MORELLI, GIACOMO

MORELLI, GIACOMO  

DIPARTIMENTO DI SCIENZE STATISTICHE  

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Titolo Data di pubblicazione Autore(i) File
Are the green ETFs really green? 2022 D'Ecclesia, Rita L.; Morelli, Giacomo; Stefanelli, Kevyn
Emission Trading System: prices, reduction, and trade 2022 Morelli, G.; D'Ecclesia, R. L.
Energy ETF performance: the role of fossil fuels 2022 D'Ecclesia, R. L.; Morelli, G.; Stefanelli, K.
Fair prices under a unified lattice approach for interest rate derivatives 2019 Morelli, Giacomo
GDP Forecasting: Machine Learning, Linear or Autoregression? 2021 Maccarrone, Giovanni; Morelli, Giacomo; Spadaccini, Sara
GLASSO Estimation of Commodity Risks 2020 Foroni, Beatrice; Mazza, Saverio; Morelli, Giacomo; Petrella, Lea
Liquidity drops 2019 Morelli, Giacomo
Multivariate Analysis of Energy Commodities during the COVID-19 Pandemic: Evidence from a Mixed-Frequency Approach 2021 Andreani, Mila; Candila, Vincenzo; Morelli, Giacomo; Lea Petrella, And
Option Pricing, Zero Lower Bound, and COVID-19 2021 Morelli, G.; Petrella, L.
Responsible investing and portfolio selection: a shapley - CVaR approach 2023 Morelli, Giacomo
Responsible investments reduce market risks 2021 Morelli, G.; D'Ecclesia, R.
Stochastic ordering of systemic risk in commodity markets 2023 Morelli, Giacomo
Structural estimation of counterparty credit risk under recovery risk 2022 Castellano, Rosella; Corallo, Vincenzo; Morelli, Giacomo
The network of commodity risk 2022 Foroni, Beatrice; Morelli, Giacomo; Petrella, Lea
Variance Risk Premium in Energy Markets: Ex-Ante and Ex-Post Perspectives 2022 Morelli, Giacomo
Volatility tail risk under fractionality 2019 Morelli, Giacomo