Edoardo OTRANTO

Italy

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Articles (11)

Year:

2025

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2025

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2025

Year:

2024

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2022

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2022

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2021

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2021

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2021

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2020

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2020

Collaborators (4)

Demetrio LACAVA

Assistant Professor

University of Messina

ITALY

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CARLO MIGLIARDO

Associate Professor of Economic Policy

Università degli Studi Gabriele d'Annunzio Chieti Pescara Dipartimento di Economia

ITALY

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Antonio Fabio FORGIONE

University of Messina

ITALY

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Luca Scaffidi Domianello

junior assistant professor (RTD-A)

University of Catania

ITALY

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Edoardo OTRANTO

Research Interests

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Articles (11)

The impact of WTI futures on Shanghai crude futures: identifying spillover effects on crude oil prices using the multiplicative error model

On using fuzzy clustering for detecting the number of states in Markov switching models

Modeling meaningful volatility events to classify monetary policy announcements

Smooth and Abrupt Dynamics in Financial Volatility: The MS‐MEM‐MIDAS*

Unconventional policies effects on stock market volatility: The MAP approach

Community mobility in the European regions during COVID-19 pandemic: A partitioning around medoids with noise cluster based on space–time autoregressive models

On classifying the effects of policy announcements on volatility

Do the Determinants of Non-Performing Loans Have a Different Effect over Time? A Conditional Correlation Approach

Realized volatility forecasting: Robustness to measurement errors

Forecasting the macro determinants of bank credit quality: a non-linear perspective

Nonlinearities and regimes in conditional correlations with different dynamics

Collaborators (4)

Demetrio LACAVA

CARLO MIGLIARDO

Antonio Fabio FORGIONE

Luca Scaffidi Domianello

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