Folgen
Paolo Pagnottoni
Titel
Zitiert von
Zitiert von
Jahr
Vector error correction models to measure connectedness of Bitcoin exchange markets
P Giudici, P Pagnottoni
Applied Stochastic Models in Business and Industry 36 (1), 95-109, 2020
672020
Price Discovery on Bitcoin Markets
P Pagnottoni, T Dimpfl
Digital Finance 1 (1-4), 139-161, 2019
632019
High frequency price change spillovers in bitcoin markets
P Giudici, P Pagnottoni
Risks 7 (4), 111, 2019
522019
Climate change and financial stability: Natural disaster impacts on global stock markets
P Pagnottoni, A Spelta, A Flori, F Pammolli
Physica A: Statistical Mechanics and Its Applications 599, 127514, 2022
512022
Libra or Librae? Basket based stablecoins to mitigate foreign exchange volatility spillovers
P Giudici, T Leach, P Pagnottoni
Finance Research Letters 44, 102054, 2022
442022
Mobility-based real-time economic monitoring amid the COVID-19 pandemic
A Spelta, P Pagnottoni
Scientific Reports 11 (1), 13069, 2021
412021
Neural network models for bitcoin option pricing
P Pagnottoni
Frontiers in Artificial Intelligence 2, 5, 2019
412019
Technical analysis on the bitcoin market: trading opportunities or investors’ pitfall?
M Resta, P Pagnottoni, ME De Giuli
Risks 8 (2), 44, 2020
362020
Financial earthquakes: SARS-CoV-2 news shock propagation in stock and sovereign bond markets
P Pagnottoni, A Spelta, N Pecora, A Flori, F Pammolli
Physica A: Statistical Mechanics and its Applications 582, 126240, 2021
322021
Network models to enhance automated cryptocurrency portfolio management
P Giudici, P Pagnottoni, G Polinesi
Frontiers in artificial intelligence 3, 22, 2020
292020
Chaos based portfolio selection: A nonlinear dynamics approach
A Spelta, N Pecora, P Pagnottoni
Expert Systems with Applications 188, 116055, 2022
192022
Sentiment, Google queries and explosivity in the cryptocurrency market
A Agosto, P Cerchiello, P Pagnottoni
Physica A: Statistical Mechanics and its Applications 605, 128016, 2022
162022
Superhighways and roads of multivariate time series shock transmission: application to cryptocurrency, carbon emission and energy prices
P Pagnottoni
Physica A: Statistical Mechanics and its Applications 615, 128581, 2023
152023
Network self-exciting point processes to measure health impacts of COVID-19
P Giudici, P Pagnottoni, A Spelta
Journal of the Royal Statistical Society Series A: Statistics in Society, 2023
142023
Matrix autoregressive models: generalization and Bayesian estimation
A Celani, P Pagnottoni
Studies in Nonlinear Dynamics & Econometrics 28 (2), 227-248, 2024
82024
The motifs of risk transmission in multivariate time series: Application to commodity prices
P Pagnottoni, A Spelta
Socio-Economic Planning Sciences 87, 101459, 2023
72023
Effective transfer entropy to measure information flows in credit markets
NA Caserini, P Pagnottoni
Statistical Methods & Applications 31 (4), 729-757, 2022
72022
Assessing harmfulness and vulnerability in global bipartite networks of terrorist-target relationships
A Spelta, N Pecora, P Pagnottoni
Social Networks 72, 22-34, 2023
62023
The topological structure of panel variance decomposition networks
A Celani, P Cerchiello, P Pagnottoni
Journal of Financial Stability 71, 101222, 2024
42024
University of Pavia
P Pagnottoni
Italy, 0
4
Das System kann den Vorgang jetzt nicht ausführen. Versuchen Sie es später erneut.
Artikel 1–20