Giulio palomba
Giulio palomba
associate professor of econometrics, University Politecnica delle Marche
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Citata da
Citata da
Dynamic relationships between spot and futures prices. The case of energy and gold commodities
M Nicolau, G Palomba
Resources Policy 45, 130-143, 2015
A model for pricing Italian Contemporary Art paintings at auction
N Marinelli, G Palomba
The Quarterly Review of Economics and Finance 51 (2), 212-224, 2011
A statistical approach for the evaluation of the thermal behavior of dry assembled PCM containing walls
M De Grassi, A Carbonari, G Palomba
Building and Environment 41 (4), 448-485, 2006
Multivariate GARCH models and the Black-Litterman approach for tracking error constrained portfolios: an empirical analysis
G Palomba
Global Business and Economics Review 10 (4), 379-413, 2008
Portfolio frontiers with restrictions to tracking error volatility and value at risk
G Palomba, L Riccetti
Journal of Banking & Finance 36 (9), 2604-2615, 2012
Simulation‐based tests of forward‐looking models under VAR learning dynamics
L Fanelli, G Palomba
Journal of Applied Econometrics 26 (5), 762-782, 2011
Testing similarities of short-run inflation dynamics among EU-25 countries after the Euro
G Palomba, E Sarno, A Zazzaro
Empirical Economics 37, 231-270, 2009
Nonlinear adjustment in US bond yields: An empirical model with conditional heteroskedasticity
R Lucchetti, G Palomba
Economic Modelling 26 (3), 659-667, 2009
Elementi di statistica per l'econometria
G Palomba
CLUA, 2004
A cross-country model for the influence of the pre-trade transparency on market liquidity and price volatility
C Lucarelli, C Mazzoli, G Palomba
Journal of Trading 3 (3), 60-75, 2008
Are Futures Prices Influenced by Spot Prices or Vice-Versa?: An Analysis of Crude Oil, Natural Gas and Gold Markets
M Nicolau, G Palomba, I Traini
Dipartimento di scienze economiche e sociali, Università politecnica delle …, 2013
The impact of attractiveness on job opportunities in Italy: a gender field experiment
G Busetta, F Fiorillo, G Palomba
Economia Politica 38, 171-201, 2021
Are Futures Prices Influenced by Spot Prices or Vice-Versa?: An Analysis of Crude Oil
M Nicolau, G Palomba, I Traini
Natural Gas and Gold Markets 394, 2013
Un Modello CGE per l'analisi del federalismo fiscale all'italiana
F Fiorillo, G Palomba
Università degli studi di Ancona, Dipartimento di economia, 2001
Asset management with TEV and VaR constraints: the constrained efficient frontiers
G Palomba, L Riccetti
Studies in Economics and Finance, 2019
Asset management with TEV and VAR constraints: the constrained efficient frontiers
G Palomba, L Riccetti
Available at SSRN 2322678, 2013
Investors’ behaviour in the Chinese Stock Exchanges: empirical evidence in a systemic approach
C Lucarelli, G Palomba
Available at SSRN 1618253, 2007
Does Macroeconomics Help in Predicting Stock Markets Volatility Comovements?: A Nonlinear Approach
A Bucci, G Palomba, E Rossi
Università Politecnica delle Marche, Dipartimento Economia, 2019
Panel data
G Palomba
Disponibile su< http://utenti. dises. univpm. it/palomba/Mat/PanelData. pdf …, 2008
Analytical gradients of dynamic conditional correlation models
M Caporin, R Lucchetti, G Palomba
Journal of Risk and Financial Management 13 (3), 49, 2020
Il sistema al momento non può eseguire l'operazione. Riprova più tardi.
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