Research output per year
Research output per year
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Leverage effects and stochastic volatility in spot oil returns: A Bayesian approach with VaR and CVaR applications
Chen, L., Zerilli, P. Z. & Baum, C., Mar 2019, In: Energy economics. 79, p. 111-129 19 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile -
Stochastic volatility, jumps and leverage in energy and stock markets: evidence from high frequency data
Baum, C., Zerilli, P. Z. & Chen, L., 19 Aug 2019, (E-pub ahead of print) In: Energy economics. 104481.Research output: Contribution to journal › Special issue › peer-review
Open AccessFile -
Jumps and stochastic volatility in crude oil futures prices using conditional moments of integrated volatility
Baum, C. & Zerilli, P. Z., Jan 2016, In: Energy economics. 53, p. 175-181 7 p.Research output: Contribution to journal › Article › peer-review
File
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MARINEWIND
Zerilli, P. Z. (Principal investigator)
1/11/22 → 31/10/25
Project: Research project (funded) › Research
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SUPERSHINE
Zerilli, P. Z. (Principal investigator)
1/11/22 → 31/03/26
Project: Research project (funded) › Research
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Extended Public-Private Partnership for Investment in Smart Energy Efficiency Projects in a Social Housing context (SUPER-i)
Zerilli, P. Z. (Principal investigator)
1/09/21 → 28/02/25
Project: Research project (funded) › Research