Dynamic relationships between spot and futures prices. The case of energy and gold commodities M Nicolau, G Palomba Resources Policy 45, 130-143, 2015 | 68 | 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 | 48 | 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 | 36 | 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 | 33 | 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 | 28 | 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 | 14 | 2011 |
The impact of attractiveness on job opportunities in Italy: a gender field experiment G Busetta, F Fiorillo, G Palomba Economia Politica 38 (1), 171-201, 2021 | 12 | 2021 |
Nonlinear adjustment in US bond yields: An empirical model with conditional heteroskedasticity R Lucchetti, G Palomba Economic Modelling 26 (3), 659-667, 2009 | 11 | 2009 |
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 | 9 | 2009 |
Elementi di statistica per l'econometria G Palomba CLUA, 2004 | 9 | 2004 |
Disentangling the geopolitical risk and its effects on commodities. Evidence from a panel of G8 countries M Foglia, G Palomba, M Tedeschi Resources Policy 85, 104056, 2023 | 8 | 2023 |
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 | 8 | 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 | 7 | 2013 |
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 | 5 | 2013 |
Investors’ behaviour in the Chinese Stock Exchanges: empirical evidence in a systemic approach C Lucarelli, G Palomba Available at SSRN 1618253, 2007 | 5 | 2007 |
Un modello CGE per l'analisi del federalismo fiscale all'italiana F Fiorillo, G Palomba Università degli studi di Ancona, Dipartimento di economia, 2001 | 5 | 2001 |
Asset management with TEV and VaR constraints: the constrained efficient frontiers G Palomba, L Riccetti Studies in Economics and Finance 36 (4), 492-516, 2019 | 4 | 2019 |
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 | 4 | 2019 |
Analytical gradients of dynamic conditional correlation models M Caporin, R Lucchetti, G Palomba Journal of Risk and Financial Management 13 (3), 49, 2020 | 3 | 2020 |
Elementi di statistica per l'econometria G Palomba Clua Edizioni 3, 1-385, 2015 | 3 | 2015 |