Items where Author is "Casarin, Roberto"
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Fianu, Emmanuel Senyo and Ahelegbey, Daniel Felix and Casarin, Roberto and Grossi, Luigi (2026) Tail Risk Transmission in Agricultural and Energy Markets. Journal of Futures Markets, The. DOI https://doi.org/10.1002/fut.70141
Ahelegbey, Daniel Felix and Billio, Monica and Casarin, Roberto (2024) Modeling Turning Points in the Global Equity Market. Econometrics and Statistics, 30. pp. 60-75. DOI https://doi.org/10.1016/j.ecosta.2021.10.004
Ahelegbey, Daniel Felix and Casarin, Roberto and Fianu, Emmanuel Senyo and Grossi, Luigi (2024) Structural changes in contagion channels: the impact of COVID-19 on the Italian electricity market. Annals of Operations Research, 345 (2-3). pp. 1035-1060. DOI https://doi.org/10.1007/s10479-024-05893-x