Items where City Author is "Marchese, Malvina"
Moutzouris, I. C. 
ORCID: 0000-0002-6954-9961, Papapostolou, N. C. ORCID: 0000-0003-4529-1182, Marchese, M. ORCID: 0000-0001-6801-911X , Tamvakis, M. N. ORCID: 0000-0002-5056-0159 & Shi, Y. ORCID: 0000-0002-3226-7944 (2024).
Determinants of the price premium for eco vessels.
Transportation Research Part D: Transport and Environment, 136,
article number 104414.
doi: 10.1016/j.trd.2024.104414
Marchese, M. ORCID: 0000-0001-6801-911X, Martinez-Miranda, M. D., Nielsen, J. P. ORCID: 0000-0001-6874-1268 & Scholz, M. (2024).
Robustifying and simplifying high-dimensional regression with applications to yearly stock return and telematics data.
Financial Innovation, 10(1),
article number 138.
doi: 10.1186/s40854-024-00657-9
Moutzouris, I. C. ORCID: 0000-0002-6954-9961, Papapostolou, N. C. ORCID: 0000-0003-4529-1182, Marchese, M. ORCID: 0000-0001-6801-911X & Tamvakis, M. ORCID: 0000-0002-5056-0159 (2024).
Determinants of the price premium for Eco vessels.
Commodity Insights Digest, 2(1),
doi: 10.1016/j.trd.2024.104414
Marchese, M. ORCID: 0000-0001-6801-911X, Kyriakou, I. ORCID: 0000-0001-9592-596X, Di Iorio, F. & Tamvakis, M. ORCID: 0000-0002-5056-0159 (2023).
Asset Correlations and Macroeconomic Fundamentals.
Commodity Insights Digest, 1(2),
Tamvakis, M. ORCID: 0000-0002-5056-0159, Marchese, M., Kyriakou, I. ORCID: 0000-0001-9592-596X & Di Iorio, F. (2020).
Forecasting crude oil and refined products volatilities and correlations: New evidence from fractionally integrated multivariate GARCH models.
Denver, Colorado: J.P. Morgan Center for Commodities, University of Colorado at Denver.
Tamvakis, M. ORCID: 0000-0002-5056-0159, Marchese, M., Kyriakou, I. ORCID: 0000-0001-9592-596X & Di Iorio, F. (2020).
Forecasting crude oil and refined products volatilities and correlations: New evidence from fractionally integrated multivariate GARCH models.
Energy Economics, 88,
article number 104757.
doi: 10.1016/j.eneco.2020.104757
Marchese, M., Kyriakou, I. ORCID: 0000-0001-9592-596X, Tamvakis, M. ORCID: 0000-0002-5056-0159 & Di Iorio, F. (2020).
Forecasting crude oil and refined products volatilities and correlations: New evidence from fractionally integrated multivariate GARCH models.
Energy Economics, 88,
article number 104757.
doi: 10.1016/j.eneco.2020.104757
Cucinelli, D., Di Battista, M. L., Marchese, M. & Nieri, L. (2018). Credit risk in European banks: The bright side of the internal ratings based approach. Journal of Banking & Finance, 93, pp. 213-229. doi: 10.1016/j.jbankfin.2018.06.014
Ferrari, C., Marchese, M. & Tei, A. (2018). Shipbuilding and economic cycles: a non-linear econometric approach. Maritime Business Review, 3(2), pp. 112-127. doi: 10.1108/mabr-01-2018-0002