VINCENZO CANDILA | Publications
VINCENZO CANDILA Publications
| 2024 | |
| Articolo in rivista | |
| Doubly multiplicative error models with long- and short-run components SOCIO-ECONOMIC PLANNING SCIENCES. Vol. 91. Pag.1-15 ISSN:0038-0121. | |
| Amendola, Alessandra; Candila, Vincenzo; Cipollini, Fabrizio; Gallo Giampiero, Maria | |
| Versione online | |
| Digital Object Identifier (DOI): 10.1016/j.seps.2023.101764 Codice identificativo ISI: WOS:001134456900001 Codice identificativo SCOPUS: 2-s2.0-85179106573 | |
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| 2024 | |
| Articolo in rivista | |
| Is Monetary Policy a Driver of Cryptocurrencies? Evidence from a Structural Break GARCH-MIDAS Approach ECONOMETRICS. Vol. 12. Pag.1-19 ISSN:2225-1146. | |
| Alam, Md Samsul; Amendola, Alessandra; Candila, Vincenzo; Jabarabadi, Shahram Dehghan | |
| Versione online | |
| Digital Object Identifier (DOI): 10.3390/econometrics12010002 Codice identificativo SCOPUS: 2-s2.0-85188667177 | |
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| 2024 | |
| Contributo in volume (Capitolo o Saggio) | |
| Combining Value-at-Risk and Expected Shortfall measures. In AA.VV Statistical Analysis of Complex Economic Data: Recent Developments and Applications - Book of Short Papers, 2nd Italian Conference on Economic Statistics (ICES 2024) Pag.14-17 Casa Editrice Bonechi. ISBN:9788847629509 | |
| Amendola, Alessandra; Candila, Vincenzo; Naimoli, Antonio; Storti, Giuseppe | |
| Versione online | |
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| 2023 | |
| Articolo in rivista | |
| The Impact of ESG Scores on Risk Market Performance SUSTAINABILITY. Vol. 15. Pag.1-16 ISSN:2071-1050. | |
| Aldieri, Luigi; Amendola, Alessandra; Candila, Vincenzo | |
| Versione online | |
| Digital Object Identifier (DOI): 10.3390/su15097183 Codice identificativo ISI: WOS:000987025000001 Codice identificativo SCOPUS: 2-s2.0-85159260497 | |
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| 2023 | |
| Articolo in rivista | |
| welo: An R package for Weighted and standard Elo rates STATISTICA APPLICATA. Pag.1-18 ISSN:2038-5587. | |
| Candila, Vincenzo | |
| Versione online | |
| Digital Object Identifier (DOI): 10.26398/IJAS.0035-005 Codice identificativo SCOPUS: 2-s2.0-85163589649 | |
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| 2023 | |
| Articolo in rivista | |
| Mixed-frequency quantile regressions to forecast value-at-risk and expected shortfall ANNALS OF OPERATIONS RESEARCH. Pag.1-34 ISSN:0254-5330. | |
| Candila, Vincenzo; Gallo, Giampiero M.; Petrella, Lea | |
| Versione online | |
| Digital Object Identifier (DOI): 10.1007/s10479-023-05370-x Codice identificativo ISI: WOS:000989804500002 Codice identificativo SCOPUS: 2-s2.0-85159676159 | |
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| 2023 | |
| Contributo in Atti di convegno | |
| Strong eras in male professional tennis. In: Book of Short papers 11th International Conference IES 2023 Statistical Methods for Evaluation and Quality: Techniques, Technologies and Trends (T3) IlViandante Pag.35-40 ISBN:9791280333698 | |
| IES 2023 - Statistical Methods for Evaluation and Quality: Techniques, Technologies and Trends (T3) Pescara Agosto-Settembre 2023 | |
| Breznik, Kristijan; Candila, Vincenzo; Milekhina, Antonina; Restaino, Marialuisa | |
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| 2023 | |
| Contributo in volume (Capitolo o Saggio) | |
| Adaptive combinations of tail-risk forecasts. In Book of the short papers - SIS 2023 Pag.293-298 ISBN:9788891935618 | |
| Amendola, Alessandra; Candila, Vincenzo; Naimoli, Antonio; Storti, Giuseppe | |
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| 2022 | |
| Articolo in rivista | |
| A new model for predicting the winner in tennis based on the eigenvector centrality ANNALS OF OPERATIONS RESEARCH. Pag.1-18 ISSN:0254-5330. | |
| Arcagni, Alberto; Candila, Vincenzo; Rosanna, Grassi | |
| Versione online | |
| Digital Object Identifier (DOI): 10.1007/s10479-022-04594-7 Codice identificativo ISI: WOS:000765676300001 Codice identificativo SCOPUS: 2-s2.0-85125698437 | |
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| 2022 | |
| Articolo in rivista | |
| Weighted Elo rating for tennis match predictions EUROPEAN JOURNAL OF OPERATIONAL RESEARCH. Vol. 297. Pag.120-132 ISSN:0377-2217. | |
| Angelini, Giovanni; Candila, V.; De Angelis, Luca | |
| Versione online | |
| Digital Object Identifier (DOI): 10.1016/j.ejor.2021.04.011 Codice identificativo ISI: WOS:000707652200009 Codice identificativo SCOPUS: 2-s2.0-85106890945 | |
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| 2021 | |
| Articolo in rivista | |
| On the relationship between oil and exchange rates of oil-exporting and oil-importing countries: From the great recession period to the covid-19 era ENERGIES. Vol. 14. Pag.1-18 ISSN:1996-1073. | |
| Candila, V.; Maximov, D.; Mikhaylov, A.; Moiseev, N.; Senjyu, T.; Tryndina, N. | |
| Digital Object Identifier (DOI): 10.3390/en14238046 Codice identificativo ISI: WOS:000735037000001 Codice identificativo SCOPUS: 2-s2.0-85120691447 | |
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| 2021 | |
| Articolo in rivista | |
| Multivariate analysis of cryptocurrencies ECONOMETRICS. Vol. 9. Pag.1-17 ISSN:2225-1146. | |
| Candila, V. | |
| Digital Object Identifier (DOI): 10.3390/econometrics9030028 Codice identificativo ISI: WOS:000699303000001 Codice identificativo SCOPUS: 2-s2.0-85110080583 | |
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| 2021 | |
| Articolo in rivista | |
| Multivariate analysis of energy commodities during the covid-19 pandemic: Evidence from a mixed-frequency approach RISKS. Vol. 9. Pag.1-20 ISSN:2227-9091. | |
| Andreani, M.; Candila, V.; Morelli, Giacomo; Petrella, L. | |
| Digital Object Identifier (DOI): 10.3390/risks9080144 Codice identificativo ISI: WOS:000690263100001 Codice identificativo SCOPUS: 2-s2.0-85112509383 | |
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209911Choosing the frequency of volatility components within the Double Asymmetric GARCH–MIDAS–X model
| 2021 | |
| Articolo in rivista | |
| Choosing the frequency of volatility components within the Double Asymmetric GARCH–MIDAS–X model ECONOMETRICS AND STATISTICS. Vol. 20. Pag.12-28 ISSN:2452-3062. | |
| Amendola, A.; Candila, V.; Gallo, G. M. | |
| Versione online | |
| Digital Object Identifier (DOI): 10.1016/j.ecosta.2020.11.001 Codice identificativo ISI: WOS:000689351000003 Codice identificativo SCOPUS: 2-s2.0-85100986338 | |
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| 2021 | |
| Contributo in volume (Capitolo o Saggio) | |
| Hypotheses testing in mixed–frequency volatility models: a bootstrap approach. In Book of short papers SIS 2021 Pag.1413-1418 ISBN:9788891927361 | |
| Candila, Vincenzo; Petrella, Lea | |
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| 2021 | |
| Contributo in volume (Capitolo o Saggio) | |
| On the Use of Mixed Sampling in Modelling Realized Volatility: The MEM–MIDAS. In Mathematical and Statistical Methods for Actuarial Sciences and Finance Pag.7-13 Cham Springer Nature. ISBN:9783030789640 | |
| Amendola, Alessandra; Candila, Vincenzo; Cipollini, Fabrizio; Gallo, Giampiero M. | |
| Versione online | |
| Digital Object Identifier (DOI): 10.1007/978-3-030-78965-7 | |
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| 2021 | |
| Contributo in volume (Capitolo o Saggio) | |
| Conditional Quantile Estimation for Linear ARCH Models with MIDAS Components. In Mathematical and Statistical Methods for Actuarial Sciences and Finance eMAF2020 Pag.109-115 | |
| Candila, Vincenzo; Petrella, Lea | |
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| 2020 | |
| Articolo in rivista | |
| Energy and non–energy Commodities: Spillover Effects on African Stock Markets JOURNAL OF STATISTICAL AND ECONOMETRIC METHODS. Vol. 9. Pag.91-115 ISSN:2241-0384. | |
| Amendola, Alessandra; Boccia, Marinella; Candila, Vincenzo; Gallo, Giampiero M. | |
| Versione online | |
| Digital Object Identifier (DOI): 10.47260/jsem/vol947 | |
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| 2020 | |
| Articolo in rivista | |
| A Model Confidence Set approach to the combination of multivariate volatility forecasts INTERNATIONAL JOURNAL OF FORECASTING. Pag.1-19 ISSN:0169-2070. | |
| Amendola, Alessandra; Storti, Giuseppe; Candila, Vincenzo; Braione, Manuela | |
| Digital Object Identifier (DOI): 10.1016/j.ijforecast.2019.10.001 Codice identificativo ISI: WOS:000539339300008 Codice identificativo SCOPUS: 2-s2.0-85079527132 | |
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187329Governance, Innovation, Profitability, and Credit Risk: Evidence from Italian manufacturing firms
| 2020 | |
| Articolo in rivista | |
| Governance, Innovation, Profitability, and Credit Risk: Evidence from Italian manufacturing firms INTERNATIONAL JOURNAL OF BUSINESS AND SOCIAL SCIENCE. Vol. 11. Pag.32-42 ISSN:2219-1933. | |
| Amendola, Alessandra; Storti, Giuseppe; Sensini, Luca; Candila, Vincenzo | |
| Versione online | |
| Digital Object Identifier (DOI): 10.30845/ijbss.v11n6a3 | |
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| 2020 | |
| Articolo in rivista | |
| Corporate Governance, Investment, Profitability and Insolvency Risk: Evidence from Italy ADVANCES IN MANAGEMENT AND APPLIED ECONOMICS. Vol. 10. Pag.185-202 ISSN:1792-7544. | |
| Amendola, Alessandra; Candila, Vincenzo; Sensini, Luca; Storti, Giuseppe | |
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| 2020 | |
| Articolo in rivista | |
| Neural networks and betting strategies for tennis RISKS. Vol. 8. Pag.1-19 ISSN:2227-9091. | |
| Candila, Vincenzo; Palazzo, Lucio | |
| Digital Object Identifier (DOI): 10.3390/risks8030068 Codice identificativo ISI: WOS:000578215800001 Codice identificativo SCOPUS: 2-s2.0-85087155222 | |
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| 2020 | |
| Contributo in Atti di convegno | |
| Double Asymmetric GARCH-MIDAS model - new insights and results. In: Book of short papers - SIS 2020 Pearson Pag.927-932 ISBN:9788891910776 | |
| 50th Scientific Meeting of the Italian Statistical Society Pisa, Italy June 23, 2021 – June 25, 2021 | |
| Amendola, Alessandra; Candila, Vincenzo; Gallo, Giampiero M. | |
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192163Choosing between weekly and monthly volatility drivers within a Double Asymmetric GARCH-MIDAS model
| 2020 | |
| Contributo in volume (Capitolo o Saggio) | |
| Choosing between weekly and monthly volatility drivers within a Double Asymmetric GARCH-MIDAS model. In La Rocca, Michele, Liseo, Brunero, Salmaso, Luigi Nonparametric Statistics Pag.25-33 Cham Springer. ISBN:978-3-030-57305-8 ISSN:2194-1009. | |
| Amendola, Alessandra; Candila, Vincenzo; Maria Gallo, Giampiero | |
| Digital Object Identifier (DOI): https://doi.org/10.1007/978-3-030-57306-5 Codice identificativo SCOPUS: 2-s2.0-85097268943 | |
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| 2020 | |
| Contributo in volume (Capitolo o Saggio) | |
| Do Agriculture Commodities Spill over onto Latin Stock Markets?. In Chun-Chien Kuo Insight into Economics and Management Pag.10-25 London Book Publisher International. ISBN:9789390516056 | |
| Naka, Atsuyuki; Oral, Ece; Candila, V.; Farace, S.; Willey, Thomas; Robideaux, Douglas; Lee, Sung-Kyu; Jang, Won-Jung; Lee, Sung-Taek; Kim, Jong-Bae; Gim, Gwang-Yong; Omonijo, ; Dare, Ojo; Anyaegbunam, Michael C.; Joe-Akunne, ; Ikenna, Godwin; Obiorah, ; Chidozie, Beneth; Nwangwu, ; Nneka, Ifedichinma; Silvestre, Emmanuel; Toro, Fernando; Sanin, Alejandro; Karsh, Sharif M. Abu; Janom, Norjansalika; Zakaria, Mohd Shanudin; Arshad, Noor Habibah; Salleh, Siti Salwa; Aris, Syaripah Ruzaini Syed; Hasan, Mohamad K.; Akanni, Akinwunmi; Adeboye, Bukola; Ajala, Rosemary | |
| Digital Object Identifier (DOI): 10.9734/bpi/ieam/v3 | |
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| 2020 | |
| Contributo in volume (Capitolo o Saggio) | |
| Adding MIDAS terms to Linear ARCH models in a Quantile Regression framework. In Book of short papers SIS 2020 Pag.910-915 ISBN:9788891910776 | |
| Candila, Vincenzo; Petrella, Lea | |
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| 2019 | |
| Articolo in rivista | |
| On the asymmetric impact of macro–variables on volatility ECONOMIC MODELLING. Vol. 76. Pag.135-152 ISSN:0264-9993. | |
| Amendola, Alessandra; Candila, Vincenzo; Maria Gallo, Giampiero | |
| Versione online | |
| Digital Object Identifier (DOI): 10.1016/j.econmod.2018.07.025 Codice identificativo ISI: WOS:000455070300010 Codice identificativo SCOPUS: 2-s2.0-85051364208 | |
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146025Estimating the Implied Probabilities in the Tennis Betting Market: A New Normalization Procedure
| 2018 | |
| Articolo in rivista | |
| Estimating the Implied Probabilities in the Tennis Betting Market: A New Normalization Procedure INTERNATIONAL JOURNAL OF SPORT FINANCE. Vol. 13. Pag.225-242 ISSN:1558-6235. | |
| Candila, Vincenzo; Scognamillo, Antonio | |
| Versione online | |
| Codice identificativo ISI: WOS:000457970400002 Codice identificativo SCOPUS: 2-s2.0-85056899403 | |
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| 2018 | |
| Articolo in rivista | |
| On the Volatility Spillover between Agricultural Commodities and Latin American Stock Markets RISKS. Pag.1-16 ISSN:2227-9091. | |
| Candila, Vincenzo; Farace, Salvatore | |
| Versione online | |
| Digital Object Identifier (DOI): 10.3390/risks6040116 Codice identificativo ISI: WOS:000455642400013 Codice identificativo SCOPUS: 2-s2.0-85057817255 | |
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| 2018 | |
| Contributo in volume (Capitolo o Saggio) | |
| Combining Multivariate Volatility Models. In AA VV Mathematical and Statistical Methods for Actuarial Sciences and Finance ( MAF 2018 ) Pag.39-43 Berlin-Heidelberg Springer International Publishing. ISBN:9783319898230 | |
| Amendola, Alessandra; Braione, Manuela; Candila, Vincenzo; Storti, Giuseppe | |
| Digital Object Identifier (DOI): 10.1007/978-3-319-89824-7_7 Codice identificativo SCOPUS: 2-s2.0-85104133390 | |
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| 2017 | |
| Articolo in rivista | |
| Comparing multivariate volatility forecasts by direct and indirect approaches THE JOURNAL OF RISK. Vol. 19. Pag.33-57 ISSN:1465-1211. | |
| Candila, Vincenzo; Amendola, Alessandra | |
| Versione online | |
| Digital Object Identifier (DOI): 10.21314/JOR.2017.364 Codice identificativo ISI: WOS:000407083600003 Codice identificativo SCOPUS: 2-s2.0-85027058172 | |
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| 2016 | |
| Articolo in rivista | |
| On the influence of US monetary policy on crude oil price volatility EMPIRICAL ECONOMICS. Pag.155-178 ISSN:0377-7332. | |
| Amendola, Alessandra; Candila, Vincenzo; Scognamillo, Antonio | |
| Versione online | |
| Digital Object Identifier (DOI): 10.1007/s00181-016-1069-5 Codice identificativo ISI: WOS:000393819300007 Codice identificativo SCOPUS: 2-s2.0-84961572465 | |
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| 2015 | |
| Articolo in rivista | |
| Evaluation of volatility predictions in a VaR framework QUANTITATIVE FINANCE. Vol. 16. Pag.695-709 ISSN:1469-7688. | |
| Amendola, Alessandra; Candila, Vincenzo | |
| Digital Object Identifier (DOI): 10.1080/14697688.2015.1062122 Codice identificativo ISI: WOS:000373839300001 Codice identificativo SCOPUS: 2-s2.0-84938631770 | |
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| 2014 | |
| Contributo in Atti di convegno | |
| Does U.S. monetary policy affect crude oil future price volatility? An empirical investigation. In: Proceedings of CFE-ERCIM 2014 Firenze CFE editorial boards Pag.42-42 ISBN:9788493782245 | |
| 8th International Conference on Computational and Financial Econometrics Pisa, Italy 06-08/12/2014 | |
| Amendola, Alessandra; Candila, Vincenzo; Scognamillo, Antonio | |
| Versione online | |
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| 2014 | |
| Contributo in Atti di convegno | |
| The use of loss functions in assessing the VaR measures. In: Proceedings of 47th Scientific Meeting of the Italian Statistical Society Cagliari CUEC Cooperativa Universitaria Editrice Cagliaritana Pag.1-6 ISBN:9788884678744 | |
| 47th Scientific Meeting of the Italian Statistical Society, Cagliari Giugno 2014 | |
| Amendola, Alessandra; Candila, Vincenzo | |
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| 2014 | |
| Contributo in volume (Capitolo o Saggio) | |
| Evaluation of volatility forecasts in a VaR framework. In Mathematical and Statistical Methods For Actuarial Sciences and Finance Pag.7-11 Springer International Publishing. ISBN:9783319050133 | |
| Amendola, Alessandra; Candila, Vincenzo | |
| Codice identificativo SCOPUS: 2-s2.0-84934292813 | |
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| 2013 | |
| Altro | |
| Comparison of the forecasting performances of multivariatevolatility models. | |
| Candila, Vincenzo | |
| Versione online | |
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53108Analisi di scenario
| 2012 | |
| Contributo in volume (Capitolo o Saggio) | |
| Analisi di scenario. In AA. VV. Analisi delle caratteristiche strutturali e funzionali delle imprese industriali operanti in provincia di Salerno. Settore Alimentare e Chimico Plastico Pag.5-35 9788849525625 Edizioni Scientifiche Italiane. ISBN:9788849525625 | |
| Candila, Vincenzo; Coppola, Gianluigi; Quattrocchi, Biagio | |
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| 2012 | |
| Contributo in volume (Capitolo o Saggio) | |
| Analisi di alcune variabili critiche. In AA.VV. Analisi delle caratteristiche strutturali e funzionali delle imprese industriali operanti in provincia di Salerno. Settore Alimentare e Chimico Plastico Pag.117-128 Napoli Edizioni Scientifiche Italiane. ISBN:9788849525625 | |
| Candila, Vincenzo; Sensini, Luca; Storti, Giuseppe | |
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| 2011 | |
| Contributo in volume (Capitolo o Saggio) | |
| I redditi dichiarati a Firenze.Uno studio basato sulle dichiarazioni dei redditi delle persone fisiche. In Bollettino mensile di Statistica Pag.15-78 Firenze | |
| M., Sifone; Candila, Vincenzo; C., Leandri; E., Pace | |
| Versione online | |
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