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Federico D'Amario

Personal Details

First Name:Federico
Middle Name:
Last Name:D'Amario
Suffix:
RePEc Short-ID:pdx11
[This author has chosen not to make the email address public]
https://federicodamario.github.io/

Affiliation

Bank of England

London, United Kingdom
http://www.bankofengland.co.uk/
RePEc:edi:boegvuk (more details at EDIRC)

Research output

as
Jump to: Working papers

Working papers

  1. Milos Ciganovic & Federico D'Amario & Massimiliano Tancioni, 2026. "Double Machine Learning for Time Series," Papers 2603.10999, arXiv.org, revised Jul 2026.
  2. Katia Colaneri & Federico D'Amario & Daniele Mancinelli, 2025. "Carbon-Penalised Portfolio Insurance Strategies in a Stochastic Factor Model with Partial Information," Papers 2511.19186, arXiv.org, revised Mar 2026.
  3. Federico D'Amario & Milos Ciganovic, 2022. "Forecasting Cryptocurrencies Log-Returns: a LASSO-VAR and Sentiment Approach," Papers 2210.00883, arXiv.org.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Federico D'Amario & Milos Ciganovic, 2022. "Forecasting Cryptocurrencies Log-Returns: a LASSO-VAR and Sentiment Approach," Papers 2210.00883, arXiv.org.

    Cited by:

    1. Valeriia Baklanova, 2025. "The relationships between RedditSI and BTC exchange characteristics: Do Reddit users still control the market?," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 15(1), pages 285-306, March.
    2. A. Bekker & A. Kheyri & M. Arashi, 2026. "Augmented Graphical Ridge Estimation with Application in the Cryptocurrency Market," Computational Economics, Springer;Society for Computational Economics, vol. 67(2), pages 781-825, February.
    3. Yao, Zengfu & Yang, Ou & Chen, Ye & Dong, Zhiwei & Yang, Cheng & Wei, Yu & Chen, Yonghuai, 2026. "Spillover and diversification effects of China's CET and the industrial stock markets: Evidence from different carbon emission levels in the industrial sector," International Review of Financial Analysis, Elsevier, vol. 109(C).

More information

Research fields, statistics, top rankings, if available.

Statistics

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NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 3 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-BIG: Big Data (2) 2022-11-07 2026-03-16. Author is listed
  2. NEP-CMP: Computational Economics (1) 2026-03-16. Author is listed
  3. NEP-ECM: Econometrics (1) 2026-03-16. Author is listed
  4. NEP-ENE: Energy Economics (1) 2025-12-08. Author is listed
  5. NEP-ENV: Environmental Economics (1) 2025-12-08. Author is listed
  6. NEP-ETS: Econometric Time Series (1) 2026-03-16. Author is listed
  7. NEP-FOR: Forecasting (1) 2022-11-07. Author is listed
  8. NEP-PAY: Payment Systems and Financial Technology (1) 2022-11-07. Author is listed

Corrections

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