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Algieri, Bernardina [Author] ; Leccadito, Arturo [Other]

Wave after Wave : Contagion Risk from Commodity Markets

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[S.l.]: SSRN, [2017]

Published in: ZEF – Discussion Papers on Development Policy ; No.237
Leccadito, Arturo [Author] ; Tunaru, Radu [Other]; Urga, Giovanni [Other]

CMCDS Premia Implicit in the Term Structure of Corporate CDS Spreads

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[S.l.]: SSRN, [2020]

Published in: AFFI/EUROFIDAI, Paris December 2008 Finance International Meeting AFFI - EUROFIDAI
Leccadito, Arturo [Author] ; Rachedi, Omar [Other]; Urga, Giovanni [Other]

Testing for Spurious Long Memory : A Monte Carlo Comparison with an Application to Credit Default Swaps

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[S.l.]: SSRN, [2010]
Paletta, Tommaso [Author] ; Leccadito, Arturo [Other]; Tunaru, Radu [Other]

Pricing and Hedging Basket Options with Exact Moment Matching

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[S.l.]: SSRN, [2014]
Algieri, Bernardina [Author]; Leccadito, Arturo [Author]

Carl and his pot : measuring risks in commodity markets

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2020

Published in: Risks ; 8(2020), 1/27 vom: März, Seite 1-15
Algieri, Bernardina [Author]; Leccadito, Arturo [Author]

Carl and his pot: Measuring risks in commodity markets

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Basel: MDPI, 2020
Algieri, Bernardina [Author]; Leccadito, Arturo [Author]

Wave after wave : contagion risk from commodity markets

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Bonn: Center for Development Research, University of Bonn, May 2017

Published in: Rheinische Friedrich-Wilhelms-Universität Bonn: ZEF discussion papers on development policy ; 237
Algieri, Bernardina [Author]; Leccadito, Arturo [Author]

Wave after wave: Contagion risk from commodity markets

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Bonn: University of Bonn, Center for Development Research (ZEF), 2017
Algieri, Bernardina [Author]; Leccadito, Arturo [Author]; Lombardo, Rosetta [Author]

The interest in online museum experiences and the influence of uncertainty and sentiment factors on tourist arrivals : the case of EU Mediterranean countries

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2023

Published in: Annals of tourism research empirical insights ; 4(2023), 1 vom: Mai, Artikel-ID 100097, Seite 1-18
Iania, Leonardo [Author]; Algieri, Bernardina [Author]; Leccadito, Arturo [Author]

Forecasting Total Energy’s CO2 Emissions

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[S.l.]: SSRN, 2022

Published in: LIDAM Discussion Paper LFIN ; 2022/03 (2022)
Khalaf, Lynda [Author]; Leccadito, Arturo [Author]; Urga, Giovanni [Author]

Multilevel and Tail Risk Management

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[S.l.]: SSRN, [2021]
Giovanni, Domenico de [Author]; Leccadito, Arturo [Author]; Pirra, Marco [Author]

On the determinants of data breaches : a cointegration analysis

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2021

Published in: Decisions in economics and finance ; 44(2021), 1 vom: Juni, Seite 141-160
Algieri, Bernardina [Author]; Iania, Leonardo [Author]; Leccadito, Arturo [Author]; Meloni, Giulia [Author]

Message in a bottle : forecasting wine prices

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2024

Published in: Journal of wine economics ; 19(2024), 1, special issue vom: Feb., Seite 64-91
Algieri, Bernardina [Author]; Iania, Leonardo [Author]; Leccadito, Arturo [Author]; Meloni, Giulia [Author]

Message in a Bottle : Forecasting Wine Prices

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[S.l.]: SSRN, [2023]
Staino, Alessandro [Author]; Russo, Emilio [Author]; Costabile, Massimo [Author]; Leccadito, Arturo [Author]

Minimum capital requirement and portfolio allocation for non-life insurance : a semiparametric model with Conditional Value-at-Risk (CVaR) constraint

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2023

Published in: Computational management science ; 20(2023), 1 vom: Dez., Artikel-ID 12, Seite 1-32
Baiardi, Lorenzo Cerboni [Author]; Costabile, Massimo [Author]; Giovanni, Domenico de [Author]; Lamantia, Fabio [Author]; Leccadito, Arturo [Author]; Massabo, Ivar [Author]; Menzietti, Massimiliano [Author]; Pirra, Marco [Author]; Russo, Emilio [Author]; Staino, Alessandro [Author]

The dynamics of the S&P 500 under a crisis context : insights from a three-regime switching model

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2020

Published in: Risks ; 8(2020), 3/71 vom: Sept., Seite 1-15
Cerboni Baiardi, Lorenzo [Author]; Costabile, Massimo [Author]; de Giovanni, Domenico [Author]; Lamantia, Fabio [Author]; Leccadito, Arturo [Author]; Massabo, Ivar [Author]; Menzietti, Massimiliano [Author]; Pirra, Marco [Author]; Russo, Emilio [Author]; Staino, Alessandro [Author]

The dynamics of the S&P 500 under a crisis context: Insights from a three-regime switching model

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Basel: MDPI, 2020
Algieri, Bernardina; Leccadito, Arturo

Extreme price moves: an INGARCH approach to model coexceedances in commodity markets

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Oxford University Press (OUP), 2021

Published in: European Review of Agricultural Economics, 48 (2021) 4, Seite 878-914
Algieri, Bernardina; Leccadito, Arturo

CARL and His POT: Measuring Risks in Commodity Markets

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MDPI AG, 2020

Published in: Risks, 8 (2020) 1, Seite 27
Algieri, Bernardina; Leccadito, Arturo

Wave after Wave: Contagion Risk from Commodity Markets

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Elsevier BV, 2017

Published in: SSRN Electronic Journal (2017)

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