CLAUDIO MORANA : Citation Profile

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)

21

H index

31

i10 index

1401

Citations

RESEARCH PRODUCTION:

75

Articles

105

Papers

1

Books

1

Chapters

RESEARCH ACTIVITY:

   27 years (1998 - 2025). See details.
   Cites by year: 51
   Journals where CLAUDIO MORANA has often published
   Relations with other researchers
   Recent citing documents: 80.    Total self citations: 112 (7.4 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pmo818
   Updated: 2025-06-14    RAS profile: 2025-06-09    
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Relations with other researchers

Works with:

Hecq, Alain (4)

Tirelli, Patrizio (3)

Bagliano, Fabio (2)

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)

Gil-Alana, Luis (21)

Ben Nasr, Adnen (21)

Ajmi, Ahdi Noomen (20)

Allen, David (14)

Caporale, Guglielmo Maria (14)

Teräsvirta, Timo (13)

Tiwari, Aviral (12)

Misas, Martha (11)

Scharth, Marcel (11)

Hartl, Tobias (10)

Cites to:

Bollerslev, Tim (71)

Bai, Jushan (63)

Hamilton, James (46)

Reichlin, Lucrezia (42)

Engle, Robert (42)

Pesaran, Mohammad (41)

Beltratti, Andrea (40)

Bagliano, Fabio (39)

Baillie, Richard (38)

Watson, Mark (37)

Diebold, Francis (36)

Main data

Where CLAUDIO MORANA has published?

Journals with more than one article published# docs
Economic Modelling6
Applied Financial Economics6
Applied Economics Letters6
Journal of Empirical Finance5
Applied Economics5
Giornale degli Economisti4
Journal of Banking & Finance4
Journal of International Financial Markets, Institutions and Money2
Empirical Economics2
Journal of Regulatory Economics2
Energy Economics2
Econometrics and Statistics2
Studies in Nonlinear Dynamics & Econometrics2
Journal of Financial Transformation2

Working Papers Series with more than one paper published# docs
Working Papers / University of Milano-Bicocca, Department of Economics23
Working Paper series / Rimini Centre for Economic Analysis14
ICER Working Papers / ICER - International Centre for Economic Research12
CeRP Working Papers / Center for Research on Pensions and Welfare Policies, Turin (Italy)11
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
Working papers / Department of Economics, Social Studies, Applied Mathematics and Statistics (Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche), University of Torino3
Energy: Resources and Markets / Fondazione Eni Enrico Mattei (FEEM)2

Recent works citing CLAUDIO MORANA (2025 and 2024)

YearTitle of citing document
2024Maximally Forward-Looking Core Inflation. (2024). Goulet Coulombe, Philippe ; Goebel, Maximilian ; Klieber, Karin ; Barrette, Christophe. In: Papers. RePEc:arx:papers:2404.05209.

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2024Unveiling Nonlinear Dynamics in Catastrophe Bond Pricing: A Machine Learning Perspective. (2024). Lu, Yufan ; Chen, Xiaowei ; Zhou, Rui ; Li, Hong. In: Papers. RePEc:arx:papers:2405.00697.

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2024Modelling and Forecasting Energy Market Volatility Using GARCH and Machine Learning Approach. (2024). Chung, Seulki. In: Papers. RePEc:arx:papers:2405.19849.

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2024A new GARCH model with a deterministic time-varying intercept. (2024). Teräsvirta, Timo ; Terasvirta, Timo ; Back, Alexander ; Ahlgren, Niklas. In: Papers. RePEc:arx:papers:2410.03239.

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2025Bubble Detection with Application to Green Bubbles: A Noncausal Approach. (2025). Giancaterini, Francesco ; Jasiak, Joann ; Hecq, Alain ; Neyazi, Aryan Manafi. In: Papers. RePEc:arx:papers:2505.14911.

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2024The impact of US housing demand and supply shocks on the Australian economy: Analysis implementing a SVAR model. (2024). Manning, Patrick. In: Australian Economic Papers. RePEc:bla:ausecp:v:63:y:2024:i:s1:p:79-88.

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2024Climate-Linked Bonds. (2024). Broeders, Dirk ; Verhoeven, Niek ; Dimitrov, Daniel. In: Working Papers. RePEc:dnb:dnbwpp:817.

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2025Climate-linked bonds. (2025). Verhoeven, Niek ; Dimitrov, Daniel ; Broeders, Dirk. In: Working Paper Series. RePEc:ecb:ecbwps:20253011.

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2024High temperature, bargaining power and within-firm wage inequality: Evidence from China. (2024). Yuan, Zhengrong ; Ding, Hai. In: Economic Modelling. RePEc:eee:ecmode:v:135:y:2024:i:c:s0264999324000853.

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2024Income inequality and household debt: A U.S. state-level spatial analysis. (2024). Vijverberg, Chu-Ping C. In: Economic Modelling. RePEc:eee:ecmode:v:138:y:2024:i:c:s0264999324001287.

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2024Climate pattern effects on global economic conditions. (2024). Pourroy, Marc ; Ginn, William ; Dufrnot, Gilles. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s0264999324002773.

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2024The comovement of bubbles’ responses to monetary policy shocks. (2024). Caraiani, Petre ; Calin, Adrian Cantemir ; Clin, Adrian Cantemir. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001694.

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2024Estimation of Large Dynamic Covariance Matrices: A Selective Review. (2024). Li, Degui. In: Econometrics and Statistics. RePEc:eee:ecosta:v:29:y:2024:i:c:p:16-30.

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2024Combining Long and Short Memory in Time Series Models: the Role of Asymptotic Correlations of the MLEs. (2024). Cho, Dooyeon ; Rho, Seunghwa ; Baillie, Richard T. In: Econometrics and Statistics. RePEc:eee:ecosta:v:29:y:2024:i:c:p:88-112.

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2024Edgeworth expansions for multivariate random sums. (2024). Mazur, Stepan ; Loperfido, Nicola ; Javed, Farrukh. In: Econometrics and Statistics. RePEc:eee:ecosta:v:31:y:2024:i:c:p:66-80.

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2024Dynamic portfolio selection with sector-specific regularization. (2024). Wang, Linqi ; Hafner, Christian M. In: Econometrics and Statistics. RePEc:eee:ecosta:v:32:y:2024:i:c:p:17-33.

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2024An adaptive long memory conditional correlation model. (2024). Dark, Jonathan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:75:y:2024:i:c:s0927539823001305.

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2024Time-varying jump intensity and volatility forecasting of crude oil returns. (2024). Chen, Yan ; Zhang, Lei ; Bouri, Elie. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s014098832300734x.

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2024Energy transition and housing market bubbles: Evidence from prefecture cities in China. (2024). Sun, Yongping ; Jin, YI ; Liu, Sinuo ; Fang, Jie. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324001932.

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2024ynamic time-domain and frequency-domain spillovers and portfolio strategies between climate change attention and energy-relevant markets. (2024). Dai, Zhifeng ; Liu, Xinheng ; Yang, MI ; Hu, Juan. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324003359.

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2024A multiscale time-series decomposition learning for crude oil price forecasting. (2024). Li, Zhixi ; Jiang, Yuansheng ; Shi, Long ; Tan, Jinghua ; Zhang, Chuanhui. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004419.

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2024The shape of the Treasury yield curve and commodity prices. (2024). Bayaa, Yasmeen ; Qadan, Mahmoud. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002436.

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2024Presidential economic approval rating and global foreign exchange market volatility. (2024). Xu, Weijun ; Li, Xiaodan ; Gong, Xue. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924005167.

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2024The dual effects of digital inclusive finance on the urban-rural income gap: An empirical investigation in Chinas Yangtze River Delta region. (2024). Fu, Boyu ; Wu, Chao ; Wang, Sheng. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pa:s1544612324010791.

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2024Over with carbon? Investors’ reaction to the Paris Agreement and the US withdrawal. (2024). Alessi, Lucia ; Kvedaras, Virmantas ; Battiston, Stefano. In: Journal of Financial Stability. RePEc:eee:finsta:v:71:y:2024:i:c:s1572308924000172.

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2024Stabilizing global foreign exchange markets in the time of COVID-19: The role of vaccinations. (2024). Li, Xiao-Ming ; Thanh, Thao Thac ; Pham, Son Duy. In: Global Finance Journal. RePEc:eee:glofin:v:59:y:2024:i:c:s1044028323001187.

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2024International stock market volatility: A global tail risk sight. (2024). Lu, Xinjie ; Zeng, Qing ; Zhong, Juandan ; Zhu, BO. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443123001725.

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2024International trade network and stock market connectedness: Evidence from eleven major economies. (2024). Mishra, Tapas ; Raju, V L ; Patra, Ramakanta ; You, Kefei. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443124000052.

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2024Do people pay attention to climate change? Evidence from Italy. (2024). Loberto, Michele ; Crispino, Marta. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:219:y:2024:i:c:p:434-449.

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2024The role of housing market and credit on household consumption dynamics: Evidence from the OECD countries. (2024). Lastauskas, Povilas ; Bielskis, Karolis. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:228:y:2024:i:c:s016726812400355x.

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2024The effect of flood risk on house prices in the Basque Country. (2024). Brcena, Maria Jess ; Menndez, Patricia ; Tusell, Fernando ; Gonzlez, Mara Cristina. In: Journal of Housing Economics. RePEc:eee:jhouse:v:66:y:2024:i:c:s105113772400041x.

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2024Unpacking the relation between media sentiment and house prices: A topic modeling approach. (2024). Sokolyk, Tatyana ; Biktimirov, Ernest N ; Ayanso, Anteneh. In: Journal of Housing Economics. RePEc:eee:jhouse:v:66:y:2024:i:c:s1051137724000445.

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2024Quantile spillovers and connectedness between oil shocks and stock markets of the largest oil producers and consumers. (2024). Hanif, Waqas ; Hadhri, Sinda ; el Khoury, Rim. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:34:y:2024:i:c:s2405851324000230.

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2024Forecasting crude oil returns with oil-related industry ESG indices. (2024). Zhang, Yaojie ; Li, Kaixin ; Wang, Yudong. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:36:y:2024:i:c:s2405851324000631.

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2024Does crude oil price volatility respond asymmetrically to financial shocks?. (2024). Priya, Pragati ; Pal, Debdatta. In: Resources Policy. RePEc:eee:jrpoli:v:92:y:2024:i:c:s0301420724003969.

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2024Extreme weather exposure and corporate carbon emissions management: Evidence from forty countries. (2024). Yang, Xue ; Qian, Xianhang ; Qiu, Shanyun. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:75:y:2024:i:c:s1042444x24000379.

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2025Investing in relative market positions in interconnected financial markets: A strategy for international portfolio diversification. (2025). Chen, Yiqing ; Yao, Shujie ; Ou, Jinghua. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:89:y:2025:i:c:s0927538x24003408.

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2024Eco-labels as a communication and policy tool: A comprehensive review of academic literature and global label initiatives. (2024). Nakaishi, Tomoaki ; Chapman, Andrew. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:202:y:2024:i:c:s1364032124004349.

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2024On the transmission mechanism between the inventory arbitrage activity, speculative activity and the commodity price under the US QE policy: Evidence from a TVP-VAR model. (2024). Alexiou, Constantinos ; Yao, Wei. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:1054-1072.

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2024Stock market and inequality distributions – Evidence from the BRICS and G7 countries. (2024). Wu, Weiou ; Korkos, Ioannis ; Dang, Dong Quang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:1172-1190.

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2025Enhancing banking systemic risk indicators by incorporating volatility clustering, variance risk premiums, and considering distance-to-capital. (2025). Çevik, Emrah ; Gunay, Samet ; Cevik, Emrah Ismail ; Kenc, Turalay ; Goodell, John W. In: International Review of Economics & Finance. RePEc:eee:reveco:v:97:y:2025:i:c:s1059056024007718.

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2024“Minus 1” and energy costs constants: Empirical evidence, theory and policy implications. (2024). Grubb, Michael ; Bashmakov, Igor ; Hinder, Ben ; Myshak, Anna ; Lowe, Robert ; Drummond, Paul. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:71:y:2024:i:c:p:95-115.

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2024Going “green trade”: Assessing the impact of digital technology application on green product export. (2024). Ren, Siyu ; Wang, Mengying ; Xie, Guo. In: Technology in Society. RePEc:eee:teinso:v:77:y:2024:i:c:s0160791x24000356.

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2025The winds of inequalities: How hurricanes affect inequalities at the macro level. (2025). Vignoboul, Aubin. In: World Development. RePEc:eee:wdevel:v:188:y:2025:i:c:s0305750x24002973.

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2025Digital technology and regional income inequality: are better institutions the solution?. (2025). Antonietti, Roberto ; Rodriguez-Pose, Andres ; Burlina, Chiara. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:127062.

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2024Co-variance in Action: Analyzing the Impact of EUR/USD Exchange Rate Changes on Polish Zloty (PLN) Valuation (2019–2022) as a Predictive Tool in Forex Markets. (2024). Klepacki, Jaroslaw. In: European Research Studies Journal. RePEc:ers:journl:v:xxvii:y:2024:i:2:p:952-966.

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2024Recent Long-Term Management of Relation Across Czech- Republic Price Indices and Exchange Rates. (2024). Arias, Helmuth Yesid ; Antosova, Gabriela. In: European Research Studies Journal. RePEc:ers:journl:v:xxvii:y:2024:i:specialb:p:129-146.

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2024Green Growth, Green Development and Climate Change Perceptions: Evidence from a Greek Region. (2024). Papanikolaou, Zacharias ; Theodossiou, George ; Karelakis, Christos ; Keramopoulou, Christina. In: Agriculture. RePEc:gam:jagris:v:14:y:2024:i:8:p:1233-:d:1443469.

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2024Crude Oil Price Movements and Institutional Traders. (2024). Harris, Jeffrey ; Brunetti, Celso ; Buyukahin, Bahattin. In: Commodities. RePEc:gam:jcommo:v:3:y:2024:i:1:p:6-97:d:1349099.

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2024Dynamic Factor Models and Fractional Integration—With an Application to US Real Economic Activity. (2024). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Piqueras, Pedro Jose. In: Econometrics. RePEc:gam:jecnmx:v:12:y:2024:i:4:p:39-:d:1547771.

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2024Persistent and Long-Term Co-Movements between Gender Equality and Global Prices. (2024). Gil-Alana, Luis ; del Rio, Marta ; Infante, Juan. In: Economies. RePEc:gam:jecomi:v:12:y:2024:i:7:p:175-:d:1429510.

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2024Persistence in the Realized Betas: Some Evidence from the Stock Market. (2024). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Martin-Valmayor, Miguel. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:4:p:149-:d:1371513.

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2024Development of New Products for Climate Change Resilience in South Africa—The Catastrophe Resilience Bond Introduction. (2024). Mutsvene, Thomas ; Klingelhofer, Heinz Eckart. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:5:p:199-:d:1393077.

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2024Digital Economy and Urban Low-Carbon Transition: Theoretical Model and New Mechanisms. (2024). Yan, Xiang-Wu ; Zhang, Wenjie ; Ai, Kunpeng. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:14:p:5917-:d:1433120.

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2024The Impact of Digital Finance on the Urban–Rural Income Gap in China: The Mediating Role of Employment Structural Transformation. (2024). Li, Wenshun ; Zhao, Jing. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:19:p:8365-:d:1486196.

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2025Behavioral Expectations of Business School Students Concerning Extreme Climate Events: Regional Insights and Implications for Southeast Europe. (2025). Alfirevi, Nika ; Renduli, Darko ; Ka, Sonja Mlaker. In: World. RePEc:gam:jworld:v:6:y:2025:i:1:p:33-:d:1603890.

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2024Climate pattern effects on global economic conditions. (2024). Pourroy, Marc ; Ginn, William ; Dufrnot, Gilles. In: Post-Print. RePEc:hal:journl:hal-04828849.

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2024Forecasting of Crude Oil Prices Using Wavelet Decomposition Based Denoising with ARMA Model. (2024). Mittal, Prabhat. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:31:y:2024:i:2:d:10.1007_s10690-023-09418-7.

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2024The macroeconomic effect of petroleum product price regulation in alleviating the crude oil price volatility. (2024). Wang, Zanxin ; Liu, Yaqing. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:57:y:2024:i:2:d:10.1007_s10644-024-09631-y.

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2024Environmental laws in France: What are the effects of the Grenelle laws on firms?. (2024). Yousfi, Ouidad ; Loukil, Nadia. In: European Journal of Law and Economics. RePEc:kap:ejlwec:v:57:y:2024:i:3:d:10.1007_s10657-024-09802-2.

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2024Drivers of European housing prices in the new millennium: demand, financial, and supply determinants. (2024). Melecky, Ales ; Paksi, Daniel. In: Empirica. RePEc:kap:empiri:v:51:y:2024:i:3:d:10.1007_s10663-024-09611-5.

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2025Is portfolio diversification still effective: evidence spanning three crises from the perspective of U.S. investors. (2025). McMillan, David G ; Kambouroudis, Dimos ; Huang, Rong. In: Journal of Asset Management. RePEc:pal:assmgt:v:26:y:2025:i:2:d:10.1057_s41260-025-00398-z.

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2024Bayesian smoothing for time-varying extremal dependence. (2024). Avila, Julio ; de Carvalho, Miguel ; Lee, Junho ; Rua, Antnio. In: Working Papers. RePEc:ptu:wpaper:w202406.

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2025Testing for Multiple Structural Breaks in Multivariate Long Memory Regression Models. (2025). Sibbertsen, Philipp ; Less, Vivien. In: Working Papers. RePEc:ptu:wpaper:w202503.

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2024Exogeneous shocks, risk, and market convergence of real alternative and financial assets: evidence from nonlinear dynamics. (2024). Fur, Eric ; Faye, Benot ; Prat, Stphanie. In: Annals of Operations Research. RePEc:spr:annopr:v:334:y:2024:i:1:d:10.1007_s10479-021-04510-5.

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2024Income disparities and financial development: evidence from a panel firm-level analysis. (2024). Amountzias, Chrysovalantis. In: Empirical Economics. RePEc:spr:empeco:v:66:y:2024:i:1:d:10.1007_s00181-023-02458-y.

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2024Pattern and determinants of tail-risk transmission between cryptocurrency markets: new evidence from recent crisis episodes. (2024). Maghyereh, Aktham ; Ziadat, Salem Adel. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00592-1.

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2024Does the U.S. extreme indicator matter in stock markets? International evidence. (2024). Jing, Xiaozhen ; Singh, Tarlok ; Xu, Dezhong ; Li, Bin. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-024-00610-w.

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2025Exploring the effects of tourism capital investment on income inequality and poverty in the European Union countries. (2025). Fuinhas, Jos Alberto ; Castilho, Daniela. In: Journal of Economic Structures. RePEc:spr:jecstr:v:14:y:2025:i:1:d:10.1186_s40008-025-00349-2.

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2024Financial Development and Income Inequality in Newly Industrialized Countries: Does Financial Kuznets Curve Exists?. (2024). Kizilgl, Zlem ; Ndes, Hakan. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:15:y:2024:i:4:d:10.1007_s13132-023-01705-y.

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2024Predicting Social Inequality in Poland Using Price Dispersion on the Real Estate Market. (2024). Stachurski, Tomasz ; Wolny-Dominiak, Alicja ; Ado, Tomasz. In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. RePEc:spr:soinre:v:172:y:2024:i:3:d:10.1007_s11205-024-03342-7.

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2025Income Inequality and Artificial Intelligence: Globalization and age dependency for developed countries. (2025). Destek, Mehmet ; Khan, Muhammad Waqas. In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. RePEc:spr:soinre:v:176:y:2025:i:3:d:10.1007_s11205-024-03493-7.

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2025The US Quantitative Easing Monetary Policy and Commodities’ Prices. (2025). Yao, Wei. In: Other publications TiSEM. RePEc:tiu:tiutis:185d14d3-9dc2-4276-82ec-e2d59b3d693f.

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2024Linkages of International Business Cycle: An Euclidean Distance-Based Network Approach. (2024). Paramanik, Rajendra Narayan ; Mustafa, MD ; Ansari, Zeeshan Nezami. In: Economic Research Guardian. RePEc:wei:journl:v:14:y:2024:i:2:p:163-175.

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2024Exploring the role of oil shocks on the financial stability of Gulf Cooperation Council countries. (2024). Lau, Chi Keung ; Elsayed, Ahmed ; Sheng, Xin ; Downing, Gareth ; Marco, Chi Keung. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:2:p:1804-1819.

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2025Exchange rate misalignment and financial development in Africa. (2025). Nchofoung, Tii ; Gbambie, Ladifatou Ndi ; Ojong, Nathanael. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:30:y:2025:i:1:p:552-569.

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2024Bayesian Markov switching model for BRICS currencies exchange rates. (2024). Uddin, Gazi ; Ahmad, Wasim ; Kumar, Utkarsh. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:6:p:2322-2340.

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2025Environmental protection versus economic growth: Determinants of individual preference. (2025). de Mattos, Ely Jos ; Castro, Andressa Porto. In: Journal of International Development. RePEc:wly:jintdv:v:37:y:2025:i:1:p:87-106.

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2025Current climate action trends in party‐political manifestos: A content analysis provides hints to move forward. (2025). Vieira, Helena ; Lilleb, Ana ; Brs, Gonalo Rodrigues. In: Sustainable Development. RePEc:wly:sustdv:v:33:y:2025:i:2:p:1948-1967.

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2024COVID 19 and Wage Polarization: A task based approach. (2024). scicchitano, sergio ; schettino, francesco ; Suppa, Domenico. In: GLO Discussion Paper Series. RePEc:zbw:glodps:1398.

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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 nother version. Agregated cites: 12		paper
2013The Oil Price-Macroeconomy Relationship Since the Mid-1980s: A Global Perspective.(2013) In: The Energy Journal.
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This paper has nother version. Agregated cites: 12		article
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.
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This paper has nother 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]		paper92
2012Oil price dynamics, macro-finance interactions and the role of financial speculation.(2012) In: Conference papers.
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2013Oil price dynamics, macro-finance interactions and the role of financial speculation.(2013) In: Journal of Banking & Finance.
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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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2016Macroeconomic and Financial Effects of Oil Price Shocks: Evidence for the Euro Area In: ESP: Energy Scenarios and Policy.
[Full Text][Citation analysis]		paper22
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.
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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.
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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 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]		paper7
2022Is Climate Change Time-Reversible?.(2022) In: Econometrics.
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2022Is climate change time-reversible?.(2022) In: Working Papers.
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2022Is climate change time reversible?.(2022) In: Working Paper series.
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2001Deterministic and Stochastic Methods for Estimation of Intra-day Seasonal Components with High Frequency Data In: Economic Notes.
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2000Modelling Evolving Long‐run Relationships: An Application to the Italian Energy Market In: Scottish Journal of Political Economy.
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2002Common Persistent Factors in Inflation and Excess Nominal Money Growth and a New Measure of Core Inflation In: Studies in Nonlinear Dynamics & Econometrics.
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2003Erratum In: Studies in Nonlinear Dynamics & Econometrics.
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2006A New Approach to Factor Vector Autoregressive Estimation with an Application to Large-Scale Macroeconometric Modelling In: Carlo Alberto Notebooks.
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2006International Macroeconomic Dynamics: A Factor Vector Autoregressive Approach In: Carlo Alberto Notebooks.
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2009International macroeconomic dynamics: A factor vector autoregressive approach.(2009) In: Economic Modelling.
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This paper has nother version. Agregated cites: 23		article
2006International Macroeconomic Dynamics: a Factor Vector Autoregressive Approach.(2006) In: ICER Working Papers.
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This paper has nother 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]		paper21
2010Business cycle comovement in the G-7: common shocks or common transmission mechanisms?.(2010) In: Applied Economics.
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This paper has nother version. Agregated cites: 21		article
2015It ain?t over till it?s over: A global perspective on the Great Moderation-Great Recession interconnection In: Carlo Alberto Notebooks.
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2015It aint over till its over: A global perspective on the Great Moderation-Great Recession interconnection.(2015) In: Working Papers.
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2017It ain’t over till it’s over: A global perspective on the Great Moderation-Great Recession interconnection.(2017) In: Applied Economics.
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2015It aint over till its over: A global perspective on the Great Moderation-Great Recession interconnection.(2015) In: Working papers.
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2010The 2007-? financial crisis: a money market perspective In: CeRP Working Papers.
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2010The Great Recession: US dynamics and spillovers to the world economy In: CeRP Working Papers.
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2012The Great Recession: US dynamics and spillovers to the world economy.(2012) In: Journal of Banking & Finance.
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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.
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2014Determinants of US financial fragility conditions.(2014) In: Research in International Business and Finance.
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This paper has nother version. Agregated cites: 21		article
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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This paper has nother version. Agregated cites: 21		paper
2013New Insights on the US OIS Spreads Term Structure During the Recent Financial Turmoil In: CeRP Working Papers.
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2014New insights on the US OIS spreads term structure during the recent financial turmoil.(2014) In: Applied Financial Economics.
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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.
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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.
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This paper has nother version. Agregated cites: 10		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.
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This paper has nother version. Agregated cites: 10		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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This paper has nother version. Agregated cites: 1		paper
2015Financial Deepening And Income Distribution Inequality In The Euro Area.(2015) In: Working Paper series.
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This paper has nother version. Agregated cites: 1		paper
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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2009Permanent and Transitory Dynamics in House Prices and Consumption: Cross-Country Evidence In: CeRP Working Papers.
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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.
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2011The Effects of the US Economic and Financial Crises on Euro Area Convergence.(2011) In: Chapters.
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2010The effects of US economic and financial crises on euro area convergence.(2010) In: Working papers.
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2000Measuring core inflation in the euro area In: Working Paper Series.
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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.
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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.
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2004Frequency domain principal components estimation of fractionally cointegrated processes.(2004) In: Applied Economics Letters.
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This paper has nother version. Agregated cites: 6		article
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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This paper has nother version. Agregated cites: 21		article
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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2024A new macro-financial condition index for the euro area In: Econometrics and Statistics.
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2021A new macro-financial condition index for the euro area.(2021) In: Working Papers.
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2021A new macro-financial condition index for the euro area.(2021) In: Working Paper series.
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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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2006Structural breaks and common factors in the volatility of the Fama-French factor portfolios.(2006) In: Applied Financial Economics.
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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.
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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.
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2009Realized betas and the cross-section of expected returns.(2009) In: Applied Financial Economics.
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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.
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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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2017Semiparametric Estimation of Multivariate GARCH Models.(2017) In: Working Paper series.
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2025Extreme Weather in Europe: Determinants and Economic Impact In: Working Papers.
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2025Extreme Weather in Europe: Determinants and Economic Impact.(2025) In: Working Paper series.
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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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2008Aggregate hedge funds flows and returns In: Applied Financial Economics.
[Full Text][Citation analysis]		article1
2010Permanent and transitory dynamics in house prices and consumption: some implications for the real effects of the financial crisis In: Applied Financial Economics.
[Full Text][Citation analysis]		article2
2010Realized mean-variance efficient portfolio selection and euro area stock market integration In: Applied Financial Economics.
[Full Text][Citation analysis]		article1
2006The price stability oriented monetary policy of the ECB: an assessment In: Applied Economics.
[Full Text][Citation analysis]		article0
2007Inflation and monetary dynamics in the USA: a quantity-theory approach In: Applied Economics.
[Full Text][Citation analysis]		article4
2006Estimating long memory in the mark–dollar exchange rate with high frequency data In: Applied Financial Economics Letters.
[Full Text][Citation analysis]		article0
2011Macro-finance interactions in the US: A global perspective In: Working papers.
[Full Text][Citation analysis]		paper1
2017The US Dollar/Euro Exchange Rate: Structural Modeling and Forecasting During the Recent Financial Crises In: Journal of Forecasting.
[Full Text][Citation analysis]		article3

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