Lucia Alessi : Citation Profile

European Commission

15

H index

20

i10 index

1563

Citations

RESEARCH PRODUCTION:

27

Articles

35

Papers

3

Chapters

RESEARCH ACTIVITY:

   19 years (2006 - 2025). See details.
   Cites by year: 82
   Journals where Lucia Alessi has often published
   Relations with other researchers
   Recent citing documents: 162.    Total self citations: 25 (1.57 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pal837
   Updated: 2026-01-17    RAS profile: 2025-11-11    
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Relations with other researchers

Works with:

Ossola, Elisa (4)

Neugebauer, Katja (2)

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

Is cited by:

Hallin, Marc (42)

Barigozzi, Matteo (37)

BORIO, Claudio (28)

Lippi, Marco (22)

Drehmann, Mathias (21)

Forni, Mario (18)

von Schweinitz, Gregor (17)

Labondance, Fabien (17)

Peltonen, Tuomas (17)

Trucíos, Carlos (16)

Nadal De Simone, Francisco (16)

Cites to:

Reichlin, Lucrezia (76)

Giannone, Domenico (48)

Forni, Mario (35)

Lippi, Marco (35)

Reinhart, Carmen (29)

Kaminsky, Graciela (22)

Hallin, Marc (22)

BORIO, Claudio (20)

Drehmann, Mathias (17)

Blundell, Richard (15)

Engle, Robert (15)

Main data

Where Lucia Alessi has published?

Journals with more than one article published# docs
Journal of Financial Stability4
Structural Change and Economic Dynamics2
Economic Policy2
International Review of Financial Analysis2
Journal of Business & Economic Statistics2

Working Papers Series with more than one paper published# docs
JRC Working Papers in Economics and Finance / Joint Research Centre, European Commission11
LEM Papers Series / Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy8
Working Paper Series / European Central Bank8
Working Papers ECARES / ULB -- Universite Libre de Bruxelles2

Recent works citing Lucia Alessi (2025 and 2024)

YearTitle of citing document
2025Inference in Unbalanced Panel Data Models with Interactive Fixed Effects. (2020). Czarnowske, Daniel ; Stammann, Amrei. In: Papers. RePEc:arx:papers:2004.03414.

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2024Modelling Large Dimensional Datasets with Markov Switching Factor Models. (2024). Barigozzi, Matteo ; Massacci, Daniele. In: Papers. RePEc:arx:papers:2210.09828.

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2024Quasi Maximum Likelihood Estimation of High-Dimensional Factor Models: A Critical Review. (2024). Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2303.11777.

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2024Optimization of the Generalized Covariance Estimator in Noncausal Processes. (2024). Jasiak, Joann ; Hecq, Alain ; Cubadda, Gianluca ; Giancaterini, Francesco. In: Papers. RePEc:arx:papers:2306.14653.

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2024Dynamic Factor Models: a Genealogy. (2024). Hallin, Marc ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2310.17278.

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2024Are Charter Value and Supervision Aligned? A Segmentation Analysis. (2024). Lozano-Vivas, Ana ; Duran, Miguel ; Aparicio, Juan ; Pastor, Jesus T. In: Papers. RePEc:arx:papers:2401.12274.

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2024Business Model Contributions to Bank Profit Performance: A Machine Learning Approach. (2024). Lozano-Vivas, Ana ; Duran, Miguel ; Bolivar, F. In: Papers. RePEc:arx:papers:2401.12334.

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2024The Carbon Premium: Correlation or Causation? Evidence from S&P 500 Companies. (2024). Nag, Suryadeepto ; Chakrabarty, Siddhartha P ; Basu, Sankarshan ; Sankar, Namasi G. In: Papers. RePEc:arx:papers:2401.16455.

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2025Bayesian Dynamic Factor Models for High-dimensional Matrix-valued Time Series. (2024). Zhang, Wei. In: Papers. RePEc:arx:papers:2409.08354.

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2025Large datasets for the Euro Area and its member countries and the dynamic effects of the common monetary policy. (2024). Barigozzi, Matteo ; Tonni, Lorenzo ; Lissona, Claudio. In: Papers. RePEc:arx:papers:2410.05082.

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2024The green transition of firms: The role of evolutionary competition, adjustment costs, transition risk, and green technology progress. (2024). Westerhoff, Frank ; Radi, Davide. In: Papers. RePEc:arx:papers:2410.20379.

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2024A Distributed Lag Approach to the Generalised Dynamic Factor Model (GDFM). (2024). Gersing, Philipp. In: Papers. RePEc:arx:papers:2410.20885.

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2025Sequential Monte Carlo for Noncausal Processes. (2025). Cubadda, Gianluca ; Grassi, Stefano ; Giancaterini, Francesco. In: Papers. RePEc:arx:papers:2501.03945.

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2025Information Leakages in the Green Bond Market. (2025). Sheehan, Barry ; Gong, Jin ; Shannon, Darren. In: Papers. RePEc:arx:papers:2504.03311.

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2025The Spurious Factor Dilemma: Robust Inference in Heavy-Tailed Elliptical Factor Models. (2025). Zhou, Wang ; Zhang, Yangchun ; Hu, Jiang ; Xie, Jiahui. In: Papers. RePEc:arx:papers:2506.05116.

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2025Assessing consumer CBDC adoption in Luxembourg: A micro-simulation approach. (2025). Giordana, Gastón. In: BCL working papers. RePEc:bcl:bclwop:bclwp193.

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2024Was Covid-19 a wake-up call on climate risks? Evidence from the greenium. (2024). Marinelli, Giuseppe ; Liberati, Danilo. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_832_24.

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2024Detecting excessive credit growth: An approach based on structural counterfactuals. (2024). Sass, Magnus. In: Berlin School of Economics Discussion Papers. RePEc:bdp:dpaper:0046.

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2024Aggregate debt servicing and the limit on private credit. (2024). Quincy, Sarah ; Juselius, Mikael ; Drehmann, Mathias. In: BIS Working Papers. RePEc:bis:biswps:1235.

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2025Harnessing artificial intelligence for monitoring financial markets. (2025). Gelos, R. Gaston ; Perez-Cruz, Fernando ; Park, Taejin ; Godoy, Douglas Kiarelly ; Aquilina, Matteo. In: BIS Working Papers. RePEc:bis:biswps:1291.

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2024Transitory and permanent shock transmissions between real estate investment trusts and other assets: Evidence from time‐frequency decomposition and machine learning. (2024). Wang, Jinghua ; Ngene, Geoffrey M. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:1:p:539-573.

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2024Bank climate change initiatives, ownership structures, and corporate governance mechanisms: Evidence from emerging economies. (2024). Roni, Naheed N ; Adu, Douglas A. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:33:y:2024:i:4:p:3039-3077.

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2024Calibrating the countercyclical capital buffer using AUROCs. (2024). Bologna, Pierluigi ; Galardo, Maddalena. In: Economic Notes. RePEc:bla:ecnote:v:53:y:2024:i:1:n:e12230.

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2024Capital flow management and monetary policy to control credit growth. (2024). Madjdsadjadi, Zagros ; Zehri, Chokri. In: Economics and Politics. RePEc:bla:ecopol:v:36:y:2024:i:2:p:637-676.

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2024Climate‐related credit risk: Rethinking the credit risk framework. (2024). Redondo, Helena ; Aracil, Elisa. In: Global Policy. RePEc:bla:glopol:v:15:y:2024:i:s1:p:21-33.

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2024Central bank forecasting: A survey. (2024). Sekkel, Rodrigo ; Binder, Carola. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:2:p:342-364.

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2024Financial stability, stranded assets and the low‐carbon transition – A critical review of the theoretical and applied literatures. (2024). Daumas, Louis. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:3:p:601-716.

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2025The Innovation Long-Run Risk Component. (2025). Franceschini, Fabio. In: Working Papers. RePEc:bol:bodewp:wp1215.

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2025Spillover Nexus among Green Cryptocurrency, Sectoral Renewable Energy Equity Stock and Agricultural Commodity: Implications for Portfolio Diversification. (2025). Magdalena, Radulescu ; Parveen, Kumar ; Nicoleta, Dascalu ; Sharif, Mohd ; Rajbeer, Kaur. In: Economics - The Open-Access, Open-Assessment Journal. RePEc:bpj:econoa:v:19:y:2025:i:1:p:26:n:1001.

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2025Housing and Credit Cycles in Ireland. (2025). Mugrabi, Farah ; Rnstler, Gerhard. In: Research Technical Papers. RePEc:cbi:wpaper:16/rt/25.

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2024Industrial Composition of Syndicated Loans and Banks’ Climate Commitments. (2024). Nechio, Fernanda ; Hale, Galina ; Meisenbacher, Brigid. In: Santa Cruz Department of Economics, Working Paper Series. RePEc:cdl:ucscec:qt16x0k16m.

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2024Sustainable Finance Taxonomies: Enabling the Transition towards Net Zero? A Transition Score for International Frameworks. (2024). Arab, Nesrine Hadj ; Schutze, Franziska ; Ballesteros, Fernanda ; Marchewitz, Catherine. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2083.

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2025Different shades of green: EU corporate disclosure rules and their effectiveness in limiting “greenwashing”. (2025). Papathanassiou, Chryssa ; Nieto, Mara J. In: Occasional Paper Series. RePEc:ecb:ecbops:2025370.

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2024Designing a macroprudential capital buffer for climate-related risks. (2024). Tamburrini, Fabio ; Simoens, Mathieu ; Grill, Michael ; Spaggiari, Martina ; Busies, Iulia ; Bartsch, Florian ; Emambakhsh, Tina. In: Working Paper Series. RePEc:ecb:ecbwps:20242943.

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2024The impact of ECB Banking Supervision on climate risk and sustainable finance. (2024). Schreiner, Lena ; Beyer, Andreas. In: Working Paper Series. RePEc:ecb:ecbwps:20242952.

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2024A statistical approach to identifying ECB monetary policy. (2024). Fonseca, Luís ; Brand, Claus ; Bitter, Lea ; Akkaya, Yildiz. In: Working Paper Series. RePEc:ecb:ecbwps:20242994.

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2025Sustainability labels vs. reality: how climate-friendly are green and ESG funds?. (2025). Mazzolini, Giulio ; Kapadia, Sujit ; Salakhova, Dilyara ; Giuzio, Margherita. In: Working Paper Series. RePEc:ecb:ecbwps:20253121.

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2025Carbon regulatory risk exposure in the bond market: A quasi-natural experiment in China. (2025). Wu, Huaqing ; Tan, Changchun ; Mo, Lingyu ; Zhou, Peng. In: China Economic Review. RePEc:eee:chieco:v:92:y:2025:i:c:s1043951x25000811.

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2025Carbon home bias of European investors. (2025). Boermans, Martijn ; Galema, Rients. In: Journal of Corporate Finance. RePEc:eee:corfin:v:92:y:2025:i:c:s0929119925000161.

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2024Unconventional monetary policy and policy foresight. (2024). Laumer, Sebastian ; Violaris, Andreas-Entony. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:164:y:2024:i:c:s0165188924000745.

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2025Monetary policy and credit flows: A tale of two effective lower bounds. (2025). Bianco, Timothy ; Herrera, Ana Mara. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:175:y:2025:i:c:s0165188925000508.

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2025How green bonds exert a demonstration effect on firms within the same region. (2025). Dong, Xiaoqi ; Gu, Huangying ; Guo, Guanyu ; Li, Chengming. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:86:y:2025:i:c:p:117-136.

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2025Stock prices and monetary policy: Analysis of a Bayesian DSGE model. (2025). Ida, Daisuke ; Hoshino, Satoshi. In: Economic Modelling. RePEc:eee:ecmode:v:148:y:2025:i:c:s0264999325000707.

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2024Financial cycle comovement with monetary and macroprudential policy and global factors: Evidence from India. (2024). Mundra, Sruti ; Bicchal, Motilal. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000457.

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2024Optimizing composite early warning indicators. (2024). Beltran, Daniel ; Dalal, Vihar M ; Jahan-Parvar, Mohammad R ; Paine, Fiona A. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s106294082400175x.

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2025Greater fragility, greater exposure: A network-based analysis of climate policy uncertainty shocks and G20 stock markets stability. (2025). Wan, Yu-Fan ; Wu, Feng-Lin ; Wang, Ming-Hui. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940824002687.

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2025The role of ESG factor in stock clustering based on risk-return-liquidity dimensions. (2025). Horváth, Matúš ; Staek, Daniel ; Horvth, Mat ; Gynyr, Lucie Stank ; Stacho, Martin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940824002754.

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2024Ecological design of a production plant. (2024). Hetesi, Zsolt ; Kiss, Viktor. In: Ecological Economics. RePEc:eee:ecolec:v:224:y:2024:i:c:s0921800924001873.

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2025Rising inequality: A material perspective on the Great Recession in the European Union. (2025). Duro, Juan Antonio ; Schaffartzik, Anke. In: Ecological Economics. RePEc:eee:ecolec:v:227:y:2025:i:c:s0921800924003148.

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2025Corporate carbon emissions and financial performance: A flexible copula-based model to address non-random sample selection. (2025). Zanin, Luca. In: Economics Letters. RePEc:eee:ecolet:v:247:y:2025:i:c:s0165176525000254.

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2024Confidence intervals of treatment effects in panel data models with interactive fixed effects. (2024). Zhou, Qiankun ; Shen, Yan ; Li, Xingyu. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s0304407624000307.

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2025Modelling large dimensional datasets with Markov switching factor models. (2025). Barigozzi, Matteo ; Massacci, Daniele. In: Journal of Econometrics. RePEc:eee:econom:v:247:y:2025:i:c:s0304407624002707.

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2025Inference in mixed causal and noncausal models with generalized Student’s t-distributions. (2025). Hecq, Alain ; Giancaterini, Francesco. In: Econometrics and Statistics. RePEc:eee:ecosta:v:33:y:2025:i:c:p:1-12.

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2024The asymmetric effects of monetary policy on stock price bubbles. (2024). Labondance, Fabien ; Hubert, Paul ; Blot, Christophe. In: European Economic Review. RePEc:eee:eecrev:v:168:y:2024:i:c:s0014292124001533.

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2024Portfolio management of ESG-labeled energy companies based on PTV and ESG factors. (2024). Alonso, Maria-Teresa ; Esparcia, Carlos ; Diaz, Antonio. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324002536.

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2024The carbon premium: Correlation or causality? Evidence from S&P 500 companies. (2024). Nag, Suryadeepto ; Chakrabarty, Siddhartha P ; Basu, Sankarshan ; Sankar, Namasi G. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324003438.

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2024Proof-of-work versus proof-of-stake coins as possible hedges against green and dirty energy. (2024). Kliber, Agata ; Będowska-Sójka, Barbara ; Bdowska-Sojka, Barbara. In: Energy Economics. RePEc:eee:eneeco:v:138:y:2024:i:c:s0140988324005280.

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2025Risk factors in the formulation of day-ahead electricity prices: Evidence from the Spanish case. (2025). Thomaidis, Nikolaos S ; Paschalidou, Eleftheria G. In: Energy Economics. RePEc:eee:eneeco:v:142:y:2025:i:c:s0140988324008119.

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2025Investing in the batteries and vehicles of the future: A view through the stock market. (2025). Plante, Michael. In: Energy Economics. RePEc:eee:eneeco:v:143:y:2025:i:c:s0140988325000398.

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2025“Brown” Risk or “Green” Opportunity? The dynamic pricing of climate transition risk on global financial markets. (2025). Fliegel, Philip. In: Energy Economics. RePEc:eee:eneeco:v:145:y:2025:i:c:s0140988325002804.

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2024Verified carbon emissions and stock returns in the EU Emissions Trading System. (2024). Galanti, Sébastien ; Benchora, Inessa. In: Energy Policy. RePEc:eee:enepol:v:193:y:2024:i:c:s0301421524002842.

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2025Hedging financial risks with a climate index based on EU ETS firms. (2025). Chiappari, Mattia ; Flori, Andrea ; Scotti, Francesco. In: Energy. RePEc:eee:energy:v:320:y:2025:i:c:s0360544225009193.

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2025Spotlighting energy sector through green transition attention. (2025). Cerqueti, Roy ; Stefanelli, Kevyn. In: Energy. RePEc:eee:energy:v:335:y:2025:i:c:s036054422503453x.

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2025Common factors behind companies’ Environmental ratings. (2025). Gucciardi, Gianluca ; Pelagatti, Matteo ; Parisio, Lucia ; Ossola, Elisa. In: International Review of Financial Analysis. RePEc:eee:finana:v:100:y:2025:i:c:s1057521925000481.

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2025Predicting European banks distress events: Do financial information producers matter?. (2025). de Comres, Quentin Bro. In: International Review of Financial Analysis. RePEc:eee:finana:v:105:y:2025:i:c:s1057521925005046.

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2024Does greenwashing affect Companys stock Price? Evidence from Europe. (2024). Pausini, Lorenzo ; Etro, Leonardo L ; Teti, Emanuele. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001273.

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2024Bank sustainability, climate change initiatives and financial performance: The role of corporate governance. (2024). Saa, Vida Y ; Abedin, Mohammad Zoynul ; Boateng, Frank ; Adu, Douglas A. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003703.

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2024Sustainable investments in volatile times: Nexus of climate change risk, ESG practices, and market volatility. (2024). bagh, tanveer ; Guo, Yongsheng ; Zhu, Xiaoxian ; Naseer, Mirza Muhammad. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924004241.

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2024Systemic risk effects of climate transition on financial stability. (2024). Ugolini, Andrea ; Reboredo, Juan ; Ojea-Ferreiro, Javier. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006549.

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2024Will fighting climate change affect commercial banks? A carbon tax policy simulation. (2024). Wang, Yong ; Alharbi, Samar S ; Abedin, Mohammad Zoynul ; Han, Linna. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924007191.

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2025Non-stationary financial risk factors and macroeconomic vulnerability for the UK. (2025). Szendrei, Tibor ; Varga, Katalin. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007981.

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2024Credit guarantee, financing structure, and firm ESG performance. (2024). Jiang, Yihuo ; Guo, Xiaomei ; Lu, Xiaojian ; Zhang, Minqiang. In: Finance Research Letters. RePEc:eee:finlet:v:63:y:2024:i:c:s1544612324003453.

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2024Exaggerating, distracting, or window-dressing? An empirical study on firm greenwashing recognition. (2024). Yuan, Xueying ; Shang, Lixia ; Xu, Jinhua. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pb:s1544612324008754.

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2024Major sporting events, corporate social responsibility, and the value of sports-listed companies. (2024). Chen, Zhengqiang ; Ying, Hua. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pa:s1544612324010900.

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2024Coupling between global climate policy uncertainty and economic policy uncertainty. (2024). Zhang, Dayong ; Ma, Dandan ; Guo, Kun ; Ji, Qiang. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pb:s1544612324012091.

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2024Isolating defensive corporate ESG effects: Evidence from purely domestic anti-COVID-19 measures. (2024). HU, YANG ; Corbet, Shaen ; Hou, Yang ; Oxley, Les ; Goodell, John W. In: Journal of Financial Stability. RePEc:eee:finsta:v:71:y:2024:i:c:s1572308924000056.

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2024Spillovers in Europe: The role of ESG. (2024). Paterlini, Sandra ; Bax, Karoline ; Bonaccolto, Giovanni. In: Journal of Financial Stability. RePEc:eee:finsta:v:72:y:2024:i:c:s1572308924000068.

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2024Green-adjusted share prices: A comparison between standard investors and investors with green preferences. (2024). Tunaru, Radu ; Quaye, Enoch. In: Journal of Financial Stability. RePEc:eee:finsta:v:74:y:2024:i:c:s1572308924000998.

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2025Sectoral credit allocation and systemic risk. (2025). Ongena, Steven ; Andrieș, Alin Marius ; Sprincean, Nicu. In: Journal of Financial Stability. RePEc:eee:finsta:v:76:y:2025:i:c:s1572308924001487.

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2024Greenhouse gas emissions and the stability of equity markets. (2024). Wu, Zhenyu ; Jacoby, Gady ; Aharon, David Y ; Baig, Ahmed S. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:92:y:2024:i:c:s1042443124000180.

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2025Forecasting CPI inflation under economic policy and geopolitical uncertainties. (2025). Chakraborty, Tanujit ; Sengupta, Shovon ; Singh, Sunny Kumar. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:3:p:953-981.

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2025Revenue alignment with the EU taxonomy regulation in developed markets. (2025). Bassen, Alexander ; Kordsachia, Othar ; Tan, Weiqiang ; Lopatta, Kerstin. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:170:y:2025:i:c:s037842662400253x.

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2024Climate actions, market beliefs, and monetary policy. (2024). Diluiso, Francesca ; Di Dio, Fabio ; Annicchiarico, Barbara. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:218:y:2024:i:c:p:176-208.

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2024Estimating shadow policy rates in a small open economy and the role of foreign factors. (2024). Kirchner, Markus ; Fornero, Jorge ; Molina, Carlos. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:140:y:2024:i:c:s0261560623001730.

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2024Geopolitical turmoil and investor green preference: Evidence from the corporate bond market. (2024). Verdoliva, Vincenzo ; Salerno, Dario ; Meles, Antonio ; Fiorillo, Paolo. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:149:y:2024:i:c:s0261560624002055.

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2025CEOS’ climate risk perception bias and corporate debt structure. (2025). Wang, Xinya ; Huang, Shupei ; Zhang, Xinzhi ; Xue, YI. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:151:y:2025:i:c:s0261560624002419.

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2025What goes around comes around: The US climate-economic cycle. (2025). Boss, Konstantin ; Testa, Alessandra. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:85:y:2025:i:c:s0164070425000175.

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2024Early warning models for systemic banking crises: Can political indicators improve prediction?. (2024). Uebelmesser, Silke ; Huynh, Tran. In: European Journal of Political Economy. RePEc:eee:poleco:v:81:y:2024:i:c:s0176268023001283.

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2024Corruption, lending and bank performance. (2024). Molyneux, Philip ; Al-Fayoumi, Nedal ; ben Ammar, Mouldi ; Abuzayed, Bana. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:802-830.

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2024Managerial climate attention and corporate carbon emissions: Sincerity or disguise？. (2024). Zhao, YU ; Zhang, Yunhan ; Zheng, Qian. In: International Review of Economics & Finance. RePEc:eee:reveco:v:94:y:2024:i:c:s1059056024004131.

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2024Is climate change fueling commercial banks’ non-performing loan ratio? Empirical evidence from 31 provinces in China. (2024). Wang, Feng ; Fan, Wenna ; Jiang, Hongfei ; Ling, Rui ; Yan, Bin ; Zhang, Hao. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pa:s105905602400577x.

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2025An enquiry into the monetary policy and stock market shocks in the US. (2025). Sharif, Taimur ; Cotturone, Saulo ; Abedin, Mohammad Zoynul ; Bouteska, Ahmed. In: International Review of Economics & Finance. RePEc:eee:reveco:v:98:y:2025:i:c:s1059056025000887.

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2025The Paris Agreement and firms’ carbon information disclosure: Honesty or catering?. (2025). Wang, Daoping ; Zhou, Cier ; Shen, Xinyan ; Fan, Xiaoyun. In: International Review of Economics & Finance. RePEc:eee:reveco:v:99:y:2025:i:c:s1059056025001510.

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2024Is climate transition risk priced into corporate credit risk? Evidence from credit default swaps. (2024). Ugolini, Andrea ; Reboredo, Juan ; Ojea-Ferreiro, Javier. In: Research in International Business and Finance. RePEc:eee:riibaf:v:70:y:2024:i:pb:s027553192400165x.

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2025What drives the Social Bond Premium? Evidence from certification and use of proceeds analysis. (2025). de Leonardis, Matteo ; Intonti, Mariantonietta ; Bussoli, Candida. In: Research in International Business and Finance. RePEc:eee:riibaf:v:77:y:2025:i:pb:s0275531925002119.

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2025Carbon exposure of credit assets and banking systemic risk caused by climate transition. (2025). Liu, Xiaoxing ; Wang, Chao ; Hu, Mengyuan ; Lu, Jiayi. In: Research in International Business and Finance. RePEc:eee:riibaf:v:77:y:2025:i:pb:s0275531925002363.

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2025Climate risk and local government debt decisions. (2025). Wang, Chensheng ; Li, Bin ; Lv, Wendai. In: Research in International Business and Finance. RePEc:eee:riibaf:v:78:y:2025:i:c:s0275531925002661.

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2025Production network structure, specialization and unemployment: Measuring the structural resilience of national economies. (2025). Braun, Erik ; Sebestyn, Tams ; Kiss, Tibor. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:72:y:2025:i:c:p:11-28.

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2025Isolating financial cycles using the fractional cyclical model in selected economies: 1970–2019. (2025). Skare, Marinko ; Gil-Alana, Luis ; Porada-Rochon, Magorzata. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:72:y:2025:i:c:p:67-77.

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2024Can artificial intelligence and green finance affect economic cycles?. (2024). Chishti, Muhammad Zubair ; Binsaeed, Rima H ; Dogan, Eyup. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:209:y:2024:i:c:s0040162524005389.

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2025Climate transition risk and industry returns: The impact of green innovation and carbon market uncertainty. (2025). Yang, Cunyi ; Ni, Jiajun ; Zhou, QI. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:214:y:2025:i:c:s0040162525000873.

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

Works by Lucia Alessi:

YearTitleTypeCited
2023Towards a Framework for a New Research Ecosystem In: Papers.
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2024Towards a Framework for a New Research Ecosystem.(2024) In: JRC Working Papers in Economics and Finance.
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2025Towards a framework for a new research ecosystem.(2025) In: Humanities and Social Sciences Communications.
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This paper has nother version. Agregated cites: 0		article
2011Non‐Fundamentalness in Structural Econometric Models: A Review In: International Statistical Review.
[Citation analysis]		article44
2009Forecasting Large Datasets with Conditionally Heteroskedastic Dynamic Common Factors In: Working Papers ECARES.
[Full Text][Citation analysis]		paper18
2009A Robust Criterion for Determining the Number of Factors in Approximate Factor Models In: Working Papers ECARES.
[Full Text][Citation analysis]		paper13
2021Travelling down the green brick road: a status quo assessment of the EU taxonomy In: Macroprudential Bulletin.
[Full Text][Citation analysis]		article3
2009Global liquidity as an early warning indicator for asset price boom/bust cycles In: Research Bulletin.
[Full Text][Citation analysis]		article115
2008A robust criterion for determining the number of static factors in approximate factor models. In: Working Paper Series.
[Full Text][Citation analysis]		paper25
2007A Robust Criterion for Determining the Number of Static Factors in Approximate Factor Models.(2007) In: LEM Papers Series.
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This paper has nother version. Agregated cites: 25		paper
2008A review of nonfundamentalness and identification in structural VAR models In: Working Paper Series.
[Full Text][Citation analysis]		paper15
2007A Review of Nonfundamentalness and Identification in Structural VAR Models.(2007) In: LEM Papers Series.
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This paper has nother version. Agregated cites: 15		paper
2009Real timeearly warning indicators for costly asset price boom/bust cycles: a role for global liquidity In: Working Paper Series.
[Full Text][Citation analysis]		paper153
2009The distribution of households consumption-expenditure budget shares In: Working Paper Series.
[Full Text][Citation analysis]		paper11
2012The distribution of household consumption-expenditure budget shares.(2012) In: Structural Change and Economic Dynamics.
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This paper has nother version. Agregated cites: 11		article
2009Estimation and forecasting in large datasets with conditionally heteroskedastic dynamic common factors In: Working Paper Series.
[Full Text][Citation analysis]		paper19
2014Central bank macroeconomic forecasting during the global financial crisis: the European Central Bank and Federal Reserve Bank of New York experiences In: Working Paper Series.
[Full Text][Citation analysis]		paper89
2014Central Bank Macroeconomic Forecasting During the Global Financial Crisis: The European Central Bank and Federal Reserve Bank of New York Experiences.(2014) In: Journal of Business & Economic Statistics.
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This paper has nother version. Agregated cites: 89		article
2014Identifying excessive credit growth and leverage In: Working Paper Series.
[Full Text][Citation analysis]		paper163
2014Identifying Excessive Credit Growth and Leverage.(2014) In: Financial Stability Review.
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This paper has nother version. Agregated cites: 163		article
2018Identifying excessive credit growth and leverage.(2018) In: Journal of Financial Stability.
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This paper has nother version. Agregated cites: 163		article
2016The response of asset prices to monetary policy shocks: stronger than thought In: Working Paper Series.
[Full Text][Citation analysis]		paper36
2019The response of asset prices to monetary policy shocks: Stronger than thought.(2019) In: Journal of Applied Econometrics.
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This paper has nother version. Agregated cites: 36		article
2014On policymakers’ loss functions and the evaluation of early warning systems: Comment In: Economics Letters.
[Full Text][Citation analysis]		article7
2022Two sides of the same coin: Green Taxonomy alignment versus transition risk in financial portfolios In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article29
2021Two sides of the same coin: Green Taxonomy alignment versus transition risk in financial portfolios.(2021) In: JRC Working Papers in Economics and Finance.
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This paper has nother version. Agregated cites: 29		paper
2023When do investors go green? Evidence from a time-varying asset-pricing model In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article7
2021When do investors go green? Evidence from a time-varying asset-pricing model.(2021) In: JRC Working Papers in Economics and Finance.
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This paper has nother version. Agregated cites: 7		paper
2021What greenium matters in the stock market? The role of greenhouse gas emissions and environmental disclosures In: Journal of Financial Stability.
[Full Text][Citation analysis]		article81
2024Over with carbon? Investors’ reaction to the Paris Agreement and the US withdrawal In: Journal of Financial Stability.
[Full Text][Citation analysis]		article8
2021Over with carbon? Investors reaction to the Paris Agreement and the US withdrawal.(2021) In: JRC Working Papers in Economics and Finance.
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This paper has nother version. Agregated cites: 8		paper
2024Accounting for climate transition risk in banks’ capital requirements In: Journal of Financial Stability.
[Full Text][Citation analysis]		article6
2022Accounting for climate transition risk in banks capital requirements.(2022) In: JRC Working Papers in Economics and Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		paper
2011Quasi real time early warning indicators for costly asset price boom/bust cycles: A role for global liquidity In: European Journal of Political Economy.
[Full Text][Citation analysis]		article301
2025From risks to opportunities: The impact of green public investment programs on sovereign yields In: Research in International Business and Finance.
[Full Text][Citation analysis]		article1
2010Improved penalization for determining the number of factors in approximate factor models In: Statistics & Probability Letters.
[Full Text][Citation analysis]		article214
2013The common component of firm growth In: Structural Change and Economic Dynamics.
[Full Text][Citation analysis]		article3
2008The Distribution of Consumption-Expenditure Budget Shares. Evidence from Italian Households In: Papers on Economics and Evolution.
[Citation analysis]		paper0
2008The Distribution of Consumption-Expenditure Budget Shares. Evidence from Italian Households.(2008) In: LEM Papers Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2018The resilience of EU Member States to the financial and economic crisis. What are the characteristics of resilient behaviour? In: JRC Research Reports.
[Full Text][Citation analysis]		paper7
2017The European Deposit Insurance Scheme: Assessing risk absorption via SYMBOL In: JRC Working Papers in Economics and Finance.
[Full Text][Citation analysis]		paper3
2019Anatomy of a Sovereign Debt Crisis: CDS Spreads and Real-Time Macroeconomic Data In: JRC Working Papers in Economics and Finance.
[Full Text][Citation analysis]		paper2
2020The Greenium matters: greenhouse gas emissions, environmental disclosures, and stock prices In: JRC Working Papers in Economics and Finance.
[Full Text][Citation analysis]		paper5
2020The Greenium matters: greenhouse gas emissions, environmental disclosures, and stock prices.(2020) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		paper
2019What drives bank coverage ratios: Evidence from the euro area In: JRC Working Papers in Economics and Finance.
[Full Text][Citation analysis]		paper0
2022A sustainability transition on the move? Evidence based on the disconnect from market fundamentals In: JRC Working Papers in Economics and Finance.
[Full Text][Citation analysis]		paper0
2024Quantitative assessment of the financial materiality of climate physical risks: a case study In: JRC Working Papers in Economics and Finance.
[Full Text][Citation analysis]		paper0
2021Cover your assets: non-performing loans and coverage ratios in Europe In: Economic Policy.
[Full Text][Citation analysis]		article4
2021Erratum to: Cover your assets: non-performing loans and coverage ratios in Europe.(2021) In: Economic Policy.
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This paper has nother version. Agregated cites: 4		article
2023Anatomy of a Sovereign Debt Crisis: Machine Learning, Real-Time Macro Fundamentals, and CDS Spreads* In: Journal of Financial Econometrics.
[Full Text][Citation analysis]		article0
2022Sustainable Growth in the European Framework and the Role of Finance In: Palgrave Studies in Impact Finance.
[Citation analysis]		chapter0
2022Financial Regulation for Sustainable Finance in the European Landscape In: Palgrave Studies in Impact Finance.
[Citation analysis]		chapter1
2015Comparing different early warning systems: Results from a horse race competition among members of the Macro-prudential Research Network In: MPRA Paper.
[Full Text][Citation analysis]		paper31
2010On the distributional properties of household consumption expenditures: the case of Italy In: Empirical Economics.
[Full Text][Citation analysis]		article12
2007On the distributional properties of household consumption expenditures. The case of Italy..(2007) In: LEM Papers Series.
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This paper has nother version. Agregated cites: 12		paper
2020The Resilience of EU Member States to the Financial and Economic Crisis In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement.
[Full Text][Citation analysis]		article11
2014Operationalising the countercyclical capital buffer: indicator selection, threshold identification and calibration options In: ESRB Occasional Paper Series.
[Full Text][Citation analysis]		paper105
2006Generalized Dynamic Factor Model + GARCH Exploiting Multivariate Information for Univariate Prediction In: LEM Papers Series.
[Full Text][Citation analysis]		paper3
2006Dynamic Factor GARCH: Multivariate Volatility Forecast for a Large Number of Series In: LEM Papers Series.
[Full Text][Citation analysis]		paper8
2006A Dynamic Factor Analysis of Business Cycle on Firm-Level Data In: LEM Papers Series.
[Full Text][Citation analysis]		paper3
2007On approximating the distributions of goodness-of-fit test statistics based on the empirical distribution function: The case of unknown parameters In: LEM Papers Series.
[Full Text][Citation analysis]		paper5
2009ON APPROXIMATING THE DISTRIBUTIONS OF GOODNESS-OF-FIT TEST STATISTICS BASED ON THE EMPIRICAL DISTRIBUTION FUNCTION: THE CASE OF UNKNOWN PARAMETERS.(2009) In: Advances in Complex Systems (ACS).
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This paper has nother version. Agregated cites: 5		article
2024Accounting for the EU Green Taxonomy: exploring its concept, data and analytics In: Accounting Forum.
[Full Text][Citation analysis]		article2
2014Rejoinder In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article0
2024Resilience in the EU Banking Sector and Beyond In: World Scientific Book Chapters.
[Full Text][Citation analysis]		chapter0

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