IDEAS home Printed from https://ideas.repec.org/e/pca166.html
   My authors  Follow this author

Alessandra Canepa

Personal Details

First Name:Alessandra
Middle Name:
Last Name:Canepa
Suffix:
RePEc Short-ID:pca166
[This author has chosen not to make the email address public]
http://www.est-en.unito.it/do/docenti.pl/Alias?alessandra.canepa#profilo

Affiliation

Dipartimento di Economia e Statistica "Cognetti de Martiis"
Università degli Studi di Torino

Torino, Italy
http://www.de.unito.it/
RePEc:edi:detorit (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Alqaralleh, Huthaifa Sameeh & Canepa, Alessandra & Muchova, Eva, 2024. "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 202412, University of Turin.
  2. Karanasos, Menelaos & Paraskevopoulos, Alexandros & Magdalinos, Anastasios & Canepa, Alessandra, 2024. "A Unified Theory for Arma Models with Varying Coefficients: One Solution Fits All," Department of Economics and Statistics Cognetti de Martiis. Working Papers 202413, University of Turin.
  3. Canepa, Alessandra & Chersoni, Giulia & Fontana, Magda, 2023. "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 202309, University of Turin.
  4. Canepa, Alessandra & Zanetti Chini, Emilio & Alqaralleh, Huthaifa, 2023. "Modelling and Forecasting Energy Market Cycles: A Generalized Smooth Transition Approach," Department of Economics and Statistics Cognetti de Martiis. Working Papers 202318, University of Turin.
  5. Canepa, Alessandra, 2023. "Socio-Economic Risk Factors and Wildfire Crime in Italy: A Quantile Panel Approach," Department of Economics and Statistics Cognetti de Martiis. Working Papers 202310, University of Turin.
  6. Huthaifa Alqaralleh & Gazi Salah Uddin & Canepa, Alessandra, 2022. "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 202204, University of Turin.
  7. Huthaifa Alqaralleh & Canepa, Alessandra & Gazi Salah Uddin, 2022. "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 202213, University of Turin.
  8. Alessandra Canepa, & Karanasos, Menelaos & Paraskevopoulos, Athanasios & Chini, Emilio Zanetti, 2022. "Forecasting Ination: A GARCH-in-Mean-Level Model with Time Varying Predictability," Department of Economics and Statistics Cognetti de Martiis. Working Papers 202212, University of Turin.
  9. Canepa, Alessandra, 2022. "Ination Dynamics and Time-Varying Persistence: The Importance of the Uncertainty Channel," Department of Economics and Statistics Cognetti de Martiis. Working Papers 202211, University of Turin.
  10. Canepa, Alessandra, 2021. "Small Sample Adjustment for Hypotheses Testing on Cointegrating Vectors," Department of Economics and Statistics Cognetti de Martiis. Working Papers 202108, University of Turin.
  11. Alqaralleh, Huthaifa & Canepa, Alessandra & Chini, Zanetti, 2021. "Financial Contagion During the Covid-19 Pandemic: A Wavelet-Copula-GARCH Approach," Department of Economics and Statistics Cognetti de Martiis. Working Papers 202110, University of Turin.
  12. Canepa, Alessandra & Fontana, Magda & Chersoni, Giulia, 2021. "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 202109, University of Turin.
  13. Alqaralleh, Huthaifa & Canepa, Alessandra & Zanetti Chini, Emilio, 2020. "COVID-19 Pandemic and Stock Market Contagion: A Wavelet-Copula GARCH Approach," Department of Economics and Statistics Cognetti de Martiis. Working Papers 202012, University of Turin.
  14. Canepa, Alessandra, 2020. "Bootstrap Bartlett Adjustment for Hypotheses Testing on Cointegrating Vectors," Department of Economics and Statistics Cognetti de Martiis. Working Papers 202006, University of Turin.
  15. Canepa, Alessandra, 2020. "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 202007, University of Turin.
  16. Canepa, Alessandra & Zanetti Chini, Emilio & Alqaralleh, Huthaifa, 2020. "Global Cities and Local Challenges: Booms and Busts in the London Real Estate Market," Department of Economics and Statistics Cognetti de Martiis. Working Papers 202011, University of Turin.
  17. Karanasos, Menelaos & Paraskevopoulos,Alexandros & Canepa, Alessandra, 2020. "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 202008, University of Turin.
  18. Canepa,Alessandra & Drogo,Federico, 2019. "Wildfire Crime and Social Vulnerability in Italy: A Panel Investigation," Department of Economics and Statistics Cognetti de Martiis. Working Papers 202005, University of Turin.
  19. Canepa, Alessandra & Alqaralleh, Huthaifa, 2019. "Housing Market Cycles in Large Urban Areas," Department of Economics and Statistics Cognetti de Martiis. Working Papers 201903, University of Turin.
  20. Alessandra Canepa, & Menelaos G. Karanasos & Alexandros G. Paraskevopoulos,, 2019. "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 201911, University of Turin.
  21. Canepa, Alessandra & de la O. González, María & Skinner, Frank S., 2019. "Hedge Fund Strategies: A non-Parametric Analysis," Department of Economics and Statistics Cognetti de Martiis. Working Papers 201902, University of Turin.
  22. Canepa, Alessandra & Zanetti Chini, Emilio & Alqaralleh, Huthaifa, 2019. "Modelling Housing Market Cycles in Global Cities," Department of Economics and Statistics Cognetti de Martiis. Working Papers 201901, University of Turin.
  23. Alessandra Canepa & Raymond O'Brien, 2000. "The Size and Power of Bootstrap Tests for Linear Restrictions in Misspecified Cointegrating Relationships," Econometric Society World Congress 2000 Contributed Papers 1807, Econometric Society.

Articles

  1. Alessandra Canepa, 2024. "Socio-economic risk factors and wildfire crime in Italy: a quantile panel approach," Empirical Economics, Springer, vol. 66(1), pages 431-465, January.
  2. Huthaifa Alqaralleh & Awon Almajali & Alessandra Canepa, 2024. "Navigating Energy Market Cycles: Insights from a Comprehensive Analysis," International Journal of Energy Economics and Policy, Econjournals, vol. 14(5), pages 35-48, September.
  3. Canepa, Alessandra, 2024. "Inflation dynamics and persistence: The importance of the uncertainty channel," The North American Journal of Economics and Finance, Elsevier, vol. 72(C).
  4. Alqaralleh, Huthaifa & Canepa, Alessandra & Salah Uddin, Gazi, 2023. "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, vol. 68(C).
  5. Canepa, Alessandra & Chersoni, Giulia & Fontana, Magda, 2023. "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, vol. 91(C), pages 1-14.
  6. Alqaralleh, Huthaifa & Canepa, Alessandra, 2022. "The role of precious metals in portfolio diversification during the Covid19 pandemic: A wavelet-based quantile approach," Resources Policy, Elsevier, vol. 75(C).
  7. Canepa Alessandra, 2022. "Small Sample Adjustment for Hypotheses Testing on Cointegrating Vectors," Journal of Time Series Econometrics, De Gruyter, vol. 14(1), pages 51-85, January.
  8. Alessandra Canepa & Emilio Zanetti Chini & Huthaifa Alqaralleh, 2022. "Global Cities and Local Challenges: Booms and Busts in the London Real Estate Market," The Journal of Real Estate Finance and Economics, Springer, vol. 64(1), pages 1-29, January.
  9. Huthaifa Sameeh Alqaralleh & Ahmad Al-Saraireh & Alessandra Canepa, 2021. "Energy Market Risk Management under Uncertainty: A VaR Based on Wavelet Approach," International Journal of Energy Economics and Policy, Econjournals, vol. 11(5), pages 130-137.
  10. Huthaifa Alqaralleh & Alessandra Canepa, 2021. "Evidence of Stock Market Contagion during the COVID-19 Pandemic: A Wavelet-Copula-GARCH Approach," JRFM, MDPI, vol. 14(7), pages 1-18, July.
  11. Canepa, Alessandra & Drogo, Federico, 2021. "Wildfire crime, apprehension and social vulnerability in Italy," Forest Policy and Economics, Elsevier, vol. 122(C).
  12. Alqaralleh, Huthaifa & Canepa, Alessandra, 2020. "Housing market cycles in large urban areas," Economic Modelling, Elsevier, vol. 92(C), pages 257-267.
  13. Alessandra Canepa & Emilio Zanetti Chini & Huthaifa Alqaralleh, 2020. "Global Cities and Local Housing Market Cycles," The Journal of Real Estate Finance and Economics, Springer, vol. 61(4), pages 671-697, November.
  14. Canepa, Alessandra & de la O. González, María & Skinner, Frank S., 2020. "Hedge fund strategies: A non-parametric analysis," International Review of Financial Analysis, Elsevier, vol. 67(C).
  15. Alessandra Canepa & Fawaz Khaled, 2018. "Housing, Housing Finance and Credit Risk," IJFS, MDPI, vol. 6(2), pages 1-23, May.
  16. Canepa, Alessandra, 2016. "A note on Bartlett correction factor for tests on cointegrating relations," Statistics & Probability Letters, Elsevier, vol. 110(C), pages 296-304.
  17. Canepa, Alessandra & Chini, Emilio Zanetti, 2016. "Dynamic asymmetries in house price cycles: A generalized smooth transition model," Journal of Empirical Finance, Elsevier, vol. 37(C), pages 91-103.
  18. Moscone, Francesco & Tosetti, Elisa & Canepa, Alessandra, 2014. "Real estate market and financial stability in US metropolitan areas: A dynamic model with spatial effects," Regional Science and Urban Economics, Elsevier, vol. 49(C), pages 129-146.
  19. Canepa, Alessandra & Ibnrubbian, Abdullah, 2014. "Does faith move stock markets? Evidence from Saudi Arabia," The Quarterly Review of Economics and Finance, Elsevier, vol. 54(4), pages 538-550.
  20. Date, P. & Canepa, A. & Abdel-Jawad, M., 2011. "A mixed integer linear programming model for optimal sovereign debt issuance," European Journal of Operational Research, Elsevier, vol. 214(3), pages 749-758, November.
  21. Battisti, Giuliana & Canepa, Alessandra & Stoneman, Paul, 2009. "e-Business usage across and within firms in the UK: profitability, externalities and policy," Research Policy, Elsevier, vol. 38(1), pages 133-143, February.
  22. Alessandra Canepa & Paul Stoneman, 2008. "Financial constraints to innovation in the UK: evidence from CIS2 and CIS3," Oxford Economic Papers, Oxford University Press, vol. 60(4), pages 711-730, October.
  23. A. Canepa & L. G. Godfrey, 2007. "Improvement of the quasi‐likelihood ratio test in ARMA models: some results for bootstrap methods," Journal of Time Series Analysis, Wiley Blackwell, vol. 28(3), pages 434-453, May.
  24. Canepa, Alessandra, 2006. "Small sample corrections for linear restrictions on cointegrating vectors: A Monte Carlo comparison," Economics Letters, Elsevier, vol. 91(3), pages 330-336, June.
  25. Alessandra Canepa & Paul Stoneman, 2005. "Financing Constraints in the Inter Firm Diffusion of New Process Technologies," The Journal of Technology Transfer, Springer, vol. 30(2_2), pages 159-169, January.
  26. A. Canepa & P. Stoneman, 2004. "Comparative international diffusion: Patterns, determinants and policies," Economics of Innovation and New Technology, Taylor & Francis Journals, vol. 13(3), pages 279-298.

Chapters

  1. Alessandra Canepa & Paul Stoneman, 2005. "Financing Constraints in the Inter Firm Diffusion of New Process Technologies," Springer Books, in: Albert N. Link & F. M. Scherer (ed.), Essays in Honor of Edwin Mansfield, pages 247-257, Springer.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 15 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (7) 2019-07-08 2020-06-15 2020-07-20 2020-08-10 2021-05-31 2022-11-07 2022-11-28. Author is listed
  2. NEP-ETS: Econometric Time Series (7) 2019-07-08 2020-06-15 2020-07-20 2020-08-10 2021-05-03 2022-11-07 2022-11-28. Author is listed
  3. NEP-URE: Urban and Real Estate Economics (5) 2019-01-28 2020-07-13 2020-08-24 2022-06-20 2022-10-17. Author is listed
  4. NEP-CMP: Computational Economics (1) 2021-05-03
  5. NEP-ENE: Energy Economics (1) 2021-04-26
  6. NEP-ENV: Environmental Economics (1) 2021-04-26
  7. NEP-EUR: Microeconomic European Issues (1) 2021-04-26
  8. NEP-FMK: Financial Markets (1) 2020-08-24
  9. NEP-FOR: Forecasting (1) 2022-11-28
  10. NEP-MAC: Macroeconomics (1) 2019-01-28
  11. NEP-MON: Monetary Economics (1) 2022-11-28

Corrections

All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Alessandra Canepa should log into the RePEc Author Service.

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.