Giacomo Sbrana : Citation Profile


Are you Giacomo Sbrana?

Neoma Business School

4

H index

1

i10 index

65

Citations

RESEARCH PRODUCTION:

22

Articles

22

Papers

RESEARCH ACTIVITY:

   13 years (2007 - 2020). See details.
   Cites by year: 5
   Journals where Giacomo Sbrana has often published
   Relations with other researchers
   Recent citing documents: 15.    Total self citations: 12 (15.58 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/psb12
   Updated: 2023-01-28    RAS profile: 2020-08-04    
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Relations with other researchers


Works with:

MORANA, CLAUDIO (10)

Silvestrini, Andrea (3)

Poloni, Federico (2)

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

Is cited by:

Silvestrini, Andrea (8)

MORANA, CLAUDIO (8)

De Bonis, Riccardo (3)

Tsionas, Mike (3)

Martinez, Andrew (2)

Niño-Zarazúa, Miguel (2)

Hotta, Luiz (2)

Ruiz, Esther (2)

Naqvi, Asjad (2)

Murasawa, Yasutomo (2)

Lütkepohl, Helmut (2)

Cites to:

Silvestrini, Andrea (12)

Bollerslev, Tim (10)

Watson, Mark (8)

Harvey, Andrew (8)

Stock, James (7)

Hafner, Christian (7)

Marcellino, Massimiliano (6)

Laurent, Sébastien (6)

Kaufmann, Robert (6)

Bauwens, Luc (6)

Hyndman, Rob (5)

Main data


Where Giacomo Sbrana has published?


Journals with more than one article published# docs
International Journal of Production Economics5
Statistical Methods & Applications2
Journal of Multivariate Analysis2
Economic Modelling2

Working Papers Series with more than one paper published# docs
Post-Print / HAL4
Working Papers / University of Milano-Bicocca, Department of Economics3
Temi di discussione (Economic working papers) / Bank of Italy, Economic Research and International Relations Area3
Working Paper series / Rimini Centre for Economic Analysis2
Working Papers / Fondazione Eni Enrico Mattei2
Working Papers / Association Franaise de Cliomtrie (AFC)2

Recent works citing Giacomo Sbrana (2022 and 2021)


YearTitle of citing document
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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2021Climate change awareness: Empirical evidence for the European Union. (2021). Morana, Claudio ; Baiardi, Donatella. In: Energy Economics. RePEc:eee:eneeco:v:96:y:2021:i:c:s0140988321000682.

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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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2022Random coefficient state-space model: Estimation and performance in M3–M4 competitions. (2022). Silvestrini, Andrea ; Sbrana, Giacomo. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:1:p:352-366.

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2021Forecasting of customer demands for production planning by local k-nearest neighbor models. (2021). Freitag, Michael ; Kuck, Mirko. In: International Journal of Production Economics. RePEc:eee:proeco:v:231:y:2021:i:c:s092552732030205x.

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2021Bayesian forecasting with the structural damped trend model. (2021). Tsionas, Mike G. In: International Journal of Production Economics. RePEc:eee:proeco:v:234:y:2021:i:c:s0925527321000220.

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2022Random and Markov switching exponential smoothing models. (2022). Tsionas, Mike G. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:174:y:2022:i:c:s0040162521007022.

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2022Detecting and Quantifying Structural Breaks in Climate. (2022). Butt, Hassan ; Ericsson, Neil R. In: Econometrics. RePEc:gam:jecnmx:v:10:y:2022:i:4:p:33-:d:984722.

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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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2021Hybrid Forecast and Control Chain for Operation of Flexibility Assets in Micro-Grids. (2021). Fantino, Maurizio ; Macaluso, Piero ; Mirtaheri, Hamidreza ; Mazza, Andrea ; Papadopoulos, Panagiotis ; Tsakanikas, Sotiris ; Efstratiadi, Marily. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:21:p:7252-:d:671103.

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2022Climate Insurance for Agriculture in Europe: On the Merits of Smart Contracts and Distributed Ledger Technologies. (2022). Sushchenko, Oleksandr ; Schwarze, Reimund. In: JRFM. RePEc:gam:jjrfmx:v:15:y:2022:i:5:p:211-:d:809168.

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2021The Economy and Policy Incorporated Computing System for Social Energy and Power Consumption Analysis. (2021). Wang, Xiaohui ; Zhang, Jun ; Zhao, Hang ; Yan, Jing ; Hu, Chenxi ; Gao, Tianlu ; Yuan, Hongxia. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:18:p:10473-:d:639800.

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2021Climate change awareness: Empirical evidence for the European Union. (2020). MORANA, CLAUDIO ; Baiardi, Donatella. In: Working Papers. RePEc:mib:wpaper:426.

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2021How meteorological disasters affect the labor market? The moderating effect of government emergency response policy. (2021). Managi, Shunsuke ; Jin, Zijing ; Zhu, Xiaodong ; Xun, Xirong. In: Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards. RePEc:spr:nathaz:v:107:y:2021:i:3:d:10.1007_s11069-021-04526-x.

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Works by Giacomo Sbrana:


YearTitleTypeCited
2011Measuring core inflation in Italy comparing aggregate vs. disaggregate price data. In: Cliometrica, Journal of Historical Economics and Econometric History.
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2010Forecasting damped trend exponential smoothing: an algebraic viewpoint. In: Working Papers.
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paper0
2010The exact linkage between the Beveridge-Nelson decomposition and other permanent-transitory decompositions. In: Working Papers.
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paper3
2013The exact linkage between the Beveridge–Nelson decomposition and other permanent-transitory decompositions.(2013) In: Economic Modelling.
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article
2013The exact linkage between the Beveridge-Nelson decomposition and other permanent-transitory decompositions.(2013) In: Post-Print.
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paper
2018Some Financial Implications of Global Warming: an Empirical Assessment In: CSI: Climate and Sustainable Innovation.
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paper5
2018“Some financial implications of global warming: An empirical assessment.(2018) In: CeRP Working Papers.
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paper
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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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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This paper has another version. Agregated cites: 1
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2017Temperature anomalies, radiative forcing and ENSO.(2017) In: Working Papers.
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This paper has another version. Agregated cites: 1
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2017Temperature anomalies, radiative forcing and ENSO.(2017) In: Working Paper series.
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2015Short term inflation forecasting: the M.E.T.A. approach In: Temi di discussione (Economic working papers).
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2017Short-term inflation forecasting: The M.E.T.A. approach.(2017) In: International Journal of Forecasting.
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This paper has another version. Agregated cites: 3
article
2013Forecasting aggregate demand: analytical comparison of top-down and bottom-up approaches in a multivariate exponential smoothing framework In: Temi di discussione (Economic working papers).
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2013Forecasting aggregate demand: Analytical comparison of top-down and bottom-up approaches in a multivariate exponential smoothing framework.(2013) In: International Journal of Production Economics.
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article
2014Random switching exponential smoothing and inventory forecasting In: Temi di discussione (Economic working papers).
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2014Random switching exponential smoothing and inventory forecasting.(2014) In: International Journal of Production Economics.
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article
2013DETERMINANTS AND DYNAMICS OF SCHOOLING AND CHILD LABOUR IN BOLIVIA In: Bulletin of Economic Research.
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2012Determinants and dynamics of schooling and child labor in Bolivia.(2012) In: Post-Print.
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2011Determinants and dynamics of schooling and child labor in Bolivia.(2011) In: Policy Research Working Paper Series.
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2011Structural time series models and aggregation: some analytical results In: Journal of Time Series Analysis.
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article2
2009What do we know about comparing aggregate and disaggregate forecasts? In: LIDAM Discussion Papers CORE.
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2010Aggregation of exponential smoothing processes with an application to portfolio risk evaluation In: LIDAM Discussion Papers CORE.
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2013Aggregation of exponential smoothing processes with an application to portfolio risk evaluation.(2013) In: Journal of Banking & Finance.
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2012Aggregation of exponential smoothing processes with an application to portfolio risk evaluation.(2012) In: Post-Print.
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2017MULTIVARIATE TREND–CYCLE EXTRACTION WITH THE HODRICK–PRESCOTT FILTER In: Macroeconomic Dynamics.
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article1
2019Climate change implications for the catastrophe bonds market: An empirical analysis In: Economic Modelling.
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2019Closed-form results for vector moving average models with a univariate estimation approach In: Econometrics and Statistics.
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2013A closed-form estimator for the multivariate GARCH(1,1) model In: Journal of Multivariate Analysis.
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2014Feasible generalized least squares estimation of multivariate GARCH(1, 1) models In: Journal of Multivariate Analysis.
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2015A note on forecasting demand using the multivariate exponential smoothing framework In: International Journal of Production Economics.
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2019Random switching exponential smoothing: A new estimation approach In: International Journal of Production Economics.
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2020Forecasting with the damped trend model using the structural approach In: International Journal of Production Economics.
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2007Testing for Model Selection in Predicting Aggregate Variables In: Giornale degli Economisti.
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2012Temporal aggregation of cyclical models with business cycle applications In: Post-Print.
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2012Temporal aggregation of cyclical models with business cycle applications.(2012) In: Statistical Methods & Applications.
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2020Estimating high dimensional multivariate stochastic volatility models In: Working Papers.
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2012Aggregation and marginalization of GARCH processes: some further results In: METRON.
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2008On the use of area-wide models in the Euro-zone In: Statistical Methods & Applications.
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2012Comparing aggregate and disaggregate forecasts of first order moving average models In: Statistical Papers.
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2012Forecasting Aggregated Moving Average Processes with an Application to the Euro Area Real Interest Rate In: Journal of Forecasting.
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