8
H index
8
i10 index
279
Citations
Alessandra Canepa : Citation Profile
Università degli Studi di Torino | RESEARCH PRODUCTION: 27 Articles 26 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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25 years (2000 - 2025). 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 North American Journal of Economics and Finance | 3 |
| The Journal of Real Estate Finance and Economics | 2 |
| The Quarterly Review of Economics and Finance | 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 | 25 |
Recent works citing Alessandra Canepa (2025 and 2024)
Year  | Title of citing document |
|---|---|
| 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 |
| 2024 | Safe 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. 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 |
| 2024 | Representative 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. Full description at Econpapers || Download paper |
| 2024 | Harmony 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. 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 |
| 2025 | Advancing 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. Full description at Econpapers || Download paper |
| 2024 | Vine Copula Approach to Understand the Financial Dependence of the Istanbul Stock Exchange Index. (2024). Evkaya, Ozan ; Klekci, Bkre Yildirim ; Poyraz, Glden ; Gr, Smail. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:5:d:10.1007_s10614-023-10544-7. Full description at Econpapers || Download paper |
| 2025 | Politics, 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. Full description at Econpapers || Download paper |
| 2025 | Microfinance for change: how financial innovation enables structural transformation. (2025). Ghimire, Shankar ; Thapa, Bharat Singh ; Zheng, Rong. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-024-00738-9. Full description at Econpapers || Download paper |
Works by Alessandra Canepa:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2007 | Improvement of the quasi‐likelihood ratio test in ARMA models: some results for bootstrap methods In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 1 |
| 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 | 2 |
| 2024 | Navigating Energy Market Cycles: Insights from a Comprehensive Analysis In: International Journal of Energy Economics and Policy. [Full Text][Citation analysis] | article | 0 |
| 2024 | Navigating Energy Market Cycles: Insights from a Comprehensive Analysis..(2024) In: Department of Economics and Statistics Cognetti de Martiis. Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 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 |
| 2025 | Inflation 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] | article | 0 |
| 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 | 5 |
| 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: 5 | 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 | 13 |
| 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 | 13 |
| 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 | 2 |
| 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: 2 | paper | |
| 2005 | Financing Constraints in the Inter Firm Diffusion of New Process Technologies In: The Journal of Technology Transfer. [Full Text][Citation analysis] | article | 21 |
| 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: 21 | chapter | |
| 2008 | Financial constraints to innovation in the UK: evidence from CIS2 and CIS3 In: Oxford Economic Papers. [Full Text][Citation analysis] | article | 98 |
| 2024 | Socio-economic risk factors and wildfire crime in Italy: a quantile panel approach In: Empirical Economics. [Full Text][Citation analysis] | article | 0 |
| 2023 | Socio-Economic Risk Factors and Wildfire Crime in Italy: A Quantile Panel Approach.(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 | |
| 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 | 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 |
| 2024 | Modelling 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] | paper | 0 |
| 2024 | Environmental 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] | paper | 0 |
| 2025 | Two 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] | paper | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated April, 14 2025. Contact: CitEc Team