Publications
Gifuni, L. (202X). "Whispers in the Oil Market: Exploring Sentiment and Uncertainty Insights", International Journal of Forecasting, forthcoming.
- Data for text oil sentiment indicator (TOSI) [1982M1 - 2025M5]
Embedded Files
Working Papers
Gifuni, L. and Ravazzolo, F. (2025). When topics drive central bank transparency
Gifuni, L. (2024). Do high-frequency text data help forecast crude oil prices? MF-VAR vs. MIDAS
Gifuni, L. (2020). Oil Supply and Demand Shock under Model Uncertainty
Research Paper(s) in Progress
Byrne, J., Gifuni, L. and Ravazzolo, F. The role of human emotions in commodity markets
Gifuni, L. and Wei, H. Beyond surveys with a real-time text driven consumer confidence index
Gifuni, L. and Montoya-Blandón, S. From corporate texts to network insights
Chisha, K. and Gifuni, L. Unveiling clarity: Central Bank communication in Sub-Saharan Africa
Gifuni, L., Hofmarcher, P. and Ravazzolo, F. Stochastic search topic selection: a commodity empirical analysis
Permanent Working Papers
Spillover Effects Following Brexit Announcements. MRes Thesis
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