Giacomo Sbrana

Neoma Business School

1 Rue du Maréchal Juin

Mont Saint Aignan Cedex, 76825

France

SCHOLARLY PAPERS

9

DOWNLOADS

424

SSRN CITATIONS
Rank 14,225

SSRN RANKINGS

Top 14,225

in Total Papers Citations

15

CROSSREF CITATIONS

56

Scholarly Papers (9)

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 114 (263,149)
Citation 3

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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 42 (458,913)
Citation 4

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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 62 (379,028)
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 52 (418,778)
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 10 (655,111)
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 57 (394,959)

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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 56 (398,308)
Citation 4

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

5.

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 36 (475,512)
Citation 26

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inflation, forecasting, aggregation, state space models

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 32 (494,345)
Citation 21

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exponential smoothing, ARIMA, inventory, forecasting

7.

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 20 (562,991)

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

8.

Structural Time Series Models and Aggregation: Some Analytical Results

Journal of Time Series Analysis, Vol. 32, Issue 3, pp. 315-316, 2011
Number of pages: 2 Posted: 12 Apr 2011
Giacomo Sbrana
Neoma Business School
Downloads 3 (679,914)
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Unobserved components processes, aggregation, local linear trend, ARIMA

9.

Determinants and Dynamics of Schooling and Child Labour in Bolivia

Bulletin of Economic Research, Vol. 65, pp. s17-s37, 2013
Number of pages: 21 Posted: 08 May 2013
Francesco Grigoli and Giacomo Sbrana
International Monetary Fund (IMF) and Neoma Business School
Downloads 2 (689,779)
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Bolivia, child labour, education, Latin America