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:
2023: 8th Gretl Conference WSB Merito University of Toruń, Gdańsk, Poland, 15th-16th June
2023: 7th International Workshop on Financial Markets and Nonlinear Dynamics (FMND), Chambre de Commerce et d'Industrie, Paris, France, 1st-2nd June
2021: 7th Gretl Conference (online), 3rd-4th June
2021: 9th Italian Congress of Econometrics and Empirical Economics (ICEEE), Università di Cagliari, 21st-23rd January (online)
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:
2024: Computational Economics, Economic Modelling
2023: Computational Economics, Computational Statistics, Finance Research Letters
2022: Applied Economics
2021: Resources Policy, Review of Evolutionary Political Economy, Quarterly Review of Economics and Finance, Physica A, European Journal of Operational Research
2020: Resources Policy, Quarterly Review of Economics and Finance, Mathematics and Computers in Simulation, Bulletin of Economic Research
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 to present: 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 present (except 2016 and 2019): 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. Chairpersons: prof. Riccardo Lucchetti (until 2020), prof. Matteo Picchio (from 2021)
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 2019, 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:
2023: function packages DCC (multivariate GARCH model, Dynamic Conditional Correlation model), available on Gretl function packages repository
2015: function packages DiebMar (Diebold-Mariano 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