Chiara Casoli
I am postdoctoral researcher in the Econometrics of the Energy Transiotion Programme at Fondazione Eni Enrico Mattei, Milano.
I am postdoctoral researcher in the Econometrics of the Energy Transiotion Programme at Fondazione Eni Enrico Mattei, Milano.
Research interests: time series analysis, climate and energy econometrics, dynamic factor models, SVAR models
Research interests: time series analysis, climate and energy econometrics, dynamic factor models, SVAR models
Education:
PhD in Economics, Università Politecnica delle Marche, Ancona (Italy), 2020.
Thesis: "The dynamics of commodity prices: common movement and latent factors"
Awards:
2022 Denis Sargan Econometrics Prize by The Econometrics Journal on behalf of the Royal Economic Society, for the article Permanent-Transitory decomposition of cointegrated time series via dynamic factor models, with an application to commodity prices (joint with Riccardo Jack Lucchetti).
