Publications
Gifuni, L. (2025). "Whispers in the oil market: exploring sentiment and uncertainty insights", International Journal of Forecasting.
- Data for text oil sentiment indicator (TOSI) [1982M1 - 2026M3]
Publications
Gifuni, L. (2025). "Whispers in the oil market: exploring sentiment and uncertainty insights", International Journal of Forecasting.
- Data for text oil sentiment indicator (TOSI) [1982M1 - 2026M3]
Working Papers
Byrne, J., Gifuni, L. and Haoran, W. (2026). A dynamic measure of economic sentiment: combining news and policy
Chisha, K., Gifuni, L. and Ravazzolo, F. (2025). When topics drive central bank transparency (submitted)
Gifuni, L. and Rossini L. (2024). Do high-frequency text data help forecast crude oil prices? MF-VAR vs. MIDAS (new WP coming soon)
Gifuni, L. (2020). Oil supply and demand shock under model uncertainty
Research Paper(s) in Progress
Della Corte, P., Gifuni, L. and Rossini L. Measuring and pricing electricity risk in Europe
Gifuni, L. and Montoya-Blandón, S. From corporate texts to network insights
Permanent Working Papers
Spillover effects following Brexit announcements. MRes Thesis