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    Items where City Author is "Marchese, Malvina"

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    Number of items: 11.

    Article

    Alizadeh-Masoodian, A. ORCID: 0000-0003-1588-6214, Groven, B. R, Marchese, M. ORCID: 0000-0001-6801-911X , Moutzouris, I., Risstad, M. & Rustad, C. A. B. (2025). A hybrid combination approach to forecast freight rates volatility. Quantitative Finance, pp. 1-22. doi: 10.1080/14697688.2025.2568045

    Shi, Y. ORCID: 0000-0002-3226-7944, Papapostolou, N. C. ORCID: 0000-0003-4529-1182, Marchese, M. ORCID: 0000-0001-6801-911X , Moutzouris, I. C. ORCID: 0000-0002-6954-9961 & Efstathiou, A. (2025). Green Investment under Market Uncertainty: Scrubber installation in shipping. Commodity Insights Digest,

    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. 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

    Report

    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.

    This list was generated on Sat Oct 25 15:22:54 2025 UTC.