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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

Journal article

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. 102041 - 102041. ISSN: 0038-0121

Journal article

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. Open Access Link

Book chapter

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 Open Access Link

Journal article

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 Open Access Link

Journal article

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 Open Access Link

Journal article

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. Open Access Link

Book chapter

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 Open Access Link

Journal article

Napolitano, O., Foresti, P., Kounetas, K. and Spagnolo, N. (2023) 'The impact of energy, renewable and CO2 emissions efficiency on countries’ productivity'. Energy Economics, 125. pp. 1 - 21. ISSN: 0140-9883

Journal article

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 Open Access Link

Journal article

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 Open Access Link

Journal article

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 Open Access Link

Journal article

Sadik, Z., Mitra, G., Berry, S. and Roman, D. (2023) 'Asset Allocation Strategies: Enhanced by Micro-Blog', inHandbook of Alternative Data in Finance. pp. 133 - 154.

Book chapter

Mitra, G., Erlwein-Sayer, C., Hoang, KT., Roman, D. and Sadik, Z. (2023) 'Handbook of Alternative Data in Finance, Volume I'. Chapman and Hall/CRC.

Book

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

Journal article

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 Open Access Link

Journal article

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 Open Access Link

Journal article

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

Journal article

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 Open Access Link

Journal article

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 Open Access Link

Journal article

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

Journal article

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

Journal article

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

Journal article

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 Open Access Link

Journal article

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 Open Access Link

Journal article

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

Journal article

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

Journal article

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.

Journal article

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.Open Access Link

Journal article

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 Open Access Link

Journal article

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

Journal article

Caporale, GM., Kang, W-Y., Spagnolo, F. and Spagnolo, N. (2021) 'Cyber-Attacks, Cryptocurrencies, and Cyber Security'.60th Southwestern Finance Association Annual Meeting. Virtual.Open Access Link

Conference paper

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 Open Access Link

Journal article

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 Open Access Link

Journal article

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

Journal article

Alqaralleh, H. and Canepa, A. (2020) 'Housing market cycles in large urban areas'. Economic Modelling, 92. pp. 257 - 267. ISSN: 0264-9993

Journal article

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

Journal article

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 Open Access Link

Journal article

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 Open Access Link

Journal article

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 Open Access Link

Journal article

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 Open Access Link

Journal article

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 Open Access Link

Journal article

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 Open Access Link

Journal article

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 Open Access Link

Journal article

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 Open Access Link

Journal article

Caporale, GM., Spagnolo, F. and Spagnolo, N. (2018) 'Macro News and Bond Yield Spreads in the Euro Area'. European Journal of Finance, 24 (2). pp. 114 - 134. ISSN: 1351-847X Open Access Link

Journal article

Caporale, GM., Spagnolo, F. and Spagnolo, N. (2017) 'Macro news and exchange rates in the BRICS'. Finance Research Letters, 21 (May 2017). pp. 140 - 143. ISSN: 1544-6123 Open Access Link

Journal article

Spagnolo, N., Barassi, M. and Zhao, Y. (2017) 'Fractional Integration Versus Structural Change: Testing the Convergence of CO2 Emissions'. Environmental and Resource Economics, 71 (4). pp. 923 - 968. ISSN: 0924-6460 Open Access Link

Journal article

Al-Maadid, A., Caporale, GM., Spagnolo, F. and Spagnolo, N. (2017) 'Spillovers Between Food and Energy Prices and Structural Breaks'. International Economics, 150. pp. 1 - 18. ISSN: 2110-7017 Open Access Link

Journal article

Spagnolo, N., Bonasia, M. and Napolitano, O. (2017) 'Happy PIIGS?'. Journal of Happiness Studies, 19 (6). pp. 1763 - 1782. ISSN: 1389-4978 Open Access Link

Journal article

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