Giulio Palomba

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Affiliations

• Università Politecnica delle Marche / Facoltà di Economia "Giorgio Fuà" / Dipartimento di Scienze Economiche e Sociali
  • EDIRC entry
  • location:

Research profile

author of:

• Un Modello CGE per l'analisi del federalismo fiscale all'italiana (RePEc:anc:wpaper:153)
  by Fabio FIORILLO & Giulio PALOMBA
• GARCH multivariati e approccio di Black.Litterman nell'asset allocation tattica: un'analisi empirica (RePEc:anc:wpaper:185)
  by Giulio PALOMBA
• Forecasting US bond yields at weekly frequency (RePEc:anc:wpaper:261)
  by Riccardo LUCCHETTI & Giulio PALOMBA
• Multivariate GARCH models and Black-Litterman approach for tracking error constrained portfolios: an empirical analysis (RePEc:anc:wpaper:267)
  by Giulio PALOMBA
• Testing similarities of short-run inflation dynamics among EU countries after the Euro (RePEc:anc:wpaper:289)
  by Giulio PALOMBA & Emma SARNO & Alberto ZAZZARO
• Investors' Behaviour in the Chinese Stock Exchanges: Empirical Evidence in a Systemic Approach (RePEc:anc:wpaper:297)
  by Caterina LUCARELLI & Giulio PALOMBA
• Simulation-Based Tests of Forward-Looking Models Under VAR Learning Dynamics (RePEc:anc:wpaper:298)
  by Luca FANELLI & Giulio PALOMBA
• A Model for Pricing the Italian Contemporary Art Paintings at Auction (RePEc:anc:wpaper:316)
  by Nicoletta MARINELLI & Giulio PALOMBA
• Portfolio Frontiers with Restrictions to Tracking Error Volatility and Value at Risk (RePEc:anc:wpaper:358)
  by Giulio PALOMBA & Luca RICCETTI
• Are Futures Prices Influenced by Spot;Prices or Vice-versa? An Analysis of Crude;Oil, Natural Gas and Gold Markets (RePEc:anc:wpaper:394)
  by Mihaela NICOLAU & Giulio PALOMBA & Ilaria TRAINI
• Does macroeconomics help in predicting stock markets volatility comovements? A nonlinear approach (RePEc:anc:wpaper:440)
  by Andrea Bucci & Giulio Palomba & Eduardo Rossi
• Reconciling TEV and VaR in Active Portfolio Management: A New Frontier (RePEc:anc:wpaper:461)
  by Riccardo Lucchetti & Mihaela Nicolau & Giulio Palomba & Luca Riccetti
• Healthcare Efficiency And Elderly Mortality In Italy (RePEc:anc:wpaper:485)
  by Rostand Arland Yebetchou Tchounkeu & Raffaella Santolini & Giulio Palomba & Elvina Merkaj
• The role of uncertainty in forecasting volatility comovements across stock markets (RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001219)
  by Bucci, Andrea & Palomba, Giulio & Rossi, Eduardo
• Nonlinear adjustment in US bond yields: An empirical model with conditional heteroskedasticity (RePEc:eee:ecmode:v:26:y:2009:i:3:p:659-667)
  by Lucchetti, Riccardo & Palomba, Giulio
• Contagion among European financial indices, evidence from a quantile VAR approach (RePEc:eee:ecosys:v:48:y:2024:i:2:s0939362524000050)
  by Palomba, Giulio & Tedeschi, Marco
• Portfolio frontiers with restrictions to tracking error volatility and value at risk (RePEc:eee:jbfina:v:36:y:2012:i:9:p:2604-2615)
  by Palomba, Giulio & Riccetti, Luca
• Dynamic relationships between spot and futures prices. The case of energy and gold commodities (RePEc:eee:jrpoli:v:45:y:2015:i:c:p:130-143)
  by Nicolau, Mihaela & Palomba, Giulio
• Disentangling the geopolitical risk and its effects on commodities. Evidence from a panel of G8 countries (RePEc:eee:jrpoli:v:85:y:2023:i:pb:s0301420723007675)
  by Foglia, Matteo & Palomba, Giulio & Tedeschi, Marco
• A model for pricing Italian Contemporary Art paintings at auction (RePEc:eee:quaeco:v:51:y:2011:i:2:p:212-224)
  by Marinelli, Nicoletta & Palomba, Giulio
• A Model for Pricing the Italian Contemporary Art Paintings at Auction (RePEc:ehu:ehucha:01-07)
  by Nicoletta Marinelli & Giulio Palomba
• Asset management with TEV and VaR constraints: the constrained efficient frontiers (RePEc:eme:sefpps:sef-09-2017-0255)
  by Giulio Palomba & Luca Riccetti
• Analytical Gradients of Dynamic Conditional Correlation Models (RePEc:gam:jjrfmx:v:13:y:2020:i:3:p:49-:d:328491)
  by Massimiliano Caporin & Riccardo (Jack) Lucchetti & Giulio Palomba
• Multivariate GARCH models and the Black-Litterman approach for tracking error constrained portfolios: an empirical analysis (RePEc:ids:gbusec:v:10:y:2008:i:4:p:379-413)
  by Giulio Palomba
• The Indicators of Risk (RePEc:pal:pmschp:978-0-230-30382-9_8)
  by Caterina Lucarelli & Giulio Palomba
• Nonlinear Adjustment in US Bond Yields: an Empirical Analysis with Conditional Heteroskedasticity (RePEc:pra:mprapa:11571)
  by Lucchetti, Riccardo & Palomba, Giulio
• Investors’ behaviour in the Chinese Stock Exchanges: Empirical Evidence in a Systemic Approach (RePEc:pra:mprapa:7034)
  by Lucarelli, Caterina & Palomba, Giulio
• Testing similarities of short-run inflation dynamics among EU-25 countries after the Euro (RePEc:spr:empeco:v:37:y:2009:i:2:p:231-270)
  by Giulio Palomba & Emma Sarno & Alberto Zazzaro
• The impact of attractiveness on job opportunities in Italy: a gender field experiment (RePEc:spr:epolit:v:38:y:2021:i:1:d:10.1007_s40888-020-00194-5)
  by Giovanni Busetta & Fabio Fiorillo & Giulio Palomba
• Does the Cash Conversion Cycle Affect Firm Profitability? Some Empirical Evidence from Listed Firms in North Macedonia (RePEc:vrs:zirebs:v:27:y:2024:i:1:p:63-77:n:1003)
  by Deari Fitim & Palomba Giulio
• Simulation‐based tests of forward‐looking models under VAR learning dynamics (RePEc:wly:japmet:v:26:y:2011:i:5:p:762-782)
  by Luca Fanelli & Giulio Palomba