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)

19

H index

31

i10 index

1299

Citations

RESEARCH PRODUCTION:

70

Articles

95

Papers

1

Books

1

Chapters

RESEARCH ACTIVITY:

   24 years (1998 - 2022). See details.
   Cites by year: 54
   Journals where CLAUDIO MORANA has often published
   Relations with other researchers
   Recent citing documents: 114.    Total self citations: 103 (7.35 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pmo818
   Updated: 2023-11-04    RAS profile: 2022-07-19    
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Relations with other researchers

Works with:

Sbrana, Giacomo (5)

Tirelli, Patrizio (3)

Hecq, Alain (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 (45)

Ben Nasr, Adnen (21)

Ajmi, Ahdi Noomen (20)

Gil-Alana, Luis (18)

Teräsvirta, Timo (12)

Caporale, Guglielmo Maria (11)

Tiwari, Aviral (11)

Misas, Martha (11)

Hartl, Tobias (10)

Allen, David (10)

Jucknewitz, Roland (10)

Cites to:

Bollerslev, Tim (73)

Bai, Jushan (59)

Hamilton, James (47)

Engle, Robert (42)

Beltratti, Andrea (41)

Pesaran, Mohammad (41)

Diebold, Francis (40)

Baillie, Richard (39)

Reichlin, Lucrezia (38)

Bagliano, Fabio (38)

Watson, Mark (36)

Main data

Where CLAUDIO MORANA has published?

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

Working Papers Series with more than one paper published# docs
Working Papers / University of Milano-Bicocca, Department of Economics19
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 / Rimini Centre for Economic Analysis10
ICER Working Papers - Applied Mathematics Series / ICER - International Centre for Economic Research9
Working Paper Series / European Central Bank9
Working Papers / Fondazione Eni Enrico Mattei5
Carlo Alberto Notebooks / Collegio Carlo Alberto4
Working papers / Former Department of Economics and Public Finance "G. Prato", University of Torino4
Energy: Resources and Markets / Fondazione Eni Enrico Mattei (FEEM)2
Working papers / Department of Economics, Social Studies, Applied Mathematics and Statistics (Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche), University of Torino2

Recent works citing CLAUDIO MORANA (2023 and 2022)

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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2022Parametric Estimation of Long Memory in Factor Models. (2022). Ergemen, Yunus Emre. In: CREATES Research Papers. RePEc:aah:create:2022-10.

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2022Detecting common bubbles in multivariate mixed causal-noncausal models. (2022). Hecq, Alain ; Cubadda, Gianluca ; Voisin, Elisa. In: Papers. RePEc:arx:papers:2207.11557.

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2022Fractional integration and cointegration. (2022). Nielsen, Morten ; Hualde, Javier. In: Papers. RePEc:arx:papers:2211.10235.

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2023Co?movement among oil, stock, bond, and housing markets: An analysis of U.S., Asian, and European economies. (2023). Yunus, Nafeesa. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:2:p:393-436.

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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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2023Aggregate Insider Trading and Stock Market Volatility in the UK. (2023). Spagnolo, Nicola ; Kyriacou, Kyriacos ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10511.

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2022Not all political relation shocks are alike: Assessing the impacts of US-China tensions on the oil market. (2022). Saadaoui, Jamel ; Mignon, Valerie ; Cai, Yifei. In: Working Papers. RePEc:cii:cepidt:2022-07.

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2022Not all political relation shocks are alike: Assessing the impacts of US-China tensions on the oil market. (2022). Saadaoui, Jamel ; Cai, Yifei ; Mignon, Valerie. In: EconomiX Working Papers. RePEc:drm:wpaper:2022-19.

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2023Unpacking the green box: Determinants of Environmental Policy Stringency in European countries. (2023). Lo, Gaye-Del ; Gatti, Donatella ; Serranito, Francisco. In: EconomiX Working Papers. RePEc:drm:wpaper:2023-25.

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2022Prediction of crude oil prices in COVID-19 outbreak using real data. (2022). Kaymak, Yiit. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:158:y:2022:i:c:s0960077922002004.

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2023Digital financial inclusion and poverty alleviation: Evidence from the sustainable development of China. (2023). Wang, Fuhao ; Lou, Runchi ; Lee, Chien-Chiang. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:77:y:2023:i:c:p:418-434.

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2022When did global warming start? A new baseline for carbon budgeting. (2022). Peillex, Jonathan ; Liu, Zhenya ; Han, Xuyuan ; ben Ameur, Hachmi. In: Economic Modelling. RePEc:eee:ecmode:v:116:y:2022:i:c:s0264999322002450.

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2023The global component of headline and core inflation in emerging market economies and its ability to improve forecasting performance. (2023). Molina, Stefano G ; Orraca, Maria Jose ; Arango-Castillo, Lenin. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999322003583.

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2023How do monetary shock, financial crisis, and quotation reform affect the long memory of exchange rate volatility? Evidence from major currencies. (2023). Huang, Jianglu ; Qi, Zikang ; Wang, Xinyu. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999322003923.

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2022Information overload and environmental degradation: Learning from H.A. Simon and W. Wenders. (2022). Guarnieri, Pietro ; Tucci, Ilaria ; Luzzati, Tommaso. In: Ecological Economics. RePEc:eee:ecolec:v:202:y:2022:i:c:s0921800922002555.

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2023A discrete-time hedging framework with multiple factors and fat tails: On what matters. (2023). Begin, Jean-Franois ; Badescu, Alexandru ; Augustyniak, Maciej. In: Journal of Econometrics. RePEc:eee:econom:v:232:y:2023:i:2:p:416-444.

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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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2022Do public environmental concerns promote new energy enterprises development? Evidence from a quasi-natural experiment. (2022). Yan, Cheng ; Xia, Senmao ; Ho, Kung-Cheng ; Gu, Yan. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322001438.

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2022Financial development, renewable energy and CO2 emission in G7 countries: New evidence from non-linear and asymmetric analysis. (2022). Sinha, Avik ; Ullah, Saif ; Hassan, Arshad ; Sheraz, Muhammad ; Xu, Deyi. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322001669.

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2022Not all political relation shocks are alike: Assessing the impacts of US–China tensions on the oil market. (2022). Saadaoui, Jamel ; Mignon, Valérie ; Cai, Yifei. In: Energy Economics. RePEc:eee:eneeco:v:114:y:2022:i:c:s0140988322003498.

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2022Is green finance really a blessing for green technology and carbon efficiency?. (2022). Yu, Haiyan ; Zhu, Meng Nan ; Pang, Lidong. In: Energy Economics. RePEc:eee:eneeco:v:114:y:2022:i:c:s014098832200408x.

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2022The power of investors’ optimism and pessimism in oil market forecasting. (2022). Mishra, Tapas ; Parhi, Mamata ; Maaitah, Ahmad ; Mustanen, Dmitri. In: Energy Economics. RePEc:eee:eneeco:v:114:y:2022:i:c:s0140988322004091.

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2023An integrated model for crude oil forecasting: Causality assessment and technical efficiency. (2023). Wang, Xuelian ; Liao, Stephen Shaoyi ; Wu, Peng ; Cheng, Xian. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005965.

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2023The role of Chinas crude oil futures in world oil futures market and Chinas financial market. (2023). Gong, XU ; Sun, Jiacheng ; Min, Jialin. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001172.

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2023The financial Kuznets curve of energy consumption: Global evidence. (2023). Elheddad, Mohamed ; Hammoudeh, Shawkat ; Doytch, Nadia. In: Energy Policy. RePEc:eee:enepol:v:177:y:2023:i:c:s0301421523000836.

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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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2023Impact of geopolitical risks on investor attention and speculation in the oil market: Evidence from nonlinear and time-varying analysis. (2023). He, Zhifang ; Wen, Fenghua ; Xiao, Jihong. In: Energy. RePEc:eee:energy:v:267:y:2023:i:c:s036054422203451x.

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2022Exploring the transmission mechanism of speculative and inventory arbitrage activity to commodity price volatility. Novel evidence for the US economy. (2022). Alexiou, Constantinos ; Yao, Wei. In: International Review of Financial Analysis. RePEc:eee:finana:v:80:y:2022:i:c:s1057521922000072.

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2022Multivariate long memory structure in the cryptocurrency market: The impact of COVID-19. (2022). Demir, Ender ; Bhandari, Avishek ; Assaf, Ata ; Charif, Husni. In: International Review of Financial Analysis. RePEc:eee:finana:v:82:y:2022:i:c:s1057521922001004.

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2022Nonlinear effects of climate policy uncertainty and financial speculation on the global prices of oil and gas. (2022). Luo, Weijie ; Long, Shaobo ; Guo, Jiaqi. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002423.

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2022How does news sentiment affect the states of Japanese stock return volatility?. (2022). Shi, Yanlin ; Fu, Tong ; Feng, Lingbing. In: International Review of Financial Analysis. RePEc:eee:finana:v:84:y:2022:i:c:s1057521922002241.

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2023Volatility forecasting of crude oil futures market: Which structural change-based HAR models have better performance?. (2023). Zhang, Han. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922004045.

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2023Multilayer information spillover networks between oil shocks and banking sectors: Evidence from oil-rich countries. (2023). Elsayed, Ahmed ; Wang, Gang-Jin ; Uddin, Gazi Salah ; Naifar, Nader. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001187.

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2022How do financial and commodity markets volatility react to real economic activity?. (2022). Guesmi, Khaled ; Ndubuisi, Gideon ; Urom, Christian. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pb:s1544612322000563.

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2023The impact of expected and unexpected events on Bitcoin price development: Introduction of futures market and COVID-19. (2023). Çevik, Emrah ; Yildirim, Durmu Ari ; Dibooglu, Sel ; Gunay, Samet ; Cevik, Emrah Ismail. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001411.

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2022Financial stress transmission between the U.S. and the Euro Area. (2022). Kutan, Ali M ; Dibooglu, Sel ; Cevik, Emrah Ismail ; Altinkeski, Buket Kirci. In: Journal of Financial Stability. RePEc:eee:finsta:v:60:y:2022:i:c:s1572308922000328.

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2022Systemic risk measures and regulatory challenges. (2022). Brzeszczyski, Janusz ; Sharma, Satish ; Ellis, Scott. In: Journal of Financial Stability. RePEc:eee:finsta:v:61:y:2022:i:c:s1572308921001194.

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2022Stock returns and income inequality: Asymmetric evidence from state level data in the U.S.. (2022). Bahmani, Sahar ; Hasanzade, Mehrnoosh ; Bahmani-Oskooee, Mohsen. In: Global Finance Journal. RePEc:eee:glofin:v:52:y:2022:i:c:s1044028322000175.

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2022Mapping the emergence and diffusion of climate-related financial policies: Evidence from a cluster analysis on G20 countries. (2022). D'Orazio, Paola. In: International Economics. RePEc:eee:inteco:v:169:y:2022:i:c:p:135-147.

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2022Does the world smile together? A network analysis of global index option implied volatilities. (2022). Tang, Jing ; Ryu, Doojin ; Han, Qian ; Chen, Jing. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:77:y:2022:i:c:s1042443121002018.

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2023Estimation of a dynamic multi-level factor model with possible long-range dependence. (2023). Rodriguez-Caballero, Vladimir C ; Ergemen, Yunus Emre. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:405-430.

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2022Testing Factor Models in the Cross-Section. (2022). Prokopczuk, Marcel ; Hollstein, Fabian. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:145:y:2022:i:c:s0378426622002060.

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2023Financial development and wage income: Evidence from the global football market. (2023). Wang, XI ; Yang, Haoxi. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:149:y:2023:i:c:s0378426623000389.

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2022Asymmetric risk transfer in global equity markets: An extended sample that includes the COVID pandemic period. (2022). Abdoh, Hussein ; Awartani, Basel ; Maghyereh, Aktham. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:25:y:2022:i:c:s170349492100044x.

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2022Stochastic structure of metal prices: Evidence from fractional integration non-linearities and breaks. (2022). Tripathy, Trilochan ; Aikins, Emmanuel Joel ; Gil-Alana, Luis A. In: Resources Policy. RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722003543.

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2022Outlook of oil prices and volatility from 1970 to 2040 through global energy mix-security from production to reserves: A nonparametric causality-in-quantiles approach. (2022). Oliyide, Johnson A ; Adekoya, Oluwasegun B ; Alola, Andrew A. In: Resources Policy. RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722004974.

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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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2023Fluctuation in the global oil market, stock market volatility, and economic policy uncertainty: A study of the US and China. (2023). Du, Qunyang ; Zhou, Fangxing ; Yang, Tianle. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:87:y:2023:i:c:p:377-387.

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2023Persistence and long run co-movements across stock market prices. (2023). Martin-Valmayor, Miguel Angel ; Infante, Juan ; Gil-Alana, Luis A. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:89:y:2023:i:c:p:347-357.

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2022Evolution of energy mix in emerging countries: Modern renewable energy, traditional renewable energy, and non-renewable energy. (2022). Kakinaka, Makoto ; Mustafa, Andy Ali ; Shrestha, Anil ; You, Vithyea ; Htike, Myo Myo. In: Renewable Energy. RePEc:eee:renene:v:199:y:2022:i:c:p:419-432.

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2022Space, time, and sustainability: The status and future of life cycle assessment frameworks for novel biorefinery systems. (2022). Murphy, F ; Sweeney, J ; Vance, C. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:159:y:2022:i:c:s1364032122001800.

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2023Oil market shocks and financial instability in Asian countries. (2023). Dagher, Leila ; Hasanov, Fakhri J. In: International Review of Economics & Finance. RePEc:eee:reveco:v:84:y:2023:i:c:p:182-195.

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2023Hedging performance using google Trends–Evidence from the indian forex options market. (2023). Chang, Chia-Chien ; Liu, Hung-Tsen ; Chi, Tsung-Li. In: International Review of Economics & Finance. RePEc:eee:reveco:v:85:y:2023:i:c:p:107-123.

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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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2023Long memory in the high frequency cryptocurrency markets using fractal connectivity analysis: The impact of COVID-19. (2023). Bhandari, Avishek ; Yousaf, Imran ; Mokni, Khaled ; Assaf, Ata. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002070.

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2022Deterministic Effects of Volatility on Mixed Frequency GARCH in Means MIDAS Model: Evidence from Turkey. (2022). Ozsoy, Fehmi ; Doan, Nukhet. In: International Econometric Review (IER). RePEc:erh:journl:v:14:y:2022:i:1:p:1-20.

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2022The housing net worth channel and the public finances: Evidence from a European country panel. (2022). McQuinn, Kieran ; Cronin, David. In: Papers. RePEc:esr:wpaper:wp730.

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2023Unpacking the green box: Determinants of Environmental Policy Stringency in European countries. (2023). Serranito, Francisco ; Lo, Gaye-Del ; Gatti, Donatella. In: Working Papers. RePEc:fae:wpaper:2023.07.

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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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2022Predicting House Prices Using DMA Method: Evidence from Turkey. (2022). Drachal, Krzysztof ; Hacievliyagil, Nuri ; Eksi, Ibrahim Halil. In: Economies. RePEc:gam:jecomi:v:10:y:2022:i:3:p:64-:d:768364.

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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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2022An Empirical Analysis of the Effects of Energy Price Shocks for Sustainable Energy on the Macro-Economy of South Asian Countries. (2022). Sengan, Sudhakar ; Varadarajan, Vijayakumar ; Vairavasundaram, Subramaniyaswamy ; Alharbi, Meshal ; Pustokhina, Irina V ; Gupta, Ravi Kumar ; Kondamudi, Bhavana Raj ; Karn, Arodh Lal. In: Energies. RePEc:gam:jeners:v:16:y:2022:i:1:p:363-:d:1018196.

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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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2023The Link between Bitcoin Price Changes and the Exchange Rates in European Countries with Non-Euro Currencies. (2023). Trifu, Ludovic Cosmin ; Mihai, Dnu Georgian ; Leonida, Ionel ; Obreja, Carmen ; Dumitrescu, Bogdan Andrei. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:4:p:232-:d:1117635.

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2022Dynamics between Direct Industrial Real Estate and the Macroeconomy: An Empirical Study of Hong Kong. (2022). Lo, Daniel ; Yau, Yung ; Haran, Martin ; McCord, Michael. In: Land. RePEc:gam:jlands:v:11:y:2022:i:10:p:1675-:d:927733.

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2022Exploring the Trend of Commodity Prices: A Review and Bibliometric Analysis. (2022). Jiao, Jianbin ; Hu, YI ; Zhang, QI ; Wang, Shouyang. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:15:p:9536-:d:879376.

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2022Current Status and Future Perspectives of Carbon Pricing Research in Austria. (2022). Cordeiro, Marcelle Candido ; Steininger, Karl ; Santos, Luan ; Vogel, Johanna. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:15:p:9684-:d:881900.

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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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2023Climate Change Education and Preparedness of Future Teachers—A Review: The Case of Greece. (2023). Drinia, Hara ; Moshou, Hara. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:2:p:1177-:d:1028932.

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2023Unpacking the green box: Determinants of Environmental Policy Stringency in European countries. (2023). Serranito, Francisco ; del Lo, Gaye ; Gatti, Donatella. In: CEPN Working Papers. RePEc:hal:cepnwp:hal-04188866.

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2023Unpacking the green box: Determinants of Environmental Policy Stringency in European countries. (2023). Serranito, Francisco ; del Lo, Gaye ; Gatti, Donatella. In: CEPN Working Papers. RePEc:hal:cepnwp:hal-04208688.

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2022Do Recessions Occur Concurrently Across Countries? A Multinomial Logistic Approach. (2022). Zhu, Dan ; Poon, Aubrey. In: Working Papers. RePEc:hhs:oruesi:2022_011.

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2023FORECASTING EXCHANGE RATE VOLATILITY IN INDIA UNDER UNIVARIATE AND MULTIVARIATE ANALYSIS. (2023). Sharma, Akhilesh Kumar ; Rai, Sushil Kumar. In: Bulletin of Monetary Economics and Banking. RePEc:idn:journl:v:26:y:2023:i:1g:p:175-190.

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2022ON THE DEVELOPMENT OF THE ISLAMIC BENCHMARK RATE: AN INDONESIAN CASE. (2022). Jatmiko, Wahyu ; Prasetyo, Muhammad Budi ; Hendranastiti, Nur Dhani ; Husodo, Zafri A ; Indrawan, Imam Wahyudi ; Dahlan, Dahnila ; Sakti, Ali ; Husman, Jardine A. In: Working Papers. RePEc:idn:wpaper:wp042022.

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2022Impact of the COVID-19 pandemic on the relationship between uncertainty factors, investor’s behavioral biases and the stock market reaction of US Fintech companies. (2022). Abbes, Mouna Boujelbene ; Trichili, Yousra ; Gharbi, Oumayma. In: Journal of Academic Finance. RePEc:jaf:journl:v:13:y:2022:i:1:n:441.

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2022Financial spillovers, spillbacks, and the scope for international macroprudential policy coordination. (2022). Pereira da Silva, Luiz Awazu ; Agénor, Pierre-Richard ; Agenor, Pierre-Richard. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:19:y:2022:i:1:d:10.1007_s10368-021-00522-5.

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2023The housing net worth channel and the public finances: evidence from a European country panel. (2023). Cronin, David ; McQuinn, Kieran. In: International Tax and Public Finance. RePEc:kap:itaxpf:v:30:y:2023:i:5:d:10.1007_s10797-022-09751-z.

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2023Detecting Greenwashing! The Influence of Product Colour and Product Price on Consumers’ Detection Accuracy of Faked Bio-fashion. (2023). Goritz, L ; M.-A. Reinhard, ; Ende, L. In: Journal of Consumer Policy. RePEc:kap:jcopol:v:46:y:2023:i:2:d:10.1007_s10603-023-09537-8.

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2023When the United States and the People’s Republic of China Sneeze: Monetary Policy Spillovers to Asian Economies. (2023). Beirne, John ; Volz, Ulrich ; Renzhi, Nuobu. In: Open Economies Review. RePEc:kap:openec:v:34:y:2023:i:3:d:10.1007_s11079-022-09695-1.

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2023Euro area inflation and a new measure of core inflation. (2022). Morana, Claudio. In: Working Papers. RePEc:mib:wpaper:505.

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2023Green risk in Europe. (2023). Ossola, Elisa ; Morana, Claudio ; Cassola, Nuno. In: Working Papers. RePEc:mib:wpaper:526.

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2023Households’ Exposure to the Financial Sector as a Driver of Inequality: An Analysis of Advanced and Emerging Economies. (2023). Cames, Francisco ; Vale, Sofia. In: Comparative Economic Studies. RePEc:pal:compes:v:65:y:2023:i:2:d:10.1057_s41294-022-00200-8.

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2022Economic effect of the golf simulation industry in Korea: an analysis based on the SVAR model. (2022). Kong, Mengyuan ; Hao, Yuanyuan. In: Palgrave Communications. RePEc:pal:palcom:v:9:y:2022:i:1:d:10.1057_s41599-022-01255-9.

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2022Realised volatility and industry momentum returns. (2022). Worthington, Andrew C ; Li, Bin ; Chen, Xiaoyue. In: Palgrave Communications. RePEc:pal:palcom:v:9:y:2022:i:1:d:10.1057_s41599-022-01309-y.

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2022Investments in the Asian water sector: an analysis based on the DCC-GARCH model. (2022). Li, Bin ; Tularam, Gurudeo Anand ; Reza, Rajibur. In: Palgrave Communications. RePEc:pal:palcom:v:9:y:2022:i:1:d:10.1057_s41599-022-01470-4.

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2022Econometric modelling of exchange rate volatility using mixed-frequency data. (2022). Chaturvedi, Priya ; Kumar, Kuldeep. In: MPRA Paper. RePEc:pra:mprapa:115222.

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2022Oil Market Shocks and Financial Instability in Asian Countries. (2022). Dagher, Leila ; Hasanov, Fakhri. In: MPRA Paper. RePEc:pra:mprapa:116079.

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2022Symmetric and Asymmetric Effects of Financial Deepening on Income Inequality in South Africa. (2022). Biyase, Mduduzi ; Chisadza, Carolyn. In: Working Papers. RePEc:pre:wpaper:202214.

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2022Monetary Policy Shock Transmission in Emerging Markets. (2022). Jabeen, Hummaira. In: Journal of Policy Research (JPR). RePEc:rfh:jprjor:v:8:y:2022:i:4:p:379-390.

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2023Euro area inflation and a new measure of core inflation. (2022). Morana, Claudio. In: Working Paper series. RePEc:rim:rimwps:22-14.

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2023Green risk in Europe. (2023). Ossola, Elisa ; Morana, Claudio ; Cassola, Nuno. In: Working Paper series. RePEc:rim:rimwps:23-14.

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2022Confidence vs. Uncertainty : An Explanation of Housing Prices In the Old EU Member States. (2022). Smiljani, Ana Rimac ; Peri, Blanka Krabi ; Sori, Petar. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2022:i:3:p:31-45.

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2023Detecting Common Bubbles in Multivariate Mixed Causal-noncausal Models. (2023). Hecq, Alain ; Cubadda, Gianluca ; Voisin, Elisa. In: CEIS Research Paper. RePEc:rtv:ceisrp:555.

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2023Why Has Labor Productivity Slowed Down in the Era of Financialization?: Insights from the Post-Keynesians for the European Union Countries. (2023). Barradas, Ricardo. In: Review of Radical Political Economics. RePEc:sae:reorpe:v:55:y:2023:i:3:p:390-422.

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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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This paper has another version. Agregated cites: 11		paper
2018Some Financial Implications of Global Warming: an Empirical Assessment In: CSI: Climate and Sustainable Innovation.
[Full Text][Citation analysis]		paper5
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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5		paper
2012Oil Price Dynamics, Macro-Finance Interactions and the Role of Financial Speculation In: Energy: Resources and Markets.
[Full Text][Citation analysis]		paper77
2013Oil price dynamics, macro-finance interactions and the role of financial speculation.(2013) In: Journal of Banking & Finance.
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This paper has another version. Agregated cites: 77		article
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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This paper has another version. Agregated cites: 77		paper
2016Macroeconomic and Financial Effects of Oil Price Shocks: Evidence for the Euro Area In: ESP: Energy Scenarios and Policy.
[Full Text][Citation analysis]		paper21
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.
[Full Text][Citation analysis]
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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.
[Full Text][Citation analysis]		paper0
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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2022Is climate change time reversible? In: Papers.
[Full Text][Citation analysis]		paper6
2022Is climate change time-reversible?.(2022) In: Working Papers.
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This paper has another version. Agregated cites: 6		paper
2022Is climate change time reversible?.(2022) In: Working Paper series.
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This paper has another version. Agregated cites: 6		paper
2001Deterministic and Stochastic Methods for Estimation of Intra-day Seasonal Components with High Frequency Data In: Economic Notes.
[Full Text][Citation analysis]		article6
2000Modelling Evolving Long?run Relationships: An Application to the Italian Energy Market In: Scottish Journal of Political Economy.
[Full Text][Citation analysis]		article5
2002Common Persistent Factors in Inflation and Excess Nominal Money Growth and a New Measure of Core Inflation In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article9
2003Erratum In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article0
2006A New Approach to Factor Vector Autoregressive Estimation with an Application to Large-Scale Macroeconometric Modelling In: Carlo Alberto Notebooks.
[Full Text][Citation analysis]		paper0
2006International Macroeconomic Dynamics: A Factor Vector Autoregressive Approach In: Carlo Alberto Notebooks.
[Full Text][Citation analysis]		paper23
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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This paper has another version. Agregated cites: 23		paper
2007Business Cycle Comovement in the G-7: Common Shocks or Common Transmission Mechanisms? In: Carlo Alberto Notebooks.
[Full Text][Citation analysis]		paper19
2010Business cycle comovement in the G-7: common shocks or common transmission mechanisms?.(2010) In: Applied Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 19		article
2015It ain?t over till it?s over: A global perspective on the Great Moderation-Great Recession interconnection In: Carlo Alberto Notebooks.
[Full Text][Citation analysis]		paper4
2015It aint over till its over: A global perspective on the Great Moderation-Great Recession interconnection.(2015) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4		paper
2017It ain’t over till it’s over: A global perspective on the Great Moderation-Great Recession interconnection.(2017) In: Applied Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4		article
2015It aint over till its over: A global perspective on the Great Moderation-Great Recession interconnection.(2015) In: Working papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4		paper
2010The 2007-? financial crisis: a money market perspective In: CeRP Working Papers.
[Full Text][Citation analysis]		paper0
2010The Great Recession: US dynamics and spillovers to the world economy In: CeRP Working Papers.
[Full Text][Citation analysis]		paper83
2012The Great Recession: US dynamics and spillovers to the world economy.(2012) In: Journal of Banking & Finance.
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This paper has another version. Agregated cites: 83		article
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.
[Full Text][Citation analysis]		paper20
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.
[Full Text][Citation analysis]		paper0
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.
[Full Text][Citation analysis]		paper12
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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 12		article
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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 12		paper
2015Financial deepening and income distribution inequality in the euro area In: CeRP Working Papers.
[Full Text][Citation analysis]		paper1
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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This paper has another version. Agregated cites: 0		paper
2009Permanent and Transitory Dynamics in House Prices and Consumption: Cross-Country Evidence In: CeRP Working Papers.
[Full Text][Citation analysis]		paper0
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.
[Full Text][Citation analysis]		paper2
2011The Effects of the US Economic and Financial Crises on Euro Area Convergence.(2011) In: Chapters.
[Full Text][Citation analysis]
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2010The effects of US economic and financial crises on euro area convergence.(2010) In: Working papers.
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This paper has another version. Agregated cites: 2		paper
2000Measuring core inflation in the euro area In: Working Paper Series.
[Full Text][Citation analysis]		paper4
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.
[Full Text][Citation analysis]		paper17
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.
[Full Text][Citation analysis]		paper6
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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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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2004Structural change and long-range dependence in volatility of exchange rates: either, neither or both? In: Journal of Empirical Finance.
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2016The financial Kuznets curve: Evidence for the euro area In: Journal of Empirical Finance.
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1999Computing value at risk with high frequency data In: Journal of Empirical Finance.
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2001A semiparametric approach to short-term oil price forecasting In: Energy Economics.
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2021Climate change awareness: Empirical evidence for the European Union In: Energy Economics.
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2021Climate change awareness: Empirical evidence for the European Union.(2021) In: Working Papers.
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2020Climate change awareness: Empirical evidence for the European Union.(2020) In: Working Paper series.
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2000Central bank interventions and exchange rates: an analysis with high frequency data In: Journal of International Financial Markets, Institutions and Money.
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2008Comovements in international stock markets In: Journal of International Financial Markets, Institutions and Money.
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2006Comovements in International Stock Markets.(2006) In: ICER Working Papers.
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2009On the macroeconomic causes of exchange rate volatility In: International Journal of Forecasting.
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2007On the macroeconomic causes of exchange rates volatility.(2007) In: ICER Working Papers.
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2004The Japanese stagnation: an assessment of the productivity slowdown hypothesis In: Japan and the World Economy.
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2002The effects of the introduction of the euro on the volatility of European stock markets In: Journal of Banking & Finance.
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2010International house prices and macroeconomic fluctuations In: Journal of Banking & Finance.
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2003Measuring US core inflation: A common trends approach In: Journal of Macroeconomics.
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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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2022The risks of exiting too early the policy responses to the COVID-19 recession In: LSE Research Online Documents on Economics.
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2021The risks of exiting too early the policy responses to the COVID-19 recession.(2021) In: Working Papers.
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2021The risks of exiting too early the policy responses to the COVID-19 recession.(2021) In: Working Paper series.
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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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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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2005The Japanese deflation: has it had real effects? Could it have been avoided?.(2005) In: Applied Economics.
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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.
[Full Text][Citation analysis]		paper1
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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2008Realized Betas and the Cross-Section of Expected Returns In: ICER Working Papers - Applied Mathematics Series.
[Full Text][Citation analysis]		paper0
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.
[Full Text][Citation analysis]		paper0
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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2015Model Averaging by Stacking.(2015) In: Working Paper series.
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2015Semiparametric Estimation of Multivariate GARCH Models In: Working Papers.
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2007Modeling Long Memory and Structural Breaks in Conditional Variances: An Adaptive FIGARCH Approach In: Working Papers.
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2009Medium-term macroeconomic determinants of exchange rate volatility In: Journal of Financial Transformation.
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2009An omnibus noise filter In: Computational Statistics.
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2003A common trends model of UK core inflation In: Empirical Economics.
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2008Factor vector autoregressive estimation: a new approach In: Journal of Economic Interaction and Coordination.
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2004Stock market volatility of regulated industries: an empirical assessment In: Portuguese Economic Journal.
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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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2006Structural breaks and common factors in the volatility of the Fama-French factor portfolios In: Applied Financial Economics.
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2008Aggregate hedge funds flows and returns In: Applied Financial Economics.
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2009Realized betas and the cross-section of expected 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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2014New insights on the US OIS spreads term structure during the recent financial turmoil In: Applied Financial Economics.
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