6
H index
4
i10 index
178
Citations
Università degli Studi di Milano-Bicocca | 6 H index 4 i10 index 178 Citations RESEARCH PRODUCTION: 5 Articles 12 Papers RESEARCH ACTIVITY: 11 years (2011 - 2022). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pos159 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Elisa Ossola. | Is cited by: | Cites to: |
Working Papers Series with more than one paper published | # docs |
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Swiss Finance Institute Research Paper Series / Swiss Finance Institute | 4 |
Working Papers / Joint Research Centre, European Commission | 4 |
Working Papers / University of Geneva, Geneva School of Economics and Management | 2 |
Year | Title of citing document |
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2023 | Is Climate Transition Risk Priced into Corporate Credit Risk? Evidence from Credit Default Swaps. (2023). Ugolini, Andrea ; Ojea-Ferreiro, Javier ; Reboredo, Juan Carlos. In: FEEM Working Papers. RePEc:ags:feemwp:330720. Full description at Econpapers || Download paper |
2023 | Inference for Low-Rank Models. (2021). Zhu, Yinchu ; Liao, Yuan ; Hansen, Christian ; Chernozhukov, Victor. In: Papers. RePEc:arx:papers:2107.02602. Full description at Econpapers || Download paper |
2023 | Standard errors for two-way clustering with serially correlated time effects. (2022). Sasaki, Yuya ; Hansen, Bruce E ; Chiang, Harold D. In: Papers. RePEc:arx:papers:2201.11304. Full description at Econpapers || Download paper |
2023 | Bayesian Optimization of ESG Financial Investments. (2023). Vaca, Maria Coronado ; Piris, Gabriel Gonz'Alez ; Garrido-Merch, Eduardo C. In: Papers. RePEc:arx:papers:2303.01485. Full description at Econpapers || Download paper |
2023 | Forecasting Large Realized Covariance Matrices: The Benefits of Factor Models and Shrinkage. (2023). Ribeiro, Ruy M ; Medeiros, Marcelo C ; de Brito, Diego S ; Alves, Rafael. In: Papers. RePEc:arx:papers:2303.16151. Full description at Econpapers || Download paper |
2023 | Latent Factor Analysis in Short Panels. (2023). Scaillet, Olivier ; Gagliardini, Patrick ; Fortin, Alain-Philippe. In: Papers. RePEc:arx:papers:2306.14004. Full description at Econpapers || Download paper |
2023 | Is Climate Transition Risk Priced into Corporate Credit Risk? Evidence from Credit Default Swaps. (2023). Ugolini, Andrea ; Ferreiro, Javier Ojea ; Reboredo, Juan C. In: Staff Working Papers. RePEc:bca:bocawp:23-38. Full description at Econpapers || Download paper |
2023 | Financial effects of carbon risk and carbon disclosure: A review. (2023). Wang, Qingxia. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:4:p:4175-4219. Full description at Econpapers || Download paper |
2023 | Climate change and corporate cash holdings: Global evidence. (2023). Rao, Ramesh P ; Aram, Mohsen ; Masum, Abdullahal ; Javadi, Siamak. In: Financial Management. RePEc:bla:finmgt:v:52:y:2023:i:2:p:253-295. Full description at Econpapers || Download paper |
2023 | What Do Economists Think About the Green Transition? Exploring the Impact of Environmental Awareness. (2023). Malovana, Simona ; Gric, Zuzana ; Ehrenbergerova, Dominika. In: Working Papers. RePEc:cnb:wpaper:2023/6. Full description at Econpapers || Download paper |
2023 | The pricing of climate transition risk in Europe’s equity market. (2023). van Wijnbergen, Sweder ; Luijendijk, Rianne ; Loyson, Philippe. In: Working Papers. RePEc:dnb:dnbwpp:788. Full description at Econpapers || Download paper |
2023 | Global and local drivers of Bitcoin trading vis-à-vis fiat currencies. (2023). Habib, Maurizio Michael ; di Casola, Paola ; Tercero-Lucas, David. In: Working Paper Series. RePEc:ecb:ecbwps:20232868. Full description at Econpapers || Download paper |
2023 | A flexible estimation of sectoral portfolio exposure to climate transition risks in the European stock market. (2023). Zanin, Luca. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:39:y:2023:i:c:s2214635023000382. Full description at Econpapers || Download paper |
2023 | Identifying latent factors based on high-frequency data. (2023). Zhang, Chuanhai ; Xu, Wen ; Sun, Yucheng. In: Journal of Econometrics. RePEc:eee:econom:v:233:y:2023:i:1:p:251-270. Full description at Econpapers || Download paper |
2023 | Large dimensional latent factor modeling with missing observations and applications to causal inference. (2023). Pelger, Markus ; Xiong, Ruoxuan. In: Journal of Econometrics. RePEc:eee:econom:v:233:y:2023:i:1:p:271-301. Full description at Econpapers || Download paper |
2023 | Intraday cross-sectional distributions of systematic risk. (2023). Andersen, Torben ; Todorov, Viktor ; Thyrsgaard, Martin ; Riva, Raul. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1394-1418. Full description at Econpapers || Download paper |
2023 | Sharpe Ratio analysis in high dimensions: Residual-based nodewise regression in factor models. (2023). Medeiros, Marcelo ; Caner, Mehmet. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:393-417. Full description at Econpapers || Download paper |
2023 | News-implied linkages and local dependency in the equity market. (2023). Linton, Oliver ; Ge, Shuyi. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:779-815. Full description at Econpapers || Download paper |
2023 | Identification-robust beta pricing, spanning, mimicking portfolios, and the benchmark neutrality of catastrophe bonds. (2023). Melin, Olena ; Khalaf, Lynda ; Dufour, Jean-Marie ; Beaulieu, Marie-Claude. In: Journal of Econometrics. RePEc:eee:econom:v:236:y:2023:i:1:s0304407623001586. Full description at Econpapers || Download paper |
2023 | Unrestricted maximum likelihood estimation of multivariate realized volatility models. (2023). Golosnoy, Vasyl ; Vogler, Jan. In: European Journal of Operational Research. RePEc:eee:ejores:v:304:y:2023:i:3:p:1063-1074. Full description at Econpapers || Download paper |
2023 | Dynamic time-frequency connectedness between European emissions trading system and sustainability markets. (2023). Kang, Sang Hoon ; Sheikh, Umaid A ; Ur, Mobeen ; Suleman, Muhammad Tahir. In: Energy Economics. RePEc:eee:eneeco:v:123:y:2023:i:c:s0140988323002244. Full description at Econpapers || Download paper |
2023 | Short- and long-run determinants of the price behavior of US clean energy stocks: A dynamic ARDL simulations approach. (2023). , Mohamed. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323002694. Full description at Econpapers || Download paper |
2023 | Possibility versus feasibility: International portfolio diversification under financial liberalization. (2023). Yao, Shujie ; Wan, Hong ; Chen, Yiqing. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001680. Full description at Econpapers || Download paper |
2023 | Environmental engagement and stock price crash risk: Evidence from the European banking industry. (2023). Santilli, Gianluca ; Ricci, Ornella ; Fiordelisi, Franco. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923002053. Full description at Econpapers || Download paper |
2023 | Just “blah blah blah”? Stock market expectations and reactions to COP26. (2023). Palea, Vera ; Paimanova, Viktoriia ; Miazza, Aline ; Birindelli, Giuliana. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923002156. Full description at Econpapers || Download paper |
2023 | Bank ownership structures and sustainable banking initiatives: The moderating effect of governance mechanism. (2023). Hasan, Mudassar ; Abedin, Mohammad Zoynul ; Adu, Douglas A. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002521. Full description at Econpapers || Download paper |
2023 | Corporate social irresponsibility: The relationship between ESG misconduct and the cost of equity. (2023). Becchetti, Leonardo ; Rossolini, Monica ; Ielasi, Federica ; Cucinelli, Doriana. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923003496. Full description at Econpapers || Download paper |
2023 | On the importance of fiscal space: Evidence from short sellers during the COVID-19 pandemic. (2023). Smajlbegovic, Esad ; Jank, Stephan ; Greppmair, Stefan. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:147:y:2023:i:c:s0378426622002321. Full description at Econpapers || Download paper |
2023 | Priced risk in corporate bonds. (2023). Mueller, Philippe ; Dickerson, Alexander ; Robotti, Cesare. In: Journal of Financial Economics. RePEc:eee:jfinec:v:150:y:2023:i:2:s0304405x23001393. Full description at Econpapers || Download paper |
2023 | What drives the cross-border spillover of climate transition risks? Evidence from global stock markets. (2023). Shing, Wilson Tsz ; Tang, Gabriel Shui. In: International Review of Economics & Finance. RePEc:eee:reveco:v:85:y:2023:i:c:p:432-447. Full description at Econpapers || Download paper |
2023 | Is Climate Transition Risk Priced into Corporate Credit Risk? Evidence from Credit Default Swaps. (2023). Ugolini, Andrea ; Ojea-Ferreiro, Javier ; Reboredo, Juan C. In: Working Papers. RePEc:fem:femwpa:2023.04. Full description at Econpapers || Download paper |
2023 | Examining the Causality between Integrated Reporting and Stock Market Capitalization. The Case of the European Renewable Energy Equipment and Services Industry. (2023). Batc-Dumitru, Corina Graziella ; Nicoar, Tefania Amalia ; Popa, Adriana Florina ; Sahlian, Daniela Nicoleta. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:3:p:1398-:d:1052132. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | Corporate Sustainable Growth, Carbon Performance, and Voluntary Carbon Information Disclosure: New Panel Data Evidence for Chinese Listed Companies. (2023). Guo, Yiwei ; Shen, Jianfei ; Dan, Erli. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:5:p:4612-:d:1087895. Full description at Econpapers || Download paper |
2023 | An Empirical Approach to Integrating Climate Reputational Risk in Long-Term Scenario Analysis. (2023). Guastella, Gianni ; Schiavoni, Caterina ; Pareglio, Stefano. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:7:p:5886-:d:1109792. Full description at Econpapers || Download paper |
2023 | Asset Structure, Asset Utilization Efficiency, and Carbon Emission Performance: Evidence from Panel Data of China’s Low-Carbon Industry. (2023). Chen, Feiyu ; Zhang, Ludan ; Liu, Peng ; Zheng, Xinyuan ; Shen, Jianfei ; Dan, Erli. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:7:p:6264-:d:1116898. Full description at Econpapers || Download paper |
2023 | China’s Pathway to a Low Carbon Economy: Exploring the Influence of Urbanization on Environmental Sustainability in the Digital Era. (2023). Sohail, Muhammad Tayyab ; Xu, Yawen ; Li, Weisong ; Lv, Yan. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:8:p:7000-:d:1129627. Full description at Econpapers || Download paper |
2023 | A penalized two-pass regression to predict stock returns with time-varying risk premia. (2023). Scaillet, Olivier ; Bakalli, Gaetan ; Guerrier, Stephane. In: Post-Print. RePEc:hal:journl:hal-04325655. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | Greenwashing the Talents: attracting human capital through environmental pledges. (2023). le Lann, Yann ; Deloziere, Gauthier. In: Working Papers. RePEc:hal:wpaper:hal-04140191. Full description at Econpapers || Download paper |
2023 | The role of direct financing on regional green development: inhibition or promotion?. (2023). Wu, Haitao ; Qiu, Wei ; Li, Yinghua. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:56:y:2023:i:5:d:10.1007_s10644-023-09546-0. Full description at Econpapers || Download paper |
2023 | A klímavédelmi események hatása a köztudatra és a t?kepiacra. Empirikus vizsgálat Google-trends- és ETF-adatokon. (2023). Timar, Barnabas. In: Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences). RePEc:ksa:szemle:2130. Full description at Econpapers || Download paper |
2023 | Is climate transition risk priced into corporate credit risk? Evidence from credit default swaps. (2023). Ojea-Ferreiro, Javier ; Reboredo, Juan C. In: Working Papers. RePEc:mib:wpaper:509. Full description at Econpapers || Download paper |
2023 | Green risk in Europe. (2023). Ossola, Elisa ; Morana, Claudio ; Cassola, Nuno. In: Working Papers. RePEc:mib:wpaper:526. Full description at Econpapers || Download paper |
2023 | Portfolio benefits of taxonomy orientated and renewable European electric utilities. (2023). Klein, Christian ; Cauthorn, Thomas ; Zwergel, Bernhard ; Remme, Leonard. In: Journal of Asset Management. RePEc:pal:assmgt:v:24:y:2023:i:7:d:10.1057_s41260-023-00325-0. Full description at Econpapers || Download paper |
2023 | Green risk in Europe. (2023). Ossola, Elisa ; Morana, Claudio ; Cassola, Nuno. In: Working Paper series. RePEc:rim:rimwps:23-14. Full description at Econpapers || Download paper |
2023 | Risk measures and portfolio analysis in the paradigm of climate finance: a review. (2023). Nag, Suryadeepto ; Chakrabarty, Siddhartha P. In: SN Business & Economics. RePEc:spr:snbeco:v:3:y:2023:i:3:d:10.1007_s43546-023-00449-w. Full description at Econpapers || Download paper |
2023 | The impact of the covid-19 pandemic on the stock markets of some countries in the MENA region: An assessment with GARCH modeling. (2023). Toumi, Wissal ; Lafi, Mosbah. In: Technium Social Sciences Journal. RePEc:tec:journl:v:44:y:2023:i:1:p:764-776. Full description at Econpapers || Download paper |
2023 | The pricing of climate transition risk in Europe’s equity market. (2023). van Wijnbergen, Sweder ; Luijendijk, Rianne ; Loyson, Philippe. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20230042. Full description at Econpapers || Download paper |
2023 | Walking the talk, but above all, talking the walk: Looking green for market stakeholder engagement. (2023). Albertini, Elisabeth ; Castro, Gregorio Martinde ; Amoressalvado, Javier. In: Corporate Social Responsibility and Environmental Management. RePEc:wly:corsem:v:30:y:2023:i:1:p:431-442. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2017 | A diagnostic criterion for approximate factor structure In: Papers. [Full Text][Citation analysis] | paper | 21 |
2016 | A Diagnostic Criterion for Approximate Factor Structure.(2016) In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 21 | paper | |
2019 | A diagnostic criterion for approximate factor structure.(2019) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 21 | article | |
2011 | Time-Varying Risk Premium In Large Cross-Sectional Equidity Datasets In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 76 |
2011 | Time-Varying Risk Premium In Large Cross-Sectional Equidity Datasets.(2011) In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 76 | paper | |
2015 | Time-varying risk premium in large cross-sectional equity datasets.(2015) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 76 | paper | |
2016 | Time?Varying Risk Premium in Large Cross?Sectional Equity Data Sets.(2016) In: Econometrica. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 76 | article | |
2019 | Estimation of Large Dimensional Conditional Factor Models in Finance In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 5 |
2019 | Estimation of large dimensional conditional factor models in finance.(2019) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
2021 | Stock price effects of climate activism: Evidence from the first Global Climate Strike In: Journal of Corporate Finance. [Full Text][Citation analysis] | article | 14 |
2022 | Financial integration in the EU28 equity markets: Measures and drivers In: Journal of Financial Markets. [Full Text][Citation analysis] | article | 7 |
2020 | Financial integration in the EU28 equity markets: measures and drivers.(2020) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
2021 | What greenium matters in the stock market? The role of greenhouse gas emissions and environmental disclosures In: Journal of Financial Stability. [Full Text][Citation analysis] | article | 39 |
2020 | The Greenium matters: greenhouse gas emissions, environmental disclosures, and stock prices In: Working Papers. [Full Text][Citation analysis] | paper | 5 |
2020 | The 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: 5 | paper | |
2020 | Climate Sin Stocks: Stock Price Reactions to Global Climate Strikes In: Working Papers. [Full Text][Citation analysis] | paper | 8 |
2021 | When do investors go green? Evidence from a time-varying asset-pricing model In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
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