11573/1703442 - 2024 -
Energy ETF performance: The role of fossil fuels D'ecclesia, R. L.; Morelli, G.; Stefanelli, K. - 01a Articolo in rivista
rivista: ENERGY ECONOMICS (Elsevier Science Limited:Oxford Fulfillment Center, PO Box 800, Kidlington Oxford OX5 1DX United Kingdom:011 44 1865 843000, 011 44 1865 843699, EMAIL: asianfo@elsevier.com, tcb@elsevier.co.UK, INTERNET: http://www.elsevier.com, http://www.elsevier.com/locate/shpsa/, Fax: 011 44 1865 843010) pp. 1-16 - issn: 0140-9883 - wos: WOS:001185295600001 (1) - scopus: 2-s2.0-85184522446 (1)
11573/1664384 - 2023 -
Stochastic ordering of systemic risk in commodity markets Morelli, Giacomo - 01a Articolo in rivista
rivista: ENERGY ECONOMICS (Elsevier Science Limited:Oxford Fulfillment Center, PO Box 800, Kidlington Oxford OX5 1DX United Kingdom:011 44 1865 843000, 011 44 1865 843699, EMAIL: asianfo@elsevier.com, tcb@elsevier.co.UK, INTERNET: http://www.elsevier.com, http://www.elsevier.com/locate/shpsa/, Fax: 011 44 1865 843010) pp. 1-37 - issn: 0140-9883 - wos: WOS:000909706600001 (1) - scopus: 2-s2.0-85145649332 (1)
11573/1664387 - 2023 -
Responsible investing and portfolio selection: a shapley - CVaR approach Morelli, Giacomo - 01a Articolo in rivista
rivista: ANNALS OF OPERATIONS RESEARCH (Switzerland: Springer Nature
Dordrecht: Kluwer Academic Publishers.
Amsterdam; Bussum: Baltzer Science Publishers.) pp. 1-30 - issn: 0254-5330 - wos: WOS:000910998500001 (2) - scopus: 2-s2.0-85145842742 (3)
11573/1642937 - 2022 -
Structural estimation of counterparty credit risk under recovery risk Castellano, Rosella; Corallo, Vincenzo; Morelli, Giacomo - 01a Articolo in rivista
rivista: JOURNAL OF BANKING & FINANCE (Elsevier BV:PO Box 211, 1000 AE Amsterdam Netherlands:011 31 20 4853757, 011 31 20 4853642, 011 31 20 4853641, EMAIL: nlinfo-f@elsevier.nl, INTERNET: http://www.elsevier.nl, Fax: 011 31 20 4853598) pp. 1-9 - issn: 0378-4266 - wos: WOS:000804657900012 (1) - scopus: 2-s2.0-85130084700 (1)
D'ecclesia, Rita L.; Morelli, Giacomo; Stefanelli, Kevyn - 01a Articolo in rivista
Foroni, Beatrice; Morelli, Giacomo; Petrella, Lea - 01a Articolo in rivista
rivista: ENERGY SYSTEMS (Heidelberg ; Berlin : Springer) pp. - - issn: 1868-3975 - wos: WOS:000842493300001 (1) - scopus: 2-s2.0-85136511787 (1)
11573/1655121 - 2022 -
Variance Risk Premium in Energy Markets: Ex-Ante and Ex-Post Perspectives Morelli, Giacomo - 01a Articolo in rivista
rivista: THE ENERGY JOURNAL (IAEE - International Association for Energy Economics:28790 Chagrin Boulevard, Suite 350:Cleveland, OH 44122:(216)464-5365, EMAIL: iaee@iaee.org, INTERNET: http://www.iaee.org, Fax: (216)464-2737) pp. 5-34 - issn: 0195-6574 - wos: WOS:000888617400003 (1) - scopus: 2-s2.0-85136196585 (1)
11573/1567813 - 2021 -
Multivariate Analysis of Energy Commodities during the COVID-19 Pandemic: Evidence from a Mixed-Frequency Approach Andreani, Mila; Candila, Vincenzo; Morelli, Giacomo; Petrella, Lea - 01a Articolo in rivista
rivista: RISKS (Basel : MDPI) pp. - - issn: 2227-9091 - wos: WOS:000690263100001 (4) - scopus: 2-s2.0-85112509383 (5)
11573/1666901 - 2021 -
Multivariate Analysis of Energy Commodities during the COVID-19 Pandemic: Evidence from a Mixed-Frequency Approach Andreani, Mila; Candila, Vincenzo; Morelli, Giacomo; Petrella, Lea - 01a Articolo in rivista
rivista: RISKS (Basel : MDPI) pp. - - issn: 2227-9091 - wos: WOS:000690263100001 (4) - scopus: 2-s2.0-85112509383 (5)
11573/1615109 - 2021 -
GDP Forecasting: Machine Learning, Linear or Autoregression? Maccarrone, Giovanni; Morelli, Giacomo; Spadaccini, Sara - 01a Articolo in rivista
rivista: FRONTIERS IN ARTIFICIAL INTELLIGENCE ([Lausanne]: Frontiers Media S.A., [2018]-) pp. - - issn: 2624-8212 - wos: WOS:000751704800164 (0) - scopus: 2-s2.0-85117939202 (1)
11573/1625227 - 2021 -
Responsible investments reduce market risks Morelli, G.; D'ecclesia, R. - 01a Articolo in rivista
rivista: DECISIONS IN ECONOMICS AND FINANCE (Springer-Verlag Italia Srl:via Decembrio 28, 20137 Milan Italy:011 39 2 5425971, EMAIL: riccardi@springer.it, Fax: 011 39 2 55193360) pp. 1211-1233 - issn: 1593-8883 - wos: WOS:000720689100001 (4) - scopus: 2-s2.0-85119382982 (5)
11573/1626524 - 2021 -
Option Pricing, Zero Lower Bound, and COVID-19 Morelli, G.; Petrella, L. - 01a Articolo in rivista
rivista: RISKS (Basel : MDPI) pp. - - issn: 2227-9091 - wos: WOS:000701137600001 (3) - scopus: 2-s2.0-85115327462 (4)
Foroni, Beatrice; Mazza, Saverio; Morelli, Giacomo; Petrella, Lea - 04b Atto di convegno in volume
congresso: 50th Scientific Meeting of the Italian Statistical Society (Pisa)
libro: Book of Short Papers SIS 2020 - (9788891910776)
Morelli, Giacomo - 01a Articolo in rivista
rivista: JOURNAL OF BANKING & FINANCE (Elsevier BV:PO Box 211, 1000 AE Amsterdam Netherlands:011 31 20 4853757, 011 31 20 4853642, 011 31 20 4853641, EMAIL: nlinfo-f@elsevier.nl, INTERNET: http://www.elsevier.nl, Fax: 011 31 20 4853598) pp. 1-9 - issn: 0378-4266 - wos: WOS:000496604300013 (3) - scopus: 2-s2.0-85072582833 (3)
Morelli, Giacomo - 01a Articolo in rivista
rivista: ANNALS OF OPERATIONS RESEARCH (Switzerland: Springer Nature
Dordrecht: Kluwer Academic Publishers.
Amsterdam; Bussum: Baltzer Science Publishers.) pp. 1-9 - issn: 0254-5330 - wos: WOS:000636306600028 (4) - scopus: (0)
11573/1398535 - 2019 -
Fair prices under a unified lattice approach for interest rate derivatives Morelli, Giacomo - 01a Articolo in rivista
rivista: ANNALS OF OPERATIONS RESEARCH (Switzerland: Springer Nature
Dordrecht: Kluwer Academic Publishers.
Amsterdam; Bussum: Baltzer Science Publishers.) pp. 1-13 - issn: 0254-5330 - wos: WOS:000636306600019 (1) - scopus: 2-s2.0-85064249242 (1)