Massimo Giovannini : Citation Profile


Are you Massimo Giovannini?

European Commission

7

H index

6

i10 index

218

Citations

RESEARCH PRODUCTION:

5

Articles

16

Papers

RESEARCH ACTIVITY:

   18 years (2003 - 2021). See details.
   Cites by year: 12
   Journals where Massimo Giovannini has often published
   Relations with other researchers
   Recent citing documents: 20.    Total self citations: 9 (3.96 %)

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   Permalink: http://citec.repec.org/pgi350
   Updated: 2024-11-04    RAS profile: 2021-12-10    
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Relations with other researchers


Works with:

Ratto, Marco (8)

Vogel, Lukas (7)

Hohberger, Stefan (6)

Cardani, Roberta (3)

Pfeiffer, Philipp (3)

Kollmann, Robert (2)

Pataracchia, Beatrice (2)

Pericoli, Filippo Maria (2)

Albonico, Alice (2)

Calès, Ludovic (2)

ferroni, filippo (2)

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

Is cited by:

Pfeiffer, Philipp (29)

Vogel, Lukas (28)

Kollmann, Robert (26)

Cardani, Roberta (24)

Ratto, Marco (16)

Hohberger, Stefan (15)

Pérez de Gracia, Fernando (6)

Villa, Stefania (5)

Tamarit, Cecilio (4)

Coibion, Olivier (4)

Ropele, Tiziano (4)

Cites to:

Kollmann, Robert (108)

Ratto, Marco (108)

Vogel, Lukas (74)

Pataracchia, Beatrice (64)

in 't Veld, Jan (53)

Raciborski, Rafal (32)

Hohberger, Stefan (22)

Coenen, Günter (19)

Wieland, Volker (16)

Smets, Frank (16)

ferroni, filippo (14)

Main data


Where Massimo Giovannini has published?


Working Papers Series with more than one paper published# docs
Working Papers / Joint Research Centre, European Commission4
Working Papers / Fondazione Eni Enrico Mattei3
European Economy - Discussion Papers / Directorate General Economic and Financial Affairs (DG ECFIN), European Commission2

Recent works citing Massimo Giovannini (2024 and 2023)


YearTitle of citing document
2024A hidden Markov model for statistical arbitrage in international crude oil futures markets. (2023). Rotondi, Francesco ; Fontana, Claudio ; Fanelli, Viviana. In: Papers. RePEc:arx:papers:2309.00875.

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2023Drivers of large recessions and monetary policy responses. (2023). Villa, Stefania ; Melina, Giovanni. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1425_23.

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2023The COVID-19 recession on both sides of the Atlantic: A model-based comparison. (2023). Vogel, Lukas ; Ratto, Marco ; Pfeiffer, Philipp ; Cardani, Roberta. In: LIDAM Discussion Papers IRES. RePEc:ctl:louvir:2023014.

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2023Entrepreneurial risk shocks and financial acceleration asymmetry in a two-country DSGE model. (2023). Zheng, Xin ; Wang, XI ; Kwok, Simon ; Jin, Tao ; Hsiao, Cody Yu-Ling. In: China Economic Review. RePEc:eee:chieco:v:81:y:2023:i:c:s1043951x23000913.

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2023The macroeconomic effects of unconventional monetary policy: Comparing euro area and US models with shadow rates. (2023). Vogel, Lukas ; Ratto, Marco ; Hohberger, Stefan. In: Economic Modelling. RePEc:eee:ecmode:v:127:y:2023:i:c:s026499932300250x.

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2023The COVID-19 recession on both sides of the Atlantic: A model-based comparison. (2023). Vogel, Lukas ; Pfeiffer, Philipp ; Cardani, Roberta ; Ratto, Marco. In: European Economic Review. RePEc:eee:eecrev:v:158:y:2023:i:c:s0014292123001848.

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2023Transformer-based forecasting for intraday trading in the Shanghai crude oil market: Analyzing open-high-low-close prices. (2023). Gao, Tianxiao ; Huang, Wenyang ; Wang, Xiuqing ; Hao, Yun. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pa:s0140988323006047.

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2024A novel interval-based hybrid framework for crude oil price forecasting and trading. (2024). Wang, Shouyang ; Sun, Yuying ; Zheng, LI. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988323007648.

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2023Forecasting the crude oil prices with an EMD-ISBM-FNN model. (2023). Wang, Donghua ; Zheng, Chunling ; Fang, Tianhui. In: Energy. RePEc:eee:energy:v:263:y:2023:i:pa:s0360544222022897.

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2023European bank credit risk transmission during the credit Suisse collapse. (2023). Bouri, Elie ; Foglia, Matteo ; Nekhili, Ramzi. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pb:s1544612323008243.

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2024Interconnectedness between stock and credit markets: The role of European G-SIBs in a multilayer perspective. (2024). Pacelli, Vincenzo ; Wang, Gang-Jin ; di Tommaso, Caterina ; Foglia, Matteo. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443124000088.

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2024Back to the present: Learning about the euro area through a now-casting model. (2024). Giannone, Domenico ; Modugno, Michele ; Cascaldi-Garcia, Danilo. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:661-686.

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2024Twenty-year tango: Exploring the reciprocal influence of macro-financial instability and climate risks. (2024). Hemrit, Wael ; Gaies, Brahim ; Nakhli, Mohamed Sahbi ; Sahut, Jean-Michel. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:220:y:2024:i:c:p:717-731.

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2023Drivers of large recessions and monetary policy responses. (2023). Villa, Stefania ; Melina, Giovanni. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:137:y:2023:i:c:s0261560623000955.

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2023Where is the EU economy headed? The international dimension. (2023). Pfeiffer, Philipp ; Orsini, Kristian ; Eriksgrd, Annika ; Bertoldi, Moreno. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:45:y:2023:i:4:p:817-832.

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2024Interdependence and spillovers between big oil companies and regional and global energy equity markets. (2024). Boako, Gideon ; Kang, Sang Hoon ; Hernandez, Jose Arreola ; Hanif, Waqas ; Yoon, Seong-Min. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:451-469.

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2023The COVID-19 Recession on Both Sides of the Atlantic: A Model-Based Comparison. (2023). Vogel, Lukas ; Pfeiffer, Philipp ; Cardani, Roberta ; Ratto, Marco. In: European Economy - Discussion Papers. RePEc:euf:dispap:191.

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2023.

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2024Early Warning Systems for World Energy Crises. (2024). Yoku, Turgut. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:6:p:2284-:d:1354110.

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Works by Massimo Giovannini:


YearTitleTypeCited
2003Oil and price dynamics in international petroleum markets In: Working Paper CRENoS.
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paper4
2018Euro Area and U.S. External Adjustment: The Role of Commodity Prices and Emerging Market Shocks In: CEPR Discussion Papers.
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paper28
2018Euro Area and U.S. External Adjustment: The Role of Commodity Prices and Emerging Market Shocks.(2018) In: Working Papers ECARES.
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This paper has nother version. Agregated cites: 28
paper
2019Euro Area and US external adjustment: The role of commodity prices and Emerging Market shocks.(2019) In: Journal of International Money and Finance.
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This paper has nother version. Agregated cites: 28
article
2018Euro Area and U.S. External Adjustment: The Role of Commodity Prices and Emerging Market Shocks.(2018) In: Globalization Institute Working Papers.
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This paper has nother version. Agregated cites: 28
paper
2018Euro Area and U.S. External Adjustment: The Role of Commodity Prices and Emerging Market Shocks.(2018) In: MPRA Paper.
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This paper has nother version. Agregated cites: 28
paper
2018Euro Area and U.S. External Adjustment: The Role of Commodity Prices and Emerging Market Shocks.(2018) In: VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy.
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This paper has nother version. Agregated cites: 28
paper
2019Comparing post-crisis dynamics across Euro Area countries with the Global Multi-country model In: Economic Modelling.
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article6
2005Modeling and forecasting cointegrated relationships among heavy oil and product prices In: Energy Economics.
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article72
2020Financial spillover and global risk in a multi-region model of the world economy In: Journal of Economic Behavior & Organization.
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article9
2019The Global Multi-Country Model (GM): An Estimated DSGE Model for Euro Area Countries In: European Economy - Discussion Papers.
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paper32
2017The Global Multi-Country Model (GM): an Estimated DSGE Model for the Euro Area Countries.(2017) In: Working Papers.
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This paper has nother version. Agregated cites: 32
paper
2019Euro Area & US External Adjustment: The Role of Commodity Prices & Emerging Market Shocks In: European Economy - Discussion Papers.
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paper26
2003Oil and Product Price Dynamics in International Petroleum Markets In: Working Papers.
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paper4
2003Long-run Models of Oil Stock Prices In: Working Papers.
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paper19
2004Conditional Correlations in the Returns on Oil Companies Stock Prices and Their Determinants In: Working Papers.
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paper14
2006Conditional correlations in the returns on oil companies stock prices and their determinants.(2006) In: Empirica.
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This paper has nother version. Agregated cites: 14
article
2018Adjustment dynamics and business cycle heterogeneity in the EMU: Evidence from estimated DSGE models In: Working Papers.
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paper0
2019Adjustment dynamics and business cycle heterogeneity in the EMU: Evidence from estimated DSGE models.(2019) In: VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy.
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This paper has nother version. Agregated cites: 0
paper
2021Efficient and robust inference of models with occasionally binding constraints In: Working Papers.
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paper4
2021The Euro Areas pandemic recession: A DSGE interpretation In: Working Papers.
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paper0

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