Bernardina Algieri
Biographic Data
| ID | 1617709 |
|---|---|
| NAME | Bernardina Algieri |
| GIVEN NAMES | Bernardina |
| FAMILY NAME | Algieri |
| SIGNATURE | ALGIERI B |
| AFFILIATIONS | University of Bonn |
| ORCID | 0000-0001-6030-7627 |
| VERIFIED | Yes |
| TOTAL WORKS | 9 |
| TOTAL CITATIONS | 17 |
| AUTHOR COUNT | 9 |
| EDITOR COUNT | 0 |
| FIRST PUBLICATION YEAR | 2013 |
| LATEST PUBLICATION YEAR | 2026 |
| H-INDEX | 1 |
Modelling and predicting house price indices in Canada via a hybridisation of machine learning methods
Green-go: A green innovation competitiveness index
This study proposes a Green Innovation Competitiveness Index based on green patents, presented in both general and adjusted-symmetric versions. The suggested index is suitable for computing the green innovation competitive advantage or disadvantage of countries and, hence, analysing the green specialisation and geographical patterns of green innovations around the world. The symmetric innovation competitiveness index has been combined with intern…
Forecasting cryptocurrencies returns: Do macroeconomic and financial variables improve tail expectation predictions
This study aims to jointly predict conditional quantiles and tail expectations for the returns of the most popular cryptocurrencies (Bitcoin, Ethereum, Ripple, Dogecoin and Litecoin) using financial and macroeconomic indicators as explanatory variables. We adopt a Monotone Composite Quantile Regression Neural Network (MCQRNN) model to make one- and five-steps-ahead predictions of Value-at-Risk (VaR) and Expected Shortfall (ES) based on a rolling …
Assessing the ability of regions to attract foreign tourists: The case of Italy
This study examines the ability of Italian regions to attract foreign tourists and the factors influencing the choice of regional destinations using a novel Stochastic Frontier Demand Model. The results show that several factors including climate, seasonality, cultural heritage and infrastructures influence tourism performance. Easy accessibility to World Heritage Sites drives international tourism demand too. On average, Southern regions lie bel…
Traviata, Bohéme and the others: Exploring the drivers of demand for opera in Italy
Fast & furious: Do psychological and legal factors affect commodity price volatility
The present study explores to what extent policy insecurity and the changes in the US legal financial infrastructure have affected commodity price volatility. In addition to macroeconomic fundamentals, the study introduces two ‘psychological’ factors proxied by the economic policy uncertainty index and the perception of price risk within specific commodity markets, plus an institutional (de)regulatory factor constructed as a dichotomous variable.…
A tale of two tails: Explaining extreme events in financialized agricultural markets
Drivers of comparative advantages in tourism: The eu-case
Drivers and triggers of international food price spikes and volatility
The objective of this study is to explore empirical evidence on the quantitative importance of supply, demand, and market shocks for price changes in international food commodity markets. To this end, it distinguishes between root, conditional, and internal drivers of price changes using three empirical models: (1) a price spike model where monthly food price returns (spikes) are estimated against oil prices, supply and demand shocks, and excessi…
Drivers and triggers of international food price spikes and volatility
The objective of this study is to explore empirical evidence on the quantitative importance of supply, demand, and market shocks for price changes in international food commodity markets. To this end, it distinguishes between root, conditional, and internal drivers of price changes using three empirical models: (1) a price spike model where monthly food price returns (spikes) are estimated against oil prices, supply and demand shocks, and excessi…
A tale of two tails: Explaining extreme events in financialized agricultural markets
Drivers and triggers of international food price spikes and volatility
The objective of this study is to explore empirical evidence on the quantitative importance of supply, demand, and market shocks for price changes in international food commodity markets. To this end, it distinguishes between root, conditional, and internal drivers of price changes using three empirical models: (1) a price spike model where monthly food price returns (spikes) are estimated against oil prices, supply and demand shocks, and excessi…
Drivers of comparative advantages in tourism: The eu-case
A tale of two tails: Explaining extreme events in financialized agricultural markets
Fast & furious: Do psychological and legal factors affect commodity price volatility
The present study explores to what extent policy insecurity and the changes in the US legal financial infrastructure have affected commodity price volatility. In addition to macroeconomic fundamentals, the study introduces two ‘psychological’ factors proxied by the economic policy uncertainty index and the perception of price risk within specific commodity markets, plus an institutional (de)regulatory factor constructed as a dichotomous variable.…
Traviata, Bohéme and the others: Exploring the drivers of demand for opera in Italy
Assessing the ability of regions to attract foreign tourists: The case of Italy
This study examines the ability of Italian regions to attract foreign tourists and the factors influencing the choice of regional destinations using a novel Stochastic Frontier Demand Model. The results show that several factors including climate, seasonality, cultural heritage and infrastructures influence tourism performance. Easy accessibility to World Heritage Sites drives international tourism demand too. On average, Southern regions lie bel…
Forecasting cryptocurrencies returns: Do macroeconomic and financial variables improve tail expectation predictions
This study aims to jointly predict conditional quantiles and tail expectations for the returns of the most popular cryptocurrencies (Bitcoin, Ethereum, Ripple, Dogecoin and Litecoin) using financial and macroeconomic indicators as explanatory variables. We adopt a Monotone Composite Quantile Regression Neural Network (MCQRNN) model to make one- and five-steps-ahead predictions of Value-at-Risk (VaR) and Expected Shortfall (ES) based on a rolling …
Green-go: A green innovation competitiveness index
This study proposes a Green Innovation Competitiveness Index based on green patents, presented in both general and adjusted-symmetric versions. The suggested index is suitable for computing the green innovation competitive advantage or disadvantage of countries and, hence, analysing the green specialisation and geographical patterns of green innovations around the world. The symmetric innovation competitiveness index has been combined with intern…
Modelling and predicting house price indices in Canada via a hybridisation of machine learning methods
Economics (6 works) · Business (4 works) · Energy, Environment, Economic Growth (4 works) · Market Dynamics and Volatility (4 works) · Econometrics (3 works) · Finance (3 works) · Financial economics (3 works) · Macroeconomics (3 works) · Monetary economics (3 works) · Monetary Policy and Economic Impact (3 works)