| Violations of uncovered interest rate parity and international exchange rate dependences M Ames, G Bagnarosa, GW Peters Journal of International Money and Finance 73, 162-187, 2017 | 30 | 2017 |
| Which risk factors drive oil futures price curves? M Ames, G Bagnarosa, T Matsui, GW Peters, PV Shevchenko Energy Economics 87, 104676, 2020 | 17 | 2020 |
| Do cointegrated commodities bubble together? the case of hog, corn, and soybean C Alexakis, G Bagnarosa, M Dowling Finance Research Letters 23, 96-102, 2017 | 15 | 2017 |
| Factor-augmented Bayesian cointegration models: A case-study on the soybean crush spread M Marowka, GW Peters, N Kantas, G Bagnarosa Journal of the Royal Statistical Society Series C: Applied Statistics 69 (2 …, 2020 | 7 | 2020 |
| Upside and downside risk exposures of currency carry trades via tail dependence M Ames, GW Peters, G Bagnarosa, I Kosmidis Innovations in Quantitative Risk Management: TU München, September 2013, 163-181, 2015 | 6 | 2015 |
| Reinvestigating the Uncovered Interest Rate Parity Puzzle via Analysis of Multivariate Tail Dependence in Currency Carry Trades M Ames, G Bagnarosa, GW Peters arXiv preprint arXiv:1303.4314, 2013 | 5 | 2013 |
| Microstructure and high-frequency price discovery in the soybean complex X Zhou, G Bagnarosa, A Gohin, JME Pennings, P Debie Journal of Commodity Markets 30, 100314, 2023 | 4 | 2023 |
| Understanding the interplay between covariance forecasting factor models and risk‐based portfolio allocations in currency carry trades M Ames, G Bagnarosa, GW Peters, PV Shevchenko Journal of Forecasting 37 (8), 805-831, 2018 | 3 | 2018 |
| Some recent developments in Markov Chain Monte Carlo for cointegrated time series M Marowka, GW Peters, N Kantas, G Bagnarosa ESAIM: Proceedings and Surveys 59, 76-103, 2017 | 3 | 2017 |
| How do corporate factors affect price discovery process between equity and credit markets? X Zhou, G Bagnarosa, M Cummins Available at SSRN 4185262, 2022 | 2 | 2022 |
| La diversité des instruments innovants à la disposition des agriculteurs G Bagnarosa, A Gohin Innovations Agronomiques 77, 61-74, 2019 | 2 | 2019 |
| Which Risk Factors Drive Oil Futures Price Curves? Speculation and Hedging in the Short and Long-Term M Ames, G Bagnarosa, G Peters, PV Shevchenko, T Matsui | 2 | 2016 |
| An implicit martingale restriction in a closed-form higher order moments option pricing formula based on multipoint pade approximants G Bagnarosa, CJ Corrado, E Jurczenko, BB Maillet Available at SSRN 3175761, 2007 | 2 | 2007 |
| On the dependence structure of European vegetable oil markets R Menier, G Bagnarosa, A Gohin Applied Economics, 1-20, 2023 | 1 | 2023 |
| Price transmission in European fish markets S Gao, G Bagnarosa, M Dowling, R Matkovskyy, D Tawil Applied Economics 54 (19), 2194-2213, 2022 | 1 | 2022 |
| Commodity risk in European dairy firms G Bagnarosa, M Cummins, M Dowling, F Kearney European Review of Agricultural Economics 49 (1), 151-181, 2022 | 1 | 2022 |
| Understanding the European Futures Markets on Dairy Products: A Multi-Product Perspective A Gohin, J Cordier, G Bagnarosa | 1 | 2021 |
| Consistently combining multi-factor stochastic oil commodity models with observed exogenous explanatory regression factors: Perspectives from speculators and hedgers M Ames, G Peters, G Bagnarosa, PV Shevchenko, T Matsui Available at SSRN 2840355, 2016 | 1 | 2016 |
| Media influences on corn futures pricing X Zhou, G Bagnarosa, M Dowling, J Dandu European Review of Agricultural Economics, jbae002, 2024 | | 2024 |
| A Dynamic Stochastic Integrated Climate–Economic Spatiotemporal Model for Agricultural Insurance Products S Gao, G Bagnarosa, GW Peters, M Ames, T Matsui North American Actuarial Journal 28 (1), 27-56, 2024 | | 2024 |
