Fabrizio Ferriani

Bank of Italy

Via Nazionale 91

Rome, 00184

Italy

SCHOLARLY PAPERS

21

DOWNLOADS
Rank 32,921

SSRN RANKINGS

Top 32,921

in Total Papers Downloads

2,920

SSRN CITATIONS
Rank 11,167

SSRN RANKINGS

Top 11,167

in Total Papers Citations

142

CROSSREF CITATIONS

4

Scholarly Papers (21)

1.

The Importance of Labels for Sustainable Investments: SFDR Versus Morningstar Globes

Number of pages: 11 Posted: 25 Jul 2022 Last Revised: 28 Apr 2023
Fabrizio Ferriani
Bank of Italy
Downloads 610 (83,877)
Citation 4

Abstract:

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SFDR; Morningstar sustainability rating, mutual funds, sustainability labels, entropy balancing method

2.

The Impact of the War in Ukraine on Energy Prices: Consequences for Firms’ Financial Performance

Number of pages: 11 Posted: 23 Sep 2022
Fabrizio Ferriani and Andrea Giovanni Gazzani
Bank of Italy and Bank of Italy
Downloads 391 (143,272)

Abstract:

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war in Ukraine; energy impacts; financial performance; CDS

Issuing Bonds during the COVID-19 Pandemic: Is There An ESG Premium?

Number of pages: 33 Posted: 28 Feb 2022 Last Revised: 26 Jul 2022
Fabrizio Ferriani
Bank of Italy
Downloads 253 (225,619)

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ESG scores, COVID-19, bond yield spreads, risk channel, non-pecuniary channel

Issuing Bonds During the Covid-19 Pandemic: Is There an ESG Premium?

Bank of Italy Temi di Discussione (Working Paper) No. 1392
Number of pages: 43 Posted: 30 May 2023
Fabrizio Ferriani
Bank of Italy
Downloads 34 (857,946)
Citation 53

Abstract:

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ESG scores, Covid-19, bond yield spreads, risk channel, non-pecuniary channel

4.

The Dynamics of Price Jumps in the Stock Market: An Empirical Study on Europe and U.S.

Paris December 2017 Finance Meeting EUROFIDAI - AFFI
Number of pages: 39 Posted: 02 Mar 2017 Last Revised: 18 Nov 2017
Fabrizio Ferriani and Patrick Zoi
Bank of Italy and Bank of Italy
Downloads 209 (272,109)
Citation 5

Abstract:

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Jumps, Contagion, Hawkes process, high-frequency data

5.

More Distance, More Remittance? Remitting Behaviour, Travel Costs and the Size of the Informal Channel

Number of pages: 34 Posted: 27 Feb 2018 Last Revised: 23 Oct 2018
Fabrizio Ferriani and Giacomo Oddo
Bank of Italy and Bank of Italy
Downloads 201 (281,990)
Citation 1

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remittances, immigration, informal flows, travel costs

Flight to Climatic Safety: Local Natural Disasters and Global Portfolio Flows

Number of pages: 47 Posted: 05 Jul 2023
Fabrizio Ferriani, Andrea Giovanni Gazzani and Filippo Natoli
Bank of Italy, Bank of Italy and Bank of Italy
Downloads 176 (317,218)
Citation 2

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climate change, natural disasters, capital flows, flight to safety, emerging markets

Flight to Climatic Safety: Local Natural Disasters and Global Portfolio Flows

Bank of Italy Temi di Discussione (Working Paper) No. 1420
Number of pages: 56 Posted: 03 Jun 2024
Fabrizio Ferriani, Andrea Gazzani and Filippo Natoli
Bank of Italy, Bank of Italy and Bank of Italy
Downloads 8 (1,126,575)

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7.

Geoeconomic fragmentation and firms’ financial performance

Number of pages: 23 Posted: 07 Mar 2024 Last Revised: 05 May 2024
Sapienza University of Rome, Bank of Italy and Bank of Italy
Downloads 181 (309,726)

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Geopolitical risk, fragmentation, financial performance, revenue exposure

The European Energy Crisis and the Consequences for the Global Natural Gas Market

Number of pages: 46 Posted: 01 Dec 2023
Simone Emiliozzi, Fabrizio Ferriani and Andrea Giovanni Gazzani
Bank of Italy, Bank of Italy and Bank of Italy
Downloads 132 (403,408)

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natural gas, energy crisis, LNG, fragmentation

The European Energy Crisis and the Consequences for the Global Natural Gas Market

Bank of Italy Occasional Paper, Number 824
Number of pages: 51 Posted: 04 Jun 2024
Simone Emiliozzi, Fabrizio Ferriani and Andrea Gazzani
Bank of Italy, Bank of Italy and Bank of Italy
Downloads 25 (941,634)

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9.

Risk Premium in the Era of Shale Oil

Bank of Italy Temi di Discussione (Working Paper) No. 1215, April 2019
Number of pages: 53 Posted: 06 Aug 2019
Bank of Italy, Bank of Italy, Bank of Italy and World Bank
Downloads 121 (429,736)
Citation 3

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shale oil, futures, risk premium, hedging, speculation, limits to arbitrage

Macroeconomic News, the Financial Cycle and the Commodity Cycle: the Chinese Footprint

Number of pages: 23 Posted: 23 May 2023 Last Revised: 24 May 2023
Flavia Corneli, Fabrizio Ferriani and Andrea Giovanni Gazzani
Bank of Italy, Bank of Italy and Bank of Italy
Downloads 82 (565,565)
Citation 1

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Global Financial Cycle, China, Macroeconomic Announcements, International Spillovers, Commodity Prices.

Macroeconomic News, the Financial Cycle and the Commodity Cycle: The Chinese Footprint

Bank of Italy Occasional Paper No. 772
Number of pages: 28 Posted: 03 Jun 2024
Flavia Corneli, Fabrizio Ferriani and Andrea Gazzani
Bank of Italy, Bank of Italy and Bank of Italy
Downloads 19 (1,016,417)

Abstract:

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11.

Benchmark Effects from the Inclusion of Chinese A-shares in the MSCI EM Index

Bank of Italy Occasional Paper No. 657
Number of pages: 29 Posted: 24 Jan 2022
Bank of Italy, Bank of Italy, Bank of Italy and Bank of Italy
Downloads 82 (559,147)
Citation 4

Abstract:

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benchmark indices, international portfolio flows, China

12.

An Early Warning System for Less Significant Italian Banks

Bank of Italy Occasional Paper No. 480, February 2019
Number of pages: 42 Posted: 06 Aug 2019
Bank of Italy, Bank of Italy, Bocconi University, Bank of Italy, Bank of Italy and Bank of Italy
Downloads 80 (567,457)
Citation 3

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early warning system, default, less significant institutions, CAMELS, banking supervision

13.

The Impact of the War in Ukraine on Energy Prices: Consequences for Firms' Financial Performance

Bank of Italy Occasional Paper No. 729
Number of pages: 16 Posted: 30 May 2023
Fabrizio Ferriani and Andrea Giovanni Gazzani
Bank of Italy and Bank of Italy
Downloads 69 (616,214)
Citation 3

Abstract:

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war in Ukraine, energy impacts, financial performance, CDS spread

14.

U.S. Shale Producers: A Case of Dynamic Risk Management?

Bank of Italy Temi di Discussione (Working Paper) No. 1211, March 2019
Number of pages: 48 Posted: 06 Aug 2019
Fabrizio Ferriani and Giovanni Veronese
Bank of Italy and Bank of Italy
Downloads 65 (635,705)
Citation 1

Abstract:

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dynamic risk management, hedging, derivatives, shale revolution, oil price collapse

15.

The Ukraine Invasion and the Energy Crisis: Comparative Advantages in Equity Valuations

Number of pages: 29 Posted: 02 Jun 2023
Fabrizio Ferriani and Andrea Giovanni Gazzani
Bank of Italy and Bank of Italy
Downloads 64 (640,915)
Citation 2

Abstract:

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war in Ukraine, energy impacts, energy comparative advantage, financial performance.

16.

Financial Condition Indices for Emerging Market Economies: Can Google Help?

Bank of Italy Occasional Paper No. 653
Number of pages: 37 Posted: 11 Feb 2022
Fabrizio Ferriani and Andrea Giovanni Gazzani
Bank of Italy and Bank of Italy
Downloads 55 (689,652)

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financial condition index, emerging markets, Google search, principal component analysis, VAR, quantile regressions

17.

The Invasion of Ukraine and the Energy Crisis: Comparative Advantages in Equity Valuations

Number of pages: 13 Posted: 26 Jul 2023
Andrea Giovanni Gazzani and Fabrizio Ferriani
Bank of Italy and Bank of Italy
Downloads 26 (904,351)

Abstract:

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G12, G14, G32, G33

18.

The Macroeconomic Effects of Green Technology Shocks

Number of pages: 39 Posted: 16 Apr 2024
Fabrizio Ferriani, Andrea Giovanni Gazzani and Filippo Natoli
Bank of Italy, Bank of Italy and Bank of Italy
Downloads 21 (952,750)

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patents, technology shock, green transition, business cycle

19.

The Invasion of Ukraine and the Energy Crisis: Comparative Advantages in Equity Valuations

Bank of Italy Occasional Paper No. 789
Number of pages: 33 Posted: 03 Jun 2024
Fabrizio Ferriani and Andrea Gazzani
Bank of Italy and Bank of Italy
Downloads 7 (1,095,208)

Abstract:

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war in Ukraine, energy impacts, energy comparative advantage, financial performance

20.

Geoeconomic Fragmentation and Firms' Financial Performance

Bank of Italy Occasional Paper No. 844
Number of pages: 23 Posted: 31 May 2024
Alessandro D'Orazio, Fabrizio Ferriani and Andrea Gazzani
Sapienza University of Rome, Bank of Italy and Bank of Italy
Downloads 5 (1,112,752)

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21.

The Gravity of Offshore Financial Centers: Estimating Real FDIs Using a Binary Choice Model

Bank of Italy Occasional Paper No. 805
Number of pages: 26 Posted: 03 Jun 2024
Marco Albori, Alessio Anzuini, Fabrizio Ferriani and Luca Rossi
Bank of Italy, Bank of Italy, Bank of Italy and Bank of Italy
Downloads 4 (1,121,212)
Citation 1

Abstract:

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