Browsing All of EconStor by Author Costola, Michele
Showing results 1 to 15 of 15
Year of Publication | Title | Author(s) |
2017 | Systemic risk for financial institutions of major petroleum-based economies: The role of oil | Khalifa, Ahmed; Caporin, Massimiliano; Costola, Michele; Hammoudeh, Shawkat |
2018 | Financial bridges and network communities | Casarin, Roberto; Costola, Michele; Yenerdag, Erdem |
2019 | Credit scoring in SME asset-backed securities: An Italian case study | Bedin, Andrea; Billio, Monica; Costola, Michele; Pelizzon, Loriana |
2019 | Buildings' energy efficiency and the probability of mortgage default: The Dutch case | Billio, Monica; Costola, Michele; Pelizzon, Loriana; Riedel, Max |
2019 | High-dimensional sparse financial networks through a regularised regression model | Bernardi, Mauro; Costola, Michele |
2019 | Credit scoring in SME asset-backed securities: An Italian case study | Bedin, Andrea; Billio, Monica; Costola, Michele; Pelizzon, Loriana |
2020 | Inside the ESG ratings: (Dis)agreement and performance | Billio, Monica; Costola, Michele; Hristova, Iva; Latino, Carmelo; Pelizzon, Loriana |
2020 | Machine learning sentiment analysis, Covid-19 news and stock market reactions | Costola, Michele; Nofer, Michael; Hinz, Oliver; Pelizzon, Loriana |
2021 | Impact of public news sentiment on stock market index return and volatility | Anese, Gianluca; Corazza, Marco; Costola, Michele; Pelizzon, Loriana |
2021 | Time-varying granger causality tests for applications in global crude oil markets: A study on the DCC-MGARCH Hong test | Caporina, Massimiliano; Costola, Michele |
2022 | Sustainable finance: A journey toward ESG and climate risk | Billio, Monica; Costola, Michele; Hristova, Iva; Latino, Carmelo; Pelizzon, Loriana |
2022 | Creditworthiness and buildings' energy efficiency in the Italian mortgage market | Billio, Monica; Costola, Michele; Pelizzon, Loriana; Riedel, Max |
2023 | Bayesian SAR model with stochastic volatility and multiple time-varying weights | Costola, Michele; Iacopini, Matteo; Wichers, Casper |
2023 | Learning from experts: Energy efficiency in residential buildings | Billio, Monica; Casarin, Roberto; Costola, Michele; Veggente, Veronica |
2023 | Pricing climate transition risk: Evidence from European corporate CDS | Vozian, Katia; Costola, Michele |