Vincenzo CANDILA | Publications
Vincenzo CANDILA Publications
| 2025 | |
| Articolo in rivista | |
| Mixed-frequency Quantile Regression Forests for Value-at-Risk forecasting ENERGY ECONOMICS. Vol. 149. Pag.1-12 ISSN:0140-9883. | |
| Candila, Vincenzo; Petrella, Lea; Andreani, Mila | |
| Versione online | |
| Digital Object Identifier (DOI): 10.1016/j.eneco.2025.108706 Codice identificativo SCOPUS: 2-s2.0-105010839572 | |
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| 2024 | |
| Articolo in rivista | |
| Eras of dominance: identifying strong and weak periods in professional tennis COMPUTATIONAL STATISTICS. Pag.1-18 ISSN:0943-4062. | |
| Breznik, Kristijan; Candila, Vincenzo; Milekhina, Antonina; Restaino, Marialuisa | |
| Digital Object Identifier (DOI): 10.1007/s00180-024-01578-y Codice identificativo ISI: WOS:001359309500001 Codice identificativo SCOPUS: 2-s2.0-85210034862 | |
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| 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 ISI: WOS:001191715000001 Codice identificativo SCOPUS: 2-s2.0-85188667177 | |
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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 | |
| 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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| 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 | |
| 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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| 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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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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| 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 | |
| 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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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 | |
| 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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| 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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| 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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