On the relationship between oil and exchange rates of oil-exporting and oil-importing countries: From the great recession period to the Covid-19 era V Candila, D Maximov, A Mikhaylov, N Moiseev, T Senjyu, N Tryndina Energies 14 (23), 8046, 2021 | 45 | 2021 |
On the asymmetric impact of macro–variables on volatility A Amendola, V Candila, GM Gallo Economic Modelling 76, 135-152, 2019 | 42 | 2019 |
On the influence of US monetary policy on crude oil price volatility A Amendola, V Candila, A Scognamillo Empirical Economics 52, 155-178, 2017 | 24 | 2017 |
Neural networks and betting strategies for tennis V Candila, L Palazzo Risks 8 (3), 68, 2020 | 19 | 2020 |
A model confidence set approach to the combination of multivariate volatility forecasts A Amendola, M Braione, V Candila, G Storti International Journal of Forecasting 36 (3), 873-891, 2020 | 17 | 2020 |
Evaluation of volatility predictions in a VaR framework A Amendola, V Candila Quantitative Finance 16 (5), 695-709, 2016 | 17 | 2016 |
Corporate governance, investment, profitability and insolvency risk: Evidence from Italy A Amendola, V Candila, L Sensini, G Storti Advances in Management and Applied Economics 10 (4), 185-202, 2020 | 14 | 2020 |
Weighted Elo rating for tennis match predictions G Angelini, V Candila, L De Angelis European Journal of Operational Research 297 (1), 120-132, 2022 | 13 | 2022 |
On the volatility spillover between agricultural commodities and Latin American stock markets V Candila, S Farace Risks 6 (4), 116, 2018 | 12 | 2018 |
Comparing multivariate volatility forecasts by direct and indirect approaches A Amendola, V Candila Journal of Risk 19 (6), 2017 | 11 | 2017 |
Choosing the frequency of volatility components within the Double Asymmetric GARCH–MIDAS–X model A Amendola, V Candila, GM Gallo Econometrics and Statistics 20, 12-28, 2021 | 10 | 2021 |
Governance, Innovation, Profitability and Credit Risk: Evidence from Italian Manufacturing Firms A Amendola, V Candila, L Sensini, G Storti International Journal of Business and Social Science 11 (6), 32-42, 2020 | 9 | 2020 |
Multivariate analysis of cryptocurrencies V Candila Econometrics 9 (3), 28, 2021 | 7 | 2021 |
Investigating the relationship between oil and currency exchange rates of oil-exporting countries N Tryndina, N Moiseev, A Mikhaylov, T Senjyu, D Maximov, V Candila Energies 15, 2853, 2021 | 6 | 2021 |
Estimating the Implied Probabilities in the Tennis Betting Market: A New Normalization Procedure. V Candila, A Scognamillo International Journal of Sport Finance 13 (3), 2018 | 6 | 2018 |
A new model for predicting the winner in tennis based on the eigenvector centrality A Arcagni, V Candila, R Grassi Annals of Operations Research, 1-18, 2022 | 3 | 2022 |
Multivariate Analysis of Energy Commodities during the COVID-19 Pandemic: Evidence from a Mixed-Frequency Approach M Andreani, V Candila, G Morelli, L Petrella Risks 9 (8), 144, 2021 | 3 | 2021 |
Doubly Multiplicative Error Models with Long-and Short-run Components A Amendola, V Candila, F Cipollini, GM Gallo arXiv preprint arXiv:2006.03458, 2020 | 3 | 2020 |
Using mixed-frequency and realized measures in quantile regression V Candila, GM Gallo, L Petrella arXiv preprint arXiv:2011.00552, 2020 | 2 | 2020 |
Energy and non–energy commodities: spillover effects on African stock markets A Amendola, M Boccia, V Candila, GM Gallo Journal of Statistical and Econometric Methods 9 (4), 91-115, 2020 | 2 | 2020 |