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Details about Giuseppe Orlando

Homepage:https://papers.ssrn.com/sol3/cf_dev/AbsByAuth.cfm?per_id=2129018
Workplace:Dipartimento di Economia e Finanza (Department of Economics and Finance), Facoltà di Economia (Faculty of Economics), Università degli Studi di Bari "Aldo Moro" (University of Bari), (more information at EDIRC)

Access statistics for papers by Giuseppe Orlando.

Last updated 2025-03-21. Update your information in the RePEc Author Service.

Short-id: por230


Jump to Journal Articles Edited books Chapters

Working Papers

2023

  1. Endogenous Economic Resilience, Loss of Resilience, Persistent Cycles, Multiple Attractors, and Disruptive Contractions
    Working Papers, New School for Social Research, Department of Economics Downloads
  2. Modeling COVID-19 pandemic with financial markets models: The case of Ja\'en (Spain)
    Papers, arXiv.org Downloads View citations (1)
  3. Resilience and complex dynamics - safeguarding local stability against global instability
    Working Papers, New School for Social Research, Department of Economics Downloads

2022

  1. Stochastic Local Volatility models and the Wei-Norman factorization method
    Papers, arXiv.org Downloads View citations (1)
  2. Straightening skewed markets with an index tracking optimizationless portfolio
    Papers, arXiv.org Downloads

2019

  1. Forecasting interest rates through Vasicek and CIR models: a partitioning approach
    Papers, arXiv.org Downloads View citations (2)
    See also Journal Article Forecasting interest rates through Vasicek and CIR models: A partitioning approach, Journal of Forecasting, John Wiley & Sons, Ltd. (2020) Downloads View citations (8) (2020)

2018

  1. Challenges in approximating the Black and Scholes call formula with hyperbolic tangents
    Papers, arXiv.org Downloads View citations (1)
    See also Journal Article Challenges in approximating the Black and Scholes call formula with hyperbolic tangents, Decisions in Economics and Finance, Springer (2021) Downloads View citations (4) (2021)
  2. On The Calibration of Short-Term Interest Rates Through a CIR Model
    Papers, arXiv.org Downloads

Journal Articles

2025

  1. Exchange traded products: Taxonomy, risk and mitigations
    International Review of Financial Analysis, 2025, 101, (C) Downloads
  2. Skew–Brownian processes for estimating the volatility of crude oil Brent
    International Journal of Forecasting, 2025, 41, (2), 763-780 Downloads

2024

  1. Addressing the financial impact of natural disasters in the era of climate change
    The North American Journal of Economics and Finance, 2024, 73, (C) Downloads View citations (1)
  2. Exploring Entropy-Based Portfolio Strategies: Empirical Analysis and Cryptocurrency Impact
    Risks, 2024, 12, (5), 1-26 Downloads

2023

  1. A three-factor stochastic model for forecasting production of energy materials
    Finance Research Letters, 2023, 51, (C) Downloads
  2. Foreign Exchange Options on Heston-CIR Model Under Lévy Process Framework
    Applied Mathematics and Computation, 2023, 446, (C) Downloads

2022

  1. A generalized two‐factor square‐root framework for modeling occurrences of natural catastrophes
    Journal of Forecasting, 2022, 41, (8), 1608-1622 Downloads View citations (1)
  2. Comparing SSD-Efficient Portfolios with a Skewed Reference Distribution
    Mathematics, 2022, 11, (1), 1-20 Downloads View citations (3)
  3. Modelling bursts and chaos regularization in credit risk with a deterministic nonlinear model
    Finance Research Letters, 2022, 47, (PA) Downloads View citations (6)
  4. Simulating heterogeneous corporate dynamics via the Rulkov map
    Structural Change and Economic Dynamics, 2022, 61, (C), 32-42 Downloads View citations (1)

2021

  1. Challenges in approximating the Black and Scholes call formula with hyperbolic tangents
    Decisions in Economics and Finance, 2021, 44, (1), 73-100 Downloads View citations (4)
    See also Working Paper Challenges in approximating the Black and Scholes call formula with hyperbolic tangents, Papers (2018) Downloads View citations (1) (2018)
  2. Challenging Times for Insurance, Banking and Financial Supervision in Saudi Arabia (KSA)
    Administrative Sciences, 2021, 11, (3), 1-28 Downloads View citations (2)
  3. Empirical Evidences on the Interconnectedness between Sampling and Asset Returns’ Distributions
    Risks, 2021, 9, (5), 1-35 Downloads View citations (5)
  4. Interest rates forecasting: Between Hull and White and the CIR#—How to make a single‐factor model work
    Journal of Forecasting, 2021, 40, (8), 1566-1580 Downloads View citations (1)

2020

  1. Forecasting interest rates through Vasicek and CIR models: A partitioning approach
    Journal of Forecasting, 2020, 39, (4), 569-579 Downloads View citations (8)
    See also Working Paper Forecasting interest rates through Vasicek and CIR models: a partitioning approach, Papers (2019) Downloads View citations (2) (2019)
  2. Non-Performing Loans for Italian Companies: When Time Matters. An Empirical Research on Estimating Probability to Default and Loss Given Default
    IJFS, 2020, 8, (4), 1-22 Downloads View citations (8)

2019

  1. A new approach to forecast market interest rates through the CIR model
    Studies in Economics and Finance, 2019, 37, (2), 267-292 Downloads View citations (5)
  2. An Empirical Test on Harrod’s Open Economy Dynamics
    Mathematics, 2019, 7, (6), 1-13 Downloads View citations (1)
  3. Interest rates calibration with a CIR model
    Journal of Risk Finance, 2019, 20, (4), 370-387 Downloads View citations (11)

2018

  1. Recurrence quantification analysis of business cycles
    Chaos, Solitons & Fractals, 2018, 110, (C), 82-94 Downloads View citations (13)
    See also Chapter Recurrence Quantification Analysis of Business Cycles, Dynamic Modeling and Econometrics in Economics and Finance, 2021, 269-282 (2021) (2021)

2016

  1. A discrete mathematical model for chaotic dynamics in economics: Kaldor’s model on business cycle
    Mathematics and Computers in Simulation (MATCOM), 2016, 125, (C), 83-98 Downloads View citations (8)

Edited books

2021

  1. Nonlinearities in Economics
    Dynamic Modeling and Econometrics in Economics and Finance, Springer View citations (4)

Chapters

2023

  1. A Survey on Business Cycles: History, Theory and Empirical Findings
    Springer

2021

  1. An Empirical Test of Harrod’s Model
    Springer
  2. An Example of Nonlinear Dynamical System: The Logistic Map
    Springer
  3. Applied Spectral Analysis
    Springer
  4. Bifurcations
    Springer
  5. Chaos
    Springer
  6. Dynamical Systems
    Springer View citations (1)
  7. Embedding Dimension and Mutual Information
    Springer
  8. Growth and Cycles as a Struggle: Lotka–Volterra, Goodwin and Phillips
    Springer
  9. Introduction
    Springer
  10. Kaldor–Kalecki New Model on Business Cycles
    Springer
  11. On Business Cycles and Growth
    Springer
  12. Recurrence Quantification Analysis of Business Cycles
    Springer
    See also Journal Article Recurrence quantification analysis of business cycles, Elsevier (2018) Downloads View citations (13) (2018)
  13. Recurrence Quantification Analysis: Theory and Applications
    Springer
  14. The Harrod Model
    Springer
  15. Trade-Cycle Oscillations: The Kaldor Model and the Keynesian Hansen–Samuelson Principle of Acceleration and Multiplier
    Springer
 
Page updated 2025-03-31