Davide Ciferri

John Cabot University

Via della Lungara 233

Rome, 00165

Italy

Luiss Guido Carli University

Roma

SCHOLARLY PAPERS

6

DOWNLOADS

774

SSRN CITATIONS

0

CROSSREF CITATIONS

8

Scholarly Papers (6)

1.
Downloads 454 ( 76,442)
Citation 2

Time-Varying Spot and Futures Oil Price Dynamics

CESifo Working Paper Series No. 3015
Number of pages: 34 Posted: 21 Apr 2010
Brunel University London - Department of Economics and Finance, John Cabot University and National Institute of Statistics (ISTAT)
Downloads 354 (101,231)

Abstract:

Loading...

cointegration, oil market, futures prices, price discovery

Time-Varying Spot and Futures Oil Price Dynamics

DIW Berlin Discussion Paper No. 988
Number of pages: 32 Posted: 04 Jul 2010
Brunel University London - Department of Economics and Finance, John Cabot University and National Institute of Statistics (ISTAT)
Downloads 100 (317,491)
Citation 4

Abstract:

Loading...

Cointegration, oil market, futures prices, price discovery

2.

Are the Baltic Countries Ready to Adopt the Euro? A Generalised Purchasing Power Parity Approach

CESifo Working Paper Series No. 2359
Number of pages: 39 Posted: 30 Jul 2008
Brunel University London - Department of Economics and Finance, John Cabot University and National Institute of Statistics (ISTAT)
Downloads 115 (286,457)

Abstract:

Loading...

transition economies, Euro area, (Generalised) Purchasing Power Parity, Vector Error Correction models

3.

Fiscal Shocks and Real Exchange Rate Dynamics: Some Evidence for Latin America

CESifo Working Paper Series No. 2228
Number of pages: 41 Posted: 26 Feb 2008
Brunel University London - Department of Economics and Finance, John Cabot University and National Institute of Statistics (ISTAT)
Downloads 114 (288,229)

Abstract:

Loading...

fiscal shocks, real exchange rate, Latin American countries

4.

Integration and Convergence in European Electricity Markets

Number of pages: 16 Posted: 04 Mar 2013
C. Andrea Bollino, Davide Ciferri and Paolo Polinori
University of Perugia - Department of Economics, Finance and Statistics, John Cabot University and University of Perugia - Department of Economics
Downloads 90 (339,567)
Citation 12

Abstract:

Loading...

European electricity markets, electricity spot prices, cointegration, structural MA representation

5.

Are the Baltic Countries Ready to Adopt the Euro? A Generalized Purchasing Power Parity Approach

The Manchester School, Vol. 79, No. 3, pp. 429-454, 2011
Number of pages: 26 Posted: 21 Apr 2011
Brunel University London - Department of Economics and Finance, John Cabot University and National Institute of Statistics (ISTAT)
Downloads 1 (763,533)
  • Add to Cart

Abstract:

Loading...

6.

Time‐Varying Spot and Futures Oil Price Dynamics

Scottish Journal of Political Economy, Vol. 61, Issue 1, pp. 78-97, 2014
Number of pages: 20 Posted: 04 Dec 2013
Brunel University London - Department of Economics and Finance, John Cabot University and National Institute of Statistics (ISTAT)
Downloads 0 (781,315)
  • Add to Cart

Abstract:

Loading...