Maria Grazia Zoia - Publications, H-index & Citations

Maria Grazia Zoia

Università Cattolica del Sacro Cuore

11H指数

103论文数

379被引数

收录论文 14

发表时间

The theoretical properties of novel risk-based asset allocation strategies using portfolio volatility and kurtosis 基于投资组合波动率和峰度的创新性风险导向资产配置策略的理论性质

International Review of Financial Analysis

IF9.8

2025-11-24

OAAI

M.D. Braga; L. Riso; M.G. Zoia

Extreme weather events as the main driver of electricity price volatility in Italy: A GARCH-MIDAS approach with machine learning-based variable selection 极端天气事件作为意大利电价波动的主要驱动因素：一种基于机器学习变量选择的GARCH-MIDAS方法

north american journal of economics and finance

IF0

2025-08-13

PREAI

Marco Guerzoni; Luigi Riso; M. Grazia Zoia

Forecasting innovative start-ups through automatic variable selection and MIDAS regressions

ECONOMICS OF INNOVATION AND NEW TECHNOLOGY

IF2.6

2023-12-20

PREAI

Nava, Consuelo Rubina; Riso, Luigi; Zoia, Maria Grazia

Kurtosis-based vs volatility-based asset allocation strategies: Do they share the same properties? A first empirical investigation

FINANCE RESEARCH LETTERS

IF6.9

2023-06-01

OAAI

Braga, Maria Debora; Nava, Consuelo Rubina; Zoia, Maria Grazia

Bootstrap cointegration tests in ARDL models

ECONOMIC MODELLING

IF4.7

2022-11-01

OAAI

Bertelli, Stefano; Vacca, Gianmarco; Zoia, Maria

EU electricity market integration and cross-country convergence in residential and industrial end-user prices

ENERGY POLICY

IF9.2

2022-06-01

OAAI

Cassetta, Ernesto; Nava, Consuelo R.; Zoia, Maria Grazia

A three-step procedure to investigate the convergence of electricity and natural gas prices in the European Union 调查欧盟电力和天然气价格趋同的三步程序

ENERGY ECONOMICS

IF14.2

2022-01-01

PREAI

Cassetta, Ernesto; Nava, Consuelo R.; Zoia, Maria Grazia

Forecasting in GARCH models with polynomially modified innovations

INTERNATIONAL JOURNAL OF FORECASTING

IF7.1

2022-01-01

PREAI

Vacca, Gianmarco; Zoia, Maria Grazia; Bagnato, Luca

From Quantity to Quality: Capturing Higher Spending Markets through a Segmentation of Travelers' Expenditure

JOURNAL OF TRAVEL RESEARCH

IF7

2021-11-03

PREAI

Nava, Consuelo Rubina; Osti, Linda; Zoia, Maria Grazia

A new copula for modeling portfolios with skewed, leptokurtic and high-order dependent risk factors

NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE

IF3.9

2021-11-01

PREAI

Quatto, Piero; Vacca, Gianmarco; Zoia, Maria Grazia

Introduction to Luigi Pasinetti's 'Causality and interdependence ...'

STRUCTURAL CHANGE AND ECONOMIC DYNAMICS

IF5.5

2019-06-01

PREAI

Bellino, Enrico; Nerozzi, Sebastiano; Zoia, Maria G.

Value at risk and expected shortfall based on Gram-Charlier-like expansions

JOURNAL OF BANKING & FINANCE

IF3.8

2018-08-01

OAAI

Zoia, Maria Grazia; Biffi, Paola; Nicolussi, Federica

The determinants of Italian firms' technological competencies and capabilities

EURASIAN BUSINESS REVIEW

IF3.5

2018-01-30

PREAI

Zoia, Maria Grazia; Barbieri, Laura; Cortelezzi, Flavia; Marseguerra, Giovanni

Cooperative Innovation: In Quest of Effective Partners. Evidence from Italian Firms

INNOVATION-ORGANIZATION & MANAGEMENT

IF1.8

2015-12-22

PREAI

Barzi, Federica; Cortelezzi, Flavia; Marseguerra, Giovanni; Zoia, Maria Grazia

研究方向