8
H index
8
i10 index
270
Citations
Alessandra Canepa : Citation Profile
Università degli Studi di Torino | RESEARCH PRODUCTION: 24 Articles 22 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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24 years (2000 - 2024). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Alessandra Canepa. | Is cited by:
| Cites to:
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Main data
Where Alessandra Canepa has published?
| Journals with more than one article published | # docs |
|---|---|
| The Quarterly Review of Economics and Finance | 2 |
| The North American Journal of Economics and Finance | 2 |
| The Journal of Real Estate Finance and Economics | 2 |
| International Journal of Energy Economics and Policy | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Department of Economics and Statistics Cognetti de Martiis. Working Papers / University of Turin | 21 |
Recent works citing Alessandra Canepa (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Change point detection in dynamic Gaussian graphical models: the impact of COVID-19 pandemic on the US stock market. (2022). Grzeszkiewicz, Karolina ; Koziell, Warrick Poklewski ; de Iorio, Maria ; Beskos, Alexandros ; Franzolini, Beatrice. In: Papers. RePEc:arx:papers:2208.00952. Full description at Econpapers || Download paper |
| 2023 | The Effect of COVID-19 on Cryptocurrencies and the Stock Market Volatility -- A Two-Stage DCC-EGARCH Model Analysis. (2023). Ampountolas, Apostolos. In: Papers. RePEc:arx:papers:2307.09137. Full description at Econpapers || Download paper |
| 2023 | Reinforcing the effects of corruption and financial constraints on firm performance: Normal versus crisis period in developing economies. (2023). Sharma, Chandan ; Priya, Pragati. In: Economic Modelling. RePEc:eee:ecmode:v:127:y:2023:i:c:s0264999323002754. Full description at Econpapers || Download paper |
| 2024 | Multiple time scales investor sentiment impact the stock market index fluctuation: From margin trading business perspective. (2024). Song, Yingying ; Guo, Yanhong ; Chen, Xinxin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s106294082300150x. Full description at Econpapers || Download paper |
| 2024 | How do precious and industrial metals hedge oil in a multi-frequency semiparametric CVaR portfolio?. (2024). Gaji-Glamolija, Marina ; Mani, Slavica ; Ivkov, Dejan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000706. Full description at Econpapers || Download paper |
| 2023 | Interdependence of clean energy and green markets with cryptocurrencies. (2023). Karim, Sitara ; Mirza, Nawazish ; Boubaker, Sabri ; Naeem, Muhammad Abubakr ; Arfaoui, Nadia. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323000828. Full description at Econpapers || Download paper |
| 2023 | A memory in the bond: Green bond and sectoral investment interdependence in a fractionally cointegrated VAR framework. (2023). Mishra, Tapas ; Tian, Shu ; Uddin, Gazi Salah ; Parhi, Mamata ; Park, Donghyun. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001500. Full description at Econpapers || Download paper |
| 2024 | Dynamic nonlinear effects of geopolitical risks on commodities: Fresh evidence from quantile methods. (2024). Zhao, Rongjie ; Nie, HE ; Mo, Bin. In: Energy. RePEc:eee:energy:v:288:y:2024:i:c:s0360544223031535. Full description at Econpapers || Download paper |
| 2023 | Investor sentiments, economic policy uncertainty, US interest rates, and financial assets: Examining their interdependence over time. (2023). Obeid, Hassan ; Si, Kamel ; Kaabia, Olfa ; Oueslati, Karim. In: Finance Research Letters. RePEc:eee:finlet:v:57:y:2023:i:c:s1544612323005524. Full description at Econpapers || Download paper |
| 2023 | Testing the hypothesis of duration dependence in the U.S. housing market. (2023). Gil-Alana, Luis ; Dettoni, Robinson. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pd:s1544612323010140. Full description at Econpapers || Download paper |
| 2023 | Optimal portfolio diversification with a multi-chain regime-switching spillover GARCH model. (2023). Lee, Hsiang-Tai. In: Global Finance Journal. RePEc:eee:glofin:v:55:y:2023:i:c:s1044028323000030. Full description at Econpapers || Download paper |
| 2023 | Dynamic spillovers across precious metals and oil realized volatilities: Evidence from quantile extended joint connectedness measures. (2023). Gabauer, David ; Chatziantoniou, Ioannis ; Hardik, Marfatia ; de Gracia, Fernando Perez ; Cunado, Juncal. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s240585132300017x. Full description at Econpapers || Download paper |
| 2023 | Dynamic asymmetric connectedness in technological sectors. (2023). el Khoury, Rim ; Alqaralleh, Huthaifa ; Alshater, Muneer M. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:27:y:2023:i:c:s1703494922000470. Full description at Econpapers || Download paper |
| 2023 | Analyzing interconnection among selected commodities in the 2008 global financial crisis and the COVID-19 pandemic. (2023). Caporin, Massimiliano ; Khosravi, Reza ; Ghazani, Majid Mirzaee. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006006. Full description at Econpapers || Download paper |
| 2023 | Precious metal as a safe haven for global ESG stocks: Portfolio implications for socially responsible investing. (2023). Ye, Jing ; Liu, Huiling ; Xue, Minggao ; Lei, Heng. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006134. Full description at Econpapers || Download paper |
| 2023 | Static and dynamic linkages between oil, gold and global equity markets in various crisis episodes: Evidence from the Wavelet TVP-VAR. (2023). Yousaf, Imran ; Shah, Waheed Ullah ; Younis, Ijaz. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006420. Full description at Econpapers || Download paper |
| 2023 | Revisiting resources allocation for slow-moving economies: A way forward for low-income economies. (2023). Li, Fang ; Wang, Yong ; Dou, Jiali. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723001423. Full description at Econpapers || Download paper |
| 2023 | Dependence structure among rare earth and financial markets: A multiscale-vine copula approach. (2023). Bouri, Elie ; Kamal, Elham. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723003379. Full description at Econpapers || Download paper |
| 2023 | Money matters: The role of money as a regional and corporate financial resource for circular economy transition at firm-level. (2023). Stucki, Tobias ; Meili, Rahel. In: Research Policy. RePEc:eee:respol:v:52:y:2023:i:10:s0048733323001683. Full description at Econpapers || Download paper |
| 2024 | Epidemic effects in the diffusion of emerging digital technologies: evidence from artificial intelligence adoption. (2024). Ebersberger, Bernd ; Worter, Martin ; Dehghan, Robert ; Lenz, David ; Kinne, Jan ; Beck, Mathias ; Dahlke, Johannes. In: Research Policy. RePEc:eee:respol:v:53:y:2024:i:2:s0048733323002019. Full description at Econpapers || Download paper |
| 2024 | Hedging gas in a multi-frequency semiparametric CVaR portfolio. (2024). Simi, Milica ; Balaban, Suzana ; Ivkov, Dejan. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pa:s0275531923002751. Full description at Econpapers || Download paper |
| 2023 | Religiosity and Charitable Giving on Investors’ Trading Behaviour in the Indonesian Islamic Stock Market: Islamic vs Market Logic. (2023). Aziz, Primandanu Febriyan ; Asutay, Mehmet ; Karbhari, Yusuf ; Indrastomo, Banjaran S. In: Journal of Business Ethics. RePEc:kap:jbuset:v:188:y:2023:i:2:d:10.1007_s10551-023-05324-0. Full description at Econpapers || Download paper |
| 2023 | Digital technologies, technological improvement rates, and innovations “Made in Switzerland”. (2023). Rutzer, Christian ; Niggli, Matthias. In: Swiss Journal of Economics and Statistics. RePEc:spr:sjecst:v:159:y:2023:i:1:d:10.1186_s41937-023-00104-z. Full description at Econpapers || Download paper |
| 2023 | Crisis transmission degree measurement under crisis propagation model. (2023). Jilani, Faouzi ; Hallara, Slaheddine ; Bedoui-Belghith, Imen. In: SN Business & Economics. RePEc:spr:snbeco:v:3:y:2023:i:1:d:10.1007_s43546-022-00361-9. Full description at Econpapers || Download paper |
| 2023 | Impact of research and development (R&D) and information, and communication technology (ICT) on innovation and productivity evidence from Tunisian manufacturing firms. (2023). ben Khalifa, Adel. In: Economics of Transition and Institutional Change. RePEc:wly:ectrin:v:31:y:2023:i:2:p:341-361. Full description at Econpapers || Download paper |
| 2023 | A good hedge or safe haven? The hedging ability of Chinas commodity futures market under extreme market conditions. (2023). Xiong, Tao ; Huang, Huilian. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:7:p:968-1035. Full description at Econpapers || Download paper |
| 2023 | Do financial constraints and corruption limit firms innovation capability? Evidence from developing economies. (2023). Sharma, Chandan ; Priya, Pragati. In: Managerial and Decision Economics. RePEc:wly:mgtdec:v:44:y:2023:i:4:p:1935-1961. Full description at Econpapers || Download paper |
Works by Alessandra Canepa:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2022 | Small Sample Adjustment for Hypotheses Testing on Cointegrating Vectors In: Journal of Time Series Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2021 | Small Sample Adjustment for Hypotheses Testing on Cointegrating Vectors.(2021) In: Department of Economics and Statistics Cognetti de Martiis. Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2000 | The Size and Power of Bootstrap Tests for Linear Restrictions in Misspecified Cointegrating Relationships In: Econometric Society World Congress 2000 Contributed Papers. [Full Text][Citation analysis] | paper | 0 |
| 2021 | Energy Market Risk Management under Uncertainty: A VaR Based on Wavelet Approach In: International Journal of Energy Economics and Policy. [Full Text][Citation analysis] | article | 1 |
| 2024 | Navigating Energy Market Cycles: Insights from a Comprehensive Analysis In: International Journal of Energy Economics and Policy. [Full Text][Citation analysis] | article | 0 |
| 2020 | Housing market cycles in large urban areas In: Economic Modelling. [Full Text][Citation analysis] | article | 0 |
| 2019 | Housing Market Cycles in Large Urban Areas..(2019) In: Department of Economics and Statistics Cognetti de Martiis. Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2023 | Dynamic relations between housing Markets, stock Markets, and uncertainty in global Cities: A Time-Frequency approach In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 3 |
| 2022 | Dynamic Relations Between Housing Markets, Stock Markets, and Uncertainty in Global Cities: A Time-Frequency Approach.(2022) In: Department of Economics and Statistics Cognetti de Martiis. Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2024 | Inflation dynamics and persistence: The importance of the uncertainty channel In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 1 |
| 2006 | Small sample corrections for linear restrictions on cointegrating vectors: A Monte Carlo comparison In: Economics Letters. [Full Text][Citation analysis] | article | 4 |
| 2011 | A mixed integer linear programming model for optimal sovereign debt issuance In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 6 |
| 2016 | Dynamic asymmetries in house price cycles: A generalized smooth transition model In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 8 |
| 2020 | Hedge fund strategies: A non-parametric analysis In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 4 |
| 2019 | Hedge Fund Strategies: A non-Parametric Analysis..(2019) In: Department of Economics and Statistics Cognetti de Martiis. Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2021 | Wildfire crime, apprehension and social vulnerability in Italy In: Forest Policy and Economics. [Full Text][Citation analysis] | article | 0 |
| 2022 | The role of precious metals in portfolio diversification during the Covid19 pandemic: A wavelet-based quantile approach In: Resources Policy. [Full Text][Citation analysis] | article | 11 |
| 2014 | Does faith move stock markets? Evidence from Saudi Arabia In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 20 |
| 2023 | The role of environmental and financial motivations in the adoption of energy-saving technologies: Evidence from European Union data In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 0 |
| 2023 | The Role of Environmental and Financial Motivations in the Adoption of EnergySaving Technologies: Evidence from European Union Data..(2023) In: Department of Economics and Statistics Cognetti de Martiis. Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2014 | Real estate market and financial stability in US metropolitan areas: A dynamic model with spatial effects In: Regional Science and Urban Economics. [Full Text][Citation analysis] | article | 15 |
| 2009 | e-Business usage across and within firms in the UK: profitability, externalities and policy In: Research Policy. [Full Text][Citation analysis] | article | 37 |
| 2016 | A note on Bartlett correction factor for tests on cointegrating relations In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 1 |
| 2018 | Housing, Housing Finance and Credit Risk In: IJFS. [Full Text][Citation analysis] | article | 1 |
| 2021 | Evidence of Stock Market Contagion during the COVID-19 Pandemic: A Wavelet-Copula-GARCH Approach In: JRFM. [Full Text][Citation analysis] | article | 12 |
| 2020 | Global Cities and Local Housing Market Cycles In: The Journal of Real Estate Finance and Economics. [Full Text][Citation analysis] | article | 2 |
| 2022 | Global Cities and Local Challenges: Booms and Busts in the London Real Estate Market In: The Journal of Real Estate Finance and Economics. [Full Text][Citation analysis] | article | 1 |
| 2020 | Global Cities and Local Challenges: Booms and Busts in the London Real Estate Market..(2020) In: Department of Economics and Statistics Cognetti de Martiis. Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2005 | Financing Constraints in the Inter Firm Diffusion of New Process Technologies In: The Journal of Technology Transfer. [Full Text][Citation analysis] | article | 20 |
| 2005 | Financing Constraints in the Inter Firm Diffusion of New Process Technologies.(2005) In: Springer Books. [Citation analysis] This paper has nother version. Agregated cites: 20 | chapter | |
| 2008 | Financial constraints to innovation in the UK: evidence from CIS2 and CIS3 In: Oxford Economic Papers. [Full Text][Citation analysis] | article | 97 |
| 2004 | Comparative international diffusion: Patterns, determinants and policies In: Economics of Innovation and New Technology. [Full Text][Citation analysis] | article | 25 |
| 2019 | Modelling Housing Market Cycles in Global Cities. In: Department of Economics and Statistics Cognetti de Martiis. Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Second Order Time Dependent Inflation Persistence in the United States: a GARCH-in-Mean Model with Time Varying Coefficients. In: Department of Economics and Statistics Cognetti de Martiis. Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Wildfire Crime and Social Vulnerability in Italy: A Panel Investigation. In: Department of Economics and Statistics Cognetti de Martiis. Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Bootstrap Bartlett Adjustment for Hypotheses Testing on Cointegrating Vectors. In: Department of Economics and Statistics Cognetti de Martiis. Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Improvement on the LR Test Statistic on the Cointegrating Relations in VAR Models: Bootstrap Methods and Applications. In: Department of Economics and Statistics Cognetti de Martiis. Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Unified Theory for the Large Family of Time Varying Models with Arma Representations: One Solution Fits All. In: Department of Economics and Statistics Cognetti de Martiis. Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2020 | COVID-19 Pandemic and Stock Market Contagion: A Wavelet-Copula GARCH Approach. In: Department of Economics and Statistics Cognetti de Martiis. Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2021 | The Role of Environmental and Financial Concerns on Energy-Saving Investments: A Stochastic Dominance Analysis In: Department of Economics and Statistics Cognetti de Martiis. Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2021 | Financial Contagion During the Covid-19 Pandemic: A Wavelet-Copula-GARCH Approach. In: Department of Economics and Statistics Cognetti de Martiis. Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2022 | Time-frequency connectedness across housing markets, stock market and uncertainty: A Wavelet-Time Varying Parameter Vector Autoregression. In: Department of Economics and Statistics Cognetti de Martiis. Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2022 | Ination Dynamics and Time-Varying Persistence: The Importance of the Uncertainty Channel. In: Department of Economics and Statistics Cognetti de Martiis. Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2022 | Forecasting Ination: A GARCH-in-Mean-Level Model with Time Varying Predictability. In: Department of Economics and Statistics Cognetti de Martiis. Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2023 | Socio-Economic Risk Factors and Wildfire Crime in Italy: A Quantile Panel Approach In: Department of Economics and Statistics Cognetti de Martiis. Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2023 | Modelling and Forecasting Energy Market Cycles: A Generalized Smooth Transition Approach. In: Department of Economics and Statistics Cognetti de Martiis. Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2024 | A Unified Theory for Arma Models with Varying Coefficients: One Solution Fits All. In: Department of Economics and Statistics Cognetti de Martiis. Working Papers. [Full Text][Citation analysis] | paper | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team