5
H index
1
i10 index
84
Citations
Giacomo Sbrana : Citation Profile
Neoma Business School | RESEARCH PRODUCTION: 26 Articles 22 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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17 years (2007 - 2024). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Giacomo Sbrana. | Is cited by:
| Cites to:
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Main data
Where Giacomo Sbrana has published?
| Journals with more than one article published | # docs |
|---|---|
| International Journal of Production Economics | 5 |
| International Journal of Forecasting | 4 |
| Journal of Multivariate Analysis | 2 |
| Statistical Methods & Applications | 2 |
| Economic Modelling | 2 |
Recent works citing Giacomo Sbrana (2025 and 2024)
Year  | Title of citing document |
|---|---|
| 2024 | Pricing Catastrophe Bonds -- A Probabilistic Machine Learning Approach. (2024). Zhou, Rui ; Lu, Yufan ; Li, Hong ; Chen, Xiaowei. In: Papers. RePEc:arx:papers:2405.00697. Full description at Econpapers || Download paper |
| 2025 | Climate-linked bonds. (2025). Verhoeven, Niek ; Dimitrov, Daniel ; Broeders, Dirk. In: Working Paper Series. RePEc:ecb:ecbwps:20253011. Full description at Econpapers || Download paper |
| 2024 | High 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. Full description at Econpapers || Download paper |
| 2024 | Climate pattern effects on global economic conditions. (2024). Pourroy, Marc ; Ginn, William ; Dufrnot, Gilles. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s0264999324002773. Full description at Econpapers || Download paper |
| 2024 | A 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. Full description at Econpapers || Download paper |
| 2024 | Forecast 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. Full description at Econpapers || Download paper |
| 2024 | Development 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. Full description at Econpapers || Download paper |
| 2024 | Climate pattern effects on global economic conditions. (2024). Pourroy, Marc ; Ginn, William ; Dufrnot, Gilles. In: Post-Print. RePEc:hal:journl:hal-04828849. Full description at Econpapers || Download paper |
| 2025 | Extreme Weather in Europe: Determinants and Economic Impact. (2025). Silva, Murilo ; Morana, Claudio ; Chauvet, Marcelle. In: Working Papers. RePEc:mib:wpaper:547. Full description at Econpapers || Download paper |
| 2025 | Extreme Weather in Europe: Determinants and Economic Impact. (2025). Chauvet, Marcelle ; Morana, Claudio ; Silva, Murilo. In: Working Paper series. RePEc:rim:rimwps:25-01. Full description at Econpapers || Download paper |
Works by Giacomo Sbrana:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2011 | Measuring core inflation in Italy comparing aggregate vs. disaggregate price data. In: Cliometrica, Journal of Historical Economics and Econometric History. [Full Text][Citation analysis] | article | 0 |
| 2010 | Forecasting damped trend exponential smoothing: an algebraic viewpoint. In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2010 | The exact linkage between the Beveridge-Nelson decomposition and other permanent-transitory decompositions. In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2013 | The exact linkage between the Beveridge–Nelson decomposition and other permanent-transitory decompositions.(2013) In: Economic Modelling. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
| 2013 | The exact linkage between the Beveridge-Nelson decomposition and other permanent-transitory decompositions.(2013) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2018 | Some Financial Implications of Global Warming: an Empirical Assessment In: CSI: Climate and Sustainable Innovation. [Full Text][Citation analysis] | paper | 6 |
| 2018 | “Some financial implications of global warming: An empirical assessment.(2018) In: CeRP Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
| 2018 | Some Financial Implications of Global Warming: an Empirical Assessment.(2018) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
| 2017 | Some Financial Implications of Global Warming: An Empirical Assessment.(2017) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
| 2018 | Some financial implications of global warming: An empirical assessment.(2018) In: Working Paper series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
| 2017 | Temperature Anomalies, Radiative Forcing and ENSO In: MITP: Mitigation, Innovation and Transformation Pathways. [Full Text][Citation analysis] | paper | 1 |
| 2017 | Temperature Anomalies, Radiative Forcing and ENSO.(2017) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2017 | Temperature anomalies, radiative forcing and ENSO.(2017) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2017 | Temperature anomalies, radiative forcing and ENSO.(2017) In: Working Paper series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2015 | Short term inflation forecasting: the M.E.T.A. approach In: Temi di discussione (Economic working papers). [Full Text][Citation analysis] | paper | 3 |
| 2017 | Short-term inflation forecasting: The M.E.T.A. approach.(2017) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
| 2013 | Forecasting aggregate demand: analytical comparison of top-down and bottom-up approaches in a multivariate exponential smoothing framework In: Temi di discussione (Economic working papers). [Full Text][Citation analysis] | paper | 7 |
| 2013 | Forecasting aggregate demand: Analytical comparison of top-down and bottom-up approaches in a multivariate exponential smoothing framework.(2013) In: International Journal of Production Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | article | |
| 2014 | Random switching exponential smoothing and inventory forecasting In: Temi di discussione (Economic working papers). [Full Text][Citation analysis] | paper | 5 |
| 2014 | Random switching exponential smoothing and inventory forecasting.(2014) In: International Journal of Production Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | article | |
| 2013 | DETERMINANTS AND DYNAMICS OF SCHOOLING AND CHILD LABOUR IN BOLIVIA In: Bulletin of Economic Research. [Full Text][Citation analysis] | article | 6 |
| 2012 | Determinants and dynamics of schooling and child labor in Bolivia.(2012) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
| 2011 | Determinants and dynamics of schooling and child labor in Bolivia.(2011) In: Policy Research Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
| 2011 | Structural time series models and aggregation: some analytical results In: Journal of Time Series Analysis. [Citation analysis] | article | 1 |
| 2009 | What do we know about comparing aggregate and disaggregate forecasts? In: LIDAM Discussion Papers CORE. [Full Text][Citation analysis] | paper | 4 |
| 2010 | Aggregation of exponential smoothing processes with an application to portfolio risk evaluation In: LIDAM Discussion Papers CORE. [Full Text][Citation analysis] | paper | 2 |
| 2013 | Aggregation of exponential smoothing processes with an application to portfolio risk evaluation.(2013) In: Journal of Banking & Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
| 2012 | Aggregation of exponential smoothing processes with an application to portfolio risk evaluation.(2012) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2017 | MULTIVARIATE TREND–CYCLE EXTRACTION WITH THE HODRICK–PRESCOTT FILTER In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 2 |
| 2019 | Climate change implications for the catastrophe bonds market: An empirical analysis In: Economic Modelling. [Full Text][Citation analysis] | article | 29 |
| 2019 | Closed-form results for vector moving average models with a univariate estimation approach In: Econometrics and Statistics. [Full Text][Citation analysis] | article | 0 |
| 2022 | Random coefficient state-space model: Estimation and performance in M3–M4 competitions In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 0 |
| 2023 | The RWDAR model: A novel state-space approach to forecasting In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 1 |
| 2024 | Optimal hierarchical EWMA forecasting In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 0 |
| 2013 | A closed-form estimator for the multivariate GARCH(1,1) model In: Journal of Multivariate Analysis. [Full Text][Citation analysis] | article | 2 |
| 2014 | Feasible generalized least squares estimation of multivariate GARCH(1, 1) models In: Journal of Multivariate Analysis. [Full Text][Citation analysis] | article | 1 |
| 2015 | A note on forecasting demand using the multivariate exponential smoothing framework In: International Journal of Production Economics. [Full Text][Citation analysis] | article | 0 |
| 2019 | Random switching exponential smoothing: A new estimation approach In: International Journal of Production Economics. [Full Text][Citation analysis] | article | 4 |
| 2020 | Forecasting with the damped trend model using the structural approach In: International Journal of Production Economics. [Full Text][Citation analysis] | article | 2 |
| 2007 | Testing for Model Selection in Predicting Aggregate Variables In: Giornale degli Economisti. [Full Text][Citation analysis] | article | 0 |
| 2012 | Temporal aggregation of cyclical models with business cycle applications In: Post-Print. [Citation analysis] | paper | 2 |
| 2012 | Temporal aggregation of cyclical models with business cycle applications.(2012) In: Statistical Methods & Applications. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
| 2020 | Estimating high dimensional multivariate stochastic volatility models In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2012 | Aggregation and marginalization of GARCH processes: some further results In: METRON. [Full Text][Citation analysis] | article | 2 |
| 2008 | On the use of area-wide models in the Euro-zone In: Statistical Methods & Applications. [Full Text][Citation analysis] | article | 1 |
| 2012 | Comparing aggregate and disaggregate forecasts of first order moving average models In: Statistical Papers. [Full Text][Citation analysis] | article | 0 |
| 2023 | Modelling intermittent time series and forecasting COVID-19 spread in the USA In: Journal of the Operational Research Society. [Full Text][Citation analysis] | article | 0 |
| 2012 | Forecasting Aggregated Moving Average Processes with an Application to the Euro Area Real Interest Rate In: Journal of Forecasting. [Citation analysis] | article | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated February, 4 2025. Contact: CitEc Team