Pubblicazioni

The Relationship Between ESG Scores and Value-at-Risk: A Vine Copula–GARCH Based Approach

2024 - JOURNAL OF RISK AND FINANCIAL MANAGEMENT
Demartis, Stefano; Rogo, Barbara

Fiscal policy response to the COVID-19 pandemic in the euro area

2023 - ECONOMICS BULLETIN
Tilli, Riccardo; Fiorelli, Cristiana; D'Imperio, Paolo

Evaluation of VaR and CVaR for the makespan in interval valued blocking job shops

2022 - INTERNATIONAL JOURNAL OF PRODUCTION ECONOMICS
Meloni, Carlo; Pranzo, Marco; Samà, Marcella

Evaluation of the quantiles and superquantiles of the makespan in interval valued activity networks

2022 - COMPUTERS & OPERATIONS RESEARCH
Meloni, Carlo; Pranzo, Marco

Business cycle and factor income shares: a VAR sign restrictions approach

2022 -
Tonni, Lorenzo

Cointegration, root functions and minimal bases

2021 - ECONOMETRICS
Franchi, M.; Paruolo, P.

Importance of exposure duration and metrics on correlation between RF energy absorption and temperature increase in a human model

2019 - IEEE TRANSACTIONS ON BIOMEDICAL ENGINEERING
Cavagnaro, M.; Lin, J. C.

Evaluation of volatility predictions in a VaR framework

2016 - QUANTITATIVE FINANCE
Amendola, Alessandra; Candila, Vincenzo

Macroeconomic variables and real estate in Italy and in USA .Variabili macroeconomiche e mercato immobiliare in Italia e negli USA

2015 - SR SCIENZE REGIONALI
Manganelli, B.; Tajani, F

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