Massimiliano Caporin
Università degli Studi di Padova
H-index: 36
Europe-Italy
Top articles of Massimiliano Caporin
Early warnings of systemic risk using one-minute high-frequency data
Expert Systems with Applications
2024/5/1
Massimiliano Caporin
H-Index: 21
Juan-Angel Jimenez-Martin
H-Index: 11
Spatial effect of biomass energy consumption on carbon emissions reduction: the role of globalization
Environmental Science and Pollution Research
2024/3/19
Extreme time-varying spillovers between high carbon emission stocks, green bond and crude oil: Comment
2024/3/12
Massimiliano Caporin
H-Index: 21
Matteo Iacopini
H-Index: 4
Not all words are equal: Sentiment and jumps in the cryptocurrency market
Journal of International Financial Markets, Institutions and Money
2024/3/1
Massimiliano Caporin
H-Index: 21
Measuring climate transition risk spillovers
Review of Finance
2024/3/1
Massimiliano Caporin
H-Index: 21
Chinese Foreign Direct Investment Outflows and Host Country Economic Growth
2024/1/31
Massimiliano Caporin
H-Index: 21
Jie Liu
H-Index: 2
The factor structure of exchange rates volatility: global and intermittent factors
Empirical Economics
2024/1/2
Massimiliano Caporin
H-Index: 21
Predicting the conditional distribution of US stock market systemic stress: the role of climate risks
2024
Massimiliano Caporin
H-Index: 21
Rangan Gupta
H-Index: 52
Nowcasting Inflation at Quantiles: Causality from Commodities
2024/1
Measuring switching costs in the Italian residential electricity market
The Energy Journal
2024
The role of jumps in realized volatility modeling and forecasting
Journal of Financial Econometrics
2023/12/1
Massimiliano Caporin
H-Index: 21
(Quantile) Spillover Indexes: simulation-based evidence, confidence intervals and a decomposition
Available at SSRN 4629224
2023/11/10
Massimiliano Caporin
H-Index: 21
New insights on the environmental Kuznets curve (EKC) for Central Asia
Empirical Economics
2023/11/4
Massimiliano Caporin
H-Index: 21
Networks in risk spillovers: A multivariate GARCH perspective
Econometrics and Statistics
2023/10/1
Estimating time-varying proximity with a state–space model
Journal of Statistical Computation and Simulation
2023/9/22
Asymmetric and time-frequency network of currency markets
2023/9/6
Massimiliano Caporin
H-Index: 21
Omega Compatibility: A Meta-analysis
Computational Economics
2023/8
Asymmetric and time-frequency based networks of currency markets
Finance Research Letters
2023/7/1
Massimiliano Caporin
H-Index: 21
Exploiting intraday decompositions in realized volatility forecasting: A forecast reconciliation approach
arXiv preprint arXiv:2306.02952
2023/6/5
Massimiliano Caporin
H-Index: 21
The systemic risk of US oil and natural gas companies
Energy Economics
2023/5/1
Massimiliano Caporin
H-Index: 21
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