Working Papers
Whispers in the Oil Market: Exploring Sentiment and Uncertainty Insights [Revision requested]
Data for text oil sentiment indicator (TOSI) [1982M1 - 2024M10]
Do high-frequency text data help forecast crude oil prices? MF-VAR vs. MIDAS
Oil Supply and Demand Shock under Model Uncertainty
Spillover Effects Following Brexit Announcements
Research Paper(s) in Progress
Gifuni L., Hofmarcher P. and Ravazzolo F. Stochastic search topic selection: a commodity empirical analysis.
Byrne J., Gifuni L. and Ravazzolo F. The role of human emotions in commodity markets.
Chisha K. and Gifuni L. Unveiling clarity: Central Bank communication in Sub-Saharan Africa.