Sfoglia per Autore
Liquidity drops
2019 Morelli, Giacomo
Fair prices under a unified lattice approach for interest rate derivatives
2019 Morelli, Giacomo
Volatility tail risk under fractionality
2019 Morelli, Giacomo
GLASSO Estimation of Commodity Risks
2020 Foroni, Beatrice; Mazza, Saverio; Morelli, Giacomo; Petrella, Lea
Responsible investments reduce market risks
2021 Morelli, G.; D'Ecclesia, R.
Multivariate Analysis of Energy Commodities during the COVID-19 Pandemic: Evidence from a Mixed-Frequency Approach
2021 Andreani, Mila; Candila, Vincenzo; Morelli, Giacomo; Petrella, Lea
Multivariate Analysis of Energy Commodities during the COVID-19 Pandemic: Evidence from a Mixed-Frequency Approach
2021 Andreani, Mila; Candila, Vincenzo; Morelli, Giacomo; Petrella, Lea
Option Pricing, Zero Lower Bound, and COVID-19
2021 Morelli, G.; Petrella, L.
GDP Forecasting: Machine Learning, Linear or Autoregression?
2021 Maccarrone, Giovanni; Morelli, Giacomo; Spadaccini, Sara
Variance Risk Premium in Energy Markets: Ex-Ante and Ex-Post Perspectives
2022 Morelli, Giacomo
The network of commodity risk
2022 Foroni, Beatrice; Morelli, Giacomo; Petrella, Lea
Energy ETF performance: the role of fossil fuels
2022 D'Ecclesia, R. L.; Morelli, G.; Stefanelli, K.
Are the green ETFs really green?
2022 D'Ecclesia, Rita L.; Morelli, Giacomo; Stefanelli, Kevyn
Emission Trading System: prices, reduction, and trade
2022 Morelli, G.; D'Ecclesia, R. L.
Structural estimation of counterparty credit risk under recovery risk
2022 Castellano, Rosella; Corallo, Vincenzo; Morelli, Giacomo
Responsible investing and portfolio selection: a shapley - CVaR approach
2023 Morelli, Giacomo
Stochastic ordering of systemic risk in commodity markets
2023 Morelli, Giacomo
Energy ETF performance: The role of fossil fuels
2024 D'Ecclesia, R. L.; Morelli, G.; Stefanelli, K.
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