Giacomo Sbrana

Neoma Business School

1 Rue du Maréchal Juin

Mont Saint Aignan Cedex, 76825

France

SCHOLARLY PAPERS

7

DOWNLOADS

901

SSRN CITATIONS
Rank 17,013

SSRN RANKINGS

Top 17,013

in Total Papers Citations

30

CROSSREF CITATIONS

51

Scholarly Papers (7)

Climate Change Implications for the Catastrophe Bonds Market: An Empirical Analysis

University of Milan Bicocca Department of Economics, Management and Statistics Working Paper No. 377
Number of pages: 26 Posted: 27 Dec 2017 Last Revised: 29 Apr 2019
Claudio Morana and Giacomo Sbrana
Università di Milano Bicocca and Neoma Business School
Downloads 268 (208,130)
Citation 10

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Catastrophe (cat) bonds and insurance-linked securities (ILS), multiples, global warming, climate change, El Niño Southern Oscillation, Atlantic hurricanes, semiparametric dynamic conditional correlation model.

Some Financial Implications of Global Warming: An Empirical Assessment

FEEM Working Paper No. 01.2018
Number of pages: 54 Posted: 20 Mar 2018
Claudio Morana and Giacomo Sbrana
Università di Milano Bicocca and Neoma Business School
Downloads 141 (374,190)
Citation 6

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Cat Bonds, Risk Premia/Multiples, Temperature Anomalies, Global Warming, Radiative Forcing, ENSO, El Niño, Atlantic Hurricanes, Dynamic Conditional Correlation Model

2.
Downloads 110 (451,337)
Citation 1

Temperature Anomalies, Radiative Forcing and ENSO

University of Milan Bicocca Department of Economics, Management and Statistics Working Paper No. 361
Number of pages: 38 Posted: 10 Feb 2017
Claudio Morana and Giacomo Sbrana
Università di Milano Bicocca and Neoma Business School
Downloads 79 (566,203)
Citation 1

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temperature anomaly, global warming, warming hiatus, radiative forcing, ENSO, El Niño, conditional heteroskedasticity, semiparametric dynamic conditional correlation model

Temperature Anomalies, Radiative Forcing and ENSO

FEEM Working Paper No. 9.2017
Number of pages: 40 Posted: 28 Feb 2017
Claudio Morana and Giacomo Sbrana
Università di Milano Bicocca and Neoma Business School
Downloads 31 (865,575)
Citation 1

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Temperature Anomaly, Global Warming, Warming Hiatus, Radiative Forcing, ENSO, El Niño, Conditional Heteroskedasticity, Semiparametric Dynamic Conditional Correlation Model

3.

Determinants and Dynamics of Schooling and Child Labor in Bolivia

World Bank Policy Research Working Paper No. 5534
Number of pages: 28 Posted: 20 Apr 2016
Francesco Grigoli and Giacomo Sbrana
International Monetary Fund (IMF) and Neoma Business School
Downloads 109 (454,440)

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Street Children, Primary Education, Education For All, Youth and Governance, Children and Youth

4.

Forecasting Aggregate Demand: Analytical Comparison of Top-Down and Bottom-Up Approaches in a Multivariate Exponential Smoothing Framework

Bank of Italy Temi di Discussione (Working Paper) No. 929
Number of pages: 37 Posted: 23 Nov 2013
Giacomo Sbrana and Andrea Silvestrini
Neoma Business School and Bank of Italy
Downloads 84 (539,333)
Citation 4

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top-down and bottom-up forecasting, multivariate exponential smoothing

5.

Estimating High Dimensional Multivariate Stochastic Volatility Models

University of Milan Bicocca Department of Economics, Management and Statistics Working Paper No. 428, January 2020
Number of pages: 24 Posted: 24 Jan 2020
Matteo M. Pelagatti and Giacomo Sbrana
Università degli Studi di Milano-Bicocca - Department of Economics, Management and Statistics (DEMS) and Neoma Business School
Downloads 68 (607,881)

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Riccati equation, EM algorithm, Kalman filter, Correlation estimation, Large covariance matrix, Multivariate stochastic volatility

6.

Random Switching Exponential Smoothing and Inventory Forecasting

Bank of Italy Temi di Discussione (Working Paper) No. 971
Number of pages: 51 Posted: 18 Nov 2014
Giacomo Sbrana and Andrea Silvestrini
Neoma Business School and Bank of Italy
Downloads 61 (642,696)
Citation 21

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exponential smoothing, ARIMA, inventory, forecasting

7.

Short Term Inflation Forecasting: The M.E.T.A. Approach

Bank of Italy Temi di Discussione (Working Paper) No. 1016
Number of pages: 48 Posted: 19 Aug 2015
Neoma Business School, Bank of Italy and Bank of Italy
Downloads 60 (647,973)
Citation 26

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inflation, forecasting, aggregation, state space models