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Muzzioli, Silvia [Author]

Corridor Implied Volatility and the Variance Risk Premium in the Italian Market

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[S.l.]: SSRN, [2011]
Muzzioli, Silvia [Author]

The Skew Pattern of Implied Volatility in the DAX Index Options Market

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[S.l.]: SSRN, [2012]
Capriotti, Alessio [Author]; Muzzioli, Silvia [Author]

Model-free moments : predictability of STOXX Europe 600 Oil & Gas future returns

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[Modena]: nUnimore, Università degli studi di Modena e Reggio Emilia, Dipartimento di economia Marco Biagi, April 2024

Published in: DEMB working paper series ; 235
Gambarelli, Luca [Author]; Muzzioli, Silvia [Author]

Aggregating sentiment in Europe : the relationship with volatility and returns

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[Modena]: nUnimore, Università degli studi di Modena e Reggio Emilia, Dipartimento di economia Marco Biagi, November 2023

Published in: DEMB working paper series ; 231
Gambarelli, Luca [Author]; Muzzioli, Silvia [Author]

Unveiling sentiment dynamics and forecasting future economic sentiment in the eurozone using option-implied asymmetry measures

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[Modena]: nUnimore, Università degli studi di Modena e Reggio Emilia, Dipartimento di economia Marco Biagi, November 2023

Published in: DEMB working paper series ; 232
Campisi, Giovanni [Author]; Muzzioli, Silvia [Author]

Asymmetric semi-volatility spillover in a nonlinear model of interacting markets

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[Modena]: nUnimore, Università degli studi di Modena e Reggio Emilia, Dipartimento di economia Marco Biagi, January 2022

Published in: DEMB working paper series ; 201
Gambarelli, Luca [Author]; Muzzioli, Silvia [Author]

News sentiment indicators and the cross‐section of stock returns in the European stock market

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[Modena]: nUnimore, Università degli studi di Modena e Reggio Emilia, Dipartimento di economia Marco Biagi, January 2022

Published in: DEMB working paper series ; 204
Campisi, Giovanni [Author]; Muzzioli, Silvia [Author]

Fundamentalists heterogeneity and the role of the sentiment indicator

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[Modena]: nUnimore, Università degli studi di Modena e Reggio Emilia, Dipartimento di economia Marco Biagi, March 2020

Published in: DEMB working paper series ; 167
Campisi, Giovanni [Author]; Muzzioli, Silvia [Author]

Investor sentiment and trading behavior

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[Modena]: nUnimore, Università degli studi di Modena e Reggio Emilia, Dipartimento di economia Marco Biagi, January 2020

Published in: DEMB working paper series ; 163
Gambarelli, Luca [Author]; Marchi, Gianluca [Author]; Muzzioli, Silvia [Author]

Asymmetric correlations and hedging effectiveness of cryptocurrencies for the European stock market

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[Modena]: nUnimore, Università degli studi di Modena e Reggio Emilia, Dipartimento di economia Marco Biagi, January 2022

Published in: DEMB working paper series ; 205
Ferrara, Massimiliano [Author]; Ciano, Tiziana [Author]; Capriotti, Alessio [Author]; Muzzioli, Silvia [Author]

Climate change and asset pricing : a focused review of literature

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[Modena]: nUnimore, Università degli studi di Modena e Reggio Emilia, Dipartimento di economia Marco Biagi, April 2024

Published in: DEMB working paper series ; 236
Capriotti, Alessio [Author]; Cipollini, Andrea [Author]; Muzzioli, Silvia [Author]

Climate risk definition and measures : asset pricing models and stock returns

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[Modena]: nUnimore, Università degli studi di Modena e Reggio Emilia, Dipartimento di economia Marco Biagi, April 2024

Published in: DEMB working paper series ; 237
Campisi, Giovanni [Author]; Muzzioli, Silvia [Author]; De Baets, Bernard [Author]

A comparison of machine learning methods for predicting the direction of the US stock market on the basis of volatility indices

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2024

Published in: International journal of forecasting ; 40(2024), 3 vom: Juli/Sept., Seite 869-880
Gambarelli, Luca [Author]; Muzzioli, Silvia [Author]; De Baets, Bernard [Author]

An OWA analysis of the VSTOXX volatility index

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[Modena]: nUnimore, Università degli studi di Modena e Reggio Emilia, Dipartimento di economia Marco Biagi, January 2022

Published in: DEMB working paper series ; 203
Damiani, Filippo [Author]; Muzzioli, Silvia [Author]; De Baets, Bernard [Author]

Regional innovation in southern Europe : a poset-based analysis

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[Modena]: nUnimore, Università degli studi di Modena e Reggio Emilia, Dipartimento di economia Marco Biagi, March 2022

Published in: DEMB working paper series ; 209
Muzzioli, Silvia [Author]; Campisi, Giovanni [Author]; De Baets, Bernard [Author]

A comparison of machine learning methods for predicting stock returns in the US market

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[Modena]: nUnimore, Università degli studi di Modena e Reggio Emilia, Dipartimento di economia Marco Biagi, January 2021

Published in: DEMB working paper series ; 184
Damiani, Filippo [Author]; Muzzioli, Silvia [Author]; De Baets, Bernard [Author]

A poset-based analysis of regional innovation at European level

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[Modena]: nUnimore, Università degli studi di Modena e Reggio Emilia, Dipartimento di economia Marco Biagi, February 2021

Published in: DEMB working paper series ; 188
Ferrarini, Filippo [Author]; Muzzioli, Silvia [Author]; De Baets, Bernard [Author]

A TOPSIS analysis of regional competitiveness at European level

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[Modena]: nUnimore, Università degli studi di Modena e Reggio Emilia, Dipartimento di economia Marco Biagi, February 2021

Published in: DEMB working paper series ; 189
Gambarelli, Luca [Author]; Muzzioli, Silvia [Author]; Baets, Bernard De [Author]

Towards new volatility measures for the EU stock market

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2021

Published in: WILF (13. : 2021 : Vietri sul Mare; Online): WILF 2021: International Workshop on Fuzzy Logic and Applications 2021 ; 2021
Campisi, Giovanni [Author]; Muzzioli, Silvia [Author]; Tramontana, Fabio [Author]

Uncertainty about fundamental, pessimistic and overconfident traders : a piecewise-linear maps approach

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[Modena]: nUnimore, Università degli studi di Modena e Reggio Emilia, Dipartimento di economia Marco Biagi, February 2021

Published in: DEMB working paper series ; 186

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