Alessandra Canepa
Names
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Alessandra |
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Canepa |
Identifer
Contact
Affiliations
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Università degli Studi di Torino
/ Dipartimento di Economia e Statistica "Cognetti de Martiis"
Research profile
author of:
- Improvement of the quasi‐likelihood ratio test in ARMA models: some results for bootstrap methods (RePEc:bla:jtsera:v:28:y:2007:i:3:p:434-453)
by A. Canepa & L. G. Godfrey - Small Sample Adjustment for Hypotheses Testing on Cointegrating Vectors (RePEc:bpj:jtsmet:v:14:y:2022:i:1:p:51-85:n:1)
by Canepa Alessandra - The Size and Power of Bootstrap Tests for Linear Restrictions in Misspecified Cointegrating Relationships (RePEc:ecm:wc2000:1807)
by Alessandra Canepa & Raymond O'Brien - Energy Market Risk Management under Uncertainty: A VaR Based on Wavelet Approach (RePEc:eco:journ2:2021-05-17)
by Huthaifa Sameeh Alqaralleh & Ahmad Al-Saraireh & Alessandra Canepa - Navigating Energy Market Cycles: Insights from a Comprehensive Analysis (RePEc:eco:journ2:2024-05-5)
by Huthaifa Alqaralleh & Awon Almajali & Alessandra Canepa - Housing market cycles in large urban areas (RePEc:eee:ecmode:v:92:y:2020:i:c:p:257-267)
by Alqaralleh, Huthaifa & Canepa, Alessandra - Dynamic relations between housing Markets, stock Markets, and uncertainty in global Cities: A Time-Frequency approach (RePEc:eee:ecofin:v:68:y:2023:i:c:s1062940823000736)
by Alqaralleh, Huthaifa & Canepa, Alessandra & Salah Uddin, Gazi - Inflation dynamics and persistence: The importance of the uncertainty channel (RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000603)
by Canepa, Alessandra - Small sample corrections for linear restrictions on cointegrating vectors: A Monte Carlo comparison (RePEc:eee:ecolet:v:91:y:2006:i:3:p:330-336)
by Canepa, Alessandra - A mixed integer linear programming model for optimal sovereign debt issuance (RePEc:eee:ejores:v:214:y:2011:i:3:p:749-758)
by Date, P. & Canepa, A. & Abdel-Jawad, M. - Dynamic asymmetries in house price cycles: A generalized smooth transition model (RePEc:eee:empfin:v:37:y:2016:i:c:p:91-103)
by Canepa, Alessandra & Chini, Emilio Zanetti - Hedge fund strategies: A non-parametric analysis (RePEc:eee:finana:v:67:y:2020:i:c:s1057521919301802)
by Canepa, Alessandra & de la O. González, María & Skinner, Frank S. - Wildfire crime, apprehension and social vulnerability in Italy (RePEc:eee:forpol:v:122:y:2021:i:c:s1389934120306560)
by Canepa, Alessandra & Drogo, Federico - The role of precious metals in portfolio diversification during the Covid19 pandemic: A wavelet-based quantile approach (RePEc:eee:jrpoli:v:75:y:2022:i:c:s0301420721005390)
by Alqaralleh, Huthaifa & Canepa, Alessandra - Does faith move stock markets? Evidence from Saudi Arabia (RePEc:eee:quaeco:v:54:y:2014:i:4:p:538-550)
by Canepa, Alessandra & Ibnrubbian, Abdullah - The role of environmental and financial motivations in the adoption of energy-saving technologies: Evidence from European Union data (RePEc:eee:quaeco:v:91:y:2023:i:c:p:1-14)
by Canepa, Alessandra & Chersoni, Giulia & Fontana, Magda - Real estate market and financial stability in US metropolitan areas: A dynamic model with spatial effects (RePEc:eee:regeco:v:49:y:2014:i:c:p:129-146)
by Moscone, Francesco & Tosetti, Elisa & Canepa, Alessandra - e-Business usage across and within firms in the UK: profitability, externalities and policy (RePEc:eee:respol:v:38:y:2009:i:1:p:133-143)
by Battisti, Giuliana & Canepa, Alessandra & Stoneman, Paul - A note on Bartlett correction factor for tests on cointegrating relations (RePEc:eee:stapro:v:110:y:2016:i:c:p:296-304)
by Canepa, Alessandra - Housing, Housing Finance and Credit Risk (RePEc:gam:jijfss:v:6:y:2018:i:2:p:50-:d:145475)
by Alessandra Canepa & Fawaz Khaled - Evidence of Stock Market Contagion during the COVID-19 Pandemic: A Wavelet-Copula-GARCH Approach (RePEc:gam:jjrfmx:v:14:y:2021:i:7:p:329-:d:594977)
by Huthaifa Alqaralleh & Alessandra Canepa - Global Cities and Local Housing Market Cycles (RePEc:kap:jrefec:v:61:y:2020:i:4:d:10.1007_s11146-019-09734-8)
by Alessandra Canepa & Emilio Zanetti Chini & Huthaifa Alqaralleh - Global Cities and Local Challenges: Booms and Busts in the London Real Estate Market (RePEc:kap:jrefec:v:64:y:2022:i:1:d:10.1007_s11146-020-09802-4)
by Alessandra Canepa & Emilio Zanetti Chini & Huthaifa Alqaralleh - Financing Constraints in the Inter Firm Diffusion of New Process Technologies (RePEc:kap:jtecht:v:30:y:2005:i:2_2:p:159-169)
by Alessandra Canepa & Paul Stoneman - Financial constraints to innovation in the UK: evidence from CIS2 and CIS3 (RePEc:oup:oxecpp:v:60:y:2008:i:4:p:711-730)
by Alessandra Canepa & Paul Stoneman - Socio-economic risk factors and wildfire crime in Italy: a quantile panel approach (RePEc:spr:empeco:v:66:y:2024:i:1:d:10.1007_s00181-023-02462-2)
by Alessandra Canepa - Financing Constraints in the Inter Firm Diffusion of New Process Technologies (RePEc:spr:sprchp:978-0-387-25022-9_19)
by Alessandra Canepa & Paul Stoneman - Comparative international diffusion: Patterns, determinants and policies (RePEc:taf:ecinnt:v:13:y:2004:i:3:p:279-298)
by A. Canepa & P. Stoneman - Modelling Housing Market Cycles in Global Cities (RePEc:uto:dipeco:201901)
by Canepa, Alessandra & Zanetti Chini, Emilio & Alqaralleh, Huthaifa - Hedge Fund Strategies: A non-Parametric Analysis (RePEc:uto:dipeco:201902)
by Canepa, Alessandra & de la O. González, María & Skinner, Frank S. - Housing Market Cycles in Large Urban Areas (RePEc:uto:dipeco:201903)
by Canepa, Alessandra & Alqaralleh, Huthaifa - Second Order Time Dependent Inflation Persistence in the United States: a GARCH-in-Mean Model with Time Varying Coefficients (RePEc:uto:dipeco:201911)
by Alessandra Canepa, & Menelaos G. Karanasos & Alexandros G. Paraskevopoulos, - Wildfire Crime and Social Vulnerability in Italy: A Panel Investigation (RePEc:uto:dipeco:202005)
by Canepa,Alessandra & Drogo,Federico - Bootstrap Bartlett Adjustment for Hypotheses Testing on Cointegrating Vectors (RePEc:uto:dipeco:202006)
by Canepa, Alessandra - Improvement on the LR Test Statistic on the Cointegrating Relations in VAR Models: Bootstrap Methods and Applications (RePEc:uto:dipeco:202007)
by Canepa, Alessandra - Unified Theory for the Large Family of Time Varying Models with Arma Representations: One Solution Fits All (RePEc:uto:dipeco:202008)
by Karanasos, Menelaos & Paraskevopoulos,Alexandros & Canepa, Alessandra - Global Cities and Local Challenges: Booms and Busts in the London Real Estate Market (RePEc:uto:dipeco:202011)
by Canepa, Alessandra & Zanetti Chini, Emilio & Alqaralleh, Huthaifa - COVID-19 Pandemic and Stock Market Contagion: A Wavelet-Copula GARCH Approach (RePEc:uto:dipeco:202012)
by Alqaralleh, Huthaifa & Canepa, Alessandra & Zanetti Chini, Emilio - Small Sample Adjustment for Hypotheses Testing on Cointegrating Vectors (RePEc:uto:dipeco:202108)
by Canepa, Alessandra - The Role of Environmental and Financial Concerns on Energy-Saving Investments: A Stochastic Dominance Analysis (RePEc:uto:dipeco:202109)
by Canepa, Alessandra & Fontana, Magda & Chersoni, Giulia - Financial Contagion During the Covid-19 Pandemic: A Wavelet-Copula-GARCH Approach (RePEc:uto:dipeco:202110)
by Alqaralleh, Huthaifa & Canepa, Alessandra & Chini, Zanetti - Time-frequency connectedness across housing markets, stock market and uncertainty: A Wavelet-Time Varying Parameter Vector Autoregression (RePEc:uto:dipeco:202204)
by Huthaifa Alqaralleh & Gazi Salah Uddin & Canepa, Alessandra - Ination Dynamics and Time-Varying Persistence: The Importance of the Uncertainty Channel (RePEc:uto:dipeco:202211)
by Canepa, Alessandra - Forecasting Ination: A GARCH-in-Mean-Level Model with Time Varying Predictability (RePEc:uto:dipeco:202212)
by Alessandra Canepa, & Karanasos, Menelaos & Paraskevopoulos, Athanasios & Chini, Emilio Zanetti - Dynamic Relations Between Housing Markets, Stock Markets, and Uncertainty in Global Cities: A Time-Frequency Approach (RePEc:uto:dipeco:202213)
by Huthaifa Alqaralleh & Canepa, Alessandra & Gazi Salah Uddin - The Role of Environmental and Financial Motivations in the Adoption of EnergySaving Technologies: Evidence from European Union Data (RePEc:uto:dipeco:202309)
by Canepa, Alessandra & Chersoni, Giulia & Fontana, Magda - Socio-Economic Risk Factors and Wildfire Crime in Italy: A Quantile Panel Approach (RePEc:uto:dipeco:202310)
by Canepa, Alessandra - Modelling and Forecasting Energy Market Cycles: A Generalized Smooth Transition Approach (RePEc:uto:dipeco:202318)
by Canepa, Alessandra & Zanetti Chini, Emilio & Alqaralleh, Huthaifa - Inflation Synchronization and Shock Transmission Between the Eurozone and the Non-Euro CEE Economies: A Wavelet Quantile Var Approach (RePEc:uto:dipeco:202412)
by Alqaralleh, Huthaifa Sameeh & Canepa, Alessandra & Muchova, Eva - A Unified Theory for Arma Models with Varying Coefficients: One Solution Fits All (RePEc:uto:dipeco:202413)
by Karanasos, Menelaos & Paraskevopoulos, Alexandros & Magdalinos, Anastasios & Canepa, Alessandra - Modelling Dynamic Relationships Between Energy Prices and Inflation in Euro Area Using Wavelets (RePEc:uto:dipeco:202420)
by Alqaralleh, Huthaifa Sameeh & Canepa, Alessandra - Environmental Performance and Institutions Quality in Europe: A Bayesian Model Averaging Approach (RePEc:uto:dipeco:202421)
by Bodganand, Dima & Canepa, Alessandra - Navigating Energy Market Cycles: Insights from a Comprehensive Analysis (RePEc:uto:dipeco:202422)
by Alqaralleh, Huthaifa & Almajali Mutah, Awon & Canepa, Alessandra