| 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 | 91 | 2021 |
| On the asymmetric impact of macro–variables on volatility A Amendola, V Candila, GM Gallo Economic Modelling 76, 135-152, 2019 | 63 | 2019 |
| Weighted Elo rating for tennis match predictions G Angelini, V Candila, L De Angelis European Journal of Operational Research 297 (1), 120-132, 2022 | 37 | 2022 |
| Neural networks and betting strategies for tennis V Candila, L Palazzo Risks 8 (3), 68, 2020 | 33 | 2020 |
| On the influence of US monetary policy on crude oil price volatility A Amendola, V Candila, A Scognamillo Empirical Economics 52, 155-178, 2017 | 30 | 2017 |
| 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 | 27 | 2020 |
| 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 | 17 | 2021 |
| 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 4 (10), 185-202, 2020 | 16 | 2020 |
| On the volatility spillover between agricultural commodities and Latin American stock markets V Candila, S Farace Risks 6 (4), 116, 2018 | 16 | 2018 |
| Multivariate analysis of cryptocurrencies V Candila Econometrics 9 (3), 28, 2021 | 14 | 2021 |
| The Impact of ESG Scores on Risk Market Performance L Aldieri, A Amendola, V Candila Sustainability 15 (9), 7183, 2023 | 13 | 2023 |
| Comparing multivariate volatility forecasts by direct and indirect approaches A Amendola, V Candila Journal of Risk 19 (6), 2017 | 12 | 2017 |
| 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 | 11 | 2023 |
| 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 | 11 | 2020 |
| 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 | 8 | 2018 |
| Mixed-frequency quantile regressions to forecast value-at-risk and expected shortfall V Candila, GM Gallo, L Petrella Annals of Operations Research, 1-34, 2023 | 6 | 2023 |
| 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 | 6 | 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 |
| Doubly Multiplicative Error Models with Long-and Short-run Components A Amendola, V Candila, F Cipollini, GM Gallo arXiv preprint arXiv:2006.03458, 2020 | 6 | 2020 |
Alessandra AMENDOLAUniversità di SalernoEmail verificata su unisa.it
