Giovanni Urga

2.4k total citations
94 papers, 1.5k citations indexed

About

Giovanni Urga is a scholar working on Economics and Econometrics, Finance and General Economics, Econometrics and Finance. According to data from OpenAlex, Giovanni Urga has authored 94 papers receiving a total of 1.5k indexed citations (citations by other indexed papers that have themselves been cited), including 72 papers in Economics and Econometrics, 52 papers in Finance and 46 papers in General Economics, Econometrics and Finance. Recurrent topics in Giovanni Urga's work include Monetary Policy and Economic Impact (43 papers), Financial Risk and Volatility Modeling (25 papers) and Market Dynamics and Volatility (19 papers). Giovanni Urga is often cited by papers focused on Monetary Policy and Economic Impact (43 papers), Financial Risk and Volatility Modeling (25 papers) and Market Dynamics and Volatility (19 papers). Giovanni Urga collaborates with scholars based in United Kingdom, Italy and United States. Giovanni Urga's co-authors include Paul Temple, Anindya Banerjee, Alessandro Lanza, Michael Rockinger, Patrick Gagliardini, Saul Estrin, Lorenzo Trapani, Ciarán Driver, Michele Meoli and Alexander Mertens and has published in prestigious journals such as SHILAP Revista de lepidopterología, Tourism Management and Journal of Econometrics.

In The Last Decade

Giovanni Urga

87 papers receiving 1.3k citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Giovanni Urga United Kingdom 20 1.0k 697 416 200 163 94 1.5k
Elias Tzavalis Greece 18 1.5k 1.5× 609 0.9× 790 1.9× 205 1.0× 131 0.8× 92 2.0k
Olivier Darné France 21 1.3k 1.2× 698 1.0× 599 1.4× 131 0.7× 60 0.4× 80 1.5k
Ronald Huisman Netherlands 18 1.0k 1.0× 949 1.4× 289 0.7× 181 0.9× 60 0.4× 62 1.7k
David N. DeJong United States 22 1.4k 1.4× 467 0.7× 1.1k 2.7× 75 0.4× 112 0.7× 56 1.9k
Sean Holly United Kingdom 21 1.7k 1.6× 413 0.6× 901 2.2× 317 1.6× 69 0.4× 87 2.0k
Christos S. Savva Cyprus 19 650 0.6× 515 0.7× 302 0.7× 166 0.8× 64 0.4× 71 1.1k
Giuseppe Parigi Italy 16 1.3k 1.2× 520 0.7× 777 1.9× 314 1.6× 85 0.5× 27 1.7k
Antonio F. Galvao United States 22 1.2k 1.1× 349 0.5× 419 1.0× 221 1.1× 70 0.4× 84 1.7k
Bertrand Candelon Netherlands 23 1.8k 1.7× 1.2k 1.7× 996 2.4× 175 0.9× 54 0.3× 82 2.3k
Sam Ouliaris United States 14 1.7k 1.6× 893 1.3× 1.6k 3.8× 104 0.5× 52 0.3× 27 2.2k

Countries citing papers authored by Giovanni Urga

Since Specialization
Citations

This map shows the geographic impact of Giovanni Urga's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Giovanni Urga with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Giovanni Urga more than expected).

Fields of papers citing papers by Giovanni Urga

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Giovanni Urga. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Giovanni Urga. The network helps show where Giovanni Urga may publish in the future.

Co-authorship network of co-authors of Giovanni Urga

This figure shows the co-authorship network connecting the top 25 collaborators of Giovanni Urga. A scholar is included among the top collaborators of Giovanni Urga based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Giovanni Urga. Giovanni Urga is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Urga, Giovanni & Fa Wang. (2024). Estimation and inference for high dimensional factor model with regime switching. Journal of Econometrics. 241(2). 105752–105752. 1 indexed citations
2.
Tsolacos, Sotiris, et al.. (2024). Price exuberance episodes in private real estate. Journal of Financial Stability. 74. 101300–101300. 1 indexed citations
3.
Pirotte, Alain, et al.. (2023). Equal predictive ability tests based on panel data with applications to OECD and IMF forecasts. International Journal of Forecasting. 40(1). 202–228.
4.
Urga, Giovanni, et al.. (2023). A practical multivariate approach to testing volatility spillover. Journal of Economic Dynamics and Control. 153. 104694–104694. 2 indexed citations
5.
6.
Urga, Giovanni, et al.. (2022). Systemic risk in the Chinese financial system: A panel Granger causality analysis. International Review of Financial Analysis. 82. 102179–102179. 35 indexed citations
7.
Urga, Giovanni, et al.. (2021). Leverage and systemic risk pro-cyclicality in the Chinese financial system. International Review of Financial Analysis. 78. 101895–101895. 26 indexed citations
8.
Pirotte, Alain, et al.. (2020). Forecasting using heterogeneous panels with cross-sectional dependence. International Journal of Forecasting. 36(4). 1211–1227.
9.
Pellegrini, Carlo Bellavite, et al.. (2018). Systemic risk determinants in the European banking industry during financial crises, 2006-2012. City Research Online (City University London). 2018(2). 109–122. 1 indexed citations
10.
Hillebrand, Eric, et al.. (2018). Consistent estimation of time-varying loadings in high-dimensional factor models. Journal of Econometrics. 208(2). 535–562. 13 indexed citations
11.
Novotný, Jan, Dmitri A. Petrov, & Giovanni Urga. (2015). Trading price jump clusters in foreign exchange markets. Journal of Financial Markets. 24. 66–92. 15 indexed citations
12.
Driver, Ciarán, Paul Temple, & Giovanni Urga. (2006). Contrasts Between Types of Assets in Fixed Investment Equations as a Way of Testing Real Options Theory. Journal of Business and Economic Statistics. 24(4). 432–443. 14 indexed citations
13.
Trapani, Lorenzo, et al.. (2006). COMMON STOCHASTIC TRENDS AND AGGREGATION IN HETEROGENEOUS PANELS. Econometric Theory. 23(1). 1 indexed citations
14.
Driver, Ciarán, Paul Temple, & Giovanni Urga. (2005). Profitability, capacity, and uncertainty: a model of UK manufacturing investment. SSRN Electronic Journal. 2 indexed citations
15.
Lanza, Alessandro, Paul Temple, & Giovanni Urga. (2003). The implications of tourism specialisation in the long run: an econometric analysis for 13 OECD economies. Tourism Management. 24(3). 315–321. 171 indexed citations
16.
Barone‐Adesi, Giovanni, Patrick Gagliardini, & Giovanni Urga. (2002). Coskewness and its Implications for Testing Asset Pricing Models. 2 indexed citations
17.
Caporale, Guglielmo Maria, et al.. (2001). Aggregate Money Demand Functions in Five Industrial Countries: Are They Cointegrated?. SHILAP Revista de lepidopterología. 31(2). 395–423. 4 indexed citations
18.
Temple, Paul, Giovanni Urga, & Ciarán Driver. (2001). The Influence of Uncertainty on Investment in the UK: A Macro or Micro Phenomenon?. Scottish Journal of Political Economy. 48(4). 361–382. 22 indexed citations
19.
Rockinger, Michael & Giovanni Urga. (1999). A Time Varying Parameter Model to Test for Predictability and Integration in Stock Markets of Transition Economics. SSRN Electronic Journal. 18 indexed citations
20.
Estrin, Saul & Giovanni Urga. (1997). Convergence in Output in Transition Economies: Central and Eastern Europe, 1970-95. SSRN Electronic Journal. 8 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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