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1. The evolution of the relationship between onshore and offshore RMB markets under asymmetric volatility spillovers. (2025). Li, Jie ; Smallwood, Aaron D.
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2. Large Time‐Varying Volatility Models for Hourly Electricity Prices. (2023). Rossini, Luca ; Gianfreda, Angelica ; Ravazzolo, Francesco.
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3. Deep diving into the S&P Europe 350 index network and its reaction to COVID-19. (2022). Eratalay, Mustafa Hakan ; Cortes, Ariana Paola.
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4. THE IMPACT OF ESG RATINGS ON THE SYSTEMIC RISK OF EUROPEAN BLUE-CHIP FIRMS. (2022). Eratalay, Mustafa ; Corts, Ariana Paola.
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5. Do ESG Ratings Reduce the Asymmetry Behavior in Volatility?. (2022). Liebhardt, Sascha ; Eratalay, Mustafa Hakan ; Zarafat, Hashem.
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6. The Impact of ESG Ratings on the Systemic Risk of European Blue-Chip Firms. (2022). Eratalay, Mustafa ; Cortes, Ariana Paola.
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7. Are low frequency macroeconomic variables important for high frequency electricity prices?. (2022). Rossini, Luca ; Ravazzolo, Francesco ; Foroni, Claudia.
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8. Dynamic copula-based expectile portfolios. (2021). Sahamkhadam, Maziar.
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9. On the long-term common movement of resource and commodity prices.A methodological proposal. (2021). Esposti, Roberto.
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10. Financial contagion and contagion channels in the forex market: A new approach via the dynamic mixture copula-extreme value theory. (2021). Li, Yiou ; Yuan, Ying ; Wang, Xunhong.
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11. Sustainable Portfolio Optimization with Higher-Order Moments of Risk. (2020). Waqar, Syed M ; Imdad, Rana Shahid ; Ghafoor, Muhammad Mudassar ; Khan, Kanwal Iqbal.
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12. Comparing the forecasting performances of linear models for electricity prices with high RES penetration. (2020). Rossini, Luca ; Ravazzolo, Francesco ; Gianfreda, Angelica.
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13. Large Time-Varying Volatility Models for Electricity Prices. (2020). Rossini, Luca ; Ravazzolo, Francesco ; Gianfreda, Angelica.
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14. Conditional moments of noncausal alpha-stable processes and the prediction of bubble crash odds. (2019). Fries, Sebastien.
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15. Comparing the Forecasting of Cryptocurrencies by Bayesian Time-Varying Volatility Models. (2019). Rossini, Luca ; Bohte, Rick.
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16. Is Bitcoin a Relevant Predictor of Standard & Poor’s 500?. (2019). Grassi, Stefano ; Santabarbara, Luca ; Muglia, Camilla.
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17. Forecasting cryptocurrencies under model and parameter instability. (2019). Ravazzolo, Francesco ; Grassi, Stefano ; Catania, Leopoldo.
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18. Forecasting daily electricity prices with monthly macroeconomic variables. (2019). Rossini, Luca ; Ravazzolo, Francesco ; Foroni, Claudia.
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19. Comparing the forecasting of cryptocurrencies by Bayesian time-varying volatility models. (2019). Rossini, Luca ; Bohte, Rick.
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20. MAPPING THE STOCKS IN MICEX: WHO IS CENTRAL TO THE MOSCOW STOCK EXCHANGE?. (2018). Eratalay, Mustafa.
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21. MGARCH models: Trade-off between feasibility and flexibility. (2018). Ruiz, Esther ; Hotta, Luiz ; de Almeida, Daniel.
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22. Forecasting Cryptocurrencies Financial Time Series. (2018). Ravazzolo, Francesco ; Grassi, Stefano ; Catania, Leopoldo.
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23. Modelling Crypto-Currencies Financial Time-Series. (2017). Grassi, Stefano ; Catania, Leopoldo.
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24. Mapping the Stocks in MICEX: Who Is Central in Moscow Stock Exchange?. (2017). Eratalay, Mustafa ; Vladimirov, Evgenii.
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25. Mapping the Stocks in MICEX: Who Is Central in Moscow Stock Exchange?. (2017). Vladimirov, Evgenii.
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26. What Makes Commodity Prices Move Together? An Answer From A Dynamic Factor Model. (2017). Esposti, Roberto.
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27. Dynamic conditional correlation multiplicative error processes. (2016). Hautsch, Nikolaus ; Bodnar, Taras.
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28. MGARCH models: tradeoff between feasibility and flexibility. (2015). Ruiz, Esther ; Hotta, Luiz ; de Almeida, Daniel.
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