Access Statistics for Giulio Palomba

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
A Model for Pricing the Italian Contemporary Art Paintings at Auction 0 0 0 161 5 11 23 925
Are Futures Prices Influenced by Spot;Prices or Vice-versa? An Analysis of Crude;Oil, Natural Gas and Gold Markets 1 7 13 911 25 99 224 6,811
Does macroeconomics help in predicting stock markets volatility comovements? A nonlinear approach 0 0 1 109 5 7 19 241
Forecasting US bond yields at weekly frequency 0 0 1 232 0 3 13 601
GARCH multivariati e approccio di Black.Litterman nell'asset allocation tattica: un'analisi empirica 0 0 0 691 1 3 11 2,453
HEALTHCARE EFFICIENCY AND ELDERLY MORTALITY IN ITALY 0 1 3 20 1 4 17 72
Investors' Behaviour in the Chinese Stock Exchanges: Empirical Evidence in a Systemic Approach 0 0 0 227 1 2 8 608
Investors’ behaviour in the Chinese Stock Exchanges: Empirical Evidence in a Systemic Approach 0 0 0 52 4 5 13 172
Multivariate GARCH models and Black-Litterman approach for tracking error constrained portfolios: an empirical analysis 0 0 0 705 0 4 11 1,703
Nonlinear Adjustment in US Bond Yields: an Empirical Analysis with Conditional Heteroskedasticity 0 0 1 89 2 5 15 304
Portfolio Frontiers with Restrictions to Tracking Error Volatility and Value at Risk 0 0 1 108 0 0 7 515
Reconciling TEV and VaR in Active Portfolio Management: A New Frontier 0 0 4 42 5 9 31 123
Simulation-Based Tests of Forward-Looking Models Under VAR Learning Dynamics 0 0 0 139 3 5 12 556
Testing similarities of short-run inflation dynamics among EU countries after the Euro 0 0 0 80 1 1 8 300
Un Modello CGE per l'analisi del federalismo fiscale all'italiana 0 0 0 133 1 1 4 489
Total Working Papers 1 8 24 3,699 54 159 416 15,873


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A model for pricing Italian Contemporary Art paintings at auction 0 0 1 50 7 13 27 263
Analytical Gradients of Dynamic Conditional Correlation Models 0 0 0 12 1 1 8 71
Asset management with TEV and VaR constraints: the constrained efficient frontiers 0 0 0 5 4 6 9 55
Commodity price dynamics in the era of energy transition: Exploring the substitutability of clean energy 0 0 1 1 0 2 6 6
Contagion among European financial indices, evidence from a quantile VAR approach 0 0 2 2 1 5 13 16
Disentangling the geopolitical risk and its effects on commodities. Evidence from a panel of G8 countries 0 0 1 3 8 12 27 38
Does the Cash Conversion Cycle Affect Firm Profitability? Some Empirical Evidence from Listed Firms in North Macedonia 0 0 0 1 6 13 32 37
Dynamic relationships between spot and futures prices. The case of energy and gold commodities 0 0 4 56 5 7 18 189
Matrix-valued AutoRegressive (MAR) models in gretl 0 0 0 0 0 2 2 2
Multivariate GARCH models and the Black-Litterman approach for tracking error constrained portfolios: an empirical analysis 0 0 0 81 2 8 20 303
Nonlinear adjustment in US bond yields: An empirical model with conditional heteroskedasticity 0 0 0 34 3 4 12 187
Portfolio frontiers with restrictions to tracking error volatility and value at risk 0 0 0 49 2 3 11 257
Reconciling Tracking Error Volatility and Value-at-Risk in Active Portfolio Management: A New Frontier 0 0 0 0 1 1 1 1
Simulation‐based tests of forward‐looking models under VAR learning dynamics 0 0 0 0 1 2 7 79
Testing similarities of short-run inflation dynamics among EU-25 countries after the Euro 0 0 0 23 0 0 5 119
The impact of attractiveness on job opportunities in Italy: a gender field experiment 0 0 0 6 2 9 24 75
The role of uncertainty in forecasting volatility comovements across stock markets 0 0 0 5 3 5 11 28
Total Journal Articles 0 0 9 328 46 93 233 1,726


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Model for Pricing the Italian Contemporary Art Paintings at Auction 0 0 0 114 2 4 18 612
The Indicators of Risk 0 0 0 0 3 3 4 11
Total Chapters 0 0 0 114 5 7 22 623


Statistics updated 2026-05-06