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Lucia Alessi

Personal Details

First Name:Lucia
Middle Name:
Last Name:Alessi
Suffix:
RePEc Short-ID:pal837
[This author has chosen not to make the email address public]

Affiliation

Joint Research Centre
European Commission

Sevilla, Spain
https://ec.europa.eu/jrc/en/about/jrc-site/seville
RePEc:edi:ipjrces (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Alessi, Lucia & Giacomelli , Andrea, 2024. "Quantitative assessment of the financial materiality of climate physical risks: a case study," JRC Working Papers in Economics and Finance 2024-05, Joint Research Centre, European Commission.
  2. Roberto Savona & Cristina Maria Alberini & Lucia Alessi & Iacopo Baussano & Petros Dellaportas & Ranieri Guerra & Sean Khozin & Andrea Modena & Sergio Pecorelli & Guido Rasi & Paolo Daniele Siviero & , 2023. "Towards a Framework for a New Research Ecosystem," Papers 2312.07065, arXiv.org, revised Dec 2023.
  3. Alessi, Lucia & Hirschbuhl, Dominik & Rossi, Alessandro, 2022. "A sustainability transition on the move? Evidence based on the disconnect from market fundamentals," JRC Working Papers in Economics and Finance 2022-10, Joint Research Centre, European Commission.
  4. Alessi, Lucia & Di Girolamo, Francesca Erica & Pagano, Andrea & Petracco Giudici, Marco, 2022. "Accounting for climate transition risk in banks' capital requirements," JRC Working Papers in Economics and Finance 2022-08, Joint Research Centre, European Commission.
  5. Alessi, Lucia & Battiston, Stefano, 2021. "Two sides of the same coin: Green Taxonomy alignment versus transition risk in financial portfolios," JRC Working Papers in Economics and Finance 2021-14, Joint Research Centre, European Commission.
  6. Alessi, Lucia & Elisa, Ossola & Panzica, Roberto, 2021. "When do investors go green? Evidence from a time-varying asset-pricing model," JRC Working Papers in Economics and Finance 2021-13, Joint Research Centre, European Commission.
  7. Alessi, Lucia & Battiston, Stefano & Kvedaras, Virmantas, 2021. "Over with carbon? Investors' reaction to the Paris Agreement and the US withdrawal," JRC Working Papers in Economics and Finance 2021-12, Joint Research Centre, European Commission.
  8. Alessi, Lucia & Ossola, Elisa & Panzica, Roberto, 2019. "The Greenium matters: greenhouse gas emissions, environmental disclosures, and stock prices," JRC Working Papers in Economics and Finance 2019-12, Joint Research Centre, European Commission, revised Apr 2020.
  9. Alessi, Lucia & Balduzzi, Pierluigi & Savona, Roberto, 2019. "Anatomy of a Sovereign Debt Crisis: CDS Spreads and Real-Time Macroeconomic Data," JRC Working Papers in Economics and Finance 2019-03, Joint Research Centre, European Commission.
  10. Alessi, Lucia & Bruno, Brunella & Carletti, Elena & Neugebauer, Katja, 2019. "What drives bank coverage ratios: Evidence from the euro area," JRC Working Papers in Economics and Finance 2019-14, Joint Research Centre, European Commission.
  11. Alessi, Lucia & Benczur, Peter & Campolongo, Francesca & Cariboni, Jessica & Manca, Anna Rita & Menyhert, Balint & Pagano, Andrea, 2018. "The resilience of EU Member States to the financial and economic crisis. What are the characteristics of resilient behaviour?," JRC Research Reports JRC111606, Joint Research Centre.
  12. Alessi, Lucia & Cannas, Giuseppina & Maccaferri, Sara & Petracco Giudici, Marco, 2017. "The European Deposit Insurance Scheme: Assessing risk absorption via SYMBOL," JRC Working Papers in Economics and Finance 2017-12, Joint Research Centre, European Commission.
  13. Alessi, Lucia & Kerssenfischer, Mark, 2016. "The response of asset prices to monetary policy shocks: stronger than thought," Working Paper Series 1967, European Central Bank.
  14. Alessi, Lucia & Antunes, Antonio & Babecky, Jan & Baltussen, Simon & Behn, Markus & Bonfim, Diana & Bush, Oliver & Detken, Carsten & Frost, Jon & Guimaraes, Rodrigo & Havranek, Tomas & Joy, Mark & Kau, 2015. "Comparing different early warning systems: Results from a horse race competition among members of the Macro-prudential Research Network," MPRA Paper 62194, University Library of Munich, Germany.
  15. Detken, Carsten & Alessi, Lucia, 2014. "Identifying excessive credit growth and leverage," Working Paper Series 1723, European Central Bank.
  16. Onorante, Luca & Alessi, Lucia & Ghysels, Eric & Potter, Simon & Peach, Richard, 2014. "Central bank macroeconomic forecasting during the global financial crisis: the European Central Bank and Federal Reserve Bank of New York experiences," Working Paper Series 1688, European Central Bank.
  17. Detken, Carsten & Weeken, Olaf & Alessi, Lucia & Bonfim, Diana & Boucinha, Miguel & Castro, Christian & Frontczak, Sebastian & Giordana, Gaston & Giese, Julia & Wildmann, Nadya & Kakes, Jan & Klaus, B, 2014. "Operationalising the countercyclical capital buffer: indicator selection, threshold identification and calibration options," ESRB Occasional Paper Series 5, European Systemic Risk Board.
  18. Alessi, Lucia & Barigozzi, Matteo & Capasso, Marco, 2009. "Estimation and forecasting in large datasets with conditionally heteroskedastic dynamic common factors," Working Paper Series 1115, European Central Bank.
  19. Detken, Carsten & Alessi, Lucia, 2009. "'Real time'early warning indicators for costly asset price boom/bust cycles: a role for global liquidity," Working Paper Series 1039, European Central Bank.
  20. Barigozzi, Matteo & Alessi, Lucia & Capasso, Marco & Fagiolo, Giorgio, 2009. "The distribution of households consumption-expenditure budget shares," Working Paper Series 1061, European Central Bank.
  21. Lucia Alessi & Matteo Barigozzi & Marco Capasso, 2009. "Forecasting Large Datasets with Conditionally Heteroskedastic Dynamic Common Factors," Working Papers ECARES 2009_005, ULB -- Universite Libre de Bruxelles.
  22. Lucia Alessi & Matteo Barigozzi & Marco Capasso, 2009. "A Robust Criterion for Determining the Number of Factors in Approximate Factor Models," Working Papers ECARES 2009_023, ULB -- Universite Libre de Bruxelles.
  23. Matteo Barigozzi & Lucia Alessi & Marco Capasso & Giorgio Fagiolo, 2008. "The Distribution of Consumption-Expenditure Budget Shares. Evidence from Italian Households," Papers on Economics and Evolution 2008-09, Philipps University Marburg, Department of Geography.
  24. Alessi, Lucia & Barigozzi, Matteo & Capasso, Marco, 2008. "A robust criterion for determining the number of static factors in approximate factor models," Working Paper Series 903, European Central Bank.
  25. Alessi, Lucia & Barigozzi, Matteo & Capasso, Marco, 2008. "A review of nonfundamentalness and identification in structural VAR models," Working Paper Series 922, European Central Bank.
  26. Giorgio Fagiolo & Lucia Alessi & Matteo Barigozzi & Marco Capasso, 2007. "On the distributional properties of household consumption expenditures. The case of Italy," LEM Papers Series 2007/24, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
  27. Marco Capasso & Lucia Alessi & Matteo Barigozzi & Giorgio Fagiolo, 2007. "On approximating the distributions of goodness-of-fit test statistics based on the empirical distribution function: The case of unknown parameters," LEM Papers Series 2007/23, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
  28. Lucia Alessi & Matteo Barigozzi & Marco Capasso, 2006. "Generalized Dynamic Factor Model + GARCH Exploiting Multivariate Information for Univariate Prediction," LEM Papers Series 2006/13, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
  29. Lucia Alessi & Matteo Barigozzi & Marco Capasso, 2006. "A Dynamic Factor Analysis of Business Cycle on Firm-Level Data," LEM Papers Series 2006/27, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
  30. Lucia Alessi & Matteo Barigozzi & Marco Capasso, 2006. "Dynamic Factor GARCH: Multivariate Volatility Forecast for a Large Number of Series," LEM Papers Series 2006/25, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.

Articles

  1. Lucia Alessi & Theodor Cojoianu & Andreas G. F. Hoepner & Giovanna Michelon, 2024. "Accounting for the EU Green Taxonomy: exploring its concept, data and analytics," Accounting Forum, Taylor & Francis Journals, vol. 48(3), pages 365-373, July.
  2. Alessi, Lucia & Di Girolamo, Erica Francesca & Pagano, Andrea & Giudici, Marco Petracco, 2024. "Accounting for climate transition risk in banks’ capital requirements," Journal of Financial Stability, Elsevier, vol. 73(C).
  3. Alessi, Lucia & Battiston, Stefano & Kvedaras, Virmantas, 2024. "Over with carbon? Investors’ reaction to the Paris Agreement and the US withdrawal," Journal of Financial Stability, Elsevier, vol. 71(C).
  4. Alessi, Lucia & Ossola, Elisa & Panzica, Roberto, 2023. "When do investors go green? Evidence from a time-varying asset-pricing model," International Review of Financial Analysis, Elsevier, vol. 90(C).
  5. Pierluigi Balduzzi & Roberto Savona & Lucia Alessi, 2023. "Anatomy of a Sovereign Debt Crisis: Machine Learning, Real-Time Macro Fundamentals, and CDS Spreads," Journal of Financial Econometrics, Oxford University Press, vol. 21(5), pages 1728-1758.
  6. Alessi, Lucia & Battiston, Stefano, 2022. "Two sides of the same coin: Green Taxonomy alignment versus transition risk in financial portfolios," International Review of Financial Analysis, Elsevier, vol. 84(C).
  7. Lucia Alessi & Brunella Bruno & Elena Carletti & Katja Neugebauer & Isabella Wolfskeil, 2021. "Cover your assets: non-performing loans and coverage ratios in Europe [Bias-corrected matching estimators for average treatment effects]," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, vol. 36(108), pages 685-733.
  8. Alessi, Lucia & Ossola, Elisa & Panzica, Roberto, 2021. "What greenium matters in the stock market? The role of greenhouse gas emissions and environmental disclosures," Journal of Financial Stability, Elsevier, vol. 54(C).
  9. Lucia Alessi & Brunella Bruno & Elena Carletti & Katja Neugebauer & Isabella Wolfskeil, 2021. "Erratum to: Cover your assets: non-performing loans and coverage ratios in Europe," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, vol. 36(108), pages 775-775.
  10. Alessi, Lucia & Battiston, Stefano & Melo, Ana Sofia, 2021. "Travelling down the green brick road: a status quo assessment of the EU taxonomy," Macroprudential Bulletin, European Central Bank, vol. 15.
  11. Lucia Alessi & Peter Benczur & Francesca Campolongo & Jessica Cariboni & Anna Rita Manca & Balint Menyhert & Andrea Pagano, 2020. "The Resilience of EU Member States to the Financial and Economic Crisis," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 148(2), pages 569-598, April.
  12. Lucia Alessi & Mark Kerssenfischer, 2019. "The response of asset prices to monetary policy shocks: Stronger than thought," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 34(5), pages 661-672, August.
  13. Lucia Alessi & Eric Ghysels & Luca Onorante & Richard Peach & Simon Potter, 2014. "Rejoinder," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 32(4), pages 514-515, October.
  14. Lucia Alessi & Eric Ghysels & Luca Onorante & Richard Peach & Simon Potter, 2014. "Central Bank Macroeconomic Forecasting During the Global Financial Crisis: The European Central Bank and Federal Reserve Bank of New York Experiences," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 32(4), pages 483-500, October.
  15. Alessi, Lucia, 2014. "Identifying Excessive Credit Growth and Leverage," Financial Stability Review, European Central Bank, vol. 1.
  16. Alessi, Lucia & Detken, Carsten, 2014. "On policymakers’ loss functions and the evaluation of early warning systems: Comment," Economics Letters, Elsevier, vol. 124(3), pages 338-340.
  17. Alessi, Lucia & Barigozzi, Matteo & Capasso, Marco, 2013. "The common component of firm growth," Structural Change and Economic Dynamics, Elsevier, vol. 26(C), pages 73-82.
  18. Barigozzi, Matteo & Alessi, Lucia & Capasso, Marco & Fagiolo, Giorgio, 2012. "The distribution of household consumption-expenditure budget shares," Structural Change and Economic Dynamics, Elsevier, vol. 23(1), pages 69-91.
  19. Alessi, Lucia & Detken, Carsten, 2011. "Quasi real time early warning indicators for costly asset price boom/bust cycles: A role for global liquidity," European Journal of Political Economy, Elsevier, vol. 27(3), pages 520-533, September.
  20. Lucia Alessi & Matteo Barigozzi & Marco Capasso, 2011. "Non‐Fundamentalness in Structural Econometric Models: A Review," International Statistical Review, International Statistical Institute, vol. 79(1), pages 16-47, April.
  21. Alessi, Lucia & Barigozzi, Matteo & Capasso, Marco, 2010. "Improved penalization for determining the number of factors in approximate factor models," Statistics & Probability Letters, Elsevier, vol. 80(23-24), pages 1806-1813, December.
  22. Giorgio Fagiolo & Lucia Alessi & Matteo Barigozzi & Marco Capasso, 2010. "On the distributional properties of household consumption expenditures: the case of Italy," Empirical Economics, Springer, vol. 38(3), pages 717-741, June.
  23. Marco Capasso & Lucia Alessi & Matteo Barigozzi & Giorgio Fagiolo, 2009. "On Approximating The Distributions Of Goodness-Of-Fit Test Statistics Based On The Empirical Distribution Function: The Case Of Unknown Parameters," Advances in Complex Systems (ACS), World Scientific Publishing Co. Pte. Ltd., vol. 12(02), pages 157-167.
  24. Lucia Alessi & Carsten Detken, 2009. "Global liquidity as an early warning indicator for asset price boom/bust cycles," Research Bulletin, European Central Bank, vol. 8, pages 7-9.

Chapters

  1. Lucia Alessi & Francesca E. Di Girolamo & Marco Petracco-Giudici, 2024. "Resilience in the EU Banking Sector and Beyond," World Scientific Book Chapters, in: Sabri Boubaker & Marwa Elnahass (ed.), Banking Resilience and Global Financial Stability, chapter 9, pages 227-268, World Scientific Publishing Co. Pte. Ltd..
  2. Lucia Alessi & Barbara Alemanni & Giovanna Frati, 2022. "Financial Regulation for Sustainable Finance in the European Landscape," Palgrave Studies in Impact Finance, in: Nadia Linciano & Paola Soccorso & Claudia Guagliano (ed.), Information as a Driver of Sustainable Finance, chapter 0, pages 207-242, Palgrave Macmillan.
  3. Lucia Alessi & Claudia Guagliano & Nadia Linciano & Paola Soccorso, 2022. "Sustainable Growth in the European Framework and the Role of Finance," Palgrave Studies in Impact Finance, in: Nadia Linciano & Paola Soccorso & Claudia Guagliano (ed.), Information as a Driver of Sustainable Finance, chapter 0, pages 7-38, Palgrave Macmillan.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Rankings

This author is among the top 5% authors according to these criteria:
  1. Number of Citations, Discounted by Citation Age
  2. Number of Registered Citing Authors
  3. Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
  4. Closeness measure in co-authorship network
  5. Betweenness measure in co-authorship network
  6. Wu-Index

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 27 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-EEC: European Economics (8) 2014-12-08 2016-10-16 2018-01-29 2018-06-18 2019-06-24 2019-10-07 2022-02-21 2022-10-03. Author is listed
  2. NEP-ENV: Environmental Economics (8) 2019-08-12 2019-10-07 2022-02-21 2022-02-21 2022-02-21 2022-10-03 2022-10-03 2025-01-06. Author is listed
  3. NEP-ECM: Econometrics (7) 2006-05-20 2006-10-14 2007-10-06 2007-11-10 2009-03-14 2009-12-11 2009-12-11. Author is listed
  4. NEP-ENE: Energy Economics (7) 2019-08-12 2019-10-07 2022-02-21 2022-02-21 2022-02-21 2022-10-03 2022-10-03. Author is listed
  5. NEP-ETS: Econometric Time Series (6) 2006-05-20 2006-10-14 2007-10-06 2009-03-14 2009-12-11 2009-12-11. Author is listed
  6. NEP-FOR: Forecasting (6) 2006-05-20 2006-10-14 2009-03-14 2009-05-09 2009-08-08 2009-12-11. Author is listed
  7. NEP-MAC: Macroeconomics (6) 2006-10-14 2009-05-09 2009-08-08 2014-12-03 2014-12-08 2016-10-16. Author is listed
  8. NEP-BAN: Banking (4) 2014-12-03 2018-01-29 2019-06-24 2019-10-07
  9. NEP-CBA: Central Banking (4) 2009-05-09 2014-12-08 2015-02-28 2018-01-29
  10. NEP-RMG: Risk Management (4) 2006-10-14 2018-01-29 2019-08-12 2022-10-03
  11. NEP-ORE: Operations Research (3) 2009-03-14 2009-12-11 2022-02-21
  12. NEP-CMP: Computational Economics (2) 2018-01-29 2022-10-03
  13. NEP-HME: Heterodox Microeconomics (2) 2019-08-12 2022-10-03
  14. NEP-INO: Innovation (2) 2024-01-22 2024-07-22
  15. NEP-MON: Monetary Economics (2) 2014-12-08 2016-10-16
  16. NEP-OPM: Open Economy Macroeconomics (2) 2009-05-09 2019-06-24
  17. NEP-CSE: Economics of Strategic Management (1) 2024-07-22
  18. NEP-CWA: Central and Western Asia (1) 2022-02-21
  19. NEP-FDG: Financial Development and Growth (1) 2022-10-03
  20. NEP-FIN: Finance (1) 2006-05-20
  21. NEP-FMK: Financial Markets (1) 2006-05-20
  22. NEP-IAS: Insurance Economics (1) 2018-01-29

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