Lecturer,
University of Strathclyde, Glasgow
Textual Analysis, Time Series Macroeconometrics, (Bayesian) Machine Learning, Energy Economics.
Contact: Luigi.Gifuni@strath.ac.uk
News:
(19/11/2024) A summary of the paper "Whispers in the oil market: exploring sentiment and uncertainty insights", will be featured in the Commodity Insights Digest (CID) Summer 2025 issue.
(12/11/2024) I'll be presenting my paper "Whispers in the oil market: exploring sentiment and uncertainty insights" at the Bank of Italy for the ECONDAT conference (poster session).
(01/07/2024) I'll be presenting my paper "Do high frequency text data help forecast crude oil prices? MF-VAR vs. MIDAS" at the International Symposium on Forecasting in Dijon
(23/04/2024) I'll be presenting my paper "Do high frequency text data help forecast crude oil prices? MF-VAR vs. MIDAS" at BI-Norwegian business school