Details about Giuseppe Orlando

Access statistics for papers by Giuseppe Orlando.

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

Short-id: por230

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

2022

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

2019

6. Forecasting interest rates through Vasicek and CIR models: a partitioning approach
   Papers, arXiv.org 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) View citations (11) (2020)

2018

7. Challenges in approximating the Black and Scholes call formula with hyperbolic tangents
   Papers, arXiv.org 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) View citations (4) (2021)
8. On The Calibration of Short-Term Interest Rates Through a CIR Model
   Papers, arXiv.org

Journal Articles

2025

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

2024

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

2023

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

2022

7. A generalized two‐factor square‐root framework for modeling occurrences of natural catastrophes
   Journal of Forecasting, 2022, 41, (8), 1608-1622 View citations (1)
8. Comparing SSD-Efficient Portfolios with a Skewed Reference Distribution
   Mathematics, 2022, 11, (1), 1-20 View citations (3)
9. Modelling bursts and chaos regularization in credit risk with a deterministic nonlinear model
   Finance Research Letters, 2022, 47, (PA) View citations (7)
10. Simulating heterogeneous corporate dynamics via the Rulkov map
    Structural Change and Economic Dynamics, 2022, 61, (C), 32-42 View citations (1)

2021

11. Challenges in approximating the Black and Scholes call formula with hyperbolic tangents
    Decisions in Economics and Finance, 2021, 44, (1), 73-100 View citations (4)
    See also Working Paper Challenges in approximating the Black and Scholes call formula with hyperbolic tangents, Papers (2018) View citations (1) (2018)
12. Challenging Times for Insurance, Banking and Financial Supervision in Saudi Arabia (KSA)
    Administrative Sciences, 2021, 11, (3), 1-28 View citations (2)
13. Empirical Evidences on the Interconnectedness between Sampling and Asset Returns’ Distributions
    Risks, 2021, 9, (5), 1-35 View citations (6)
14. 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 View citations (2)

2020

15. Forecasting interest rates through Vasicek and CIR models: A partitioning approach
    Journal of Forecasting, 2020, 39, (4), 569-579 View citations (11)
    See also Working Paper Forecasting interest rates through Vasicek and CIR models: a partitioning approach, Papers (2019) View citations (2) (2019)
16. 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 View citations (8)

2019

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

2018

20. Recurrence quantification analysis of business cycles
    Chaos, Solitons & Fractals, 2018, 110, (C), 82-94 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

21. 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 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

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