Program

Day 1 (Thursday 12)

9.00-9.15 Registration

9.15-9.30 Opening

9.30-10.00 Camilla Damian

10.00-10.30 Federico Cortese

10.30-11.00 Makar Pravosud

11.00-11.30 Coffee Break

11.30-13.00 Keynote: Umberto Cherubini

13.00-14.30 Lunch Break

14.30-15.00 Marianna Russo

15.00-15.30 Edit Rroji

15.30-16.00 Coffee Break

16.00-16.30 Simone Pavarana

16.30-17.00 Immacolata Oliva

9.30-10.00 Dario Palumbo

10.00-10.30 Susana Campos Martins

10.30-11.00 Francesco Rotondi

11.00-11.30 Coffee Break

11.30-13.00 Keynote: Alex Weissensteiner

13.00-14.30 Lunch Break

14.30-15.00 Andrea Mazzon

15.00-15.30 Angelica Gianfreda

15.30-16.00 Antonio Ocello

Titles of talks

Umberto Cherubini Transition Risk Information in CDS and Options: An Implied Local Projection Approach
Alex Weissensteiner Futures and options trading of EuroStoxx 50 contracts at the Eurex
Susana Campos Martins Novel Global and Regional Risk Factors
Federico Cortese Advanced Statistical Jump Model for Urban Air Quality Dynamics
Camilla Damian Assessing the Impact of Climate Risk on Mortality through a Partial Information Approach
Angelica Gianfreda The Connectedness Features of Electricity Futures
Andrea Mazzon Optimal Entry and Exit Problems under Climate Scenario Uncertainty, Ambiguity Aversion and Learning
Antonio Ocello A Stochastic Target Problem for Branching Diffusion Processes
Immacolata Oliva Pension Funds with Longevity Risk: an Optimal Portfolio Insurance Approach
Dario Palumbo Testing and Modelling Time Varying (A)symmetric Tails
Simone Pavarana Propagation of Carbon Price Shocks through the Value Chain: the Mean-Field Game of Defaults
Makar Pravosud Crypto options and its implied volatility skew
Francesco Rotondi A Hidden Markov Model for Statistical Arbitrage in International Crude Oil Futures Markets
Edit Rroji The Greenium Term Structure
Marianna Russo Understanding Commodity Risk Factors In The Transition Towards A Net-Zero Carbon Economy

Book of Abstracts

booklet1.pdf

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