CURRICULUM VITAE

Giulio Palomba



PERSONAL:

Date of birth: 14th June 1973

Place of birth: Fermo (Italy)

Address: Altidona (Italy)

Citizenship: italian

Marital Status: married

Military service: discharged on 13th September 2000

Interests: music, sports, traveling, reading, computer



EDUCATION:

2016: Associate Professor in Econometrics at the Faculty of Economics "Giorgio Fuà", Università Politecnica delle Marche

2008: Assistant Professor in Econometrics at the Faculty of Economics "Giorgio Fuà", Università Politecnica delle Marche

2004: PhD in Economics, Università Politecnica delle Marche

2000: Magister Scientiarum diploma in Economics, Università degli Studi di Ancona

1999: Degree in Economics, Università degli Studi di Ancona, final mark 104/110

1992: high school diploma, Liceo Scientifico "Temistocle Calzecchi Onesti", Fermo (FM)



COMPLEMENTARY EDUCATION:

2001: Summer School of Economics, Università di Roma 2, Tor Vergata. Subject: "The Econometrics of Financial Markets", 3rd-6th September

2000: Summer School of Econometrics, Bertinoro (Italy), 4th-16th June



NATIONAL PROJECTS:

2008: Member of the PRIN L'attitudine al rischio nelle decisioni di investimento e di finanziamento. Chairperson: Prof. Caterina Lucarelli.

2006: Unit IV member of the PRIN La valutazione della ricerca economica in una prospettiva storica: misure e argomenti a confronto. Unit IV Chairperson: Prof. Marco Crivellini.



CONFERENCES:

2019: 6th Gretl Conference, University of Naples "Federico II", Naples, Italy, 13th-14th June

2017: 5th Gretl Conference, University of Patras, InnovAthens, Athens, Greece, 2nd-3rd June

2015: 4th Gretl Conference, Hans Boeckler Foundation and Free University of Berlin, Berlin, Germany, 12th-13th June

2015: 6th Italian Congress of Econometrics and Empirical Economics (ICEEE), Università di Salerno, Centro Congressi Salernoincontra, Salerno, Italy, 21st-23rd January

2013: 3rd Gretl Conference, Oklahoma State University, Oklahoma City, USA, 20th-21st June

2011: 72nd International Atlantic Economic Conference, Washington DC, USA, 20th-23rd October

2011: 2nd Gretl Conference, Nicolaus Copernicus University, Torun, Poland, 16th-17th June

2010: 2nd International Conference in memory of Carlo Giannini, Banca d'Italia, Roma, 19th-20th January

2009: 1st Gretl Conference, University of the Basque Country, Bilbao, Spain, 28th-29th May

2009: MFA 58th Annual Meeting, Chicago, Illinois, USA, 4th-7th March

2009: 3rd Italian Congress of Econometrics and Empirical Economics (ICEEE), Università Politecnica delle Marche, Ancona, Italy, 30th-31st January

2008: EEA-ESEM, Università "Luigi Bocconi", Milano, Italy, 27th-31st August

2008: MFA 57th Annual Meeting, San Antonio, Texas, USA, 27th February-1st March

2008: First International Conference in Memory of Carlo Giannini - Recent Developments in Econometric Methodology, Department of Economics "H.P. Minsky", Università di Bergamo, Italy, 24th-25th January

2007: Econophysics Colloquium and Beyond, Facolty of Economics "Giorgio Fuà", Università Politecnica delle Marche, Italy, 27th-29th September

2007: 5th International Business Research Conference, Dubai, United Arab Emirates, 26th-27th April

2007: 20 Years of Cointegration: Theory and Practice in Prospect and Retrospect, Tinbergen Institute, Rotterdam, the Netherlands, 23rd-24th March

2007: 2nd Italian Congress of Econometrics and Empirical Economics (ICEEE), Università di Bologna, Rimini, Italy, 25th-26th January

2005: Italian Congress of Econometrics and Empirical Economics (ICEEE), Università Ca' Foscari, Venezia, Italy, 24th-25th January

2004: XXXII IAHS World Congress: sunstainability of the housing projects, Università di Trento, Italy, 21st-25th September

2003: Econometric Methods in Macroeconomics and Finance, Università Luigi Bocconi, Milano, Italy, 3rd-4th October

2003: New Frontiers in Financial Volatility Modelling, Università di Firenze, Italy, 25th-27th May



DEGREE THESIS:

Title: Modelli di volatilità variabile e scelte di portafoglio (Changing volatility models and portfolio choices)

Subject: econometrics

Supervisor: Prof. Giuliano Conti

2nd supervisor: Dott. Riccardo Lucchetti

Language: italian



PHD THESIS:

Title: Strategie di asset allocation tattica: costruzione e valutazione di un portafoglio diversificato (Tactical asset allocation strategies: building and evaluating a diversified portfolio)

Subject: econometrics

Supervisor: Prof. Riccardo Lucchetti

Chair: Prof. Mauro Gallegati

Language: italian



PUBLICATIONS: (click here)



REFEREE:

2020: Resources Policy, Quarterly Review of Economics and Finance, Mathematics and Computers in Simulation

2018: International Economics, Economics Bulletin

2017: Oxford Bulletin of Economics and Statistics, Quantitative Finance

2016: Energy Economics, Resources Policy, Journal of Economic Dynamics and Control

2015: Empirical Economics, Statistical Methods and Applications, Econometrics and Statistics

2014: Review of Economics and Institutions

2013: Journal of Empirical Finance, Journal of Banking and Finance, African Journal of Business Management, Economic Research, Quarterly Review of Economics and Finance

2012: Review of Economics and Institutions, Mathemathics and Computers in Simulation, EuroEconomica, Journal of Computational Optimization in Economics and Finance, Œconomica

2011: Global Business and Economics Review, Rivista Italiana degli Economisti

2010: Review of Economics and Institutions

2009: Journal of Banking and Finance, Rivista di Politica Economica



TEACHING:

1. Undergraduate courses

from 2009: Teacher of Time Series Econometrics, Università Politecnica delle Marche, Faculty of Economics, Italy.

from 2012 to present: Teacher of Political Economy I, Università Politecnica delle Marche, Faculty of Economics in San Benedetto del Tronto, Italy.

from 2014 to present: Teacher of Basic Econometrics, Università Politecnica delle Marche, Faculty of Economics in San Benedetto del Tronto, Italy.

from 2009 to 2010: Teacher of Monetary Economics, Università Politecnica delle Marche, Faculty of Economics in San Benedetto del Tronto, Italy.

2. PhD Courses

from 2008 to 2015, from 2017 to 2018: Teacher at CIDE (Corso residenziale di Econometria), Summer School in Econometrics for PhD Students, June, Bertinoro, Italy. Chairperson: prof. Giorgio Calzolari, Department of Statistics "G. Parenti", Università di Firenze

from 2006 to present: Assistant teacher of Econometrics, PhD in Economics, Università Politecnica delle Marche, Ancona, Italy. Chairperson: Prof. Riccardo Lucchetti

2012: Econometrics, Tempus Programme (European Commission), South East European University, Tetovo, Macedonia, 4th-10th July.

from 2005 to 2009: Teacher at CIDE (Corso residenziale di Econometria), Summer School in Econometrics for PhD Students, September, Bertinoro, Italy Chairperson: prof. Eduardo Rossi, Department of Economics and Quantitative Methods, Università di Pavia

from 2014 to 2018, from 2002 to 2004: Assistant teacher of Microeconomics, PhD in Economics, Università Politecnica delle Marche, Ancona, Italy. Course by Prof. Stefano Staffolani


3. Seminars

2014: TEV and VaR constrained frontier, Free University of Bozen/Bolzano, Faculty of Economics, 21st January

2013: Multivariate GARCH models, Finance and Insurances course, Università di Bologna, Rimini, 24th April

2012: Portfolio frontiers with restrictions to tracking error volatility and value at risk, Finance and Insurances course, Università di Bologna, Rimini, 4th May

2011: Do Match Results Affect Stock Returns? An Empirical Model for the Italian Football Clubs, Finance and Insurances course, Università di Bologna, Rimini, 4th May

2010: The Econometrics of Asset Allocation, Finance and Insurances course, Università di Bologna, Rimini, 7th May

2008: GARCH models estimation, Finance and Insurances course, Università di Bologna, Rimini, 13th Maggio

2008: A model for pricing the Italian Contemporary Art paintings at auction, Finance and Insurances course, Università di Bologna, Rimini, 18th april

2007: Multivariate GARCH models and Black-Litterman approach for tracking error constrained portfolios: an empirical analysis, Finance and Insurances course, Università di Bologna, Rimini, 9th May

2006: Introduction to LaTeX, Università di Bologna, Rimini, 31st Maggio-1st Giugno

2006: Tactical asset allocation strategies: building and evaluating a diversified portfolio, Finance and Insurances course, Università di Bologna, Rimini, 19th May

2004: ARCH Models, PhD in Economics, Università Politecnica delle Marche, 14th June

2003: Introduction to LaTeX, Department of Economics and Staistics, Università di Pavia, 1st-2nd December



OTHER:

2015: function packages DiebMar (Diebold-Mariano test) and Wilcoxon (Wilcoxon Signed-rank test), available on Gretl function packages repository

2005: editing of the book: Fabio Fiorillo (ed.), Equilibrio Economico Generale e Modelli Computazionali per le politiche Economiche Regionali, Franco Angeli, Milano, Italy, 2005

2001: editing of the book: Renato Balducci, Stefano Staffolani (eds.), Income distribution, growth and employment, ESI, Napoli, Italy, 2002



COMPUTER SKILLS:

Operating systems: Windows 95 and following releases, Linux

Software: Econometric Views, GAMS, Gretl, Limdep, Mathcad, SPSS, Stata

Programming: Ox

Editing: LaTeX, HTML



LANGUAGE SKILLS:

Italian: mother tongue

English: good

French: scholastic