Details about David Bicchetti

Access statistics for papers by David Bicchetti.

Last updated 2017-05-31. Update your information in the RePEc Author Service.

Short-id: pbi230

Working Papers

2013

1. Quantification of the High Level of Endogeneity and of Structural Regime Shifts in Commodity Markets
   UNCTAD Discussion Papers, United Nations Conference on Trade and Development View citations (14)
   See also Journal Article Quantification of the high level of endogeneity and of structural regime shifts in commodity markets, Journal of International Money and Finance, Elsevier (2014) View citations (28) (2014)

2012

2. THE SYNCHRONIZED AND LONG-LASTING STRUCTURAL CHANGE ON COMMODITY MARKETS: EVIDENCE FROM HIGH FREQUENCY DATA
   UNCTAD Discussion Papers, United Nations Conference on Trade and Development View citations (33)
   Also in MPRA Paper, University Library of Munich, Germany (2012) View citations (40)
   See also Journal Article The synchronized and long-lasting structural change on commodity markets: Evidence from high frequency data, Algorithmic Finance, IOS Press (2013) View citations (15) (2013)

Journal Articles

2014

1. Crude oil: Commodity or financial asset?
   Energy Economics, 2014, 46, (C), 216-223 View citations (40)
2. Quantification of the high level of endogeneity and of structural regime shifts in commodity markets
   Journal of International Money and Finance, 2014, 42, (C), 174-192 View citations (28)
   See also Working Paper Quantification of the High Level of Endogeneity and of Structural Regime Shifts in Commodity Markets, UNCTAD Discussion Papers (2013) View citations (14) (2013)

2013

3. The synchronized and long-lasting structural change on commodity markets: Evidence from high frequency data
   Algorithmic Finance, 2013, 2, (3-4), 233-239 View citations (15)
   See also Working Paper THE SYNCHRONIZED AND LONG-LASTING STRUCTURAL CHANGE ON COMMODITY MARKETS: EVIDENCE FROM HIGH FREQUENCY DATA, UNCTAD Discussion Papers (2012) View citations (33) (2012)