Giacomo Sbrana : Citation Profile


Are you Giacomo Sbrana?

Neoma Business School

5

H index

1

i10 index

78

Citations

RESEARCH PRODUCTION:

26

Articles

22

Papers

RESEARCH ACTIVITY:

   17 years (2007 - 2024). See details.
   Cites by year: 4
   Journals where Giacomo Sbrana has often published
   Relations with other researchers
   Recent citing documents: 11.    Total self citations: 15 (16.13 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/psb12
   Updated: 2024-11-04    RAS profile: 2024-06-08    
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Relations with other researchers


Works with:

Silvestrini, Andrea (4)

Pelagatti, Matteo (2)

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

Is cited by:

MORANA, CLAUDIO (9)

Silvestrini, Andrea (5)

Tsionas, Mike (3)

De Bonis, Riccardo (3)

Hotta, Luiz (2)

Naqvi, Asjad (2)

Lütkepohl, Helmut (2)

Martinez, Andrew (2)

Murasawa, Yasutomo (2)

Lai, Van Son (2)

Niño-Zarazúa, Miguel (2)

Cites to:

Hyndman, Rob (19)

Silvestrini, Andrea (19)

Harvey, Andrew (13)

Bollerslev, Tim (10)

Watson, Mark (10)

Nikolopoulos, Konstantinos (8)

Hafner, Christian (7)

Stock, James (7)

Nelson, Charles (7)

Diebold, Francis (6)

Laurent, Sébastien (6)

Main data


Where Giacomo Sbrana has published?


Journals with more than one article published# docs
International Journal of Production Economics5
International Journal of Forecasting4
Economic Modelling2
Statistical Methods & Applications2
Journal of Multivariate Analysis2

Working Papers Series with more than one paper published# docs
Post-Print / HAL4
Temi di discussione (Economic working papers) / Bank of Italy, Economic Research and International Relations Area3
Working Papers / University of Milano-Bicocca, Department of Economics3
Working Papers / Fondazione Eni Enrico Mattei2
Working Paper series / Rimini Centre for Economic Analysis2
Working Papers / Association Française de Cliométrie (AFC)2

Recent works citing Giacomo Sbrana (2024 and 2023)


YearTitle of citing document
2024Pricing Catastrophe Bonds -- A Probabilistic Machine Learning Approach. (2024). Zhou, Rui ; Lu, Yufan ; Li, Hong ; Chen, Xiaowei. In: Papers. RePEc:arx:papers:2405.00697.

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2024High temperature, bargaining power and within-firm wage inequality: Evidence from China. (2024). Yu, Qiuzuo ; Ding, Hai ; Yuan, Zhengrong. In: Economic Modelling. RePEc:eee:ecmode:v:135:y:2024:i:c:s0264999324000853.

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2024A new macro-financial condition index for the euro area. (2024). MORANA, CLAUDIO. In: Econometrics and Statistics. RePEc:eee:ecosta:v:29:y:2024:i:c:p:64-87.

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2023A Bayesian estimation approach of random switching exponential smoothing with application to credit forecast. (2023). Qian, Zhiyong ; Wang, Tong ; Hu, Shulan. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pc:s1544612323008978.

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2023Climate change and financial systemic risk: Evidence from US banks and insurers. (2023). Vioto, Davide ; Gianfrancesco, Igor ; Curcio, Domenico. In: Journal of Financial Stability. RePEc:eee:finsta:v:66:y:2023:i:c:s1572308923000323.

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2024Forecast reconciliation: A review. (2024). Panagiotelis, Anastasios ; Kourentzes, Nikolaos ; Hyndman, Rob J ; Athanasopoulos, George. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:430-456.

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2023Data-driven demand forecast for O2O operations: An adaptive hierarchical incremental approach. (2023). Zhou, Weihua ; Chen, Songlin ; Xiao, Qin ; Dai, Hongyan. In: International Journal of Production Economics. RePEc:eee:proeco:v:259:y:2023:i:c:s0925527323000658.

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2024Development of New Products for Climate Change Resilience in South Africa—The Catastrophe Resilience Bond Introduction. (2024). Klingelhofer, Heinz Eckart ; Mutsvene, Thomas. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:5:p:199-:d:1393077.

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2023Forecast of the Evolution Trend of Total Vehicle Sales and Power Structure of China under Different Scenarios. (2023). Dai, Debao ; Fang, YU ; Zhao, Min. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:5:p:3985-:d:1076792.

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2023How credible are Okun coefficients? The gap version of Okun’s law for G7 economies. (2023). Povaanova, Mariana ; Boa, Martin. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:56:y:2023:i:3:d:10.1007_s10644-022-09438-9.

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Works by Giacomo Sbrana:


YearTitleTypeCited
2011Measuring core inflation in Italy comparing aggregate vs. disaggregate price data. In: Cliometrica, Journal of Historical Economics and Econometric History.
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article0
2010Forecasting damped trend exponential smoothing: an algebraic viewpoint. In: Working Papers.
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paper0
2010The exact linkage between the Beveridge-Nelson decomposition and other permanent-transitory decompositions. In: Working Papers.
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paper3
2013The exact linkage between the Beveridge–Nelson decomposition and other permanent-transitory decompositions.(2013) In: Economic Modelling.
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This paper has nother version. Agregated cites: 3
article
2013The exact linkage between the Beveridge-Nelson decomposition and other permanent-transitory decompositions.(2013) In: Post-Print.
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This paper has nother version. Agregated cites: 3
paper
2018Some Financial Implications of Global Warming: an Empirical Assessment In: CSI: Climate and Sustainable Innovation.
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paper6
2018“Some financial implications of global warming: An empirical assessment.(2018) In: CeRP Working Papers.
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This paper has nother version. Agregated cites: 6
paper
2018Some Financial Implications of Global Warming: an Empirical Assessment.(2018) In: Working Papers.
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This paper has nother version. Agregated cites: 6
paper
2017Some Financial Implications of Global Warming: An Empirical Assessment.(2017) In: Working Papers.
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This paper has nother version. Agregated cites: 6
paper
2018Some financial implications of global warming: An empirical assessment.(2018) In: Working Paper series.
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This paper has nother version. Agregated cites: 6
paper
2017Temperature Anomalies, Radiative Forcing and ENSO In: MITP: Mitigation, Innovation and Transformation Pathways.
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paper1
2017Temperature Anomalies, Radiative Forcing and ENSO.(2017) In: Working Papers.
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This paper has nother version. Agregated cites: 1
paper
2017Temperature anomalies, radiative forcing and ENSO.(2017) In: Working Papers.
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This paper has nother version. Agregated cites: 1
paper
2017Temperature anomalies, radiative forcing and ENSO.(2017) In: Working Paper series.
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This paper has nother version. Agregated cites: 1
paper
2015Short term inflation forecasting: the M.E.T.A. approach In: Temi di discussione (Economic working papers).
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paper3
2017Short-term inflation forecasting: The M.E.T.A. approach.(2017) In: International Journal of Forecasting.
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This paper has nother version. Agregated cites: 3
article
2013Forecasting aggregate demand: analytical comparison of top-down and bottom-up approaches in a multivariate exponential smoothing framework In: Temi di discussione (Economic working papers).
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paper7
2013Forecasting aggregate demand: Analytical comparison of top-down and bottom-up approaches in a multivariate exponential smoothing framework.(2013) In: International Journal of Production Economics.
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This paper has nother version. Agregated cites: 7
article
2014Random switching exponential smoothing and inventory forecasting In: Temi di discussione (Economic working papers).
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paper5
2014Random switching exponential smoothing and inventory forecasting.(2014) In: International Journal of Production Economics.
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This paper has nother version. Agregated cites: 5
article
2013DETERMINANTS AND DYNAMICS OF SCHOOLING AND CHILD LABOUR IN BOLIVIA In: Bulletin of Economic Research.
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article6
2012Determinants and dynamics of schooling and child labor in Bolivia.(2012) In: Post-Print.
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This paper has nother version. Agregated cites: 6
paper
2011Determinants and dynamics of schooling and child labor in Bolivia.(2011) In: Policy Research Working Paper Series.
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This paper has nother version. Agregated cites: 6
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2011Structural time series models and aggregation: some analytical results In: Journal of Time Series Analysis.
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article1
2009What do we know about comparing aggregate and disaggregate forecasts? In: LIDAM Discussion Papers CORE.
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paper4
2010Aggregation of exponential smoothing processes with an application to portfolio risk evaluation In: LIDAM Discussion Papers CORE.
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paper2
2013Aggregation of exponential smoothing processes with an application to portfolio risk evaluation.(2013) In: Journal of Banking & Finance.
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This paper has nother version. Agregated cites: 2
article
2012Aggregation of exponential smoothing processes with an application to portfolio risk evaluation.(2012) In: Post-Print.
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This paper has nother version. Agregated cites: 2
paper
2017MULTIVARIATE TREND–CYCLE EXTRACTION WITH THE HODRICK–PRESCOTT FILTER In: Macroeconomic Dynamics.
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article2
2019Climate change implications for the catastrophe bonds market: An empirical analysis In: Economic Modelling.
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article23
2019Closed-form results for vector moving average models with a univariate estimation approach In: Econometrics and Statistics.
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article0
2022Random coefficient state-space model: Estimation and performance in M3–M4 competitions In: International Journal of Forecasting.
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article0
2023The RWDAR model: A novel state-space approach to forecasting In: International Journal of Forecasting.
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article1
2024Optimal hierarchical EWMA forecasting In: International Journal of Forecasting.
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article0
2013A closed-form estimator for the multivariate GARCH(1,1) model In: Journal of Multivariate Analysis.
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article2
2014Feasible generalized least squares estimation of multivariate GARCH(1, 1) models In: Journal of Multivariate Analysis.
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article1
2015A note on forecasting demand using the multivariate exponential smoothing framework In: International Journal of Production Economics.
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2019Random switching exponential smoothing: A new estimation approach In: International Journal of Production Economics.
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article4
2020Forecasting with the damped trend model using the structural approach In: International Journal of Production Economics.
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article2
2007Testing for Model Selection in Predicting Aggregate Variables In: Giornale degli Economisti.
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2012Temporal aggregation of cyclical models with business cycle applications In: Post-Print.
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paper2
2012Temporal aggregation of cyclical models with business cycle applications.(2012) In: Statistical Methods & Applications.
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This paper has nother version. Agregated cites: 2
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2020Estimating high dimensional multivariate stochastic volatility models In: Working Papers.
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2012Aggregation and marginalization of GARCH processes: some further results In: METRON.
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article2
2008On the use of area-wide models in the Euro-zone In: Statistical Methods & Applications.
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article1
2012Comparing aggregate and disaggregate forecasts of first order moving average models In: Statistical Papers.
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article0
2023Modelling intermittent time series and forecasting COVID-19 spread in the USA In: Journal of the Operational Research Society.
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2012Forecasting Aggregated Moving Average Processes with an Application to the Euro Area Real Interest Rate In: Journal of Forecasting.
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