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[10th June]
[10th June]
Welcome drink and Piano Concert - Parco della Musica (from 8.30 p.m.)
[11th June]
[11th June]
Registration: 8.30 a.m.–9.00 a.m.
9.00 a.m.–9.15 a.m.
Kick-off for QMGF 2026
Kick-off for QMGF 2026
Emilio Barucci and Simone Giansante
9.15 a.m.–11 a.m.
SESSION 1 - Green Portfolios & Asset Management
SESSION 1 - Green Portfolios & Asset Management
Climate Risk Premium in Europe: The Role of Omitted Factors and Investment Horizon
Climate Risk Premium in Europe: The Role of Omitted Factors and Investment Horizon
Fabio Parla - University of Palermo
Optimal Portfolios under Net-Zero Targets
Luis Hausladen - Technical University of Munich (TUM)
Tail Risk and Green Preferences: Impact of Distributional Assumptions on Environmentally-Adjusted Portfolios
Marcella Maria Leto - University of Palermo
Soft-Penalized Robust Mean-Variance Portfolio: Design, Computation, and Application
Piero Mazzarisi - University of Siena
Coffee Break: 11 a.m.–11.30 p.m.
11.30 a.m.–12.30 p.m.
KEYNOTE
KEYNOTE
Debt-for-Climate Swaps and Adaptation Investment in a Stochastic Sovereign Debt Model
Peter Tankov (ENSAE
Lunch: 12.30 p.m.–2.00 p.m.
2.00 p.m.–3.45 p.m.
SESSION 2 - Sustainable Markets & Green Instruments
SESSION 2 - Sustainable Markets & Green Instruments
Climate-Related Risk Disclosure in Italian Banks: Evidence from ESG Pillar 3 Reports over 2022–2025
Climate-Related Risk Disclosure in Italian Banks: Evidence from ESG Pillar 3 Reports over 2022–2025
Giuseppe Morisani - Iason
Financial Interdependencies between Carbon Markets and Energy Commodities: An Application for the European Union Emissions Trading System
Andrea Flori - Politecnico di Milano
The Scope of Scope-3
Claudio Tebaldi - Università Bocconi
Do Ownership Structures Matter for Environmental Performance? Evidence from EU ETS Firms
Mattia Chiappari - Politecnico di Milano
Coffee Break: 3.45 p.m.–4.15 p.m.
4.15 p.m.–6.00 p.m.
SESSION 3 - Energy Transition & Climate Risk
SESSION 3 - Energy Transition & Climate Risk
An Optimal Energy Production Problem with Energy Source Switching and Load Following Nuclear Power Plants
An Optimal Energy Production Problem with Energy Source Switching and Load Following Nuclear Power Plants
Athena Picarelli - University of Verona
Estimating Wind Farm Revenue Risk: Integrated Price-Volume Modeling with Censored Distribution
Stefan Bulai - University of Bari
PortfoliosClimate News Attention and the Volatility of Financial and Energy Markets
Marco Patacca - University of Perugia
Automated Market Making for Energy Sharing
Michele Fabi - CREST
Social Dinner: Itria Restaurant 8.00 p.m.
[12th June]
[12th June]
9.00 a.m.–10.45 a.m.
SESSION 4 - Policy, Regulation & Corporate Governance
SESSION 4 - Policy, Regulation & Corporate Governance
Sovereigns on thinning ice: Debt sustainability, climate impacts, and adaptation
Sovereigns on thinning ice: Debt sustainability, climate impacts, and adaptation
Andrea Consiglio - University of Palermo
Can GenAI fill banks’ emissions data gap?
Enrico Bernardini - Banca d'Italia
Sovereign bond yields, pollution and natural disasters
Emilio Barucci - Politecnico di Milan
Public Sector Green Bonds: Legacy, Issuance Strategies and Cost
Giovanni Ferri - Lumsa
Coffee Break 10.45 a.m.–11.15 a.m.
11.15 a.m.–12.15 p.m.
KEYNOTE
KEYNOTE
The Blue Risk: Water Scarcity and Financial Markets
Gianfranco Gianfrate (EDHEC)
12.15 p.m.–1 p.m.
Tavola Rotonda (in italian)
Tavola Rotonda (in italian)
Sinergie per lo Sviluppo Sostenibile: Finanza, Territorio e Impatto Sociale
Alessandro Ficile - So.Svi.Ma
Claudia Raimondi - BCC Madonie
Luca Li Vecchi - Coop Verbumcaudo
Moderatore: Simone Giansante - University of Palermo
1 p.m.–1.15 p.m.
Concluding Remarks
Concluding Remarks
Simone Giansante and Emilio Barucci
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