Alessandra Canepa : Citation Profile


Are you Alessandra Canepa?

Università degli Studi di Torino

8

H index

7

i10 index

262

Citations

RESEARCH PRODUCTION:

23

Articles

20

Papers

1

Chapters

RESEARCH ACTIVITY:

   23 years (2000 - 2023). See details.
   Cites by year: 11
   Journals where Alessandra Canepa has often published
   Relations with other researchers
   Recent citing documents: 21.    Total self citations: 14 (5.07 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pca166
   Updated: 2024-01-16    RAS profile: 2023-12-06    
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Relations with other researchers


Works with:

Zanetti Chini, Emilio (7)

Uddin, Gazi (2)

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

Is cited by:

Garcia-Quevedo, Jose (8)

Woerter, Martin (8)

Hollenstein, Heinz (7)

Ley, Marius (6)

Savona, Maria (6)

Arvanitis, Spyros (5)

Zanetti Chini, Emilio (5)

pellegrino, gabriele (5)

Gómez, Jaime (5)

BOCQUET, Rachel (4)

Cincera, Michele (4)

Cites to:

Gyourko, Joseph (18)

Johansen, Soren (17)

Saiz, Albert (16)

Zanetti Chini, Emilio (15)

Perron, Pierre (13)

GUPTA, RANGAN (13)

Gertler, Mark (12)

Reinhart, Carmen (11)

Bernanke, Ben (11)

Pesaran, Mohammad (11)

Murphy, Anthony (10)

Main data


Where Alessandra Canepa has published?


Journals with more than one article published# docs
The Journal of Real Estate Finance and Economics2
The Quarterly Review of Economics and Finance2

Working Papers Series with more than one paper published# docs
Department of Economics and Statistics Cognetti de Martiis. Working Papers / University of Turin19

Recent works citing Alessandra Canepa (2024 and 2023)


YearTitle of citing document
2023Change point detection in dynamic Gaussian graphical models: the impact of COVID-19 pandemic on the US stock market. (2022). Grzeszkiewicz, Karolina ; Koziell, Warrick Poklewski ; de Iorio, Maria ; Beskos, Alexandros ; Franzolini, Beatrice. In: Papers. RePEc:arx:papers:2208.00952.

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2023The Effect of COVID-19 on Cryptocurrencies and the Stock Market Volatility -- A Two-Stage DCC-EGARCH Model Analysis. (2023). Ampountolas, Apostolos. In: Papers. RePEc:arx:papers:2307.09137.

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2023Reinforcing the effects of corruption and financial constraints on firm performance: Normal versus crisis period in developing economies. (2023). Sharma, Chandan ; Priya, Pragati. In: Economic Modelling. RePEc:eee:ecmode:v:127:y:2023:i:c:s0264999323002754.

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2023Interdependence of clean energy and green markets with cryptocurrencies. (2023). Karim, Sitara ; Mirza, Nawazish ; Boubaker, Sabri ; Naeem, Muhammad Abubakr ; Arfaoui, Nadia. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323000828.

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2023A memory in the bond: Green bond and sectoral investment interdependence in a fractionally cointegrated VAR framework. (2023). Mishra, Tapas ; Tian, Shu ; Uddin, Gazi Salah ; Parhi, Mamata ; Park, Donghyun. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001500.

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2023Optimal portfolio diversification with a multi-chain regime-switching spillover GARCH model. (2023). Lee, Hsiang-Tai. In: Global Finance Journal. RePEc:eee:glofin:v:55:y:2023:i:c:s1044028323000030.

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2023Dynamic spillovers across precious metals and oil realized volatilities: Evidence from quantile extended joint connectedness measures. (2023). Gabauer, David ; Chatziantoniou, Ioannis ; Hardik, Marfatia ; de Gracia, Fernando Perez ; Cunado, Juncal. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s240585132300017x.

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2023Dynamic asymmetric connectedness in technological sectors. (2023). el Khoury, Rim ; Alqaralleh, Huthaifa ; Alshater, Muneer M. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:27:y:2023:i:c:s1703494922000470.

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2023Analyzing interconnection among selected commodities in the 2008 global financial crisis and the COVID-19 pandemic. (2023). Caporin, Massimiliano ; Khosravi, Reza ; Ghazani, Majid Mirzaee. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006006.

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2023Precious metal as a safe haven for global ESG stocks: Portfolio implications for socially responsible investing. (2023). Ye, Jing ; Liu, Huiling ; Xue, Minggao ; Lei, Heng. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006134.

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2023Static and dynamic linkages between oil, gold and global equity markets in various crisis episodes: Evidence from the Wavelet TVP-VAR. (2023). Yousaf, Imran ; Shah, Waheed Ullah ; Younis, Ijaz. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006420.

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2023Revisiting resources allocation for slow-moving economies: A way forward for low-income economies. (2023). Li, Fang ; Wang, Yong ; Dou, Jiali. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723001423.

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2023Dependence structure among rare earth and financial markets: A multiscale-vine copula approach. (2023). Bouri, Elie ; Kamal, Elham. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723003379.

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2023Money matters: The role of money as a regional and corporate financial resource for circular economy transition at firm-level. (2023). Stucki, Tobias ; Meili, Rahel. In: Research Policy. RePEc:eee:respol:v:52:y:2023:i:10:s0048733323001683.

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2023Religiosity and Charitable Giving on Investors’ Trading Behaviour in the Indonesian Islamic Stock Market: Islamic vs Market Logic. (2023). Aziz, Primandanu Febriyan ; Asutay, Mehmet ; Karbhari, Yusuf ; Indrastomo, Banjaran S. In: Journal of Business Ethics. RePEc:kap:jbuset:v:188:y:2023:i:2:d:10.1007_s10551-023-05324-0.

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2023Digital technologies, technological improvement rates, and innovations “Made in Switzerland”. (2023). Rutzer, Christian ; Niggli, Matthias. In: Swiss Journal of Economics and Statistics. RePEc:spr:sjecst:v:159:y:2023:i:1:d:10.1186_s41937-023-00104-z.

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2023Crisis transmission degree measurement under crisis propagation model. (2023). Jilani, Faouzi ; Hallara, Slaheddine ; Bedoui-Belghith, Imen. In: SN Business & Economics. RePEc:spr:snbeco:v:3:y:2023:i:1:d:10.1007_s43546-022-00361-9.

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2023Modelling and Forecasting Energy Market Cycles: A Generalized Smooth Transition Approach.. (2023). Alqaralleh, Huthaifa ; Chini, Emilio Zanetti ; Canepa, Alessandra. In: Department of Economics and Statistics Cognetti de Martiis. Working Papers. RePEc:uto:dipeco:202318.

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2023Impact of research and development (R&D) and information, and communication technology (ICT) on innovation and productivity evidence from Tunisian manufacturing firms. (2023). ben Khalifa, Adel. In: Economics of Transition and Institutional Change. RePEc:wly:ectrin:v:31:y:2023:i:2:p:341-361.

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2023A good hedge or safe haven? The hedging ability of Chinas commodity futures market under extreme market conditions. (2023). Xiong, Tao ; Huang, Huilian. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:7:p:968-1035.

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2023Do financial constraints and corruption limit firms innovation capability? Evidence from developing economies. (2023). Sharma, Chandan ; Priya, Pragati. In: Managerial and Decision Economics. RePEc:wly:mgtdec:v:44:y:2023:i:4:p:1935-1961.

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Works by Alessandra Canepa:


YearTitleTypeCited
2007Improvement of the quasi?likelihood ratio test in ARMA models: some results for bootstrap methods In: Journal of Time Series Analysis.
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article1
2022Small Sample Adjustment for Hypotheses Testing on Cointegrating Vectors In: Journal of Time Series Econometrics.
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article0
2021Small Sample Adjustment for Hypotheses Testing on Cointegrating Vectors.(2021) In: Department of Economics and Statistics Cognetti de Martiis. Working Papers.
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This paper has nother version. Agregated cites: 0
paper
2000The Size and Power of Bootstrap Tests for Linear Restrictions in Misspecified Cointegrating Relationships In: Econometric Society World Congress 2000 Contributed Papers.
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paper0
2021Energy Market Risk Management under Uncertainty: A VaR Based on Wavelet Approach In: International Journal of Energy Economics and Policy.
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article1
2020Housing market cycles in large urban areas In: Economic Modelling.
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article1
2019Housing Market Cycles in Large Urban Areas..(2019) In: Department of Economics and Statistics Cognetti de Martiis. Working Papers.
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This paper has nother version. Agregated cites: 1
paper
2023Dynamic relations between housing Markets, stock Markets, and uncertainty in global Cities: A Time-Frequency approach In: The North American Journal of Economics and Finance.
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article0
2022Dynamic Relations Between Housing Markets, Stock Markets, and Uncertainty in Global Cities: A Time-Frequency Approach.(2022) In: Department of Economics and Statistics Cognetti de Martiis. Working Papers.
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This paper has nother version. Agregated cites: 0
paper
2006Small sample corrections for linear restrictions on cointegrating vectors: A Monte Carlo comparison In: Economics Letters.
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article4
2011A mixed integer linear programming model for optimal sovereign debt issuance In: European Journal of Operational Research.
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article6
2016Dynamic asymmetries in house price cycles: A generalized smooth transition model In: Journal of Empirical Finance.
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article8
2020Hedge fund strategies: A non-parametric analysis In: International Review of Financial Analysis.
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article3
2019Hedge Fund Strategies: A non-Parametric Analysis..(2019) In: Department of Economics and Statistics Cognetti de Martiis. Working Papers.
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This paper has nother version. Agregated cites: 3
paper
2021Wildfire crime, apprehension and social vulnerability in Italy In: Forest Policy and Economics.
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article0
2022The role of precious metals in portfolio diversification during the Covid19 pandemic: A wavelet-based quantile approach In: Resources Policy.
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article5
2014Does faith move stock markets? Evidence from Saudi Arabia In: The Quarterly Review of Economics and Finance.
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article20
2023The role of environmental and financial motivations in the adoption of energy-saving technologies: Evidence from European Union data In: The Quarterly Review of Economics and Finance.
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article0
2023The Role of Environmental and Financial Motivations in the Adoption of EnergySaving Technologies: Evidence from European Union Data..(2023) In: Department of Economics and Statistics Cognetti de Martiis. Working Papers.
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2014Real estate market and financial stability in US metropolitan areas: A dynamic model with spatial effects In: Regional Science and Urban Economics.
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article16
2009e-Business usage across and within firms in the UK: profitability, externalities and policy In: Research Policy.
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article36
2016A note on Bartlett correction factor for tests on cointegrating relations In: Statistics & Probability Letters.
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article1
2018Housing, Housing Finance and Credit Risk In: IJFS.
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article1
2021Evidence of Stock Market Contagion during the COVID-19 Pandemic: A Wavelet-Copula-GARCH Approach In: JRFM.
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article12
2020Global Cities and Local Housing Market Cycles In: The Journal of Real Estate Finance and Economics.
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article3
2022Global Cities and Local Challenges: Booms and Busts in the London Real Estate Market In: The Journal of Real Estate Finance and Economics.
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2020Global Cities and Local Challenges: Booms and Busts in the London Real Estate Market..(2020) In: Department of Economics and Statistics Cognetti de Martiis. Working Papers.
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This paper has nother version. Agregated cites: 2
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2005Financing Constraints in the Inter Firm Diffusion of New Process Technologies In: The Journal of Technology Transfer.
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article19
2005Financing Constraints in the Inter Firm Diffusion of New Process Technologies.(2005) In: Springer Books.
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This paper has nother version. Agregated cites: 19
chapter
2008Financial constraints to innovation in the UK: evidence from CIS2 and CIS3 In: Oxford Economic Papers.
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article97
2004Comparative international diffusion: Patterns, determinants and policies In: Economics of Innovation and New Technology.
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article25
2019Modelling Housing Market Cycles in Global Cities. In: Department of Economics and Statistics Cognetti de Martiis. Working Papers.
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2019Second Order Time Dependent Inflation Persistence in the United States: a GARCH-in-Mean Model with Time Varying Coefficients. In: Department of Economics and Statistics Cognetti de Martiis. Working Papers.
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2019Wildfire Crime and Social Vulnerability in Italy: A Panel Investigation. In: Department of Economics and Statistics Cognetti de Martiis. Working Papers.
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2020Bootstrap Bartlett Adjustment for Hypotheses Testing on Cointegrating Vectors. In: Department of Economics and Statistics Cognetti de Martiis. Working Papers.
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2020Improvement on the LR Test Statistic on the Cointegrating Relations in VAR Models: Bootstrap Methods and Applications. In: Department of Economics and Statistics Cognetti de Martiis. Working Papers.
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2020Unified Theory for the Large Family of Time Varying Models with Arma Representations: One Solution Fits All. In: Department of Economics and Statistics Cognetti de Martiis. Working Papers.
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2020COVID-19 Pandemic and Stock Market Contagion: A Wavelet-Copula GARCH Approach. In: Department of Economics and Statistics Cognetti de Martiis. Working Papers.
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2021The Role of Environmental and Financial Concerns on Energy-Saving Investments: A Stochastic Dominance Analysis In: Department of Economics and Statistics Cognetti de Martiis. Working Papers.
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2021Financial Contagion During the Covid-19 Pandemic: A Wavelet-Copula-GARCH Approach. In: Department of Economics and Statistics Cognetti de Martiis. Working Papers.
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paper1
2022Time-frequency connectedness across housing markets, stock market and uncertainty: A Wavelet-Time Varying Parameter Vector Autoregression. In: Department of Economics and Statistics Cognetti de Martiis. Working Papers.
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2022Ination Dynamics and Time-Varying Persistence: The Importance of the Uncertainty Channel. In: Department of Economics and Statistics Cognetti de Martiis. Working Papers.
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2022Forecasting Ination: A GARCH-in-Mean-Level Model with Time Varying Predictability. In: Department of Economics and Statistics Cognetti de Martiis. Working Papers.
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2023Socio-Economic Risk Factors and Wildfire Crime in Italy: A Quantile Panel Approach In: Department of Economics and Statistics Cognetti de Martiis. Working Papers.
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