7 papers
Ownership Networks and Economic Power in the Italian Energy Sector
Andrea Pannone, Francesco Giancaterini, Tiziano Bacaloni +2
The energy sector is a cornerstone of national strategic autonomy, yet its increasing financialization has transformed ownership structures into complex networked configurations. T…
Financial Intermediaries and Capital Centralization in Global FDI: A Network Approach to Tracing Transnational Corporate Control
Alessio Abeltino, Tiziano Bacaloni, Andrea Bernardini +2
Understanding how corporate control concentrates in modern ownership systems is crucial in an economy increasingly shaped by cross-border mergers and acquisitions. Rather than expa…
Bubble Detection with Application to Green Bubbles: A Noncausal Approach
Francesco Giancaterini, Alain Hecq, Joann Jasiak +1
This paper introduces a new approach for bubble detection based on mixed causal and noncausal autoregressive processes and their tail process representation during an explosive epi…
Shrinkage Regularization for (Non)Linear Serial Dependence Test
Francesco Giancaterini, Alain Hecq, Joann Jasiak +1
This paper introduces a regularized test of the null hypothesis of the absence of linear and nonlinear serial dependence for high-dimensional non-Gaussian time series. Our approach…
Power and Control in Complex Networks: A Taxonomy and Critical Review
Alessio Abeltino, Tiziano Bacaloni, Andrea Bernardini +2
This paper reviews the main network analysis methods used to measure structural power, which refers to the ability to shape outcomes through network position and influence, and the…
Regularized Generalized Covariance (RGCov) Estimator
Francesco Giancaterini, Alain Hecq, Joann Jasiak +1
We introduce a regularized Generalized Covariance (RGCov) estimator as an extension of the GCov estimator to high dimensional setting that results either from high-dimensional data…