Vincenzo Candila
Vincenzo Candila
Department of Economics and Statistics, University of Salerno, Italy
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Citata da
Citata da
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
On the asymmetric impact of macro–variables on volatility
A Amendola, V Candila, GM Gallo
Economic Modelling 76, 135-152, 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
Neural networks and betting strategies for tennis
V Candila, L Palazzo
Risks 8 (3), 68, 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
Weighted Elo rating for tennis match predictions
G Angelini, V Candila, L De Angelis
European Journal of Operational Research 297 (1), 120-132, 2022
Evaluation of volatility predictions in a VaR framework
A Amendola, V Candila
Quantitative Finance 16 (5), 695-709, 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 4 (10), 185-202, 2020
On the volatility spillover between agricultural commodities and Latin American stock markets
V Candila, S Farace
Risks 6 (4), 116, 2018
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
Comparing multivariate volatility forecasts by direct and indirect approaches
A Amendola, V Candila
Journal of Risk 19 (6), 2017
Multivariate analysis of cryptocurrencies
V Candila
Econometrics 9 (3), 28, 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 6 (11), 32-42, 2020
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
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
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
Doubly multiplicative error models with long-and short-run components
A Amendola, V Candila, F Cipollini, GM Gallo
Socio-Economic Planning Sciences 91, 101764, 2024
A new model for predicting the winner in tennis based on the eigenvector centrality
A Arcagni, V Candila, R Grassi
Annals of Operations Research 325 (1), 615-632, 2023
Quantile Regression Forest for Value-at-Risk Forecasting Via Mixed-Frequency Data
M Andreani, V Candila, L Petrella
Methods and Applications in Fluorescence, 13-18, 2022
Using mixed-frequency and realized measures in quantile regression
V Candila, GM Gallo, L Petrella
Available at SSRN 3722927, 2020
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