CARISMA
Roman, D., Mitra, G. and Zverovich, V. (Forthcoming) 'Enhanced indexation based on second-order stochastic dominance'. European Journal of Operational Research, In Press (1). pp. 273 - 281. ISSN: 0377-2217
Chen, Y., Mamon, R., Spagnolo, F. and Spagnolo, N. (2024) 'Stock market returns and climate risk in the U.S.'. Journal of Multinational Financial Management, 77. pp. 1 - 20. ISSN: 1042-444X
Albanese, M., Caporale, GM., Colella, I. and Spagnolo, N. (2024) 'The effects of physical and transition climate risk on stock markets: some multi-country evidence'. International Economics, 181 (March 2025). pp. 1 - 17. ISSN: 2110-7017
Arin, KP., Kaplan, S., Polyzos, E. and Spagnolo, N. (2024) 'Stock market responses to monetary policy shocks: Firm-level evidence'. Journal of Macroeconomics, 83. pp. 1 - 16. ISSN: 0164-0704
Arin, KP., Boduroğlu, E., Celik, EU. and Spagnolo, N. (2024) 'Which fiscal instruments do corrupt governments prefer during fiscal consolidation episodes?', inMacroeconomic Challenges to Structural Reform and Industrial Development. IGI Global. pp. 241 - 258. ISBN 13: 9798369355084.
Alfano, MR., Capasso, S., Ciucci, S. and Spagnolo, N. (2024) 'The non-linear effect of income on the shadow economy'. Socio-Economic Planning Sciences, 95. pp. 1 - 11. ISSN: 0038-0121
Pazzona, M. and Spagnolo, N. (2024) 'Do not shut up and do dribble: social media and TV consumption'. Journal of Population Economics, 37 (2). pp. 1 - 25. ISSN: 0933-1433
Caporale, GM. and Spagnolo, N. (2024) 'US Municipal Green Bonds and Financial Integration', in Caporale, GM. (ed.) Handbook of FInancial Integration. Cheltenham : Edward Elgar Publishing. pp. 192 - 205. ISBN 10: 1-80392-637-6. ISBN 13: 978-1-80392-636-0.
Penco, V. and Lucas, C. (2024) 'Financial Integration of the European, North America, Asiatic and Japanese stock markets from 2003 to present times'. Journal of Economic Integration, 0 (ahead of print). pp. 1 - 29. ISSN: 1225-651X
Arin, KP., De Iudicibus, A., Sayour, N. and Spagnolo, N. (2024) 'Environmental awareness and firm creation'. Journal of Economic Studies, 51 (9). pp. 137 - 147. ISSN: 0144-3585
Caporale, GM., Kyriacou, K. and Spagnolo, N. (2023) 'Aggregate insider trading and stock market volatility in the UK'. Journal of International Financial Markets, Institutions and Money, 89. pp. 1 - 15. ISSN: 1042-4431
Caporale, GM., Kang, W-Y., Spagnolo, F. and Spagnolo, N. (2023) 'Cyber-attacks, cryptocurrencies, and cyber-security', in Achim, M. (ed.) Economic and Financial Crime, Sustainability and Good Governance. Cham, Switzerland : Springer. , Part F1313. pp. 347 - 381. ISBN 10: 3-031-34082-5. ISBN 13: 978-3-031-34081-9.
Mitra, G., Erlwein-Sayer, C., Hoang, KT., Roman, D. and Sadik, Z. (2023) 'Handbook of Alternative Data in Finance, Volume 1'. New York; Abingdon: Chapman and Hall/CRC Press. ISSN 10: 1-003-29364-6 ISSN 13: 978-1-032-27648-9
Sadik, Z., Mitra, G., Berry, S. and Roman, D. (2023) 'Asset Allocation Strategies: Enhanced by Micro-Blog', in Mitra, G., Erlwein-Sayer, C., Hoang, KT., Roman, D. and Sadik, Z. (eds.) Handbook of Alternative Data in Finance, Volume 1. New York; Abingdon : Chapman & Hall / CRC Press. pp. 133 - 154. ISBN 10: 1-003-29364-6. ISBN 13: 978-1-032-27648-9.
Canepa, A., Chersoni, G. and Fontana, M. (2023) 'The role of environmental and financial motivations in the adoption of energy-saving technologies: Evidence from European Union data'. The Quarterly Review of Economics and Finance, 91. pp. 1 - 14. ISSN: 1062-9769
Napolitano, O., Foresti, P., Kounetas, K. and Spagnolo, N. (2023)
'The impact of energy, renewable and CO
Caporale, GM., Donati, C. and Spagnolo, N. (2023) 'Small and medium sized European firms and energy saving measures: The role of financing'. Energy Policy, 179 (August 2023). pp. 1 - 11. ISSN: 0301-4215
Chen, Y., Mamon, R., Spagnolo, F. and Spagnolo, N. (2023) 'Sustainable developments, renewable energy, and economic growth in Canada'. Sustainable Development, 31 (4). pp. 2950 - 2966. ISSN: 0968-0802
Caporale, GM., Spagnolo, N. and Almajali, A. (2023) 'Connectedness between fossil and renewable energy stock indices: The impact of the COP policies'. Economic Modelling, 123 (June 2023). pp. 1 - 26. ISSN: 0264-9993
Arin, KP., Elmassah, S., Kaplan, S. and Spagnolo, N. (2022) 'Price of a Surprise: The Effects of Election Outcomes on Stock Market Returns and Volatility'. Review of Economics, 73 (3). pp. 211 - 221. ISSN: 0948-5139
Caporale, GM., Kang, W-Y., Spagnolo, F. and Spagnolo, N. (2022) 'The Covid-19 pandemic, policy responses and stock markets in the G20'. International Economics, 172. pp. 77 - 90. ISSN: 1612-4804
Roman, D., Alwohaibi, M. and Peluso, A. (2022) 'Scenario Generation for Asset and Liability Management Models Applied to a Saudi Arabian Pension Fund'. Journal of Financial Risk Management, 11 (2). pp. 277 - 295. ISSN: 2167-9533
Bonasia, M., Napolitano, O., Spagnolo, F. and Spagnolo, N. (2022) 'The economic and welfare state determinants of well-being in Europe'. International Economics, 171. pp. 49 - 57. ISSN: 2110-7017
Caporale, GM., Menla Ali, F., Spagnolo, F. and Spagnolo, N. (2022) 'Cross-border portfolio flows and news media coverage'. Journal of International Money and Finance, 126. pp. 1 - 28. ISSN: 0261-5606
Roman, D., Maasar, M. and Date, P. (2022) 'Risk Minimisation Using Options and Risky Assets'. Operational Research: An International Journal, 22 (1). pp. 485 - 506. ISSN: 1109-2858
Alqaralleh, H. and Canepa, A. (2022) 'The role of precious metals in portfolio diversification during the Covid19 pandemic: A wavelet-based quantile approach'. Resources Policy, 75. pp. 102532 - 102532. ISSN: 0301-4207
Chen, Y., Mamon, R., Spagnolo, F. and Spagnolo, N. (2022) 'Renewable energy and economic growth: A Markov-switching approach'. Energy, 244 (B). pp. 1 - 21. ISSN: 0360-5442
Canepa, A. (2022) 'Small Sample Adjustment for Hypotheses Testing on Cointegrating Vectors'. Journal of Time Series Econometrics, 14 (1). pp. 51 - 85. ISSN: 2194-6507
Arin, P., Minniti, M., Murtinu, S. and Spagnolo, N. (2021) 'Inflection Points, Kinks, and Jumps: A Statistical Approach to Detecting Nonlinearities'. Organizational Research Methods, 25 (4). pp. 786 - 814. ISSN: 1094-4281
Agovino, M., Carillo, MR. and Spagnolo, N. (2021) 'Effect of Media News on Radicalization of Attitudes to Immigration'. Journal of Economics, Race, and Policy, 9 (4). pp. 318 - 340. ISSN: 2520-8411
Adnan, W., Arin, KP., Corakci, A. and Spagnolo, N. (2021) 'On the heterogeneous effects of tax policy on labor market outcomes'. Southern Economic Journal, 88 (3). pp. 991 - 1036. ISSN: 0038-4038
Canale, RR., De Simone, E. and Spagnolo, N. (2021) 'Financial markets and fiscal discipline in the Eurozone'. Structural Change and Economic Dynamics, 58. pp. 490 - 499. ISSN: 0954-349X
Alhamad, K., M’hallah, R. and Lucas, C. (2021) 'A mathematical program for scheduling preventive maintenance of cogeneration plants with production'. Mathematics, 9 (14). pp. 1705 - 1705.
Alqaralleh, H. and Canepa, A. (2021) 'Evidence of Stock Market Contagion during the COVID-19 Pandemic: A Wavelet-Copula-GARCH Approach'. Journal of Risk and Financial Management, 14 (7). pp. 1 - 18.
Caporale, GM., Kang, W-Y., Spagnolo, F. and Spagnolo, N. (2021) 'Cyber attacks, spillovers and contagion in the cryptocurrency markets'. Journal of International Financial Markets, Institutions and Money, 74. pp. 1 - 19. ISSN: 1042-4431
Caporale, GM., Kang, W-Y., Spagnolo, F. and Spagnolo, N. (2021) 'Cyber-Attacks, Cryptocurrencies, and Cyber Security'.60th Southwestern Finance Association Annual Meeting. Virtual.
Canepa, A. and Drogo, F. (2021) 'Wildfire crime, apprehension and social vulnerability in Italy'. Forest Policy and Economics, 122. pp. 102330 - 102330. ISSN: 1389-9341
Caporale, GM., Kang, W-Y., Spagnolo, F. and Spagnolo, N. (2020) 'Non-Linearities, Cyber Attacks and Cryptocurrencies'. Finance Research Letters, 32. pp. 1 - 10. ISSN: 1544-6123
Canepa, A., Chini, EZ. and Alqaralleh, H. (2020) 'Global Cities and Local Challenges: Booms and Busts in the London Real Estate Market'. Journal of Real Estate Finance and Economics, in press (1). pp. 1 - 29. ISSN: 0895-5638
Alqaralleh, H. and Canepa, A. (2020) 'Housing market cycles in large urban areas'. Economic Modelling, 92. pp. 257 - 267. ISSN: 0264-9993
Canepa, A., Chini, EZ. and Alqaralleh, H. (2020) 'Global Cities and Local Housing Market Cycles'. Journal of Real Estate Finance and Economics, 61 (4). pp. 671 - 697. ISSN: 0895-5638
Sapio, A. and Spagnolo, N. (2020) 'The effect of a new power cable on energy prices volatility spillovers'. Energy Policy, 144. pp. 1 - 12. ISSN: 0301-4215
Al-Maadid, A., Caporale, GM., Spagnolo, F. and Spagnolo, N. (2020) 'The impact of business and political news on the GCC stock markets'. Research in International Business and Finance, 52. pp. 101102 - 101102. ISSN: 0275-5319
Al-Maadid, A., Caporale, GM., Spagnolo, F. and Spagnolo, N. (2020) 'Political Tension and Stock Markets in the Arabian Peninsula'. International Journal of Finance and Economics, 26 (1). pp. 679 - 683. ISSN: 1076-9307
Canepa, A., de la O. González, M. and Skinner, FS. (2019) 'Hedge fund strategies: A non-parametric analysis'. International Review of Financial Analysis, 67. pp. 101436 - 101436. ISSN: 1057-5219
Arin, KP., Caporale, GM., Kyriacou, K. and Spagnolo, N. (2019) 'Financial Integration in the GCC region: Market Size versus National Effects'. Open Economies Review, 31 (2). pp. 309 - 316. ISSN: 0923-7992
Babalos, V., Caporale, GM. and Spagnolo, N. (2019) 'Equity Fund Flows and Stock Market Returns in the USA before and after the Global Financial Crisis: A VAR-GARCH-in-mean Analysis'. Empirical Economics, 60 (2). pp. 539 - 555. ISSN: 0377-7332
Lawrance Amaldass, N., Lucas, C. and Mladenovic, N. (2019) 'Variable neighbourhood search for financial derivative problem'. Yugoslav Journal of Operations Research, 29 (3). pp. 359 - 373. ISSN: 0354-0243
Caporale, GM., Spagnolo, F. and Spagnolo, N. (2018) 'Exchange rates and macro news in emerging markets'. Research in International Business and Finance, 46. pp. 516 - 527. ISSN: 0275-5319
Alwohaibi, M. and Roman, D. (2018) 'ALM models based on second order stochastic dominance'. Computational Management Science, 15 (2). pp. 187 - 211. ISSN: 1619-697X