Details about Alessandra Canepa

Access statistics for papers by Alessandra Canepa.

Last updated 2024-11-07. Update your information in the RePEc Author Service.

Short-id: pca166

Working Papers

2024

1. A Unified Theory for Arma Models with Varying Coefficients: One Solution Fits All
   Department of Economics and Statistics Cognetti de Martiis. Working Papers, University of Turin
2. Inflation Synchronization and Shock Transmission Between the Eurozone and the Non-Euro CEE Economies: A Wavelet Quantile Var Approach
   Department of Economics and Statistics Cognetti de Martiis. Working Papers, University of Turin

2023

3. Modelling and Forecasting Energy Market Cycles: A Generalized Smooth Transition Approach
   Department of Economics and Statistics Cognetti de Martiis. Working Papers, University of Turin
4. Socio-Economic Risk Factors and Wildfire Crime in Italy: A Quantile Panel Approach
   Department of Economics and Statistics Cognetti de Martiis. Working Papers, University of Turin
   See also Journal Article Socio-economic risk factors and wildfire crime in Italy: a quantile panel approach, Empirical Economics, Springer (2024) (2024)
5. The Role of Environmental and Financial Motivations in the Adoption of EnergySaving Technologies: Evidence from European Union Data
   Department of Economics and Statistics Cognetti de Martiis. Working Papers, University of Turin
   See also Journal Article The role of environmental and financial motivations in the adoption of energy-saving technologies: Evidence from European Union data, The Quarterly Review of Economics and Finance, Elsevier (2023) (2023)

2022

6. Dynamic Relations Between Housing Markets, Stock Markets, and Uncertainty in Global Cities: A Time-Frequency Approach
   Department of Economics and Statistics Cognetti de Martiis. Working Papers, University of Turin
   See also Journal Article Dynamic relations between housing Markets, stock Markets, and uncertainty in global Cities: A Time-Frequency approach, The North American Journal of Economics and Finance, Elsevier (2023) View citations (3) (2023)
7. Forecasting Ination: A GARCH-in-Mean-Level Model with Time Varying Predictability
   Department of Economics and Statistics Cognetti de Martiis. Working Papers, University of Turin
8. Ination Dynamics and Time-Varying Persistence: The Importance of the Uncertainty Channel
   Department of Economics and Statistics Cognetti de Martiis. Working Papers, University of Turin
9. Time-frequency connectedness across housing markets, stock market and uncertainty: A Wavelet-Time Varying Parameter Vector Autoregression
   Department of Economics and Statistics Cognetti de Martiis. Working Papers, University of Turin

2021

10. Financial Contagion During the Covid-19 Pandemic: A Wavelet-Copula-GARCH Approach
    Department of Economics and Statistics Cognetti de Martiis. Working Papers, University of Turin View citations (1)
11. Small Sample Adjustment for Hypotheses Testing on Cointegrating Vectors
    Department of Economics and Statistics Cognetti de Martiis. Working Papers, University of Turin
    See also Journal Article Small Sample Adjustment for Hypotheses Testing on Cointegrating Vectors, Journal of Time Series Econometrics, De Gruyter (2022) (2022)
12. The Role of Environmental and Financial Concerns on Energy-Saving Investments: A Stochastic Dominance Analysis
    Department of Economics and Statistics Cognetti de Martiis. Working Papers, University of Turin

2020

13. Bootstrap Bartlett Adjustment for Hypotheses Testing on Cointegrating Vectors
    Department of Economics and Statistics Cognetti de Martiis. Working Papers, University of Turin View citations (2)
14. COVID-19 Pandemic and Stock Market Contagion: A Wavelet-Copula GARCH Approach
    Department of Economics and Statistics Cognetti de Martiis. Working Papers, University of Turin
15. Global Cities and Local Challenges: Booms and Busts in the London Real Estate Market
    Department of Economics and Statistics Cognetti de Martiis. Working Papers, University of Turin View citations (1)
    See also Journal Article Global Cities and Local Challenges: Booms and Busts in the London Real Estate Market, The Journal of Real Estate Finance and Economics, Springer (2022) View citations (1) (2022)
16. Improvement on the LR Test Statistic on the Cointegrating Relations in VAR Models: Bootstrap Methods and Applications
    Department of Economics and Statistics Cognetti de Martiis. Working Papers, University of Turin
17. Unified Theory for the Large Family of Time Varying Models with Arma Representations: One Solution Fits All
    Department of Economics and Statistics Cognetti de Martiis. Working Papers, University of Turin View citations (1)

2019

18. Hedge Fund Strategies: A non-Parametric Analysis
    Department of Economics and Statistics Cognetti de Martiis. Working Papers, University of Turin View citations (1)
    See also Journal Article Hedge fund strategies: A non-parametric analysis, International Review of Financial Analysis, Elsevier (2020) View citations (3) (2020)
19. Housing Market Cycles in Large Urban Areas
    Department of Economics and Statistics Cognetti de Martiis. Working Papers, University of Turin View citations (1)
    See also Journal Article Housing market cycles in large urban areas, Economic Modelling, Elsevier (2020) View citations (4) (2020)
20. Modelling Housing Market Cycles in Global Cities
    Department of Economics and Statistics Cognetti de Martiis. Working Papers, University of Turin
21. Second Order Time Dependent Inflation Persistence in the United States: a GARCH-in-Mean Model with Time Varying Coefficients
    Department of Economics and Statistics Cognetti de Martiis. Working Papers, University of Turin View citations (3)
22. Wildfire Crime and Social Vulnerability in Italy: A Panel Investigation
    Department of Economics and Statistics Cognetti de Martiis. Working Papers, University of Turin

2000

23. The Size and Power of Bootstrap Tests for Linear Restrictions in Misspecified Cointegrating Relationships
    Econometric Society World Congress 2000 Contributed Papers, Econometric Society View citations (1)

Journal Articles

2024

1. Inflation dynamics and persistence: The importance of the uncertainty channel
   The North American Journal of Economics and Finance, 2024, 72, (C) View citations (1)
2. Navigating Energy Market Cycles: Insights from a Comprehensive Analysis
   International Journal of Energy Economics and Policy, 2024, 14, (5), 35-48
3. Socio-economic risk factors and wildfire crime in Italy: a quantile panel approach
   Empirical Economics, 2024, 66, (1), 431-465
   See also Working Paper Socio-Economic Risk Factors and Wildfire Crime in Italy: A Quantile Panel Approach, Department of Economics and Statistics Cognetti de Martiis. Working Papers (2023) (2023)

2023

4. Dynamic relations between housing Markets, stock Markets, and uncertainty in global Cities: A Time-Frequency approach
   The North American Journal of Economics and Finance, 2023, 68, (C) View citations (3)
   See also Working Paper Dynamic Relations Between Housing Markets, Stock Markets, and Uncertainty in Global Cities: A Time-Frequency Approach, Department of Economics and Statistics Cognetti de Martiis. Working Papers (2022) (2022)
5. The role of environmental and financial motivations in the adoption of energy-saving technologies: Evidence from European Union data
   The Quarterly Review of Economics and Finance, 2023, 91, (C), 1-14
   See also Working Paper The Role of Environmental and Financial Motivations in the Adoption of EnergySaving Technologies: Evidence from European Union Data, Department of Economics and Statistics Cognetti de Martiis. Working Papers (2023) (2023)

2022

6. Global Cities and Local Challenges: Booms and Busts in the London Real Estate Market
   The Journal of Real Estate Finance and Economics, 2022, 64, (1), 1-29 View citations (1)
   See also Working Paper Global Cities and Local Challenges: Booms and Busts in the London Real Estate Market, Department of Economics and Statistics Cognetti de Martiis. Working Papers (2020) View citations (1) (2020)
7. Small Sample Adjustment for Hypotheses Testing on Cointegrating Vectors
   Journal of Time Series Econometrics, 2022, 14, (1), 51-85
   See also Working Paper Small Sample Adjustment for Hypotheses Testing on Cointegrating Vectors, Department of Economics and Statistics Cognetti de Martiis. Working Papers (2021) (2021)
8. The role of precious metals in portfolio diversification during the Covid19 pandemic: A wavelet-based quantile approach
   Resources Policy, 2022, 75, (C) View citations (12)

2021

9. Energy Market Risk Management under Uncertainty: A VaR Based on Wavelet Approach
   International Journal of Energy Economics and Policy, 2021, 11, (5), 130-137 View citations (1)
10. Evidence of Stock Market Contagion during the COVID-19 Pandemic: A Wavelet-Copula-GARCH Approach
    JRFM, 2021, 14, (7), 1-18 View citations (12)
11. Wildfire crime, apprehension and social vulnerability in Italy
    Forest Policy and Economics, 2021, 122, (C)

2020

12. Global Cities and Local Housing Market Cycles
    The Journal of Real Estate Finance and Economics, 2020, 61, (4), 671-697 View citations (6)
13. Hedge fund strategies: A non-parametric analysis
    International Review of Financial Analysis, 2020, 67, (C) View citations (3)
    See also Working Paper Hedge Fund Strategies: A non-Parametric Analysis, Department of Economics and Statistics Cognetti de Martiis. Working Papers (2019) View citations (1) (2019)
14. Housing market cycles in large urban areas
    Economic Modelling, 2020, 92, (C), 257-267 View citations (4)
    See also Working Paper Housing Market Cycles in Large Urban Areas, Department of Economics and Statistics Cognetti de Martiis. Working Papers (2019) View citations (1) (2019)

2018

15. Housing, Housing Finance and Credit Risk
    IJFS, 2018, 6, (2), 1-23 View citations (1)

2016

16. A note on Bartlett correction factor for tests on cointegrating relations
    Statistics & Probability Letters, 2016, 110, (C), 296-304 View citations (3)
17. Dynamic asymmetries in house price cycles: A generalized smooth transition model
    Journal of Empirical Finance, 2016, 37, (C), 91-103 View citations (13)

2014

18. Does faith move stock markets? Evidence from Saudi Arabia
    The Quarterly Review of Economics and Finance, 2014, 54, (4), 538-550 View citations (20)
19. Real estate market and financial stability in US metropolitan areas: A dynamic model with spatial effects
    Regional Science and Urban Economics, 2014, 49, (C), 129-146 View citations (15)

2011

20. A mixed integer linear programming model for optimal sovereign debt issuance
    European Journal of Operational Research, 2011, 214, (3), 749-758 View citations (6)

2009

21. e-Business usage across and within firms in the UK: profitability, externalities and policy
    Research Policy, 2009, 38, (1), 133-143 View citations (37)

2008

22. Financial constraints to innovation in the UK: evidence from CIS2 and CIS3
    Oxford Economic Papers, 2008, 60, (4), 711-730 View citations (97)

2007

23. Improvement of the quasi‐likelihood ratio test in ARMA models: some results for bootstrap methods
    Journal of Time Series Analysis, 2007, 28, (3), 434-453 View citations (5)

2006

24. Small sample corrections for linear restrictions on cointegrating vectors: A Monte Carlo comparison
    Economics Letters, 2006, 91, (3), 330-336 View citations (7)

2005

25. Financing Constraints in the Inter Firm Diffusion of New Process Technologies
    The Journal of Technology Transfer, 2005, 30, (2_2), 159-169 View citations (20)
    See also Chapter Financing Constraints in the Inter Firm Diffusion of New Process Technologies, Springer Books, 2005, 247-257 (2005) View citations (17) (2005)

2004

26. Comparative international diffusion: Patterns, determinants and policies
    Economics of Innovation and New Technology, 2004, 13, (3), 279-298 View citations (25)

Chapters

2005

1. Financing Constraints in the Inter Firm Diffusion of New Process Technologies
   Springer View citations (17)
   See also Journal Article Financing Constraints in the Inter Firm Diffusion of New Process Technologies, Springer (2005) View citations (20) (2005)