Giulio Cifarelli
Professor
Department of Economics and Business Sciences
University of Firenze
Italy
Biography
Member of the Scientific Committee of the European Journal of Finance. Qualifications - Baccalauréat, série B, (Sciences Economiques), Lycée Chateaubriand, Rome - BA in Economics, Oberlin College, Oberlin (Ohio), USA, (Phi Beta Kappa) - Degree in Economics, University of Siena - Ph.D. in Economics, University of Cambridge, UK.
Research Interest
International Economics and Finance; economy of energy sources.
Publications
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Cifarelli, Giulio; Paladin, Giovanna (2015). A dynamic model of hedging and speculations in the commodity futures market. JOURNAL OF FINANCIAL MARKETS, vol. 25, pp. 1-15, ISSN: 1386-4181
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Cifarelli, Giulio; Paladin, Giovanna (2016). Time-varying mark-up and the ECB's monetary policy transmission in a highly non-linear framework. INTERNATIONAL REVIEW OF ECONOMICS & FINANCE, vol. 45, pp. 247-262, ISSN: 1059-0560
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Cifarelli, Giulio; Paesani, Paolo (2016). Speculative pricing in the Liverpool cotton futures market :: a nonlinear tale of noise traders and fundamentalists from the 1920s. CLIOMETRICS, vol. 10, pp. 31-54, ISSN: 1863-2505
