Alessandra Canepa : Citation Profile

Università degli Studi di Torino

8

H index

8

i10 index

291

Citations

RESEARCH PRODUCTION:

27

Articles

28

Papers

1

Chapters

RESEARCH ACTIVITY:

   25 years (2000 - 2025). See details.
   Cites by year: 11
   Journals where Alessandra Canepa has often published
   Relations with other researchers
   Recent citing documents: 32.    Total self citations: 19 (6.13 %)

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   Permalink: http://citec.repec.org/pca166
   Updated: 2025-12-20    RAS profile: 2025-12-11    
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Relations with other researchers

Works with:

Zanetti Chini, Emilio (7)

Uddin, Gazi (2)

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

Is cited by:

Woerter, Martin (9)

Garcia-Quevedo, Jose (8)

Hollenstein, Heinz (7)

Ley, Marius (6)

Savona, Maria (6)

Arvanitis, Spyros (5)

Gómez, Jaime (5)

pellegrino, gabriele (5)

Zanetti Chini, Emilio (5)

Schäfer, Dorothea (4)

Stephan, Andreas (4)

Cites to:

Zanetti Chini, Emilio (21)

GUPTA, RANGAN (20)

Gyourko, Joseph (18)

Perron, Pierre (18)

Johansen, Soren (17)

Saiz, Albert (16)

Bernanke, Ben (16)

Gertler, Mark (16)

Pesaran, Mohammad (16)

Kilian, Lutz (14)

Conrad, Christian (12)

Main data

Where Alessandra Canepa has published?

Journals with more than one article published# docs
The North American Journal of Economics and Finance3
The Journal of Real Estate Finance and Economics2
International Journal of Energy Economics and Policy2
The Quarterly Review of Economics and Finance2

Working Papers Series with more than one paper published# docs
Department of Economics and Statistics Cognetti de Martiis. Working Papers / University of Turin27

Recent works citing Alessandra Canepa (2025 and 2024)

YearTitle of citing document
2063Innovation behaviour at micro level - selection and identification. (2009). Zilberman, David ; Sauer, Johannes. In: CUDARE Working Papers. RePEc:ags:ucbecw:120636.

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2024Exploring Advanced GARCH Models for Analyzing Asymmetric Volatility Dynamics for the Emerging Stock Market in Hungary: An Empirical Case Study. (2024). Shahil, Raza ; Birau, Ramona ; Cirjan, Nadia Tudora ; Simion, Mircea Laurentiu ; Meher, Bharat Kumar ; Abhishek, Anand ; Aman, Shreevastava. In: Economics and Applied Informatics. RePEc:ddj:fseeai:y:2024:i:2:p:41-52.

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2025A wavelet coherence approach to analyze contagion between equity markets during three major crises. (2025). Belhassine, Olfa ; Nivoix, Sophie ; Riahi, Montassar. In: Economics Bulletin. RePEc:ebl:ecbull:eb-24-00469.

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2024Multiple 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.

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2024How do precious and industrial metals hedge oil in a multi-frequency semiparametric CVaR portfolio?. (2024). Mani, Slavica ; Gaji-Glamolija, Marina ; Ivkov, Dejan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000706.

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2024Varying-coefficient spatial dynamic panel data models with fixed effects: Theory and application. (2024). Ju, Gaosheng ; Hong, Han ; Yan, Karen X ; Li, QI. In: Journal of Econometrics. RePEc:eee:econom:v:245:y:2024:i:1:s0304407624002288.

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2024Revisiting international house price convergence using house price level data. (2024). GUPTA, RANGAN ; André, Christophe ; Christou, Christina. In: Economic Systems. RePEc:eee:ecosys:v:48:y:2024:i:2:s0939362524000037.

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2024Safe haven properties of industrial stocks against ESG in the United States: Portfolio implication for sustainable investments. (2024). Imran, Zulfiqar Ali ; Ahad, Muhammad ; Ahmad, Mobeen ; Shahzad, Khurram ; Hameed, Imran. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004201.

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2025The asymmetric response of higher-order moments of precious metals to energy shocks and financial stresses: Evidence from time-frequency connectedness approach. (2025). He, Miao ; Zhang, Hongwei ; Jin, Xiaoman ; Gao, Wang. In: Energy Economics. RePEc:eee:eneeco:v:142:y:2025:i:c:s0140988324008806.

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2024Dynamic 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.

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2024The interplay among corporate bonds, geopolitical risks, equity market, and economic uncertainties. (2024). Alshammari, Saad ; Kaabia, Olfa ; Andriosopoulos, Kostas ; Si, Kamel ; Urom, Christian. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pa:s1057521924002825.

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2024Testing out-of-sample portfolio performance using second-order stochastic dominance constrained optimization approach. (2024). Xu, Peng. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pa:s1057521924003004.

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2024Representative investors versus best clienteles: Performance evaluation disagreement in mutual funds. (2024). Chretien, Stephane ; Kammoun, Manel. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924004307.

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2024The impact of financial tightening on firm productivity: Maturity matters. (2024). Fontagné, Lionel ; Benassy-Quere, Agnès ; Abele, Christian. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:144:y:2024:i:c:s0261560624000792.

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2025Adding precious metals to a risk avert Investors portfolio – Is gold alone?. (2025). Chakrabarti, Gagari ; Saha, Madhurima ; Chattopadhyay, Dhriti. In: Resources Policy. RePEc:eee:jrpoli:v:106:y:2025:i:c:s0301420725001692.

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2024Reinvestigating the role of oil and gold for portfolio optimization in view of COVID-19 and structural breaks: Empirical evidence of BEKK, DCC and wavelet quantile based estimations. (2024). Sarwar, Suleman ; Waheed, Rida ; Yuan, Qiong ; Morales, Lucia ; Aziz, Ghazala. In: Resources Policy. RePEc:eee:jrpoli:v:92:y:2024:i:c:s0301420724003246.

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2024Harmony in diversity: Exploring connectedness and portfolio strategies among crude oil, gold, traditional and sustainable index. (2024). Sahoo, Satyaban. In: Resources Policy. RePEc:eee:jrpoli:v:97:y:2024:i:c:s0301420724006482.

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2024Epidemic effects in the diffusion of emerging digital technologies: evidence from artificial intelligence adoption. (2024). Woerter, Martin ; Beck, Mathias ; Worter, Martin ; Dahlke, Johannes ; Kinne, Jan ; Lenz, David ; Ebersberger, Bernd ; Dehghan, Robert. In: Research Policy. RePEc:eee:respol:v:53:y:2024:i:2:s0048733323002019.

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2024Correlation and spillover effects between the carbon market and Chinas stock market: Evidence from wavelet and quantile coherency network analysis. (2024). Xia, Xiao-Hua ; Wang, Zhili ; Kong, Shuning ; Sun, Luxi. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pa:p:1175-1196.

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2024Hedging gas in a multi-frequency semiparametric CVaR portfolio. (2024). Balaban, Suzana ; Simi, Milica ; Ivkov, Dejan. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pa:s0275531923002751.

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2025More technology, more loans? How advanced digital technologies influence firms’ financing conditions. (2025). Sforza, Marco ; Bronzini, Raffaello ; Pierucci, Eleonora ; Giunta, Anna. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:72:y:2025:i:c:p:47-66.

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2025Who doesn’t like a battery electric truck? Heterogeneous motivations in the uptake of low-emissions trucks in Australia. (2025). Moglia, Magnus ; Tapsuwan, Sorada ; Ghaderi, Hadi ; Nygaard, Christian A ; Smith, Dia Adhikari ; Dia, Hussein. In: Transportation Research Part A: Policy and Practice. RePEc:eee:transa:v:193:y:2025:i:c:s0965856425000242.

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2025Estimator’s Properties of Specific Time-Dependent Multivariate Time Series. (2025). Mlard, Guy. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:7:p:1163-:d:1625328.

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2025Advancing Sustainability Through Machine Learning: Modeling and Forecasting Renewable Energy Consumption. (2025). Zournatzidou, Georgia. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:3:p:1304-:d:1584578.

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2025A wavelet coherence approach to analyze contagion between equity markets during three major crises. (2025). Riahi, Montassar ; Nivoix, Sophie ; Belhassine, Olfa. In: Post-Print. RePEc:hal:journl:hal-05050180.

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2024Vine Copula Approach to Understand the Financial Dependence of the Istanbul Stock Exchange Index. (2024). Gr, Smail ; Evkaya, Ozan ; Klekci, Bkre Yildirim ; Poyraz, Glden. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:5:d:10.1007_s10614-023-10544-7.

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2025Politics, Financial Regulation and Housing Bubbles. (2025). Sorge, Marco. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:70:y:2025:i:1:d:10.1007_s11146-023-09972-x.

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2024Impact of R&D innovation and political background on corporate growth: A study based on private listed companies in China. (2024). Chen, Hongan ; Wu, Peng ; Ma, Ran ; Pan, Fei ; Kong, Xiangde. In: PLOS ONE. RePEc:plo:pone00:0297329.

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2024Macro tax burden, FDI, and national innovation efficiency: A study on the impact of macro tax burden on national innovation efficiency. (2024). Shen, Xiaobo ; Dai, Pingsheng. In: PLOS ONE. RePEc:plo:pone00:0312451.

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2025Regional Inflation Spillovers and Monetary Policy Design: Evidence from Perus Successful Inflation-Targeting Framework. (2025). Aguilar, Jos ; Quineche, Ricardo. In: MPRA Paper. RePEc:pra:mprapa:125442.

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2025Microfinance for change: how financial innovation enables structural transformation. (2025). Zheng, Rong ; Ghimire, Shankar ; Thapa, Bharat Singh. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-024-00738-9.

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2025Regional Inflation Spillovers and Monetary Policy Design: Evidence from Perus Successful Inflation-Targeting Framework. (2025). Quineche, Ricardo ; Aguilar, Jose. In: EconStor Preprints. RePEc:zbw:esprep:322270.

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Works by Alessandra Canepa:

YearTitleTypeCited
2007Improvement of the quasi‐likelihood ratio test in ARMA models: some results for bootstrap methods In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article1
2022Small Sample Adjustment for Hypotheses Testing on Cointegrating Vectors In: Journal of Time Series Econometrics.
[Full Text][Citation analysis]		article0
2021Small Sample Adjustment for Hypotheses Testing on Cointegrating Vectors.(2021) In: Department of Economics and Statistics Cognetti de Martiis. Working Papers.
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This paper has nother version. Agregated cites: 0		paper
2000The Size and Power of Bootstrap Tests for Linear Restrictions in Misspecified Cointegrating Relationships In: Econometric Society World Congress 2000 Contributed Papers.
[Full Text][Citation analysis]		paper0
2021Energy Market Risk Management under Uncertainty: A VaR Based on Wavelet Approach In: International Journal of Energy Economics and Policy.
[Full Text][Citation analysis]		article3
2021Energy Market Risk Management under Uncertainty: A VaR Based on Wavelet Approach..(2021) In: Department of Economics and Statistics Cognetti de Martiis. Working Papers.
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This paper has nother version. Agregated cites: 3		paper
2024Navigating Energy Market Cycles: Insights from a Comprehensive Analysis In: International Journal of Energy Economics and Policy.
[Full Text][Citation analysis]		article0
2024Navigating Energy Market Cycles: Insights from a Comprehensive Analysis..(2024) In: Department of Economics and Statistics Cognetti de Martiis. Working Papers.
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This paper has nother version. Agregated cites: 0		paper
2020Housing market cycles in large urban areas In: Economic Modelling.
[Full Text][Citation analysis]		article0
2019Housing Market Cycles in Large Urban Areas..(2019) In: Department of Economics and Statistics Cognetti de Martiis. Working Papers.
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This paper has nother version. Agregated cites: 0		paper
2023Dynamic relations between housing Markets, stock Markets, and uncertainty in global Cities: A Time-Frequency approach In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article3
2022Dynamic Relations Between Housing Markets, Stock Markets, and Uncertainty in Global Cities: A Time-Frequency Approach.(2022) In: Department of Economics and Statistics Cognetti de Martiis. Working Papers.
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2024Inflation dynamics and persistence: The importance of the uncertainty channel In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article1
2025Inflation synchronization and shock transmission between the eurozone and the non-euro CEE Economies: A wavelet quantile VAR approach In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article2
2006Small sample corrections for linear restrictions on cointegrating vectors: A Monte Carlo comparison In: Economics Letters.
[Full Text][Citation analysis]		article4
2011A mixed integer linear programming model for optimal sovereign debt issuance In: European Journal of Operational Research.
[Full Text][Citation analysis]		article6
2016Dynamic asymmetries in house price cycles: A generalized smooth transition model In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article8
2020Hedge fund strategies: A non-parametric analysis In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article5
2019Hedge Fund Strategies: A non-Parametric Analysis..(2019) In: Department of Economics and Statistics Cognetti de Martiis. Working Papers.
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This paper has nother version. Agregated cites: 5		paper
2021Wildfire crime, apprehension and social vulnerability in Italy In: Forest Policy and Economics.
[Full Text][Citation analysis]		article0
2022The role of precious metals in portfolio diversification during the Covid19 pandemic: A wavelet-based quantile approach In: Resources Policy.
[Full Text][Citation analysis]		article14
2021The Role of Precious Metals in Portfolio Diversification During the Covid19 Pandemic: A Wavelet-Based Quantile Approach.(2021) In: Department of Economics and Statistics Cognetti de Martiis. Working Papers.
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This paper has nother version. Agregated cites: 14		paper
2014Does faith move stock markets? Evidence from Saudi Arabia In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]		article20
2023The role of environmental and financial motivations in the adoption of energy-saving technologies: Evidence from European Union data In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]		article1
2023The Role of Environmental and Financial Motivations in the Adoption of EnergySaving Technologies: Evidence from European Union Data..(2023) In: Department of Economics and Statistics Cognetti de Martiis. Working Papers.
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This paper has nother version. Agregated cites: 1		paper
2014Real 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]		article16
2009e-Business usage across and within firms in the UK: profitability, externalities and policy In: Research Policy.
[Full Text][Citation analysis]		article37
2016A note on Bartlett correction factor for tests on cointegrating relations In: Statistics & Probability Letters.
[Full Text][Citation analysis]		article1
2018Housing, Housing Finance and Credit Risk In: IJFS.
[Full Text][Citation analysis]		article1
2021Evidence of Stock Market Contagion during the COVID-19 Pandemic: A Wavelet-Copula-GARCH Approach In: JRFM.
[Full Text][Citation analysis]		article13
2020Global Cities and Local Housing Market Cycles In: The Journal of Real Estate Finance and Economics.
[Full Text][Citation analysis]		article2
2022Global 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]		article2
2020Global Cities and Local Challenges: Booms and Busts in the London Real Estate Market..(2020) In: Department of Economics and Statistics Cognetti de Martiis. Working Papers.
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This paper has nother version. Agregated cites: 2		paper
2005Financing Constraints in the Inter Firm Diffusion of New Process Technologies In: The Journal of Technology Transfer.
[Full Text][Citation analysis]		article22
2005Financing Constraints in the Inter Firm Diffusion of New Process Technologies.(2005) In: Springer Books.
[Citation analysis]
This paper has nother version. Agregated cites: 22		chapter
2008Financial constraints to innovation in the UK: evidence from CIS2 and CIS3 In: Oxford Economic Papers.
[Full Text][Citation analysis]		article100
2024Socio-economic risk factors and wildfire crime in Italy: a quantile panel approach In: Empirical Economics.
[Full Text][Citation analysis]		article0
2023Socio-Economic Risk Factors and Wildfire Crime in Italy: A Quantile Panel Approach.(2023) In: Department of Economics and Statistics Cognetti de Martiis. Working Papers.
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This paper has nother version. Agregated cites: 0		paper
2004Comparative international diffusion: Patterns, determinants and policies In: Economics of Innovation and New Technology.
[Full Text][Citation analysis]		article25
2019Modelling Housing Market Cycles in Global Cities. In: Department of Economics and Statistics Cognetti de Martiis. Working Papers.
[Full Text][Citation analysis]		paper0
2019Second Order Time Dependent Inflation Persistence in the United States: a GARCH-in-Mean Model with Time Varying Coefficients. In: Department of Economics and Statistics Cognetti de Martiis. Working Papers.
[Full Text][Citation analysis]		paper0
2019Wildfire Crime and Social Vulnerability in Italy: A Panel Investigation. In: Department of Economics and Statistics Cognetti de Martiis. Working Papers.
[Full Text][Citation analysis]		paper0
2020Bootstrap Bartlett Adjustment for Hypotheses Testing on Cointegrating Vectors. In: Department of Economics and Statistics Cognetti de Martiis. Working Papers.
[Full Text][Citation analysis]		paper0
2020Improvement on the LR Test Statistic on the Cointegrating Relations in VAR Models: Bootstrap Methods and Applications. In: Department of Economics and Statistics Cognetti de Martiis. Working Papers.
[Full Text][Citation analysis]		paper0
2020Unified Theory for the Large Family of Time Varying Models with Arma Representations: One Solution Fits All. In: Department of Economics and Statistics Cognetti de Martiis. Working Papers.
[Full Text][Citation analysis]		paper0
2020COVID-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]		paper2
2021The Role of Environmental and Financial Concerns on Energy-Saving Investments: A Stochastic Dominance Analysis In: Department of Economics and Statistics Cognetti de Martiis. Working Papers.
[Full Text][Citation analysis]		paper0
2021Financial 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]		paper1
2022Time-frequency connectedness across housing markets, stock market and uncertainty: A Wavelet-Time Varying Parameter Vector Autoregression. In: Department of Economics and Statistics Cognetti de Martiis. Working Papers.
[Full Text][Citation analysis]		paper0
2022Ination 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]		paper0
2022Forecasting 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]		paper0
2023Modelling 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]		paper0
2024A 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]		paper1
2024Modelling Dynamic Relationships Between Energy Prices and Inflation in Euro Area Using Wavelets In: Department of Economics and Statistics Cognetti de Martiis. Working Papers.
[Full Text][Citation analysis]		paper0
2024Environmental Performance and Institutions Quality in Europe: A Bayesian Model Averaging Approach. In: Department of Economics and Statistics Cognetti de Martiis. Working Papers.
[Full Text][Citation analysis]		paper0
2025Two Decades On: Assessing the Impact of the Copenhagen Criteria on Environmental Performance in the 2004 EU Accession Countries. In: Department of Economics and Statistics Cognetti de Martiis. Working Papers.
[Full Text][Citation analysis]		paper0

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