Estimating stochastic discount factor models with hidden regimes: Applications to commodity pricing. - Marta Giampietro; Massimo Guidolin; Manuela Pedio (Eur. J. Oper. Res., 2018)

Can Big Data Help to Predict Conditional Stock Market Volatility? An Application to Brexit. - Vittorio Bellini; Massimo Guidolin; Manuela Pedio (LOD (1), 2020)

Forecasting commodity futures returns with stepwise regressions: Do commodity-specific factors help? - Massimo Guidolin; Manuela Pedio (Ann. Oper. Res., 2021)