange Market 0 1 3 31 0 5 25 131
Exchange Rate Regimes and Reserve Policy on the Periphery: The Italian Lira 1883-1911 0 0 1 106 0 7 23 381
Hedging vs. speculative pressures on commodity futures returns 0 0 1 90 0 0 13 269
Is Oil A Financial Asset? An Empirical Investigation Spanning the Last Fifteen Years 0 0 0 75 0 0 7 280
Navigating the oil bubble: A non-linear heterogeneous-agent dynamic model of futures oil pricing 0 0 0 23 0 1 8 66
Nonlinear Regime Shifts in Oil Price Hedging Dynamics 0 0 0 50 0 0 9 100
Oil and portfolio risk diversification 0 0 0 38 0 2 10 200
Oil price Dynamics and Speculation. A Multivariate Financial Approach 0 0 0 224 0 0 21 611
On the difficulty of interpreting market behaviour in an uncertain world: the case of oil futures pricing between 2003 and 2016 0 0 0 9 0 0 9 44
On the difficulty of interpreting market behaviour in an uncertain world: the case of oil futures pricing between 2003 and 2016 0 0 0 11 0 0 9 51
One size does not fit all. A non-linear analysis of European monetary transmission 0 0 0 47 0 0 6 58
Sovereign - bank risk interconnections during the Greek financial crisis and the role of the Italian debt 0 0 0 33 0 0 7 53
Speculative Cotton Pricing in the 1920s. A Nonlinear Tale of Noise Traders and Fundamentalists 0 0 1 49 1 2 10 121
Structural Interdependence of Price and Demand in a Model of the Foreign Exchange Market with Heterogeneous Speculators: Evidence from High-frequency Data 0 0 0 11 0 2 10 45
The buffer stock model redux? An analysis of the dynamics of foreign reserve accumulation 0 0 1 98 0 1 15 355
The impact of unconventional monetary policy on the sovereign bank nexus within and across EU countries. A time-varying conditional correlation analysis 0 0 0 61 0 0 3 77
The information content of implied volatilities of options on eurodeposit futures traded on the LIFFE: is there long memory? 0 0 0 5 0 3 14 107
Yes, implied volatilities are not informationally efficient: an empirical estimate using options on interest rate futures contracts 0 0 0 10 0 0 9 68
Total Working Papers 0 1 8 1,121 2 26 242 3,622

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A dynamic model of hedging and speculation in the commodity futures markets 0 0 0 33 0 3 11 143
A non-linear analysis of the sovereign bank nexus in the EU 0 0 1 7 0 0 20 54
Can oil diversify away the unpriced risk of a portfolio? 0 0 0 0 0 1 8 66
Can the interaction between a single long-term attractor and heterogeneous trading explain the exchange rate conundrum? 0 0 0 0 1 1 14 95
Exchange Rate Market Efficiency Tests and Cointegration Analysis 0 0 0 0 2 3 12 76
Exchange Rate Regimes and Reserve Policy: The Italian Lira, 1883–1911 0 0 0 46 0 2 14 289
Fundamentals, regime shifts, and dollar behavior in the 1980s 0 0 0 9 0 1 7 121
Introduction 0 0 0 9 0 0 4 80
Oil price dynamics and speculation: A multivariate financial approach 0 0 0 204 1 1 14 601
Reserve overstocking in a highly integrated world. New evidence from Asia and Latin America 0 0 0 29 0 0 11 112
Smooth transition regime shifts and oil price dynamics 0 0 0 22 0 0 6 108
Speculative pricing in the Liverpool cotton futures market: a nonlinear tale of noise traders and fundamentalists from the 1920s 0 0 0 10 0 1 11 170
Spreads on Emerging-Market Debt: Global vs. Regional Factors 0 0 0 0 0 2 14 115
The BTP Futures Contracts: Interest Rate Risk Hedging and Exchange Rate Crises 0 0 0 0 0 1 8 810
The Buffer Stock Model Redux? An Analysis of the Dynamics of Foreign Reserve Accumulation 1 1 1 50 2 3 7 176
The exchange rate crisis of September 1992 and the pricing of Italian financial futures 0 0 1 2 0 0 7 17
The impact of the Argentine default on volatility co-movements in emerging bond markets 0 0 0 65 1 1 8 191
Time-varying mark-up and the ECB monetary policy transmission in a highly non linear framework 0 0 0 17 0 0 8 67
Volatility co-movements between emerging sovereign bonds: Is there segmentation between geographical areas? 0 0 0 39 1 2 8 185
Volatility linkages across three major equity markets: A financial arbitrage approach 0 0 0 82 1 1 10 291
Volatility spillovers and the role of leading financial centres 0 0 0 3 1 3 14 66
Volatility spillovers and the role of leading financial centres 0 0 0 7 0 1 9 49
Total Journal Articles 1 1 3 634 10 27 225 3,882
1 registered items for which data could not be found
logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-08-07