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Valerio Potì
(Valerio Poti)

Personal Details

First Name:Valerio
Middle Name:
Last Name:Poti
Suffix:
RePEc Short-ID:ppo218
[This author has chosen not to make the email address public]
https://people.ucd.ie/valerio.poti

Affiliation

Michael Smurfit Graduate School of Business
School of Business
University College Dublin

Dublin, Ireland
http://www.smurfitschool.ie/
RePEc:edi:dbucdie (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Yingjie Niu & Lanxin Lu & Rian Dolphin & Valerio Poti & Ruihai Dong, 2024. "Evaluating Financial Relational Graphs: Interpretation Before Prediction," Papers 2410.07216, arXiv.org.
  2. John Cotter & Emmanuel Eyiah-Donkor & Valerio Potì, 2023. "Commodity futures return predictability and intertemporal asset pricing," Post-Print hal-04192933, HAL.
  3. George M. Constantinides & Maurizio Montone & Valerio Potì & Stella Spilioti, 2023. "Sentiment, Productivity, and Economic Growth," NBER Working Papers 31031, National Bureau of Economic Research, Inc.
  4. Akanksha Jalan & Roman Matkovskyy & Valerio Potì, 2022. "Shall the winning last? A study of recent bubbles and persistence," Post-Print hal-03603161, HAL.
  5. Yuting Chen & Don Bredin & Valerio Potì & Roman Matkovskyy, 2022. "COVID risk narratives: a computational linguistic approach to the econometric identification of narrative risk during a pandemic," Post-Print hal-04021587, HAL.
  6. Richard M. Levich & Valerio Poti, 2008. "Predictability and 'Good Deals' in Currency Markets," NBER Working Papers 14597, National Bureau of Economic Research, Inc.
  7. Colm Kearney & Valerio Poti, 2006. "Have European Stocks Become More Volatile? An Empirical Investigation of Idiosyncratic and Market Risk in the Euro Area," The Institute for International Integration Studies Discussion Paper Series iiisdp132, IIIS.
  8. Brian M Lucey & Edel Tully & Valerio Poti, 2005. "International Portfolio Formation, Skewness & the Role of Gold," The Institute for International Integration Studies Discussion Paper Series iiisdp030, IIIS.
  9. Colm Kearney & Valerio Poti, 2005. "Correlation Dynamics in European Equity Markets," Finance 0507008, University Library of Munich, Germany.
  10. Colm Kearney & Valerio Poti, 2004. "Idiosyncratic Risk, Market Risk and Correlation Dynamics in European Equity Markets," The Institute for International Integration Studies Discussion Paper Series iiisdp015, IIIS.

Articles

  1. Ruting Wang & Valerio Potì & Wolfgang Karl Härdle, 2024. "Assessing network risk with FRM: links with pricing kernel volatility and application to cryptocurrencies," Quantitative Finance, Taylor & Francis Journals, vol. 24(7), pages 975-992, July.
  2. Chen, Yuting & Potì, Valerio, 2024. "Econometric identification of the attainable maximal sharpe ratio by optimal shrinkage of the cross-section of asset returns," Economics Letters, Elsevier, vol. 235(C).
  3. Di Martino, G. & Miglietta, F. & Potì, V., 2024. "The impact of ESG scores on the value relevance of fair value hierarchy of financial instruments: Evidence from European Banks," Research in International Business and Finance, Elsevier, vol. 71(C).
  4. Di Martino, G. & Miglietta, F. & Potì, V., 2024. "Corrigendum to “The impact of ESG scores on the value relevance of fair value hierarchy of financial instruments: Evidence from European banks” [Res. Int. Bus. Financ. 71 (2024) 102451]," Research in International Business and Finance, Elsevier, vol. 72(PA).
  5. Bredin, Don & Potì, Valerio & Salvador, Enrique, 2023. "Revisiting the Silver Crisis," Journal of Commodity Markets, Elsevier, vol. 30(C).
  6. Cotter, John & Eyiah-Donkor, Emmanuel & Potì, Valerio, 2023. "Commodity futures return predictability and intertemporal asset pricing," Journal of Commodity Markets, Elsevier, vol. 31(C).
  7. Don Bredin & Valerio Potì & Enrique Salvador, 2022. "Food Prices, Ethics and Forms of Speculation," Journal of Business Ethics, Springer, vol. 179(2), pages 495-509, August.
  8. Caferra, Rocco & Morone, Andrea & Potì, Valerio, 2022. "Crypto-environment network connectivity and Bitcoin returns distribution tail behaviour," Economics Letters, Elsevier, vol. 218(C).
  9. Yuting Chen & Don Bredin & Valerio Potì & Roman Matkovskyy, 2022. "COVID risk narratives: a computational linguistic approach to the econometric identification of narrative risk during a pandemic," Digital Finance, Springer, vol. 4(1), pages 17-61, March.
  10. Valerio Poti, 2022. "Discussion on: “Programmable money: next generation blockchain based conditional payments” by Ingo Weber and Mark Staples," Digital Finance, Springer, vol. 4(2), pages 139-140, September.
  11. Jalan, Akanksha & Matkovskyy, Roman & Potì, Valerio, 2022. "Shall the winning last? A study of recent bubbles and persistence," Finance Research Letters, Elsevier, vol. 45(C).
  12. Arvanitis, Stelios & Post, Thierry & Potì, Valerio & Karabati, Selcuk, 2021. "Nonparametric tests for Optimal Predictive Ability," International Journal of Forecasting, Elsevier, vol. 37(2), pages 881-898.
  13. Potì, Valerio & Levich, Richard & Conlon, Thomas, 2020. "Predictability and pricing efficiency in forward and spot, developed and emerging currency markets," Journal of International Money and Finance, Elsevier, vol. 107(C).
  14. Potì, Valerio & Pattitoni, Pierpaolo & Petracci, Barbara, 2020. "Precautionary motives for private firms’ cash holdings," International Review of Economics & Finance, Elsevier, vol. 68(C), pages 150-166.
  15. Levich, Richard & Conlon, Thomas & Potì, Valerio, 2019. "Measuring excess-predictability of asset returns and market efficiency over time," Economics Letters, Elsevier, vol. 175(C), pages 92-96.
  16. Potì, Valerio, 2018. "A new tight and general bound on return predictability," Economics Letters, Elsevier, vol. 162(C), pages 140-145.
  17. Thierry Post & Valerio Potì, 2017. "Portfolio Analysis Using Stochastic Dominance, Relative Entropy, and Empirical Likelihood," Management Science, INFORMS, vol. 63(1), pages 153-165, January.
  18. Cotter, John & Eyiah-Donkor, Emmanuel & Potì, Valerio, 2017. "Predictability and diversification benefits of investing in commodity and currency futures," International Review of Financial Analysis, Elsevier, vol. 50(C), pages 52-66.
  19. Bredin, Don & Conlon, Thomas & Potì, Valerio, 2017. "The price of shelter - Downside risk reduction with precious metals," International Review of Financial Analysis, Elsevier, vol. 49(C), pages 48-58.
  20. M. Faliva & V. Potì & M. G. Zoia, 2016. "Orthogonal polynomials for tailoring density functions to excess kurtosis, asymmetry, and dependence," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 45(1), pages 49-62, January.
  21. Luca Bagnato & Valerio Potì & Maria Zoia, 2015. "The role of orthogonal polynomials in adjusting hyperpolic secant and logistic distributions to analyse financial asset returns," Statistical Papers, Springer, vol. 56(4), pages 1205-1234, November.
  22. Bredin, Don & Conlon, Thomas & Potì, Valerio, 2015. "Does gold glitter in the long-run? Gold as a hedge and safe haven across time and investment horizon," International Review of Financial Analysis, Elsevier, vol. 41(C), pages 320-328.
  23. Levich, Richard M. & Potì, Valerio, 2015. "Predictability and ‘good deals’ in currency markets," International Journal of Forecasting, Elsevier, vol. 31(2), pages 454-472.
  24. Potì, Valerio & Levich, Richard M. & Pattitoni, Pierpaolo & Cucurachi, Paolo, 2014. "Predictability, trading rule profitability and learning in currency markets," International Review of Financial Analysis, Elsevier, vol. 33(C), pages 117-129.
  25. Potì, Valerio & Shefrin, Hersh, 2014. "The signature of sentiment in conditional consumption CAPM estimates: A note," Journal of Behavioral and Experimental Finance, Elsevier, vol. 2(C), pages 1-9.
  26. Pattitoni, Pierpaolo & Petracci, Barbara & Potì, Valerio & Spisni, Massimo, 2013. "Cost of entrepreneurial capital and under-diversification: A Euro-Mediterranean perspective," Research in International Business and Finance, Elsevier, vol. 27(1), pages 12-27.
  27. Potì, Valerio & Siddique, Akhtar, 2013. "What drives currency predictability?," Journal of International Money and Finance, Elsevier, vol. 36(C), pages 86-106.
  28. Potì, Valerio & Wang, DengLi, 2010. "The coskewness puzzle," Journal of Banking & Finance, Elsevier, vol. 34(8), pages 1827-1838, August.
  29. Colm Kearney & Valerio Potì, 2008. "Have European Stocks become More Volatile? An Empirical Investigation of Idiosyncratic and Market Risk in the Euro Area," European Financial Management, European Financial Management Association, vol. 14(3), pages 419-444, June.
  30. Brian M Lucey, Valerio Poti, Edel Tully, 2006. "International Portfolio Formation, Skewness & the Role of Gold," Frontiers in Finance and Economics, SKEMA Business School, vol. 3(1), pages 49-68, June.
  31. Kearney, Colm & Poti, Valerio, 2006. "Correlation dynamics in European equity markets," Research in International Business and Finance, Elsevier, vol. 20(3), pages 305-321, September.

    RePEc:taf:apfelt:v:1:y:2005:i:6:p:369-372 is not listed on IDEAS

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Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 6 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-FIN: Finance (3) 2004-05-09 2005-07-11 2006-05-27
  2. NEP-FMK: Financial Markets (3) 2004-05-09 2006-05-27 2020-11-30
  3. NEP-EEC: European Economics (2) 2005-07-11 2006-05-27
  4. NEP-BIG: Big Data (1) 2023-04-17
  5. NEP-CBA: Central Banking (1) 2009-01-03
  6. NEP-CFN: Corporate Finance (1) 2006-05-27
  7. NEP-DES: Economic Design (1) 2023-04-17
  8. NEP-FDG: Financial Development and Growth (1) 2023-04-17
  9. NEP-FOR: Forecasting (1) 2020-11-30
  10. NEP-MAC: Macroeconomics (1) 2023-04-17
  11. NEP-ORE: Operations Research (1) 2020-11-30
  12. NEP-RMG: Risk Management (1) 2006-05-27

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