Institution: Università degli Studi di Milano-Bicocca
Primary Field: Energy (weighted toward more recent publications)
Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).
| Period | S (4x) | A (2x) | B (1x) | C (½x) | Total |
|---|---|---|---|---|---|
| Last 5 Years | 0.00 | 0.00 | 0.00 | 0.00 | 0.34 |
| Last 10 Years | 0.00 | 4.36 | 0.67 | 0.00 | 10.22 |
| All Time | 0.00 | 4.36 | 1.68 | 0.00 | 11.23 |
| Year | Article | Journal | Tier | Authors |
|---|---|---|---|---|
| 2022 | Do green bonds de-risk investment in low-carbon stocks? | Economic Modeling | C | 3 |
| 2020 | Network connectedness of green bonds and asset classes | Energy Economics | A | 3 |
| 2020 | Price connectedness between green bond and financial markets | Economic Modeling | C | 2 |
| 2018 | The impact of energy prices on clean energy stock prices. A multivariate quantile dependence approach | Energy Economics | A | 2 |
| 2018 | The impact of Twitter sentiment on renewable energy stocks | Energy Economics | A | 2 |
| 2017 | Wavelet-based test of co-movement and causality between oil and renewable energy stock prices | Energy Economics | A | 3 |
| 2016 | Quantile dependence of oil price movements and stock returns | Energy Economics | A | 2 |
| 2016 | Downside and upside risk spillovers between exchange rates and stock prices | Journal of Banking & Finance | B | 3 |
| 2015 | Systemic risk in European sovereign debt markets: A CoVaR-copula approach | Journal of International Money and Finance | B | 2 |