← All authors Michele Costola Ca' Foscari University of Venice (from arXiv:2310.17473, 2023) · ORCID · OpenAlex
28 papers in scope · 28 published · 2 on the econ.EM arXiv · 1,107 citations · h-index 13 (over the papers listed here)
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
Sylvia Frühwirth-Schnatter Gregor Kastner Darjus Hosszejni Hedibert F. Lopes Florian Huber Peter Knaus Tomasz Woźniak Fei Shang Annalisa Cadonna Martin Feldkircher Giorgio Calzolari Christian Mücher Annika Camehl Niko Hauzenberger Gary Koop Sebastian Ankargren Manabu Asai Benjamin Poignard Luis Uzeda Helmut Lütkepohl Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md .
Papers (3 of 28)
Compounding geopolitical and energy risks: A clustered stochastic multi-COVOL model
published 2025 · Energy Economics · 1 citations
Pricing climate transition risk: Evidence from European corporate CDS
published 2025 · Energy Economics · 14 citations · first circulated 2023
with Katia Vozian
published 2024 · Journal of Financial Econometrics · first circulated 2023
Exploring Secular Wheat Price Dynamics Across Italian Cities Using $$R^{2}$$ Connectedness
published 2024 · Journal of Agricultural Biological and Environmental Statistics · 1 citations
with Mauro Costantini, Licia Ferranna, Antonio Paradiso
Learning from experts: Energy efficiency in residential buildings
published 2024 · Energy Economics · 14 citations · first circulated 2023
Sustainable Finance: A Journey Toward ESG and Climate Risk
published 2024 · International Review of Environmental and Resource Economics · 19 citations · first circulated 2022
Impact of public news sentiment on stock market index return and volatility
published 2023 · Computational Management Science · 14 citations · first circulated 2021
Machine learning sentiment analysis, COVID-19 news and stock market reactions
published 2023 · Research in International Business and Finance · 135 citations · first circulated 2020
Measuring sovereign bond fragmentation in the Eurozone
published 2022 · Finance research letters · 1 citations
Time-varying Granger causality tests in the energy markets: A study on the DCC-MGARCH Hong test
published 2022 · Energy Economics · 17 citations
with Massimiliano Caporin
Spillovers among energy commodities and the Russian stock market
published 2022 · Journal of commodity markets · 13 citations
with Marco Lorusso
Global risks, the macroeconomy, and asset prices
published 2022 · Empirical Economics · 9 citations
with Michael Donadelli, Luca Gerotto, Ivan Gufler
published 2021 · Econometrics and Statistics · 11 citations
Systemic risk and severe economic downturns: A targeted and sparse analysis
published 2021 · Journal of Banking & Finance · 28 citations
with Massimiliano Caporin, Jean-Charles Garibal, Bertrand Maillet
Inside the ESG ratings: (Dis)agreement and performance
published 2021 · Corporate Social Responsibility and Environmental Management · 579 citations · first circulated 2020
A Matrix-Variate t Model for Networks
published 2021 · Frontiers in Artificial Intelligence · 7 citations
published 2021 · Economics Letters · 1 citations
Google search volumes and the financial markets during the COVID-19 outbreak
published 2020 · Finance research letters · 86 citations
Systemic Risk for Financial Institutions in the Major Petroleum-based Economies: The Role of Oil
published 2020 · The Energy Journal · 7 citations · first circulated 2017
with Ahmed Khalif, Massimiliano Caporin, Shawkat Hammoudeh, Ahmed Khalifa
Credit Scoring in SME Asset-Backed Securities: An Italian Case Study
published 2019 · Journal of risk and financial management · 12 citations
Asymmetry and leverage in GARCH models: a News Impact Curve perspective
published 2019 · Applied Economics · 27 citations
with Massimiliano Caporin
Structural changes in large economic datasets: A nonparametric homogeneity test
published 2018 · Economics Letters · 3 citations
Measuring the Behavioural Component of the S&P 500 and its Relationship to Financial Stress and Aggregated Earnings Surprises
published 2018 · British Journal of Management · 6 citations
with Massimiliano Caporin, Luca Corazzini
On the (Ab)use of Omega ?”
published 2017 · Journal of Empirical Finance · 18 citations · first circulated 2015
with Massimiliano Caporin, Gregory Mathieu Jannin, Bertrand Maillet
Bayesian Non--Negative Regularised Regresssion
published 2017 · STATISTICS AND DATA SCIENCE: NEW CHALLENGES, NEW GENERATIONS
no link
An entropy-based early warning indicator for systemic risk
published 2016 · Journal of International Financial Markets Institutions and Money · 76 citations · first circulated 2015
RATIONAL LEARNING FOR RISK-AVERSE INVESTORS BY CONDITIONING ON BEHAVIORAL CHOICES
published 2016 · Annals of Financial Economics · first circulated 2015
with Massimiliano Caporin
Backward/forward optimal combination of performance measures for equity screening
published 2015 · The North American Journal of Economics and Finance · 8 citations · first circulated 2012
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