4
H index
1
i10 index
65
Citations
Giacomo Sbrana : Citation Profile
Neoma Business School | RESEARCH PRODUCTION: 22 Articles 22 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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13 years (2007 - 2020). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Giacomo Sbrana. | Is cited by:
| Cites to:
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Main data
Where Giacomo Sbrana has published?
| Journals with more than one article published | # docs |
|---|---|
| International Journal of Production Economics | 5 |
| Statistical Methods & Applications | 2 |
| Journal of Multivariate Analysis | 2 |
| Economic Modelling | 2 |
Recent works citing Giacomo Sbrana (2022 and 2021)
| Year | Title of citing document |
|---|---|
| 2021 | De-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. Full description at Econpapers || Download paper |
| 2021 | Climate 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. Full description at Econpapers || Download paper |
| 2021 | Climate 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. Full description at Econpapers || Download paper |
| 2021 | Climate 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. Full description at Econpapers || Download paper |
| 2022 | Random 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. Full description at Econpapers || Download paper |
| 2021 | Forecasting 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. Full description at Econpapers || Download paper |
| 2021 | Bayesian 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. Full description at Econpapers || Download paper |
| 2022 | Random 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. Full description at Econpapers || Download paper |
| 2022 | Detecting 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. Full description at Econpapers || Download paper |
| 2021 | Nonlinear 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. Full description at Econpapers || Download paper |
| 2021 | Hybrid 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. Full description at Econpapers || Download paper |
| 2022 | Climate 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. Full description at Econpapers || Download paper |
| 2021 | The 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. Full description at Econpapers || Download paper |
| 2021 | Climate change awareness: Empirical evidence for the European Union. (2020). MORANA, CLAUDIO ; Baiardi, Donatella. In: Working Papers. RePEc:mib:wpaper:426. Full description at Econpapers || Download paper |
| 2021 | How 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. Full description at Econpapers || Download paper |
Works by Giacomo Sbrana:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2011 | Measuring core inflation in Italy comparing aggregate vs. disaggregate price data. In: Cliometrica, Journal of Historical Economics and Econometric History. [Full Text][Citation analysis] | article | 0 |
| 2010 | Forecasting damped trend exponential smoothing: an algebraic viewpoint. In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2010 | The exact linkage between the Beveridge-Nelson decomposition and other permanent-transitory decompositions. In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2013 | The exact linkage between the Beveridge–Nelson decomposition and other permanent-transitory decompositions.(2013) In: Economic Modelling. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | article | |
| 2013 | The exact linkage between the Beveridge-Nelson decomposition and other permanent-transitory decompositions.(2013) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2018 | Some Financial Implications of Global Warming: an Empirical Assessment In: CSI: Climate and Sustainable Innovation. [Full Text][Citation analysis] | paper | 5 |
| 2018 | “Some financial implications of global warming: An empirical assessment.(2018) In: CeRP Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2018 | Some Financial Implications of Global Warming: an Empirical Assessment.(2018) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2017 | Some Financial Implications of Global Warming: An Empirical Assessment.(2017) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2018 | Some financial implications of global warming: An empirical assessment.(2018) In: Working Paper series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2017 | Temperature Anomalies, Radiative Forcing and ENSO In: MITP: Mitigation, Innovation and Transformation Pathways. [Full Text][Citation analysis] | paper | 1 |
| 2017 | Temperature Anomalies, Radiative Forcing and ENSO.(2017) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2017 | Temperature anomalies, radiative forcing and ENSO.(2017) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2017 | Temperature anomalies, radiative forcing and ENSO.(2017) In: Working Paper series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2015 | Short term inflation forecasting: the M.E.T.A. approach In: Temi di discussione (Economic working papers). [Full Text][Citation analysis] | paper | 3 |
| 2017 | Short-term inflation forecasting: The M.E.T.A. approach.(2017) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | article | |
| 2013 | Forecasting aggregate demand: analytical comparison of top-down and bottom-up approaches in a multivariate exponential smoothing framework In: Temi di discussione (Economic working papers). [Full Text][Citation analysis] | paper | 4 |
| 2013 | Forecasting aggregate demand: Analytical comparison of top-down and bottom-up approaches in a multivariate exponential smoothing framework.(2013) In: International Journal of Production Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | article | |
| 2014 | Random switching exponential smoothing and inventory forecasting In: Temi di discussione (Economic working papers). [Full Text][Citation analysis] | paper | 5 |
| 2014 | Random switching exponential smoothing and inventory forecasting.(2014) In: International Journal of Production Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | article | |
| 2013 | DETERMINANTS AND DYNAMICS OF SCHOOLING AND CHILD LABOUR IN BOLIVIA In: Bulletin of Economic Research. [Full Text][Citation analysis] | article | 6 |
| 2012 | Determinants and dynamics of schooling and child labor in Bolivia.(2012) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2011 | Determinants and dynamics of schooling and child labor in Bolivia.(2011) In: Policy Research Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2011 | Structural time series models and aggregation: some analytical results In: Journal of Time Series Analysis. [Citation analysis] | article | 2 |
| 2009 | What do we know about comparing aggregate and disaggregate forecasts? In: LIDAM Discussion Papers CORE. [Full Text][Citation analysis] | paper | 4 |
| 2010 | Aggregation of exponential smoothing processes with an application to portfolio risk evaluation In: LIDAM Discussion Papers CORE. [Full Text][Citation analysis] | paper | 2 |
| 2013 | Aggregation of exponential smoothing processes with an application to portfolio risk evaluation.(2013) In: Journal of Banking & Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | article | |
| 2012 | Aggregation of exponential smoothing processes with an application to portfolio risk evaluation.(2012) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2017 | MULTIVARIATE TREND–CYCLE EXTRACTION WITH THE HODRICK–PRESCOTT FILTER In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 1 |
| 2019 | Climate change implications for the catastrophe bonds market: An empirical analysis In: Economic Modelling. [Full Text][Citation analysis] | article | 16 |
| 2019 | Closed-form results for vector moving average models with a univariate estimation approach In: Econometrics and Statistics. [Full Text][Citation analysis] | article | 0 |
| 2013 | A closed-form estimator for the multivariate GARCH(1,1) model In: Journal of Multivariate Analysis. [Full Text][Citation analysis] | article | 2 |
| 2014 | Feasible generalized least squares estimation of multivariate GARCH(1, 1) models In: Journal of Multivariate Analysis. [Full Text][Citation analysis] | article | 1 |
| 2015 | A note on forecasting demand using the multivariate exponential smoothing framework In: International Journal of Production Economics. [Full Text][Citation analysis] | article | 0 |
| 2019 | Random switching exponential smoothing: A new estimation approach In: International Journal of Production Economics. [Full Text][Citation analysis] | article | 3 |
| 2020 | Forecasting with the damped trend model using the structural approach In: International Journal of Production Economics. [Full Text][Citation analysis] | article | 2 |
| 2007 | Testing for Model Selection in Predicting Aggregate Variables In: Giornale degli Economisti. [Full Text][Citation analysis] | article | 0 |
| 2012 | Temporal aggregation of cyclical models with business cycle applications In: Post-Print. [Citation analysis] | paper | 2 |
| 2012 | Temporal aggregation of cyclical models with business cycle applications.(2012) In: Statistical Methods & Applications. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | article | |
| 2020 | Estimating high dimensional multivariate stochastic volatility models In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2012 | Aggregation and marginalization of GARCH processes: some further results In: METRON. [Full Text][Citation analysis] | article | 2 |
| 2008 | On the use of area-wide models in the Euro-zone In: Statistical Methods & Applications. [Full Text][Citation analysis] | article | 1 |
| 2012 | Comparing aggregate and disaggregate forecasts of first order moving average models In: Statistical Papers. [Full Text][Citation analysis] | article | 0 |
| 2012 | Forecasting Aggregated Moving Average Processes with an Application to the Euro Area Real Interest Rate In: Journal of Forecasting. [Citation analysis] | article | 0 |
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