Items where City Author is "Marchese, Malvina"
Article
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,
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,
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.