Details about Giulio Palomba

Access statistics for papers by Giulio Palomba.

Last updated 2024-10-09. Update your information in the RePEc Author Service.

Short-id: ppa281

Working Papers

2024

1. HEALTHCARE EFFICIENCY AND ELDERLY MORTALITY IN ITALY
   Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali

2022

2. Reconciling TEV and VaR in Active Portfolio Management: A New Frontier
   Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali

2019

3. Does macroeconomics help in predicting stock markets volatility comovements? A nonlinear approach
   Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali View citations (2)

2013

4. Are Futures Prices Influenced by Spot;Prices or Vice-versa? An Analysis of Crude;Oil, Natural Gas and Gold Markets
   Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali View citations (1)

2011

5. Portfolio Frontiers with Restrictions to Tracking Error Volatility and Value at Risk
   Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali View citations (6)
   See also Journal Article Portfolio frontiers with restrictions to tracking error volatility and value at risk, Journal of Banking & Finance, Elsevier (2012) View citations (16) (2012)

2008

6. A Model for Pricing the Italian Contemporary Art Paintings at Auction
   Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali View citations (13)
   See also Journal Article A model for pricing Italian Contemporary Art paintings at auction, The Quarterly Review of Economics and Finance, Elsevier (2011) View citations (7) (2011)
   Chapter A Model for Pricing the Italian Contemporary Art Paintings at Auction, EHUCHAPS, Universidad del País Vasco - Facultad de Ciencias Económicas y Empresariales View citations (18)
7. Nonlinear Adjustment in US Bond Yields: an Empirical Analysis with Conditional Heteroskedasticity
   MPRA Paper, University Library of Munich, Germany

2007

8. Investors' Behaviour in the Chinese Stock Exchanges: Empirical Evidence in a Systemic Approach
   Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali View citations (8)
   Also in MPRA Paper, University Library of Munich, Germany (2007) View citations (2)
9. Simulation-Based Tests of Forward-Looking Models Under VAR Learning Dynamics
   Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali View citations (8)
   See also Journal Article Simulation‐based tests of forward‐looking models under VAR learning dynamics, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2011) View citations (7) (2011)
10. Testing similarities of short-run inflation dynamics among EU countries after the Euro
    Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali View citations (5)

2006

11. Forecasting US bond yields at weekly frequency
    Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali View citations (3)
12. Multivariate GARCH models and Black-Litterman approach for tracking error constrained portfolios: an empirical analysis
    Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali View citations (3)
    See also Journal Article Multivariate GARCH models and the Black-Litterman approach for tracking error constrained portfolios: an empirical analysis, Global Business and Economics Review, Inderscience Enterprises Ltd (2008) View citations (9) (2008)

2003

13. GARCH multivariati e approccio di Black.Litterman nell'asset allocation tattica: un'analisi empirica
    Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali

2001

14. Un Modello CGE per l'analisi del federalismo fiscale all'italiana
    Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali

Journal Articles

2024

1. Contagion among European financial indices, evidence from a quantile VAR approach
   Economic Systems, 2024, 48, (2)
2. Does the Cash Conversion Cycle Affect Firm Profitability? Some Empirical Evidence from Listed Firms in North Macedonia
   Zagreb International Review of Economics and Business, 2024, 27, (1), 63-77

2023

3. Disentangling the geopolitical risk and its effects on commodities. Evidence from a panel of G8 countries
   Resources Policy, 2023, 85, (PB) View citations (2)
4. The role of uncertainty in forecasting volatility comovements across stock markets
   Economic Modelling, 2023, 125, (C) View citations (1)

2021

5. The impact of attractiveness on job opportunities in Italy: a gender field experiment
   Economia Politica: Journal of Analytical and Institutional Economics, 2021, 38, (1), 171-201 View citations (1)

2020

6. Analytical Gradients of Dynamic Conditional Correlation Models
   JRFM, 2020, 13, (3), 1-21 View citations (2)

2019

7. Asset management with TEV and VaR constraints: the constrained efficient frontiers
   Studies in Economics and Finance, 2019, 36, (4), 492-516 View citations (2)

2015

8. Dynamic relationships between spot and futures prices. The case of energy and gold commodities
   Resources Policy, 2015, 45, (C), 130-143 View citations (26)

2012

9. Portfolio frontiers with restrictions to tracking error volatility and value at risk
   Journal of Banking & Finance, 2012, 36, (9), 2604-2615 View citations (16)
   See also Working Paper Portfolio Frontiers with Restrictions to Tracking Error Volatility and Value at Risk, Working Papers (2011) View citations (6) (2011)

2011

10. A model for pricing Italian Contemporary Art paintings at auction
    The Quarterly Review of Economics and Finance, 2011, 51, (2), 212-224 View citations (7)
    See also Chapter A Model for Pricing the Italian Contemporary Art Paintings at Auction, EHUCHAPS, 111-133 View citations (18)
    Working Paper A Model for Pricing the Italian Contemporary Art Paintings at Auction, Working Papers (2008) View citations (13) (2008)
11. Simulation‐based tests of forward‐looking models under VAR learning dynamics
    Journal of Applied Econometrics, 2011, 26, (5), 762-782 View citations (7)
    See also Working Paper Simulation-Based Tests of Forward-Looking Models Under VAR Learning Dynamics, Working Papers (2007) View citations (8) (2007)

2009

12. Nonlinear adjustment in US bond yields: An empirical model with conditional heteroskedasticity
    Economic Modelling, 2009, 26, (3), 659-667 View citations (5)
13. Testing similarities of short-run inflation dynamics among EU-25 countries after the Euro
    Empirical Economics, 2009, 37, (2), 231-270 View citations (5)

2008

14. Multivariate GARCH models and the Black-Litterman approach for tracking error constrained portfolios: an empirical analysis
    Global Business and Economics Review, 2008, 10, (4), 379-413 View citations (9)
    See also Working Paper Multivariate GARCH models and Black-Litterman approach for tracking error constrained portfolios: an empirical analysis, Working Papers (2006) View citations (3) (2006)

Chapters

2011

1. The Indicators of Risk
   Palgrave Macmillan

Undated

2. A Model for Pricing the Italian Contemporary Art Paintings at Auction
   Universidad del País Vasco - Facultad de Ciencias Económicas y Empresariales View citations (18)
   See also Working Paper A Model for Pricing the Italian Contemporary Art Paintings at Auction, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali (2008) View citations (13) (2008)
   Journal Article A model for pricing Italian Contemporary Art paintings at auction, Elsevier (2011) View citations (7) (2011)