Lucia Alessi : Citation Profile

European Commission

17

H index

22

i10 index

1725

Citations

RESEARCH PRODUCTION:

27

Articles

35

Papers

3

Chapters

RESEARCH ACTIVITY:

   19 years (2006 - 2025). See details.
   Cites by year: 90
   Journals where Lucia Alessi has often published
   Relations with other researchers
   Recent citing documents: 266.    Total self citations: 25 (1.43 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pal837
   Updated: 2026-10-31    RAS profile: 2025-11-11    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Ossola, Elisa (4)

Neugebauer, Katja (2)

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

Is cited by:

Hallin, Marc (44)

Barigozzi, Matteo (39)

BORIO, Claudio (28)

Lippi, Marco (22)

Drehmann, Mathias (21)

Forni, Mario (19)

von Schweinitz, Gregor (17)

Labondance, Fabien (17)

Peltonen, Tuomas (17)

Nadal De Simone, Francisco (16)

Sarlin, Peter (16)

Cites to:

Reichlin, Lucrezia (76)

Giannone, Domenico (48)

Forni, Mario (35)

Lippi, Marco (35)

Reinhart, Carmen (29)

Hallin, Marc (22)

Kaminsky, Graciela (22)

BORIO, Claudio (20)

Drehmann, Mathias (17)

Watson, Mark (15)

Rose, Andrew (15)

Main data

Where Lucia Alessi has published?

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

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

Recent works citing Lucia Alessi (2025 and 2024)

YearTitle of citing document
2025An American Macroeconomic Picture: Supply and Demand Shocks in the Frequency Domain. (2025). Soccorsi, Stefano ; Gambetti, Luca ; Forni, Mario ; Granese, Antonio ; Sala, Luca. In: American Economic Journal: Macroeconomics. RePEc:aea:aejmac:v:17:y:2025:i:3:p:311-41.

Full description at Econpapers || Download paper

2026Inference in Unbalanced Panel Data Models with Interactive Fixed Effects. (2020). Czarnowske, Daniel ; Stammann, Amrei. In: Papers. RePEc:arx:papers:2004.03414.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2026Bayesian Dynamic Factor Models for High-dimensional Matrix-valued Time Series. (2024). Zhang, Wei. In: Papers. RePEc:arx:papers:2409.08354.

Full description at Econpapers || Download paper

2026Large datasets for the Euro Area and its member countries and the dynamic effects of the common monetary policy. (2024). Barigozzi, Matteo ; Tonni, Lorenzo ; Lissona, Claudio. In: Papers. RePEc:arx:papers:2410.05082.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2026A Distributed Lag Approach to the Generalised Dynamic Factor Model (GDFM). (2024). Gersing, Philipp. In: Papers. RePEc:arx:papers:2410.20885.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2025Measuring the Euro Area Output Gap. (2025). Barigozzi, Matteo ; Luciani, Matteo ; Lissona, Claudio. In: Papers. RePEc:arx:papers:2505.05536.

Full description at Econpapers || Download paper

2026The Spurious Factor Dilemma: Robust Inference in Heavy-Tailed Elliptical Factor Models. (2025). Zhou, Wang ; Zhang, Yangchun ; Hu, Jiang ; Xie, Jiahui. In: Papers. RePEc:arx:papers:2506.05116.

Full description at Econpapers || Download paper

2025Are the Bank of Koreas Inflation Forecasts Biased Toward the Target?. (2025). Lee, Seojeong ; Seong, Eunkyu. In: Papers. RePEc:arx:papers:2512.16068.

Full description at Econpapers || Download paper

2026Interpreting (and testing) factor loadings. (2026). Ruiz, E ; Montan, A. In: Papers. RePEc:arx:papers:2607.12568.

Full description at Econpapers || Download paper

2026Macroprudential Policy and Downside Risk: Regime-Dependent Effects of Capital Regulation. (2026). Varga, Katalin ; Szendrei, Tibor ; Czofa, Vivien. In: Papers. RePEc:arx:papers:2608.14307.

Full description at Econpapers || Download paper

2026Modelling Robust Lending Decisions under Climate Scenario Ambiguity: A Minimax-Regret Framework with NGFS Short-Term Scenarios. (2026). Palaisti, Marina. In: Papers. RePEc:arx:papers:2610.00104.

Full description at Econpapers || Download paper

2026Direct Gaussian Process Predictive Regressions with Mixed Frequency Data. (2026). Massimiliano, Niko Hauzenberger. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp26265.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2025Effect of Environmental Information Disclosure on Stock Price Reaction among the Listed Consumer Goods Firms in Nigeria. (2025). Ukpong, Leo U ; John, Mary. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:9:y:2025:i:14:p:453-463.

Full description at Econpapers || Download paper

2026A composite indicator of systemic risk related to the Italian financial cycle. (2026). Moller, Luca. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_1007_26.

Full description at Econpapers || Download paper

2026The impact of US hurricanes on the portfolio decisions of Italian and Dutch institutional investors. (2026). Spuri, Matteo ; Rubeo, Lorenzo ; Rang, Kitty ; di Paolo, Simone ; de Carolis, Flavio ; Broeders, Dirk. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_1060_26.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2026(Green)washing the trust: climate information and banking policies. (2026). Rubeo, Lorenzo ; Liberati, Danilo ; Di Paolo, Simone. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1514_26.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2026Comment on “How Sovereign Sustainable Bond Issuance Shakes Up the Corporate Sustainable Bond Market?: Evidence From Asian Markets”. (2026). Monasterolo, Irene. In: Asian Economic Policy Review. RePEc:bla:asiapr:v:21:y:2026:i:1:p:70-71.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2025Climate Change, Innovation Efficiency, and Shareholder Wealth: Insights From the Paris Agreement. (2025). Ongsakul, Viput ; Lee, Sang Mook ; Jiraporn, Pornsit ; Chatjuthamard, Pattanaporn. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:34:y:2025:i:5:p:6304-6324.

Full description at Econpapers || Download paper

2026Climate Change Mitigation Takes the Lead: EU Taxonomy‐Aligned and Eligible Activities in Relation to Debt Financing. (2026). la Barbera, Giorgia ; Tonelli, Alberto ; Fiandrino, Simona ; Rizzato, Fabio. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:35:y:2026:i:5:p:6941-6959.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2025From Abnormal Foreign Direct Investment to a Normal Driver of Sudden Stop Episodes. (2025). Workie Tiruneh, Menbere ; Širaňová, Mária ; Siranova, Maria ; Konig, Brian. In: International Finance. RePEc:bla:intfin:v:28:y:2025:i:2:p:92-114.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2025Taxonomy Disclosure in the EU – A Useful Framework, Despite Current Challenges. (2025). Benedikte, Sandbaek ; Franziska, Schtze. In: The Economists' Voice. RePEc:bpj:evoice:v:22:y:2025:i:1:p:161-172:n:1013.

Full description at Econpapers || Download paper

2026Out-of-Sample Density Prediction of the End-of-Month Price of Crude Oil and the U.S. Economic Policy Uncertainty Index. (2026). Nima, Nonejad. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:18:y:2026:i:1:p:1-47:n:1002.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2024Recurrence Interval Analysis of Financial Time Series. (2024). Jiang, Zhi-Qiang ; Xie, Wen-Jie ; Zhou, Wei-Xing. In: Cambridge Books. RePEc:cup:cbooks:9781009381734.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2026Infinite-dimensional dynamic factor model for the integration of international factors into small open economy DSGE models. (2026). Teixeira, Felipe Wolk ; Forti, Marco. In: Economics Bulletin. RePEc:ebl:ecbull:eb-26-00572.

Full description at Econpapers || Download paper

2026Infinite-dimensional dynamic factor model for the integration of international factors into small open economy DSGE models. (2026). Spelta, Alessandro ; Forti, Marco. In: Economics Bulletin. RePEc:ebl:ecbull:eb-26-00574.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2026A SPOT in the dark: using AI to assess financial stability risks. (2026). Rusnák, Marek ; Nagy, Lukas Joseph ; Rusnk, Marek ; Lang, Jan Hannes ; Kellner, Domenic. In: Working Paper Series. RePEc:ecb:ecbwps:20263262.

Full description at Econpapers || Download paper

2025Harnessing Sustainable Energy Transition, Eco-Tourism, and Carbonization for Effective Environmental Management: Evidence from China. (2025). Tirkacheva, Farangiz ; Binti, Hafinaz Hasniyanti ; Islam, Muhammad Umar ; Li, Yun. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:v:15:y:2025:i:4:id:19094.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2026The double-edged sword of corporate net zero commitment on the carbon risk premium. (2026). Shing, Wilson Tsz ; Deng, Keith Jin. In: Journal of Corporate Finance. RePEc:eee:corfin:v:97:y:2026:i:c:s0929119925001889.

Full description at Econpapers || Download paper

2026How you measure transition risk matters: comparing and evaluating climate transition risk metrics. (2026). Fliegel, Philip. In: Journal of Corporate Finance. RePEc:eee:corfin:v:98:y:2026:i:c:s092911992500207x.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2026Two main business cycle shocks are better than one. (2026). Granese, Antonio. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:182:y:2026:i:c:s0165188925001976.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2025Oil price shocks and green bond spreads: Evidence from China. (2025). Wang, Xiangjin ; Lan, Qiujun ; Ge, Linnan ; Li, Jingxin. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:87:y:2025:i:c:p:178-190.

Full description at Econpapers || Download paper

2025Defense spending and asset prices: The role of cointegration and high-dimensional macroeconomic data. (2025). Takumah, Wisdom ; Ujah, Nacasius. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:87:y:2025:i:c:p:2346-2359.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2025Do macroprudential policies influence FinTech credit growth?. (2025). Sikalao-Lekobane, Onneetse L. In: Economic Modelling. RePEc:eee:ecmode:v:151:y:2025:i:c:s0264999325002287.

Full description at Econpapers || Download paper

2026Green bond performance under ESG uncertainty: Nonlinear Time–Frequency quantile analysis. (2026). Su, Chi Wei ; Du, Yuan ; Nawaz, Ali ; Shah, Syed Adnan. In: Economic Modelling. RePEc:eee:ecmode:v:161:y:2026:i:c:s0264999326001604.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2025Understanding the connectedness between US traditional assets and green cryptocurrencies during crises. (2025). Corbet, Shaen ; Kyriazis, Nikolaos. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:80:y:2025:i:c:s1062940825001147.

Full description at Econpapers || Download paper

2026Does inter-industry risk spillover network predict financial crisis? Evidence from a gated graph neural networks approach. (2026). Ren, Yinghua ; Chen, Xin ; Zhu, Huiming. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:82:y:2026:i:c:s1062940825002050.

Full description at Econpapers || Download paper

2026Detecting endogenous structural breaks in the KOSPI200: A change-point detection and event study analysis of the COVID-19 crisis. (2026). Lee, Hyo Jung ; Yoon, Ji-Hun ; Park, Jongkyu ; Ha, Mijin ; Lim, Sanghoon. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:83:y:2026:i:c:s1062940826000318.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2026Impact of the crises on household consumption patterns: An analysis of Russian regions. (2026). Voytenkov, Valentin. In: Emerging Markets Review. RePEc:eee:ememar:v:73:y:2026:i:c:s1566014126000464.

Full description at Econpapers || Download paper

2026The paradox of progress: Forecasting currency and banking crises through the lens of financial depth, access and efficiency. (2026). Rao, Balaga Mohana ; Patro, Baishnobi K. In: Emerging Markets Review. RePEc:eee:ememar:v:74:y:2026:i:c:s156601412600083x.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2025Climate policy uncertainty and trading behavior: Evidence from aggregate herd behavior. (2025). Wanidwaranan, Phasin ; Wongkantarakorn, Jutamas ; Padungsaksawasdi, Chaiyuth. In: Energy Economics. RePEc:eee:eneeco:v:149:y:2025:i:c:s0140988325005870.

Full description at Econpapers || Download paper

2025Artificial intelligence, cloud computing, blockchain, and the energy market in the era of energy transition. (2025). Tang, Yun ; Jiang, Xin-Yu ; Wang, Kai-Hua. In: Energy Economics. RePEc:eee:eneeco:v:151:y:2025:i:c:s0140988325008059.

Full description at Econpapers || Download paper

2025ESG ratings and corporate clean production from the perspective of evolutionary game theory: Evidence from A-share listed companies. (2025). Zhang, Lijie ; Seng, Jianfen. In: Energy Economics. RePEc:eee:eneeco:v:152:y:2025:i:c:s0140988325008199.

Full description at Econpapers || Download paper

2026Intertemporal hedging and the carbon beta premium: Insights from Chinese corporate bonds. (2026). Lee, Chien-Chiang ; Wan, Wei ; Liu, Hao. In: Energy Economics. RePEc:eee:eneeco:v:153:y:2026:i:c:s0140988325009260.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Works by Lucia Alessi:

YearTitleTypeCited
2023Towards a Framework for a New Research Ecosystem In: Papers.
[Full Text][Citation analysis]		paper0
2024Towards a Framework for a New Research Ecosystem.(2024) In: JRC Working Papers in Economics and Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2025Towards a framework for a new research ecosystem.(2025) In: Humanities and Social Sciences Communications.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		article
2011Non‐Fundamentalness in Structural Econometric Models: A Review In: International Statistical Review.
[Citation analysis]		article45
2009Forecasting Large Datasets with Conditionally Heteroskedastic Dynamic Common Factors In: Working Papers ECARES.
[Full Text][Citation analysis]		paper18
2009A Robust Criterion for Determining the Number of Factors in Approximate Factor Models In: Working Papers ECARES.
[Full Text][Citation analysis]		paper13
2021Travelling down the green brick road: a status quo assessment of the EU taxonomy In: Macroprudential Bulletin.
[Full Text][Citation analysis]		article4
2009Global liquidity as an early warning indicator for asset price boom/bust cycles In: Research Bulletin.
[Full Text][Citation analysis]		article114
2008A robust criterion for determining the number of static factors in approximate factor models. In: Working Paper Series.
[Full Text][Citation analysis]		paper27
2007A Robust Criterion for Determining the Number of Static Factors in Approximate Factor Models.(2007) In: LEM Papers Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 27		paper
2008A review of nonfundamentalness and identification in structural VAR models In: Working Paper Series.
[Full Text][Citation analysis]		paper17
2007A Review of Nonfundamentalness and Identification in Structural VAR Models.(2007) In: LEM Papers Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 17		paper
2009Real timeearly warning indicators for costly asset price boom/bust cycles: a role for global liquidity In: Working Paper Series.
[Full Text][Citation analysis]		paper154
2009The distribution of households consumption-expenditure budget shares In: Working Paper Series.
[Full Text][Citation analysis]		paper12
2012The distribution of household consumption-expenditure budget shares.(2012) In: Structural Change and Economic Dynamics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12		article
2009Estimation and forecasting in large datasets with conditionally heteroskedastic dynamic common factors In: Working Paper Series.
[Full Text][Citation analysis]		paper19
2014Central bank macroeconomic forecasting during the global financial crisis: the European Central Bank and Federal Reserve Bank of New York experiences In: Working Paper Series.
[Full Text][Citation analysis]		paper97
2014Central Bank Macroeconomic Forecasting During the Global Financial Crisis: The European Central Bank and Federal Reserve Bank of New York Experiences.(2014) In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 97		article
2014Identifying excessive credit growth and leverage In: Working Paper Series.
[Full Text][Citation analysis]		paper180
2014Identifying Excessive Credit Growth and Leverage.(2014) In: Financial Stability Review.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 180		article
2018Identifying excessive credit growth and leverage.(2018) In: Journal of Financial Stability.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 180		article
2016The response of asset prices to monetary policy shocks: stronger than thought In: Working Paper Series.
[Full Text][Citation analysis]		paper39
2019The response of asset prices to monetary policy shocks: Stronger than thought.(2019) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 39		article
2014On policymakers’ loss functions and the evaluation of early warning systems: Comment In: Economics Letters.
[Full Text][Citation analysis]		article7
2022Two sides of the same coin: Green Taxonomy alignment versus transition risk in financial portfolios In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article37
2021Two sides of the same coin: Green Taxonomy alignment versus transition risk in financial portfolios.(2021) In: JRC Working Papers in Economics and Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 37		paper
2023When do investors go green? Evidence from a time-varying asset-pricing model In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article10
2021When do investors go green? Evidence from a time-varying asset-pricing model.(2021) In: JRC Working Papers in Economics and Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10		paper
2021What greenium matters in the stock market? The role of greenhouse gas emissions and environmental disclosures In: Journal of Financial Stability.
[Full Text][Citation analysis]		article103
2024Over with carbon? Investors’ reaction to the Paris Agreement and the US withdrawal In: Journal of Financial Stability.
[Full Text][Citation analysis]		article20
2021Over with carbon? Investors reaction to the Paris Agreement and the US withdrawal.(2021) In: JRC Working Papers in Economics and Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 20		paper
2024Accounting for climate transition risk in banks’ capital requirements In: Journal of Financial Stability.
[Full Text][Citation analysis]		article9
2022Accounting for climate transition risk in banks capital requirements.(2022) In: JRC Working Papers in Economics and Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		paper
2011Quasi real time early warning indicators for costly asset price boom/bust cycles: A role for global liquidity In: European Journal of Political Economy.
[Full Text][Citation analysis]		article317
2025From risks to opportunities: The impact of green public investment programs on sovereign yields In: Research in International Business and Finance.
[Full Text][Citation analysis]		article2
2010Improved penalization for determining the number of factors in approximate factor models In: Statistics & Probability Letters.
[Full Text][Citation analysis]		article241
2013The common component of firm growth In: Structural Change and Economic Dynamics.
[Full Text][Citation analysis]		article4
2008The Distribution of Consumption-Expenditure Budget Shares. Evidence from Italian Households In: Papers on Economics and Evolution.
[Citation analysis]		paper0
2008The Distribution of Consumption-Expenditure Budget Shares. Evidence from Italian Households.(2008) In: LEM Papers Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2018The resilience of EU Member States to the financial and economic crisis. What are the characteristics of resilient behaviour? In: JRC Research Reports.
[Full Text][Citation analysis]		paper7
2017The European Deposit Insurance Scheme: Assessing risk absorption via SYMBOL In: JRC Working Papers in Economics and Finance.
[Full Text][Citation analysis]		paper3
2019Anatomy of a Sovereign Debt Crisis: CDS Spreads and Real-Time Macroeconomic Data In: JRC Working Papers in Economics and Finance.
[Full Text][Citation analysis]		paper3
2020The Greenium matters: greenhouse gas emissions, environmental disclosures, and stock prices In: JRC Working Papers in Economics and Finance.
[Full Text][Citation analysis]		paper7
2020The Greenium matters: greenhouse gas emissions, environmental disclosures, and stock prices.(2020) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		paper
2019What drives bank coverage ratios: Evidence from the euro area In: JRC Working Papers in Economics and Finance.
[Full Text][Citation analysis]		paper0
2022A sustainability transition on the move? Evidence based on the disconnect from market fundamentals In: JRC Working Papers in Economics and Finance.
[Full Text][Citation analysis]		paper0
2024Quantitative assessment of the financial materiality of climate physical risks: a case study In: JRC Working Papers in Economics and Finance.
[Full Text][Citation analysis]		paper0
2021Cover your assets: non-performing loans and coverage ratios in Europe In: Economic Policy.
[Full Text][Citation analysis]		article4
2021Erratum to: Cover your assets: non-performing loans and coverage ratios in Europe.(2021) In: Economic Policy.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		article
2023Anatomy of a Sovereign Debt Crisis: Machine Learning, Real-Time Macro Fundamentals, and CDS Spreads* In: Journal of Financial Econometrics.
[Full Text][Citation analysis]		article0
2022Sustainable Growth in the European Framework and the Role of Finance In: Palgrave Studies in Impact Finance.
[Citation analysis]		chapter0
2022Financial Regulation for Sustainable Finance in the European Landscape In: Palgrave Studies in Impact Finance.
[Citation analysis]		chapter1
2015Comparing different early warning systems: Results from a horse race competition among members of the Macro-prudential Research Network In: MPRA Paper.
[Full Text][Citation analysis]		paper49
2010On the distributional properties of household consumption expenditures: the case of Italy In: Empirical Economics.
[Full Text][Citation analysis]		article12
2007On the distributional properties of household consumption expenditures. The case of Italy..(2007) In: LEM Papers Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12		paper
2020The Resilience of EU Member States to the Financial and Economic Crisis In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement.
[Full Text][Citation analysis]		article13
2014Operationalising the countercyclical capital buffer: indicator selection, threshold identification and calibration options In: ESRB Occasional Paper Series.
[Full Text][Citation analysis]		paper110
2006Generalized Dynamic Factor Model + GARCH Exploiting Multivariate Information for Univariate Prediction In: LEM Papers Series.
[Full Text][Citation analysis]		paper3
2006Dynamic Factor GARCH: Multivariate Volatility Forecast for a Large Number of Series In: LEM Papers Series.
[Full Text][Citation analysis]		paper8
2006A Dynamic Factor Analysis of Business Cycle on Firm-Level Data In: LEM Papers Series.
[Full Text][Citation analysis]		paper3
2007On approximating the distributions of goodness-of-fit test statistics based on the empirical distribution function: The case of unknown parameters In: LEM Papers Series.
[Full Text][Citation analysis]		paper6
2009ON APPROXIMATING THE DISTRIBUTIONS OF GOODNESS-OF-FIT TEST STATISTICS BASED ON THE EMPIRICAL DISTRIBUTION FUNCTION: THE CASE OF UNKNOWN PARAMETERS.(2009) In: Advances in Complex Systems (ACS).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		article
2024Accounting for the EU Green Taxonomy: exploring its concept, data and analytics In: Accounting Forum.
[Full Text][Citation analysis]		article7
2014Rejoinder In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article0
2024Resilience in the EU Banking Sector and Beyond In: World Scientific Book Chapters.
[Full Text][Citation analysis]		chapter0

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated August, 20 2026. Contact: CitEc Team