Working papers.
1) Carlini, F. and Santucci de Magistris, P. (2022) . Beyond the co-fractional model of Granger (1986). Working paper. Under Review
2) Carlini, F., Christensen, B.J., Gupta, N.D. and Santucci de Magistris, P. (2022). The impact of climate intermittency and demand on the potential of wind energy for CO2 abatement. Under Review.
In progress.
1) Carlini, F., Rubin, M. and Vallarino, P. (2023). New tests and estimators for dynamic factors.
2) Carlini, F., Maino A. and Trojani, F. (2022). Asset pricing factors and beliefs.
3) Carlini, F., Gufler I., Sangiorgi F., Tarantino E. (2022). AI and predatory trading.
5) Carlini, F., Farina, V., Gufler I. and Previtali D. (2022). COVID-19 in the Wall Street Journal: stress in the news and market performance.
6) Carlini, F., Gagliardini, P. and Trojani, F. (2022). Asset pricing and dynamic factors.