Zobrazeno 1 - 10
of 195
pro vyhledávání: '"Massimiliano Caporin"'
Autor:
Massimiliano Caporin, Muhammad Shahbaz, Bekhzod Kuziboev, Manzura Masharipova, Sherali Allaberganov, Samariddin Makhmudov
Publikováno v:
International Journal of Energy Economics and Policy, Vol 14, Iss 6 (2024)
Environmental Kuznets Curve (EKC) for extended BRICS is examined by considering different shapes such as liner, U-and N-shaped, and the impact of women’s governance and water stress. To calculate cointegrating regressions, a Fully Modified Ordinary
Externí odkaz:
https://doaj.org/article/8ea3ea4355764c8f8fae9129a5dade8b
Autor:
Francesco Poli, Massimiliano Caporin
Publikováno v:
Heliyon, Vol 10, Iss 14, Pp e34440- (2024)
We study how jumps spillover and the cross-company impact of firm-specific unscheduled news on jumps between economic sectors. To this end, we employ high-frequency data of 220 constituents of the Russell 3000 index equally divided into eleven sector
Externí odkaz:
https://doaj.org/article/aaa34dbce0074180bc36c273e2758e90
Autor:
Massimiliano Caporin, Bekhzod Kuziboev, Ergash Ibadullaev, Elbek Khodjaniyazov, Peter Marty, Olimjon Saidmamatov
Publikováno v:
Economies, Vol 12, Iss 9, p 251 (2024)
Central Asia (CA) is a young integrated region formed after the collapse of the Soviet Union, with most of its infrastructure based on fossil fuels. The traditional energy and water infrastructure is facing huge inefficiency and technical losses. Thi
Externí odkaz:
https://doaj.org/article/f2a5492c5fc4408280a31105e3bea22b
Publikováno v:
International Journal of Financial Studies, Vol 9, Iss 4, p 71 (2021)
This paper focuses on the relationship between the European Union Emission Trading System allowances’ prices and the Italian electricity price, aiming at assessing whether such a mechanism has been a driver for the decarbonization of the power sect
Externí odkaz:
https://doaj.org/article/42b0b04e50c74f24842acd7d7eed22ac
Autor:
Massimiliano Caporin, Michael McAleer
Publikováno v:
Econometrics, Vol 1, Iss 1, Pp 115-126 (2013)
The purpose of the paper is to discuss ten things potential users should know about the limits of the Dynamic Conditional Correlation (DCC) representation for estimating and forecasting time-varying conditional correlations. The reasons given for cau
Externí odkaz:
https://doaj.org/article/4f4c08a8e4c94f018df7db1f36cc8526
Autor:
Massimiliano Caporin, Francesco Poli
Publikováno v:
Econometrics, Vol 5, Iss 3, p 35 (2017)
We retrieve news stories and earnings announcements of the S&P 100 constituents from two professional news providers, along with ten macroeconomic indicators. We also gather data from Google Trends about these firms’ assets as an index of retail in
Externí odkaz:
https://doaj.org/article/260e0fdd4f32458db77ff0c1bba0e0d5
Autor:
Massimiliano Caporin, Francesco Lisi
Publikováno v:
Economics: Journal Articles (2011)
Externí odkaz:
https://doaj.org/article/e1cb59ef12c5481e96532d273f5cb19e
Publikováno v:
In Journal of Environmental Management August 2024 366
Publikováno v:
Finance. 44:154-198
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::ba4df3d36e334cb8b433106bdb4f0660
https://doi.org/10.3917/fina.pr.018
https://doi.org/10.3917/fina.pr.018
Publikováno v:
Journal of Statistical Computation and Simulation. :1-29
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::3795459ea4999b29f117c02bd1c52b96
https://doi.org/10.1080/00949655.2023.2194058
https://doi.org/10.1080/00949655.2023.2194058