CLAUDIO MORANA : Citation Profile

Are you CLAUDIO MORANA?

Università degli Studi di Milano-Bicocca (93% share)
Università degli Studi di Milano-Bicocca (4% share)
Università degli Studi di Torino (2% share)
Rimini Centre for Economic Analysis (RCEA) (1% share)

17

H index

26

i10 index

1042

Citations

RESEARCH PRODUCTION:

70

Articles

92

Papers

1

Books

1

Chapters

RESEARCH ACTIVITY:

   23 years (1998 - 2021). See details.
   Cites by year: 45
   Journals where CLAUDIO MORANA has often published
   Relations with other researchers
   Recent citing documents: 155.    Total self citations: 98 (8.6 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pmo818
   Updated: 2022-05-21    RAS profile: 2022-02-26    
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Relations with other researchers

Works with:

Sbrana, Giacomo (10)

Tirelli, Patrizio (3)

Authors registered in RePEc who have co-authored more than one work in the last five years with CLAUDIO MORANA.

Is cited by:

GUPTA, RANGAN (33)

Gil-Alana, Luis (14)

Misas, Martha (11)

Ajmi, Ahdi Noomen (10)

Tiwari, Aviral (10)

Caporale, Guglielmo Maria (9)

Hartl, Tobias (9)

Jucknewitz, Roland (9)

Ben Nasr, Adnen (9)

DE TRUCHIS, Gilles (8)

Keddad, Benjamin (8)

Cites to:

Bollerslev, Tim (62)

Bai, Jushan (57)

Granger, Clive (45)

Hamilton, James (43)

Baillie, Richard (36)

Diebold, Francis (35)

Engle, Robert (35)

Bagliano, Fabio (33)

Watson, Mark (32)

Pesaran, M (32)

Beltratti, Andrea (31)

Main data

Where CLAUDIO MORANA has published?

Journals with more than one article published# docs
Economic Modelling6
Applied Financial Economics6
Applied Economics Letters6
Journal of Empirical Finance5
Applied Economics5
Journal of Banking & Finance4
Giornale degli Economisti4
Energy Economics2
Journal of International Financial Markets, Institutions and Money2
Journal of Regulatory Economics2
Empirical Economics2
Journal of Financial Transformation2
Studies in Nonlinear Dynamics & Econometrics2

Working Papers Series with more than one paper published# docs
Working Papers / University of Milano-Bicocca, Department of Economics18
ICER Working Papers / ICER - International Centre for Economic Research12
CeRP Working Papers / Center for Research on Pensions and Welfare Policies, Turin (Italy)11
Working Paper Series / European Central Bank9
Working Paper series / Rimini Centre for Economic Analysis9
ICER Working Papers - Applied Mathematics Series / ICER - International Centre for Economic Research9
Working Papers / Fondazione Eni Enrico Mattei5
Working papers / Former Department of Economics and Public Finance "G. Prato", University of Torino4
Carlo Alberto Notebooks / Collegio Carlo Alberto4
Energy: Resources and Markets / Fondazione Eni Enrico Mattei (FEEM)2
Working papers / Department of Economics and Statistics (Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche), University of Torino2

Recent works citing CLAUDIO MORANA (2022 and 2021)

YearTitle of citing document
2022Fractional integration and cointegration. (2022). Nielsen, Morten ; Haulde, Javier. In: CREATES Research Papers. RePEc:aah:create:2022-02.

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2020Nonlinearities and the Determinants of Inequality: New Panel Evidence. (2020). Lanzafame, Matteo ; Gravina, Antonio Francesco. In: 2030 Agenda. RePEc:ags:feemgc:308018.

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2020Dissecting the Linkages between Variations in Crude Oil Price and Selected Macroeconomic Variables in Nigeria. (2020). Kamah, Miriam ; Riti, Joshua S. In: Journal of Contemporary Research in Business, Economics and Finance. RePEc:ajp:jcrbef:2020:p:37-46.

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2020Does Monetary Policy and Foreign Direct Investment Have an Influence on the Performance of Stock Market: Further Empirical Evidence from Ghana. (2020). Buabeng, Emmanuel ; Adabor, Opoku. In: Economics Literature. RePEc:ana:elitjr:v:2:y:2020:i:2:p:161-176.

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2020Approximate State Space Modelling of Unobserved Fractional Components. (2019). Weigand, Roland ; Hartl, Tobias. In: Papers. RePEc:arx:papers:1812.09142.

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2021Collective correlations, dynamics and behavioural inconsistencies of the cryptocurrency market over time. (2021). Menzies, Max ; James, Nick. In: Papers. RePEc:arx:papers:2107.13926.

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2021Autoregressive conditional duration modelling of high frequency data. (2021). Yan, Xiufeng. In: Papers. RePEc:arx:papers:2111.02300.

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2021Multiplicative Component GARCH Model of Intraday Volatility. (2021). Yan, Xiufeng. In: Papers. RePEc:arx:papers:2111.02376.

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2021Global lending conditions and international coordination of financial regulation policies. (2021). Kharroubi, Enisse. In: BIS Working Papers. RePEc:bis:biswps:962.

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2021Le développement financier affecte?t?il linégalité de revenus en Afrique subsaharienne?. (2021). Melingui, Marthe Dorelle ; Gandjon, Gislain Stephane. In: African Development Review. RePEc:bla:afrdev:v:33:y:2021:i:4:p:620-633.

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2020FINANCE‐INEQUALITY NEXUS: THE LONG AND THE SHORT OF IT. (2020). Vinogradov, Dmitri ; Makhlouf, Yousef ; Kellard, Neil M. In: Economic Inquiry. RePEc:bla:ecinqu:v:58:y:2020:i:4:p:1977-1994.

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2022Hero or villain? The financial system in the 21st century. (2022). Libich, Jan ; Lenten, Liam. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:36:y:2022:i:1:p:3-40.

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2020Modeling bivariate long?range dependence with general phase. (2020). Kechagias, Stefanos ; Pipiras, Vladas. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:41:y:2020:i:2:p:268-292.

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2021Does Capital Account Liberalization Affect Income Inequality?. (2021). Li, Xiang ; Su, Dan. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:2:p:377-410.

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2021The effects of external shocks on the business cycle in China: A structural change perspective. (2021). Wagner, Helmut ; Murach, Michael. In: Review of International Economics. RePEc:bla:reviec:v:29:y:2021:i:3:p:681-702.

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2020The impact of monetary and tax policy on income inequality in Japan. (2020). TAGHIZADEH-HESARY, Farhad ; Shimizu, Sayoko ; Yoshino, Naoyuki ; Taghizadehhesary, Farhad. In: The World Economy. RePEc:bla:worlde:v:43:y:2020:i:10:p:2600-2621.

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2021The determinants of real exchange rate volatility in South Africa. (2021). Mpofu, Trust. In: The World Economy. RePEc:bla:worlde:v:44:y:2021:i:5:p:1380-1401.

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2020Persistence and Long Memory in Monetary Policy Spreads. (2020). Gil-Alana, Luis ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8664.

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2020Embedding Finance in the Macroeconomics of Climate Change: Research Challenges and Opportunities Ahead. (2020). Monasterolo, Irene. In: CESifo Forum. RePEc:ces:ifofor:v:21:y:2020:i:04:p:25-32.

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2020EXAMINING THE LONG MEMORY IN STOCK RETURNS AND LIQUIDITY IN INDIA. (2020). Bala, Anju ; Gupta, Kapil. In: Copernican Journal of Finance & Accounting. RePEc:cpn:umkcjf:v:9:y:2020:i:3:p:25-43.

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2021The Effect of the COVID-19 Pandemic on Stock Prices with the Event Window Approach: A Case Study of State Gas Companies, in the Energy Sector. (2021). , Supriyanto. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-03-19.

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2021Testing for rational bubbles in Australian housing market from a long-term perspective. (2021). Prats, Maria A ; Esteve, Vicente. In: Working Papers. RePEc:eec:wpaper:2113.

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2021The asymmetric effects of oil price changes on China’s exports: New evidence from a nonlinear autoregressive distributed lag model. (2021). Wang, Yudong ; Meng, Lingjie ; Liu, Donghui. In: Journal of Asian Economics. RePEc:eee:asieco:v:77:y:2021:i:c:s1049007821001275.

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2021Ensemble forecasting for product futures prices using variational mode decomposition and artificial neural networks. (2021). Huang, Keke ; Liu, Yishun ; Wang, Chengzhu. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:146:y:2021:i:c:s0960077921001740.

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2021De-risking of green investments through a green bond market – Empirics and a dynamic model. (2021). Semmler, Willi ; Grass, Dieter ; Braga, Joao Paulo. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:131:y:2021:i:c:s0165188921001366.

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2021The corruption and income inequality puzzle: Does political power distribution matter?. (2021). Owoundi, Ferdinand ; NOMO BEYALA, Bernard ; Nomo-Beyala, Clery ; Keneck-Massil, Joseph. In: Economic Modelling. RePEc:eee:ecmode:v:103:y:2021:i:c:s0264999321001991.

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2020Is the exchange rate a shock absorber or a source of shocks? Evidence from the U.S.. (2020). Sun, Wei ; De, Kuhelika. In: Economic Modelling. RePEc:eee:ecmode:v:89:y:2020:i:c:p:1-9.

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2020Prediction of volatility based on realized-GARCH-kernel-type models: Evidence from China and the U.S.. (2020). , Jingyu ; Zhu, Yanjian ; Jiang, Yuexiang ; Wang, Jiazhen ; Yu, Jing. In: Economic Modelling. RePEc:eee:ecmode:v:91:y:2020:i:c:p:428-444.

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2020Genetic distance, economic growth and top income shares: Evidence from OECD countries. (2020). Saha, Anjan ; Mishra, Vinod. In: Economic Modelling. RePEc:eee:ecmode:v:92:y:2020:i:c:p:37-47.

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2021Financial spillovers and spillbacks: New evidence from China and G7 countries. (2021). Zhao, Yang ; Shi, Yukun ; Jing, Zhongbo ; Fang, YI. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:184-200.

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2021Finance, globalisation, technology and inequality: Do nonlinearities matter?. (2021). Lanzafame, Matteo ; Gravina, Antonio Francesco. In: Economic Modelling. RePEc:eee:ecmode:v:96:y:2021:i:c:p:96-110.

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2021The impact of risk-based capital rules for international lending on income inequality: Global evidence. (2021). Wu, Eliza ; Hassan, Gazi ; Kim, Suk-Joong ; Hasan, Iftekhar. In: Economic Modelling. RePEc:eee:ecmode:v:98:y:2021:i:c:p:136-153.

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2020A fractional cointegration var analysis of exchange rate dynamics. (2020). Gil-Alana, Luis ; Carcel, Hector. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818302547.

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2020The economic and financial properties of crude oil: A review. (2020). Auer, Benjamin R ; Lang, Korbinian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940818302559.

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2020Dynamic behaviors and contributing factors of volatility spillovers across G7 stock markets. (2020). Su, Xianfang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:53:y:2020:i:c:s1062940820301157.

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2020Forecasting oil futures market volatility in a financialized world: Why speculative activities matter. (2020). Nguyen, Chi M ; Chan, Leo H. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940818301153.

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2021Government support and bank performance during the 2007–2008 financial crisis. (2021). Chen, Yi-Ling ; Wang, Ming-Chun ; Ting, Hsiu-I, . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:55:y:2021:i:c:s1062940820301911.

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2021Value at risk and return in Chinese and the US stock markets: Double long memory and fractional cointegration. (2021). Zhou, LI ; Huang, Yilong ; Xiao, Binuo ; Tan, Zhengxun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940821000115.

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2021Do U.S. and Japanese uncertainty shocks play important roles in affecting transition mechanisms of Japanese stock market?. (2021). Chang, Kuang-Liang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001145.

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2020House price convergence in the euro zone: A pairwise approach. (2020). Miles, William. In: Economic Systems. RePEc:eee:ecosys:v:44:y:2020:i:3:s0939362520300893.

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2020Time varying integration of European stock markets and monetary drivers. (2020). Kim, Heeho ; Lee, Hyunchul. In: Journal of Empirical Finance. RePEc:eee:empfin:v:58:y:2020:i:c:p:369-385.

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2021Cross-border systemic risk spillovers in the global oil system: Does the oil trade pattern matter?. (2021). Chevallier, Julien ; Lin, Renda ; Liu, Jiahao ; Zhu, BO. In: Energy Economics. RePEc:eee:eneeco:v:101:y:2021:i:c:s0140988321002942.

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2022Intolerance predicts climate skepticism. (2022). Berggren, Niclas ; Nilsson, Therese ; Johansson, Alva. In: Energy Economics. RePEc:eee:eneeco:v:105:y:2022:i:c:s0140988321005697.

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2020Risk appetite and oil prices. (2020). Idilbi-Bayaa, Yasmeen ; Qadan, Mahmoud. In: Energy Economics. RePEc:eee:eneeco:v:85:y:2020:i:c:s0140988319303901.

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2020Mild explosivity in recent crude oil prices. (2020). Paraskevopoulos, Ioannis ; McCrorie, Roderick J ; Figuerola-Ferretti, Isabel. In: Energy Economics. RePEc:eee:eneeco:v:87:y:2020:i:c:s0140988319301471.

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2020Economic determinants of oil futures volatility: A term structure perspective. (2020). Prokopczuk, Marcel ; Nikitopoulos-Sklibosios, Christina ; Kang, Boda. In: Energy Economics. RePEc:eee:eneeco:v:88:y:2020:i:c:s0140988320300827.

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2020Magnitude and persistence of extreme risk spillovers in the global energy market: A high-dimensional left-tail interdependence perspective. (2020). Liu, Jiahao ; Lin, Renda ; Zhu, BO. In: Energy Economics. RePEc:eee:eneeco:v:89:y:2020:i:c:s0140988320301018.

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2020An inquiry into the structure and dynamics of crude oil price using the fast iterative filtering algorithm. (2020). Piersanti, Giovanni ; Di Domizio, Marco ; Canofari, Paolo ; Cicone, Antonio. In: Energy Economics. RePEc:eee:eneeco:v:92:y:2020:i:c:s0140988320302929.

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2021A closer look into the global determinants of oil price volatility. (2021). Filis, George ; Gabauer, David ; Filippidis, Michail ; Chatziantoniou, Ioannis. In: Energy Economics. RePEc:eee:eneeco:v:95:y:2021:i:c:s0140988320304321.

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2021Information transmission between oil and housing markets. (2021). Balli, Hatice ; Syed, Iqbal ; Naeem, Muhammad Abubakr. In: Energy Economics. RePEc:eee:eneeco:v:95:y:2021:i:c:s0140988321000050.

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2021The role of oil as a determinant of stock market interdependence: The case of the USA and GCC. (2021). Herbst, Patrick ; Ziadat, Salem Adel ; McMillan, David G. In: Energy Economics. RePEc:eee:eneeco:v:95:y:2021:i:c:s0140988321000074.

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2020The stability of U.S. economic policy: Does it really matter for oil price?. (2020). Su, Chi-Wei ; Qin, Meng ; Tao, Ran ; Hao, Lin-Na. In: Energy. RePEc:eee:energy:v:198:y:2020:i:c:s0360544220304229.

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2020A new hybrid model for forecasting Brent crude oil price. (2020). Ebrahimi, Seyed Babak ; Abdollahi, Hooman. In: Energy. RePEc:eee:energy:v:200:y:2020:i:c:s0360544220306277.

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2022Macroeconomic uncertainty, speculation, and energy futures returns: Evidence from a quantile regression. (2022). Wang, Yudong ; Xiao, Jihong. In: Energy. RePEc:eee:energy:v:241:y:2022:i:c:s0360544221027663.

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2022Long-memory and volatility spillovers across petroleum futures. (2022). Perez-Laborda, Alejandro ; Lovcha, Yuliya. In: Energy. RePEc:eee:energy:v:243:y:2022:i:c:s0360544221031996.

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2021Do Chinas macro-financial factors determine the Shanghai crude oil futures market?. (2021). Lin, Boqiang ; Su, Tong. In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002738.

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2021News sentiment and states of stock return volatility: Evidence from long memory and discrete choice models. (2021). Ho, Kin-Yip ; Shi, Yanlin. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612319309961.

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2021Evaluating Euribor Manipulation: Effects on Mortgage Borrowers. (2021). Sanz-Gomez, Jose-Antonio ; Rojo-Garcia, Jose-Luis ; Rodriguez-Fernandez, Jose-Miguel ; Mate-Garcia, Jorge-Julio ; Fernandez-Abascal, Hermenegildo ; Rodriguez-Lopez, Araceli. In: Finance Research Letters. RePEc:eee:finlet:v:40:y:2021:i:c:s1544612320316093.

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2021Climate sentiments, transition risk, and financial stability in a stock-flow consistent model. (2021). Naqvi, Syed Ali Asjad ; Monasterolo, Irene ; Dunz, Nepomuk. In: Journal of Financial Stability. RePEc:eee:finsta:v:54:y:2021:i:c:s1572308921000322.

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2021Climate risks and weather derivatives: A copula-based pricing model. (2021). Romagnoli, Silvia ; Bressan, Giacomo Maria. In: Journal of Financial Stability. RePEc:eee:finsta:v:54:y:2021:i:c:s1572308921000371.

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2020Investigating Asian regional income convergence using Fourier Unit Root test with Break. (2020). YAYA, OLAOLUWA ; JACOB, RAY ; Furuoka, Fumitaka ; Ezeoke, Chinyere M ; Pui, Kiew Ling. In: International Economics. RePEc:eee:inteco:v:161:y:2020:i:c:p:120-129.

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2021Economic activity, and financial and commodity markets’ shocks: An analysis of implied volatility indexes. (2021). Ndubuisi, Gideon ; Ozor, Jude ; Urom, Christian. In: International Economics. RePEc:eee:inteco:v:165:y:2021:i:c:p:51-66.

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2020The more the Merrier? The reaction of euro area stock markets to new members. (2020). Hartwell, Christopher ; Celov, Dmitrij ; Grigaliuniene, Zana. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:66:y:2020:i:c:s1042443120300792.

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2020Distant or close cousins: Connectedness between cryptocurrencies and traditional currencies volatilities. (2020). Sosvilla-Rivero, Simon ; Fernandez-Perez, Adrian ; Andrada-Felix, Julian. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:67:y:2020:i:c:s1042443120301037.

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2021Measuring the Connectedness of the Global Economy. (2021). Shin, Yongcheol ; Nguyen, Viet Hoang ; Greenwood-Nimmo, Matthew. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:2:p:899-919.

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2020Forecasting short-run exchange rate volatility with monetary fundamentals: A GARCH-MIDAS approach. (2020). Liu, Xiaochun ; You, YU. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:116:y:2020:i:c:s0378426620301151.

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2021Do oil and gas price shocks have an impact on bank performance?. (2021). Md-Rus, Rohani ; Saha, Asish ; Ulazeez, Abd ; Taufil-Mohd, Kamarun Nisham. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:22:y:2021:i:c:s2405851320300246.

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2021Effectiveness of policy interventions during financial crises in China and Russia: Lessons for the COVID-19 pandemic. (2021). Singh, Vik ; Roca, Eduardo ; Li, Bin. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:43:y:2021:i:2:p:253-277.

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2020Fundamentals versus speculation in oil market: The role of asymmetries in price adjustment?. (2020). Akdoan, Kurma . In: Resources Policy. RePEc:eee:jrpoli:v:67:y:2020:i:c:s0301420719310244.

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2021Oil price uncertainty and industrial production in oil-exporting countries. (2021). Payaslıoğlu, Cem ; PAYASLIOGLU, Cem ; Alao, Rasheed O. In: Resources Policy. RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720309867.

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2021Financial regimes and oil prices. (2021). Mohammed, Mikidadu ; Barrales-Ruiz, Jose. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003093.

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2021A review of global research on private investment in the water sector. (2021). Li, Bin ; Tularam, Gurudeo Anand ; Reza, Rajibur. In: Utilities Policy. RePEc:eee:juipol:v:72:y:2021:i:c:s095717872100117x.

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2020Long memory or regime switching in volatility? Evidence from high-frequency returns on the U.S. stock indices. (2020). Ho, Kin-Yip ; Gao, Guangyuan ; Shi, Yanlin. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:61:y:2020:i:c:s0927538x18300441.

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2021The changing role of foreign investors in Tokyo stock price formation. (2021). Iwatsubo, Kentaro ; Watkins, Clinton. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:67:y:2021:i:c:s0927538x2100055x.

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2020Crude oil price forecasting based on a novel hybrid long memory GARCH-M and wavelet analysis model. (2020). Lin, Ling ; Zhou, Zhongbao ; Xiao, Helu ; Jiang, Yong. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:543:y:2020:i:c:s0378437119319697.

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2022A novel time-varying FIGARCH model for improving volatility predictions. (2022). Zhao, Lutao ; Zhang, Xinru ; Zhu, Hongli ; Chen, Xuehui. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:589:y:2022:i:c:s0378437121008839.

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2020The empirical properties of euro area M3, 1980-2017. (2020). Carcel, Hector ; Villanova, Hector Carcel ; Jung, Alexander. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:77:y:2020:i:c:p:37-49.

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2020The EHTS and the persistence in the spread reconsidered. A fractional cointegration approach. (2020). Iglesias, Jesus ; Golpe, Antonio A ; Vides, Jose Carlos. In: International Review of Economics & Finance. RePEc:eee:reveco:v:69:y:2020:i:c:p:124-137.

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2020Volatility persistence in cryptocurrency markets under structural breaks. (2020). Madigu, Godfrey ; Gil-Alana, Luis ; Romero-Rojo, Fatima ; Aikins, Emmanuel Joel. In: International Review of Economics & Finance. RePEc:eee:reveco:v:69:y:2020:i:c:p:680-691.

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2021Do credit conditions matter for the impact of oil price shocks on stock returns? Evidence from a structural threshold VAR model. (2021). Wang, Gang-Jin ; Yang, Xiaoguang ; Ma, Chaoqun ; Jiang, Yong. In: International Review of Economics & Finance. RePEc:eee:reveco:v:72:y:2021:i:c:p:1-15.

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2021Let’s take a smooth break: Stock return predictability revisited. (2021). Yang, Haoyi ; Luo, Shikong. In: International Review of Economics & Finance. RePEc:eee:reveco:v:75:y:2021:i:c:p:300-314.

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2021Regime-switching energy price volatility: The role of economic policy uncertainty. (2021). Etienne, Xiaoli L ; Scarcioffolo, Alexandre R. In: International Review of Economics & Finance. RePEc:eee:reveco:v:76:y:2021:i:c:p:336-356.

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2020Decomposing financial (in)stability in emerging economies. (2020). Sánchez Serrano, Antonio ; Lepers, Etienne. In: Research in International Business and Finance. RePEc:eee:riibaf:v:51:y:2020:i:c:s0275531918309462.

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2020Investors’ risk perceptions in the US and global stock market integration. (2020). Marfatia, Hardik A. In: Research in International Business and Finance. RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531919301266.

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2020High and low prices and the range in the European stock markets: A long-memory approach. (2020). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Poza, Carlos. In: Research in International Business and Finance. RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531919306348.

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2020Inter- and intra-regional stock market relations for the GCC bloc. (2020). Herbst, Patrick ; Ziadat, Salem Adel ; McMillan, David G. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531919310013.

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2022Stock market volatility and the COVID-19 reproductive number. (2022). Winkelried, Diego ; Henriquez, Pablo A ; Diaz, Fernando. In: Research in International Business and Finance. RePEc:eee:riibaf:v:59:y:2022:i:c:s0275531921001380.

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2021Response of the USD/MXN Exchange Rate to Macroeconomic Data. (2021). Pasionek, Jolanta. In: European Research Studies Journal. RePEc:ers:journl:v:xxiv:y:2021:i:special3:p:914-927.

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2020Nonlinearities and the Determinants of Inequality: New Panel Evidence. (2020). Gravina, Antonio Francesco. In: Working Papers. RePEc:fem:femwpa:2020.22.

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2020Forecast Accuracy Matters for Hurricane Damage. (2020). Martinez, Andrew. In: Econometrics. RePEc:gam:jecnmx:v:8:y:2020:i:2:p:18-:d:357835.

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2020Tornado Occurrences in the United States: A Spatio-Temporal Point Process Approach. (2020). Laurini, Marcio ; Valente, Fernanda. In: Econometrics. RePEc:gam:jecnmx:v:8:y:2020:i:2:p:25-:d:369918.

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2020Frequency-Domain Evidence for Climate Change. (2020). Reschenhofer, Erhard ; Mangat, Manveer Kaur. In: Econometrics. RePEc:gam:jecnmx:v:8:y:2020:i:3:p:28-:d:387111.

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2021Nonlinear Cointegrating Regression of the Earth’s Surface Mean Temperature Anomalies on Total Radiative Forcing. (2021). Nam, Kyungsik. In: Econometrics. RePEc:gam:jecnmx:v:9:y:2021:i:1:p:6-:d:495518.

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2022Identifying the Determinants of Crude Oil Market Volatility by the Multivariate GARCH-MIDAS Model. (2022). Yang, Chenxu ; Xuyang, Chen ; Chuang, O-Chia . In: Energies. RePEc:gam:jeners:v:15:y:2022:i:8:p:2945-:d:795842.

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2020EU Stock Markets vs. Germany, UK and US: Analysis of Dynamic Comovements Using Time-Varying DCCA Correlation Coefficients. (2020). TILFANI, Oussama ; Ferreira, Paulo ; el Boukfaoui, My Youssef ; Dionisio, Andreia. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:5:p:91-:d:354926.

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2021What Has Driven the U.S. Monthly Oil Production Since 2009? Empirical Results from Two Modeling Approaches. (2021). Malliaris, Anastasios ; Bhar, Ramaprasad. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:14:y:2021:i:2:p:81-:d:501430.

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2020Financial Deepening, Spatial Spillover, and Urban–Rural Income Disparity: Evidence from China. (2020). Chen, Liang ; Li, Wanli ; Ran, Maosheng. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:4:p:1450-:d:321062.

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2020The Linkages of Carbon Spot-Futures: Evidence from EU-ETS in the Third Phase. (2020). Liu, Zhixin ; Chen, Hao ; Wu, You ; Zhang, Yinpeng . In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:6:p:2517-:d:336069.

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2022Does Digital Inclusive Finance Narrow the Urban-Rural Income Gap through Primary Distribution and Redistribution?. (2022). Yang, Lin ; Zheng, Xiao ; Zhao, Hongbo. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:4:p:2120-:d:748151.

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2020Forecast Accuracy Matters for Hurricane Damages. (2020). Martinez, Andrew. In: Working Papers. RePEc:gwc:wpaper:2020-003.

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2020Testing for Multiple Structural Breaks in Multivariate Long Memory Time Series. (2020). Sibbertsen, Philipp ; Wenger, Kai ; Wingert, Simon. In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-676.

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More than 100 citations found, this list is not complete...

Works by CLAUDIO MORANA:

YearTitleTypeCited
2013The Oil Price-Macroeconomy Relationship Since the Mid-1980s: A Global Perspective In: The Energy Journal.
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2012The Oil Price-Macroeconomy Relationship since the Mid- 1980s: A Global Perspective.(2012) In: Energy: Resources and Markets.
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2012The Oil price-Macroeconomy Relationship since the Mid- 1980s: A global perspective.(2012) In: Working Papers.
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2013The oil price-macroeconomy relationship since the mid-1980s: A global perspective.(2013) In: Working Papers.
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2018Some Financial Implications of Global Warming: an Empirical Assessment In: CSI: Climate and Sustainable Innovation.
[Full Text][Citation analysis]		paper4
2018“Some financial implications of global warming: An empirical assessment.(2018) In: CeRP Working Papers.
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2018Some Financial Implications of Global Warming: an Empirical Assessment.(2018) In: Working Papers.
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2017Some Financial Implications of Global Warming: An Empirical Assessment.(2017) In: Working Papers.
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2018Some financial implications of global warming: An empirical assessment.(2018) In: Working Paper series.
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2012Oil Price Dynamics, Macro-Finance Interactions and the Role of Financial Speculation In: Energy: Resources and Markets.
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2013Oil price dynamics, macro-finance interactions and the role of financial speculation.(2013) In: Journal of Banking & Finance.
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2012Oil Price Dynamics, Macro-Finance Interactions and the Role of Financial Speculation.(2012) In: Working Papers.
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2013Oil price dynamics, macro-finance interactions and the role of financial speculation.(2013) In: Working Papers.
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2016Macroeconomic and Financial Effects of Oil Price Shocks: Evidence for the Euro Area In: ESP: Energy Scenarios and Policy.
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2016Macroeconomic and Financial Effects of Oil Price Shocks: Evidence for the Euro Area.(2016) In: CeRP Working Papers.
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2017Macroeconomic and financial effects of oil price shocks: Evidence for the euro area.(2017) In: Economic Modelling.
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2016Macroeconomic and Financial Effects of Oil Price Shocks: Evidence for the Euro Area.(2016) In: Working Papers.
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2016Macroeconomic and Financial Effects of Oil Price Shocks: Evidence for the Euro Area.(2016) In: Working Papers.
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2016Macroeconomic and Financial Effects of Oil Price Shocks: Evidence for the Euro Area.(2016) In: Working Paper series.
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2017Temperature Anomalies, Radiative Forcing and ENSO In: MITP: Mitigation, Innovation and Transformation Pathways.
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2017Temperature Anomalies, Radiative Forcing and ENSO.(2017) In: Working Papers.
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2017Temperature anomalies, radiative forcing and ENSO.(2017) In: Working Papers.
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2017Temperature anomalies, radiative forcing and ENSO.(2017) In: Working Paper series.
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2001Deterministic and Stochastic Methods for Estimation of Intra-day Seasonal Components with High Frequency Data In: Economic Notes.
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2000Modelling Evolving Long?run Relationships: An Application to the Italian Energy Market In: Scottish Journal of Political Economy.
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2002Common Persistent Factors in Inflation and Excess Nominal Money Growth and a New Measure of Core Inflation In: Studies in Nonlinear Dynamics & Econometrics.
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2003Erratum In: Studies in Nonlinear Dynamics & Econometrics.
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2006A New Approach to Factor Vector Autoregressive Estimation with an Application to Large-Scale Macroeconometric Modelling In: Carlo Alberto Notebooks.
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2006International Macroeconomic Dynamics: A Factor Vector Autoregressive Approach In: Carlo Alberto Notebooks.
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2009International macroeconomic dynamics: A factor vector autoregressive approach.(2009) In: Economic Modelling.
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2006International Macroeconomic Dynamics: a Factor Vector Autoregressive Approach.(2006) In: ICER Working Papers.
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2007Business Cycle Comovement in the G-7: Common Shocks or Common Transmission Mechanisms? In: Carlo Alberto Notebooks.
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2010Business cycle comovement in the G-7: common shocks or common transmission mechanisms?.(2010) In: Applied Economics.
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2015It ain?t over till it?s over: A global perspective on the Great Moderation-Great Recession interconnection In: Carlo Alberto Notebooks.
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2015It aint over till its over: A global perspective on the Great Moderation-Great Recession interconnection.(2015) In: Working Papers.
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2017It ain’t over till it’s over: A global perspective on the Great Moderation-Great Recession interconnection.(2017) In: Applied Economics.
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2015It aint over till its over: A global perspective on the Great Moderation-Great Recession interconnection.(2015) In: Working papers.
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2010The 2007-? financial crisis: a money market perspective In: CeRP Working Papers.
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2010The Great Recession: US dynamics and spillovers to the world economy In: CeRP Working Papers.
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2012The Great Recession: US dynamics and spillovers to the world economy.(2012) In: Journal of Banking & Finance.
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2010The Great Recession: US dynamics and spillovers to the world economy.(2010) In: ICER Working Papers - Applied Mathematics Series.
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2010The Great Recession: US dynamics and spillovers to the world economy.(2010) In: Working papers.
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2012Determinants of US financial fragility conditions In: CeRP Working Papers.
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2014Determinants of US financial fragility conditions.(2014) In: Research in International Business and Finance.
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2013Determinants of US Financial fragility conditions.(2013) In: Working Papers.
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2012Determinants of US financial fragility conditions.(2012) In: Working papers.
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2013New Insights on the US OIS Spreads Term Structure During the Recent Financial Turmoil In: CeRP Working Papers.
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2014New insights on the US OIS spreads term structure during the recent financial turmoil.(2014) In: Applied Financial Economics.
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2013 Insights on the global macro-finance interface: Structural sources of risk factors fluctuations and the cross-section of expected stock returns In: CeRP Working Papers.
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2014Insights on the global macro-finance interface: Structural sources of risk factor fluctuations and the cross-section of expected stock returns.(2014) In: Journal of Empirical Finance.
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2013Insights on the global macro-finance interface: Structural sources of risk factors fluctuations and the cross-section of expected stock returns.(2013) In: Working Papers.
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2015Financial deepening and income distribution inequality in the euro area In: CeRP Working Papers.
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2015Financial deepening and income distribution inequality in the euro area.(2015) In: Working Papers.
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2015Financial Deepening And Income Distribution Inequality In The Euro Area.(2015) In: Working Paper series.
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2016The US$/€ exchange rate: Structural modeling and forecasting during the recent financial crises In: CeRP Working Papers.
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2015The US$/€ exchange rate: Structural modeling and forecasting during the recent financial crises.(2015) In: Working Papers.
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2009Permanent and Transitory Dynamics in House Prices and Consumption: Cross-Country Evidence In: CeRP Working Papers.
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2008Permanent and Transitory Dynamics in House Prices and Consumption: Cross-Country Evidence.(2008) In: Working papers.
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2010The effects of US economic and financial crises on euro area convergence In: CeRP Working Papers.
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2011The Effects of the US Economic and Financial Crises on Euro Area Convergence.(2011) In: Chapters.
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2010The effects of US economic and financial crises on euro area convergence.(2010) In: Working papers.
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2000Measuring core inflation in the euro area In: Working Paper Series.
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2002Monetary policy and the stock market in the euro area In: Working Paper Series.
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2004Monetary policy and the stock market in the euro area.(2004) In: Journal of Policy Modeling.
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2003Volatility of interest rates in the euro area: evidence from high frequency data In: Working Paper Series.
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2006Volatility of interest rates in the euro area: Evidence from high frequency data.(2006) In: The European Journal of Finance.
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2004A structural common factor approach to core inflation estimation and forecasting In: Working Paper Series.
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2007A structural common factor approach to core inflation estimation and forecasting.(2007) In: Applied Economics Letters.
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2004Frequency domain principal components estimation of fractionally cointegrated processes In: Working Paper Series.
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2004Frequency domain principal components estimation of fractionally cointegrated processes.(2004) In: Applied Economics Letters.
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2006Comovements in volatility in the euro money market In: Working Paper Series.
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2010Comovements in volatility in the euro money market.(2010) In: Journal of International Money and Finance.
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2007Comovements in Volatility in the Euro Money Market.(2007) In: ICER Working Papers.
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2007Structural econometric approach to bidding in the main refinancing operations of the Eurosystem In: Working Paper Series.
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2006Structural Econometric Approach to Bidding in the Main refinancing Operations of the Eurosystem.(2006) In: ICER Working Papers.
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2007Structural econometric approach to bidding in the main refinancing operations of the Eurosystem.(2007) In: Journal of Financial Transformation.
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2008Modelling short-term interest rate spreads in the euro money market In: Working Paper Series.
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2008Modeling Short-Term Interest Rate Spreads in the Euro Money Market.(2008) In: International Journal of Central Banking.
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2012Euro money market spreads during the 2007-? financial crisis In: Working Paper Series.
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2012Euro money market spreads during the 2007–? financial crisis.(2012) In: Journal of Empirical Finance.
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2007Multivariate modelling of long memory processes with common components In: Computational Statistics & Data Analysis.
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2006Multivariate modelling of long memory processes with common components.(2006) In: ICER Working Papers.
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2009Modelling long memory and structural breaks in conditional variances: An adaptive FIGARCH approach In: Journal of Economic Dynamics and Control.
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2007Modeling Long Memory and Structural Breaks in Conditional Variances: an Adaptive FIGARCH Approach.(2007) In: ICER Working Papers - Applied Mathematics Series.
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2014Modeling Long Memory and Structural Breaks in Conditional Variances: An Adaptive FIGARCH Approach.(2014) In: Working Papers.
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2007Modeling Long Memory and Structural Breaks in Conditional Variances: An Adaptive FIGARCH Approach.(2007) In: Working Papers.
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2006A small scale macroeconometric model for the Euro-12 area In: Economic Modelling.
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2012Adaptive ARFIMA models with applications to inflation In: Economic Modelling.
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2018Financial development and income distribution inequality in the euro area In: Economic Modelling.
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2019Climate change implications for the catastrophe bonds market: An empirical analysis In: Economic Modelling.
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2006Breaks and persistency: macroeconomic causes of stock market volatility In: Journal of Econometrics.
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2004Breaks and Persistency: Macroeconomic Causes of Stock Market Volatility.(2004) In: Working Papers.
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2019Regularized semiparametric estimation of high dimensional dynamic conditional covariance matrices In: Econometrics and Statistics.
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2018Regularized semiparametric estimation of high dimensional dynamic conditional covariance matrices.(2018) In: Working Papers.
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2005Frequency domain principal components estimation of fractionally cointegrated processes: Some new results and an application to stock market volatility In: Physica A: Statistical Mechanics and its Applications.
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2002An empirical investigation of long-run growth in the UK In: Structural Change and Economic Dynamics.
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2012New Paradigms in Monetary Theory and Policy? In: SUERF Studies.
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2012Real Oil Prices since the 1990s In: Review of Environment, Energy and Economics - Re3.
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1998Substitution Possibilities for Energy in the Italian Economy: A General to Specific Econometric Analysis In: Giornale degli Economisti.
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1999Measuring Core Inflation in Italy In: Giornale degli Economisti.
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2003Long-Run Growth and Income Distribution: Evidence for Italy and the US In: Giornale degli Economisti.
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2004Regional Convergence in Italy: 1951-2000 In: Giornale degli Economisti.
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2005Structural Breaks and Common Factors in the Volatility of the Fama-French Factor Portfolios. In: ICER Working Papers.
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2006Structural breaks and common factors in the volatility of the Fama-French factor portfolios.(2006) In: Applied Financial Economics.
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2006International Stock Markets Comovements: the Role of Economic and Financial Integration In: ICER Working Papers.
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2008International stock markets comovements: the role of economic and financial integration.(2008) In: Empirical Economics.
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2006The End of the Japanese Stagnation: an Assessment of the Policy Solutions In: ICER Working Papers.
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2004The Japanese Deflation: Has It Had Real Effects? Could It Have Been Avoided? In: ICER Working Papers.
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2006Net Inflows and Time-Varying Alphas: The Case of Hedge Funds In: ICER Working Papers.
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2007Factor demand modelling: the theory and the practice In: ICER Working Papers.
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2009Investigating Inflation Dynamics and Structural Change with an Adaptive ARFIMA Approach In: ICER Working Papers - Applied Mathematics Series.
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2008Realized portfolio selection in the euro area In: ICER Working Papers - Applied Mathematics Series.
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2008International shocks and national house prices In: ICER Working Papers - Applied Mathematics Series.
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2010The 2007-? financial crisis: a euro area money market perspective In: ICER Working Papers - Applied Mathematics Series.
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2010Heteroskedastic Factor Vector Autoregressive Estimation of Persistent and Non Persistent Processes Subject to Structural Breaks In: ICER Working Papers - Applied Mathematics Series.
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2007Estimating, Filtering and Forecasting Realized Betas In: ICER Working Papers - Applied Mathematics Series.
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2000Regulatory Uncertainty and Share Price Volatility: The English and Welsh Water Industrys Periodic Price Review. In: Journal of Regulatory Economics.
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2002Stock Market Reaction to Regulatory Price Reviews in the English and Welsh Water Industry. In: Journal of Regulatory Economics.
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2013Factor Vector Autoregressive Estimation of Heteroskedastic Persistent and Non Persistent Processes Subject to Structural Breaks: New Insights on the US OIS SPreads Term Structure In: Working Papers.
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2014Factor Vector Autoregressive Estimation of Heteroskedastic Persistent and Non Persistent Processes Subject to Structural Breaks In: Working Papers.
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2015Model Averaging by Stacking In: Working Papers.
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2004Some frequency domain properties of fractionally cointegrated processes In: Applied Economics Letters.
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2007Does the stock market affect income distribution? Some empirical evidence for the US In: Applied Economics Letters.
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2002IGARCH effects: an interpretation In: Applied Economics Letters.
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2002Core inflation in the Euro area In: Applied Economics Letters.
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2008Aggregate hedge funds flows and returns In: Applied Financial Economics.
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2010Permanent and transitory dynamics in house prices and consumption: some implications for the real effects of the financial crisis In: Applied Financial Economics.
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2010Realized mean-variance efficient portfolio selection and euro area stock market integration In: Applied Financial Economics.
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