Luca Scaffidi Domianello

junior assistant professor (RTD-A)

University of Catania

Italy

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Dr. Luca Scaffidi Domianello is a Junior Assistant Professor (RTD-A) at the University of Catania, Italy. His research focuses on financial economics, particularly the dynamics of crude oil prices, financial volatility, and the implications of monetary policy. Recent publications include studies on the impact of WTI futures on Shanghai crude futures, fuzzy clustering in Markov switching models, and the effects of unconventional monetary policies on spillover dynamics.

Articles (4)

Year:

2025

Year:

2025

Year:

2024

Year:

2021

Collaborators (4)

Edoardo OTRANTO

ITALY

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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

Research Interests

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Articles (4)

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

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

The Incidence of Spillover Effects during the Unconventional Monetary Policies Era

Collaborators (4)

Edoardo OTRANTO

Demetrio LACAVA

CARLO MIGLIARDO

Antonio Fabio FORGIONE

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