Details about Fabrizio Ferriani

Access statistics for papers by Fabrizio Ferriani.

Last updated 2025-01-13. Update your information in the RePEc Author Service.

Short-id: pfe491

Working Papers

2024

1. ESG risks and corporate viability: insights from default probability term structure analysis
   Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area
2. Geoeconomic fragmentation and firms' financial performance
   Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area View citations (1)

2023

3. Flight to climatic safety: local natural disasters and global portfolio flows
   Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area View citations (1)
4. Macroeconomic news, the financial cycle and the commodity cycle: the Chinese footprint
   Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area View citations (2)
   See also Journal Article Macroeconomic news, the financial cycle and the commodity cycle: The Chinese footprint, Economics Letters, Elsevier (2023) View citations (2) (2023)
5. The European energy crisis and the consequences for the global natural gas market
   Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area View citations (1)
   See also Journal Article The European Energy Crisis and the Consequences for the Global Natural Gas Market, The Energy Journal (2025) View citations (1) (2025)
6. The gravity of Offshore Financial Centers: estimating real FDIs using a binary choice model
   Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area
   See also Journal Article The gravity of Offshore Financial Centers: Estimating real FDIs using a binary choice model, International Economics, Elsevier (2024) (2024)
7. The invasion of Ukraine and the energy crisis: comparative advantages in equity valuations
   Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area View citations (2)
   See also Journal Article The invasion of Ukraine and the energy crisis: Comparative advantages in equity valuations, Finance Research Letters, Elsevier (2023) View citations (1) (2023)

2022

8. Issuing bonds during the Covid-19 pandemic: is there an ESG premium?
   Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area View citations (2)
   See also Journal Article Issuing bonds during the Covid-19 pandemic: Was there an ESG premium?, International Review of Financial Analysis, Elsevier (2023) View citations (7) (2023)
9. The impact of the war in Ukraine on energy prices: consequences for firms' financial performance
   Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area View citations (5)
   See also Journal Article The impact of the war in Ukraine on energy prices: Consequences for firms’ financial performance, International Economics, Elsevier (2023) View citations (12) (2023)

2021

10. Benchmark Effects from the Inclusion of Chinese A-shares in the MSCI EM index
    Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area View citations (1)
    See also Journal Article Benchmark effects from the inclusion of Chinese A-shares in the MSCI EM index, Economics Letters, Elsevier (2022) View citations (7) (2022)
11. Financial condition indices for emerging market economies: can Google help?
    Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area
    See also Journal Article Financial condition indices for emerging market economies: Can Google help?, Economics Letters, Elsevier (2022) (2022)

2019

12. An early warning system for less significant Italian banks
    Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area View citations (4)
13. Risk premium in the era of shale oil
    Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area View citations (3)
14. U.S. shale producers: a case of dynamic risk management?
    Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area
    Also in MPRA Paper, University Library of Munich, Germany (2018)

2018

15. Futures risk premia in the era of shale oil
    MPRA Paper, University Library of Munich, Germany View citations (1)

2010

16. Informed and uninformed traders at work: evidence from the French market
    MPRA Paper, University Library of Munich, Germany View citations (1)

Journal Articles

2025

1. The European Energy Crisis and the Consequences for the Global Natural Gas Market
   The Energy Journal, 2025, 46, (1), 119-145 View citations (1)
   See also Working Paper The European energy crisis and the consequences for the global natural gas market, Questioni di Economia e Finanza (Occasional Papers) (2023) View citations (1) (2023)

2024

2. The gravity of Offshore Financial Centers: Estimating real FDIs using a binary choice model
   International Economics, 2024, 178, (C)
   See also Working Paper The gravity of Offshore Financial Centers: estimating real FDIs using a binary choice model, Questioni di Economia e Finanza (Occasional Papers) (2023) (2023)
3. The importance of labels for sustainable investments: SFDR versus Morningstar globes
   Applied Economics Letters, 2024, 31, (18), 1813-1819

2023

4. Issuing bonds during the Covid-19 pandemic: Was there an ESG premium?
   International Review of Financial Analysis, 2023, 88, (C) View citations (7)
   See also Working Paper Issuing bonds during the Covid-19 pandemic: is there an ESG premium?, Temi di discussione (Economic working papers) (2022) View citations (2) (2022)
5. Macroeconomic news, the financial cycle and the commodity cycle: The Chinese footprint
   Economics Letters, 2023, 231, (C) View citations (2)
   See also Working Paper Macroeconomic news, the financial cycle and the commodity cycle: the Chinese footprint, Questioni di Economia e Finanza (Occasional Papers) (2023) View citations (2) (2023)
6. The impact of the war in Ukraine on energy prices: Consequences for firms’ financial performance
   International Economics, 2023, 174, (C), 221-230 View citations (12)
   See also Working Paper The impact of the war in Ukraine on energy prices: consequences for firms' financial performance, Questioni di Economia e Finanza (Occasional Papers) (2022) View citations (5) (2022)
7. The invasion of Ukraine and the energy crisis: Comparative advantages in equity valuations
   Finance Research Letters, 2023, 58, (PD) View citations (1)
   See also Working Paper The invasion of Ukraine and the energy crisis: comparative advantages in equity valuations, Questioni di Economia e Finanza (Occasional Papers) (2023) View citations (2) (2023)

2022

8. Benchmark effects from the inclusion of Chinese A-shares in the MSCI EM index
   Economics Letters, 2022, 216, (C) View citations (7)
   See also Working Paper Benchmark Effects from the Inclusion of Chinese A-shares in the MSCI EM index, Questioni di Economia e Finanza (Occasional Papers) (2021) View citations (1) (2021)
9. Financial condition indices for emerging market economies: Can Google help?
   Economics Letters, 2022, 216, (C)
   See also Working Paper Financial condition indices for emerging market economies: can Google help?, Questioni di Economia e Finanza (Occasional Papers) (2021) (2021)
10. Hedging and investment trade-offs in the U.S. oil industry
    Energy Economics, 2022, 106, (C) View citations (4)
11. The dynamics of price jumps in the stock market: an empirical study on Europe and U.S
    The European Journal of Finance, 2022, 28, (7), 718-742 View citations (1)

2021

12. ESG risks in times of Covid-19
    Applied Economics Letters, 2021, 28, (18), 1537-1541 View citations (26)
13. From taper tantrum to Covid-19: Portfolio flows to emerging markets in periods of stress
    Journal of International Financial Markets, Institutions and Money, 2021, 74, (C) View citations (16)

2019

14. More distance, more remittance? Remitting behavior, travel cost, and the size of the informal channel
    Economic Notes, 2019, 48, (3) View citations (11)

2015

15. Traders and time: who moves the market?
    Studies in Economics and Finance, 2015, 32, (1), 74-97

2012

16. Estimating and testing non‐affine option pricing models with a large unbalanced panel of options
    Econometrics Journal, 2012, 15, (2), 171-203 View citations (7)