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Publications by the team members
Publications by the team members
Climate risk definition and measures: asset pricing models and stock returns.
Alessio Capriotti, Andrea Cipollini, & Silvia Muzzioli (2024). DEMB Working Paper 237 https://dx.doi.org/10.25431/11380_1339487
Model-free moments: predictability of STOXX Europe 600 Oil & Gas future returns.
Alessio Capriotti & Silvia Muzzioli (2024). DEMB Working Paper 235 https://dx.doi.org/10.25431/11380_1339489
Climate change and asset pricing: a focused review of literature.
Massimiliano Ferrara, Tiziana Ciano, Alessio Capriotti, & Silvia Muzzioli (2024). DEMB Working Paper 236 https://hdl.handle.net/20.500.14087/11681
A comparison between machine and deep learning models on high stationarity data.
Santoro, D., Ciano, T., & Ferrara, M. (2024). Scientific Reports, 14(1), 19409. https://doi.org/10.1038/s41598-024-70341-6.
Financial bubbles and behavioral 'Tatonnement' dynamics.
Ferrara, M., & Ciano, T. (2024). In Reference Module in Social Sciences. https://doi.org/10.1016/B978-0-44-313776-1.00201-4.
Improving the Interpretability of Asset Pricing Models by Explainable AI
Ferrara, M., & Ciano, T. (2024). In Economic computation and economic cybernetics studies and research, 58, 5-19, ISSN: 1842-3264. https://ecocyb.ase.ro/nr2024_4/1_MasimilianoFerrara_TizianaCiano.pdf
Machine Learning Predictive Modeling for assessing Climate Risk in Finance
Ferrara, M., Ciano, T., Capriotti, A., Muzzioli, S. (2024). In Wseas transactions on environment and development, 20, 852-862, ISSN: 2224-3496. https://wseas.com/journals/articles.php?id=10019
Divergence and aggregation of ESG ratings: A survey
Agosto, A., Tanda, A. (2025). In Open Research Europe, 5, 28. https://doi.org/10.12688/openreseurope.19238.1 [version 1; peer review: awaiting peer review]
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