IWEEE 2024: FOURTH ITALIAN WORKSHOP OF ECONOMETRICS AND EMPIRICAL ECONOMICS: "CLIMATE AND ENERGY ECONOMETRICS"

A
Adolfsen, Jakob Feveile	Gas price shocks and euro area inflation
Agnolucci, Paolo	Resource depletion, technological change and market structure
Alessandri, Piergiorgio	Natural gas and the macroeconomy: not all energy shocks are alike
Alqarelleh, Huthaifa	Modelling and forecasting energy market cycles: a Generalized Smooth Transition approach
Andreani, Michele	Identifying the effects of financial and housing shocks on economic activity: A medium- run SVAR perspective
Angelini, Giovanni	Invalid proxies and changes in volatility
B
Bacchiocchi, Emanuele	Partially identified heteroskedastic SVARs: an application to the market for crude oil Macroeconomic spillovers of weather shocks across U.S. states
Barassi, Marco	Heterogeneous Panel VAR model with unknown group factor structure
Barigozzi, Matteo	Hierarchical DCC-HEAVY model for high-dimensional covariance matrices
Bashiri Behmiri, Niaz	Renewable sources and short-to mid-term electricity price forecasting
Bastianin, Andrea	Forecasting the real price of carbon Macroeconomic spillovers of weather shocks across U.S. states
Bastianin, Andrea	Partially identified heteroskedastic SVARs: an application to the market for crude oil
Bates, Michael	Estimating the price elasticity of gasoline demand in correlated random coefficient models with endogeneity
Baumeister, Christiane	A Full-Information Approach to Granular Instrumental Variables Tail events in the oil market
Benati, Luca	Forecasting global temperatures by exploiting cointegration with radiative forcing
Billio, Monica	Unpacking the ESG ratings: does one size fit all?
Billè, Anna Gloria	Accounting for spillovers effects and temporal dynamics on the impact of renewables on labour force: a world perspective
Blasques, Francisco	Observation-driven models with non-stationary stochastic trends and mixed causal non-causal dynamics
Bleischwitz, Raimund	Resource depletion, technological change and market structure
Boccaletti, Simone	International market analysis of the Russia-Ukraine war
Boeck, Maximilian	Natural gas prices and unnatural propagation effects: the role of inflation expectations in the Euro area
Boni, Sara	Nowcasting inflation at quantiles: causality from commodities
Boniece, Benjamin Cooper	Changepoint detection in functional data with empirical energy distances
Bruhin, Jonas	The economic impact of Russia’s invasion of Ukraine on European countries – a SVAR approach
Brunetti, Celso	Reasons behind words: OPEC narratives and the oil market
Buccheri, Giuseppe	Taking advantage of biased proxies for forecast evaluation
Bunn, Derek W.	Higher moments in the fundamental specification of electricity forward prices
C
Calvo-Pardo, Hector	Paying or being paid to be green?
Campiglio, Emanuele	From climate chat to climate shock: Non-linear impacts of transition risk in CDS markets
Candelieri, Antonio	LASSO-based outlier detection and estimation for structural time series
Canepa, Alessandra	Modelling and forecasting energy market cycles: a Generalized Smooth Transition approach
Caporin, Massimiliano	ESG risk exposure: a tale of two tails (Quantile) spillover indexes: simulation-based evidence, confidence intervals and a decomposition
Caporin, Massimiliano	Nowcasting inflation at quantiles: causality from commodities
Carlini, Federico	Intermittency and the potential of wind energy for CO2 abatement
Carvalho, Maria Francisca	Corporate failure prediction in the U.S. energy sector: a survival analysis approach
Cascarano, Michele	Entry, exit, and market structure in a changing climate
Casini, Alessandro	The fixed-b limiting distribution and the ERP of HAR tests under nonstationarity
Casoli, Chiara	Energy shocks in the Euro area: disentangling the pass-through from oil and gas prices to inflation Parallel PAThs: structural scenarios for environmental impacts in a Bayesian Structural GVAR model Revisiting the dynamic factor approach for yield curve modelling
Casoli, Chiara	Understanging the future of critical raw materials for the energy transition: a SVAR model for the US market
Cassola, Nuno	Green risk in Europe
Castle, Jennifer	Econometric Forecasting of Climate Change
Catania, Leopoldo	A new way to Regime Switching Autoregressions Unobserved component models, approximate filters and dynamic adaptive mixture models
Cavaliere, Giuseppe	Bootstrap inference in the presence of bias
Cerasa, Andrea	Quantifying uncertainty in electricity prices forecasting: models and methods
Cerulli, Giovanni	Fundamentals of Supervised Machine Learning: With Applications in Python, R, and Stata
Chen, Binzhi	Heterogeneous Panel VAR model with unknown group factor structure
Chevillon, Guillaume	What does it take to control global temperatures? A toolbox for estimating the impact of economic policies on climate.
Chiaromonte, Francesca	Raided by the storm: impacts on income and wages from three decades of U.S. thunderstorms
Christensen, Bent Jesper	Intermittency and the potential of wind energy for CO2 abatement
Cipollini, Andrea	Temperature and growth: a Panel Mixed Frequency VAR analysis using NUTS2 data Climate risk and investment in equities in Europe: a Panel SVAR approach
Coronese, Matteo	Raided by the storm: impacts on income and wages from three decades of U.S. thunderstorms
Corrado, Luisa	Energy shocks, pandemics and the macroeconomy
Crippa, Federico	Raided by the storm: impacts on income and wages from three decades of U.S. thunderstorms
D
D'Innocenzo, Enzo	Unobserved component models, approximate filters and dynamic adaptive mixture models
Datta Gupta, Nabanita	Intermittency and the potential of wind energy for CO2 abatement
De Angelis, Luca	Greeness confusion and the greenium From climate chat to climate shock: Non-linear impacts of transition risk in CDS markets
De Cian, Enrica	Temperature and health capital: long-term consequences of exposure in early childhood
De Lipsis, Vincenzo	Resource depletion, technological change and market structure
Degasperi, Riccardo	Identification of expectational shocks in the oil market using OPEC announcements
Di Iorio, Francesca	Structural change in asset correlations and macroeconomic fundamentals: Application to crack spreads
Diaz-Rubio, Gery Andres	Consistent and efficient misspecification resistant model selection for vectorial time series models
Ditzen, Jan	Forecasting oil consumption and production using the Statistical Review of World Energy
Dogah, Kingsley	The blind spot of the efficient market hypothesis, uncertainty, and a great pool with varying depth: tales from global crude oil markets
Dzuverovic, Emilija	Hierarchical DCC-HEAVY model for high-dimensional covariance matrices
E
Ersoy, Erkal	Forecasting oil consumption and production using the Statistical Review of World Energy
F
Fanelli, Luca	Invalid proxies and changes in volatility
Ferrari, Davide	Robust estimation for Threshold Autoregressive Moving-Average models
Ferrari Minesso, Massimo	Gas price shocks and euro area inflation
Fezzi, Carlo	Renewable sources and short-to mid-term electricity price forecasting
Fierro, Luca	An empirical inquiry into the redistributive nature of energy price shocks
Fitzpatrick, Aoife Claire	Unpacking the ESG ratings: does one size fit all?
Friedrich, Marina	Bootstrapping trending time-varying coefficient panel models
Frigerio, Simone	LASSO-based outlier detection and estimation for structural time series
G
Gazzani, Andrea	Natural gas and the macroeconomy: not all energy shocks are alike
Gelain, Paolo	Oil shocks and US banks: a SVAR approach
Gianfreda, Angelica	Higher moments in the fundamental specification of electricity forward prices
Giannerini, Simone	Consistent and efficient misspecification resistant model selection for vectorial time series models
Giannerini, Simone	Robust estimation for Threshold Autoregressive Moving-Average models
Gillmann, Niels	Adaptive local VAR for dynamic economic policy uncertainty spillover
Giovannelli, Alessandro	Quantifying uncertainty in electricity prices forecasting: models and methods
Giri, Federico	Identifying the effects of financial and housing shocks on economic activity: A medium- run SVAR perspective
Goncalves, Silvia	Bootstrap inference in the presence of bias
Goracci, Greta	Robust estimation for Threshold Autoregressive Moving-Average models Consistent and efficient misspecification resistant model selection for vectorial time series models
Grassi, Stefano	Energy shocks, pandemics and the macroeconomy Global money supply and energy and non-energy commodity prices: A MS-TV-VAR approach
Gries, Timm	Informal employment from migration shocks
Gronwald, Marc	The blind spot of the efficient market hypothesis, uncertainty, and a great pool with varying depth: tales from global crude oil markets
Gucciardi, Gianluca	What common structure behind the ESG ratings?
Guerini, Mattia	Financing constraints, climate policies and carbon emissions
Güntner, Jochen	Sudden stop: supply and demand shocks in the German natural gas market Not all oil types are alike
H
Hamadi, Tara	The time-evolving impact of climate and macroeconomic uncertainty
Harvey, Andrew	A new way to Regime Switching Autoregressions
Hasenzagl, Thomas	Monitoring the economy in real time: trends and gaps in real activity and prices
Horvath, Lajos	Changepoint detection in functional data with empirical energy distances
Huber, Florian	Forecasting euro area inflation using a huge panel of survey expectations
Huber, Florian	Tail events in the oil market
I
Irlacher, Michael	Not all oil types are alike
J
Jimenez Martin, Juan Angel	ESG risk exposure: a tale of two tails
Joëts, Marc	Reasons behind words: OPEC narratives and the oil market
K
Karavias, Yiannis	Heterogeneous Panel VAR model with unknown group factor structure
Kim, Seolah	Estimating the price elasticity of gasoline demand in correlated random coefficient models with endogeneity
Kitagawa, Toru	Partially identified heteroskedastic SVARs: an application to the market for crude oil
Knorre, Fabian	Fully Modified OLS Estimation and Inference for Seemingly Unrelated Cointegrating Polynomial Regressions with Common Integrated Regressors
Koopman, Siem Jan	Observation-driven models with non-stationary stochastic trends and mixed causal non-causal dynamics
Krabbe, Frederik	A new way to Regime Switching Autoregressions
Kruse-Becher, Robinson	Adaptive now- and forecasting of global temperatures under smooth structural changes
Kurita, Takamitsu	What does it take to control global temperatures? A toolbox for estimating the impact of economic policies on climate.
Kyriakou, Ioannis	Structural change in asset correlations and macroeconomic fundamentals: Application to crack spreads
L
Lamperti, Francesco	Raided by the storm: impacts on income and wages from three decades of U.S. thunderstorms
Latino, Carmelo	Unpacking the ESG ratings: does one size fit all?
Lin, Yicong	Bootstrapping trending time-varying coefficient panel models
Loberto, Michele	The capitalization of energy labels into house prices. Evidence from Italy.
Lorusso, Marco	Oil shocks and US banks: a SVAR approach
Luati, Alessandra	Unobserved component models, approximate filters and dynamic adaptive mixture models
Lucchetti, Riccardo	The spherical parametrization for correlation matrices and its computational advantages
Lucchetti, Riccardo	Identifying the effects of financial and housing shocks on economic activity: A medium- run SVAR perspective
Lucchetti, Riccardo	Revisiting the dynamic factor approach for yield curve modelling
Lucidi, Francesco Simone	The effects of temperature shocks on energy prices and inflation in the Euro Area
M
Manera, Matteo	Energy shocks in the Euro area: disentangling the pass-through from oil and gas prices to inflation
Manera, Matteo	Causality, connectedness and volatility pass-through among energy-metal-stock-carbon markets: new evidence from the EU
Manera, Matteo	Parallel PAThs: structural scenarios for environmental impacts in a Bayesian Structural GVAR model
Maranzano, Paolo	International market analysis of the Russia-Ukraine war LASSO-based outlier detection and estimation for structural time series
Marcellino, Massimiliano	Tail events in the oil market
Marchese, Malvina	Structural change in asset correlations and macroeconomic fundamentals: Application to crack spreads
Marin, Giovanni	Financing constraints, climate policies and carbon emissions
Martinoli, Mario	An empirical inquiry into the redistributive nature of energy price shocks
Mastromarco, Camilla	Estimating nonparametric conditional frontiers and efficiencies: a new approach
Mazzanti, Massimiliano	Climate policy analysis: efficient estimation of a semiparametric panel data model with spatial and factor dependence
Midões, Catarina	Temperature and health capital: long-term consequences of exposure in early childhood
Mignon, Valérie	How political tensions and geopolitical risks impact oil prices? Reasons behind words: OPEC narratives and the oil market
Mingoli, Gabriele	Observation-driven models with non-stationary stochastic trends and mixed causal non-causal dynamics
Mirto, Elisabetta	Partially identified heteroskedastic SVARs: an application to the market for crude oil
Mirto, Elisabetta	Forecasting the real price of carbon
Mistretta, Alessandro	The capitalization of energy labels into house prices. Evidence from Italy.
Monasterolo, Irene	Greeness confusion and the greenium
Moneta, Alessio	Explaining glacial dynamics with singular and non-Gaussian Vector Autoregressions
Moramarco, Graziano	Macroeconomic spillovers of weather shocks across U.S. states
Morana, Claudio	Green risk in Europe Evolving climate risk in Europe
Morelli, Caterina	International market analysis of the Russia-Ukraine war
Mork, Jente Esther	Gas price shocks and euro area inflation
Moussa, Zakaria	Identifying oil supply news shocks and their effects on the global oil market
Musolesi, Antonio	Climate policy analysis: efficient estimation of a semiparametric panel data model with spatial and factor dependence
N
Nan, Fanny	Quantifying uncertainty in electricity prices forecasting: models and methods
Natoli, Filippo	Entry, exit, and market structure in a changing climate
Neri, Luca	Invalid proxies and changes in volatility
Neri, Paolo	From climate chat to climate shock: Non-linear impacts of transition risk in CDS markets
Nielsen, Morten Orregaard	Bootstrap inference in the presence of bias
O
Ojea-Ferreiro, Javier	Tail risks of energy transition metal prices for energy and non-energy commodity prices
Okhrin, Ostap	Adaptive local VAR for dynamic economic policy uncertainty spillover
Olmo, Jose	Paying or being paid to be green?
Onorante, Luca	Forecasting euro area inflation using a huge panel of survey expectations
Ossola, Elisa	Green risk in Europe What common structure behind the ESG ratings? International market analysis of the Russia-Ukraine war
P
Pakrooh, Parisa	Causality, connectedness and volatility pass-through among energy-metal-stock-carbon markets: new evidence from the EU
Pakrooh, Parisa	Parallel PAThs: structural scenarios for environmental impacts in a Bayesian Structural GVAR model
Paolillo, Aldo	Energy shocks, pandemics and the macroeconomy
Pappert, Antonia	Forecasting natural gas prices with spatio-temporal copula-based time series models
Pappert, Sven	Forecasting natural gas prices with spatio-temporal copula-based time series models
Parla, Fabio	Temperature and growth: a Panel Mixed Frequency VAR analysis using NUTS2 data Climate risk and investment in equities in Europe: a Panel SVAR approach
Pedini, Luca	The spherical parametrization for correlation matrices and its computational advantages
Pelagatti, Matteo	What common structure behind the ESG ratings? LASSO-based outlier detection and estimation for structural time series
Pelizzon, Loriana	Unpacking the ESG ratings: does one size fit all?
Pellegrino, Filippo	Monitoring the economy in real time: trends and gaps in real activity and prices
Pesavento, Elena	Impulse response functions in nonlinear VARs: time varying VARs
Petrella, Andrea	Entry, exit, and market structure in a changing climate
Pfarrhofer, Michael	Forecasting euro area inflation using a huge panel of survey expectations
Pisa, Marta Maria	The effects of temperature shocks on energy prices and inflation in the Euro Area
Proeitti, Tommaso	Quantifying uncertainty in electricity prices forecasting: models and methods
Q
Quin, Yan	Forecasting the real price of carbon
R
Ravazzolo, Francesco	Energy shocks, pandemics and the macroeconomy
Ravazzolo, Francesco	Global money supply and energy and non-energy commodity prices: A MS-TV-VAR approach
Ravazzolo, Francesco	Is the price cap for gas useful? Evidence from European countries
Ravazzolo, Francesco	Robust estimation for Threshold Autoregressive Moving-Average models
Ravazzolo, Francesco	Forecasting oil consumption and production using the Statistical Review of World Energy
Ravazzolo, Francesco	Renewable sources and short-to mid-term electricity price forecasting
Ravazzolo, Francesco	Nowcasting inflation at quantiles: causality from commodities
Reboredo, Juan C.	Tail risks of energy transition metal prices for energy and non-energy commodity prices
Reichlin, Lucrezia	Monitoring the economy in real time: trends and gaps in real activity and prices
Reif, Magnus	Sudden stop: supply and demand shocks in the German natural gas market
Renò, Roberto	Taking advantage of biased proxies for forecast evaluation
Ricco, Giovanni	Monitoring the economy in real time: trends and gaps in real activity and prices
Rodriguez Poo, Juan Manuel	Climate policy analysis: efficient estimation of a semiparametric panel data model with spatial and factor dependence
Rogna, Marco	Accounting for spillovers effects and temporal dynamics on the impact of renewables on labour force: a world perspective
Romani, Ilenia	Understanging the future of critical raw materials for the energy transition: a SVAR model for the US market
Rossini, Luca	Is the price cap for gas useful? Evidence from European countries
Rossini, Luca	Forecasting the real price of carbon
Roventini, Andrea	Raided by the storm: impacts on income and wages from three decades of U.S. thunderstorms
S
Saadaoui, Jamel	How political tensions and geopolitical risks impact oil prices?
Santucci de Magistris, Paolo	Intermittency and the potential of wind energy for CO2 abatement
Scalisi, Ginevra	From climate chat to climate shock: Non-linear impacts of transition risk in CDS markets
Scandolo, Giacomo	Higher moments in the fundamental specification of electricity forward prices
Scheufele, Rolf	The economic impact of Russia’s invasion of Ukraine on European countries – a SVAR approach
Scudiero, Alessia	Impulse response functions in nonlinear VARs: time varying VARs
Simar, Leopold	Estimating nonparametric conditional frontiers and efficiencies: a new approach
Smyth, Russell	Critical minerals and Artificial Intelligence: a theory of the back-ended risk premium
Soberon, Alexandra	Climate policy analysis: efficient estimation of a semiparametric panel data model with spatial and factor dependence
Spuri, Matteo	The capitalization of energy labels into house prices. Evidence from Italy.
Stern, David	Explaining glacial dynamics with singular and non-Gaussian Vector Autoregressions
Stucki, Yannic	The economic impact of Russia’s invasion of Ukraine on European countries – a SVAR approach
T
Tamvakis, Michael	Structural change in asset correlations and macroeconomic fundamentals: Application to crack spreads
Tancioni, Massimiliano	The effects of temperature shocks on energy prices and inflation in the Euro Area
Tedeschi, Marco	The role of energy consumption on economic growth in the decarbonization era. Evidence from panels of heterogeneous countries.
Thomas, Arthur	Identifying oil supply news shocks and their effects on the global oil market
Trapani, Lorenzo	Changepoint detection in functional data with empirical energy distances
Trapani, Lorenzo	Informal employment from migration shocks
U
Ugolini, Andrea	Tail risks of energy transition metal prices for energy and non-energy commodity prices
V
Valente, Marica	Informal employment from migration shocks
Valenti, Daniele	Energy shocks in the Euro area: disentangling the pass-through from oil and gas prices to inflation
Valenti, Daniele	Parallel PAThs: structural scenarios for environmental impacts in a Bayesian Structural GVAR model
Valenti, Giulia	Temperature and health capital: long-term consequences of exposure in early childhood
van der Sluis, Bernhard	Bootstrapping trending time-varying coefficient panel models
Van Keilegom, Ingrid	Estimating nonparametric conditional frontiers and efficiencies: a new approach
Van Robays, Ine	Gas price shocks and euro area inflation
Vashisht, Rupali	Paying or being paid to be green?
Vergalli, Sergio	Understanging the future of critical raw materials for the energy transition: a SVAR model for the US market
Vespignani, Joaquin	Critical minerals and Artificial Intelligence: a theory of the back-ended risk premium
Vespignani, Joaquin	Global money supply and energy and non-energy commodity prices: A MS-TV-VAR approach
Visconti Parisio, Lucia	What common structure behind the ESG ratings?
Vocalelli, Giorgio	Taking advantage of biased proxies for forecast evaluation
Vocalelli, Giorgio	Global money supply and energy and non-energy commodity prices: A MS-TV-VAR approach
Vona, Francesco	Financing constraints, climate policies and carbon emissions Temperature and health capital: long-term consequences of exposure in early childhood
W
Wadud, Sania	The blind spot of the efficient market hypothesis, uncertainty, and a great pool with varying depth: tales from global crude oil markets
Wagner, Martin	Fully Modified OLS Estimation and Inference for Seemingly Unrelated Cointegrating Polynomial Regressions with Common Integrated Regressors
Wolters, Maik	Sudden stop: supply and demand shocks in the German natural gas market
Y
Yang, Runfeng	ESG risk exposure: a tale of two tails
Z
Zaman, Saeed	Oil shocks and US banks: a SVAR approach
Zanelli, Edoardo	Bootstrap inference in the presence of bias
Zanetti Chini, Emilio	Judgment can spur long memory
Zanetti Chini, Emilio	Modelling and forecasting energy market cycles: a Generalized Smooth Transition approach
Zörner, Thomas	Natural gas prices and unnatural propagation effects: the role of inflation expectations in the Euro area
Ö
Öhlinger, Peter	Not all oil types are alike

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