output
20182026
most citedHow does stock market volatility react to oil shocks?

73 citations

11 papers

stat.AP2026

Small Area Estimation under Spatial Regimes: Spatially Clustered Fay-Herriot Models for Agricultural Indicators

Paolo Maranzano, Raffaele Mattera, Shonosuke Sugasawa

Area-level small area estimation (SAE) models, such as the Fay--Herriot (FH) model, borrow strength across domains through covariates and random effects, but they can struggle when…

stat.AP2026

SCARFACE: a harmonized spatio-temporal dataset integrating socio-economic, environmental, and agricultural indicators for the Po Valley (Italy), 2011--2024

Paolo Maranzano, Pietro Colombo, Felicetta Carillo +5

We present "Sequestering CARbon through Forests, AgriCulture, and land usE (SCARFACE)", a harmonized spatio-temporal dataset that integrates climate, air quality, airborne pollutan…

stat.AP2024★ 1 cited

Mapping climate change awareness through spatial hierarchical clustering

Gianpaolo Zammarchi, Paolo Maranzano

Climate change is a critical issue that will be in the political agenda for the next decades. While it is important for this topic to be discussed at higher levels, it is also of p…

stat.AP2024★ 12 cited

Multidimensional spatiotemporal clustering -- An application to environmental sustainability scores in Europe

Caterina Morelli, Simone Boccaletti, Paolo Maranzano +1

The assessment of corporate sustainability performance is extremely relevant in facilitating the transition to a green and low-carbon intensity economy. However, companies located…

econ.EM2024★ 3 cited

Macroeconomic Spillovers of Weather Shocks across U.S. States

Emanuele Bacchiocchi, Andrea Bastianin, Graziano Moramarco

We estimate the short-run effects of weather-related disasters on local economic activity and cross-border spillovers that operate through economic linkages between U.S. states. To…

math.NA2023★ 12 cited

An unconditionally stable space-time isogeometric method for the acoustic wave equation

Sara Fraschini, Gabriele Loli, Andrea Moiola +1

We study space--time isogeometric discretizations of the linear acoustic wave equation that use splines of arbitrary degree p, both in space and time. We propose a space--time vari…

stat.AP2022★ 6 cited

Spatio-temporal Event Studies for Air Quality Assessment under Cross-sectional Dependence

Paolo Maranzano, Matteo Maria Pelagatti

Event Studies (ES) are statistical tools that assess whether a particular event of interest has caused changes in the level of one or more relevant time series. We are interested i…

stat.AP2022★ 37 cited

Agrimonia: a dataset on livestock, meteorology and air quality in the Lombardy region, Italy

Alessandro Fassò, Jacopo Rodeschini, Alessandro Fusta Moro +7

The air in the Lombardy region, Italy, is one of the most polluted in Europe because of limited air circulation and high emission levels. There is a large scientific consensus that…

stat.ME2022★ 22 cited

Adaptive LASSO estimation for functional hidden dynamic geostatistical model

Paolo Maranzano, Philipp Otto, Alessandro Fassò

We propose a novel model selection algorithm based on a penalized maximum likelihood estimator (PMLE) for functional hidden dynamic geostatistical models (f-HDGM). These models emp…

math.NA2021★ 24 cited

Weakly imposed Dirichlet boundary conditions for 2D and 3D Virtual Elements

Silvia Bertoluzza, Micol Pennacchio, Daniele Prada

In the framework of virtual element discretizazions, we address the problem of imposing non homogeneous Dirichlet boundary conditions in a weak form, both on polygonal/polyhedral d…

econ.EM2018★ 73 cited

How does stock market volatility react to oil shocks?

Andrea Bastianin, Matteo Manera

We study the impact of oil price shocks on the U.S. stock market volatility. We jointly analyze three different structural oil market shocks (i.e., aggregate demand, oil supply, an…