Econometrics of the Energy Transition
In recent years attention has increased among applied economists on monitoring the behavior and the interconnections between key energy variables, indicators of climate change, the macroeconomy, commodities and financial markets.
In the light of the importance of energy vectors for the transition to more sustainable societies, Fondazione Eni Enrico Mattei is promoting research aimed at modelling and forecasting fundamental energy variables and their interrelations with climate and financial indicators, commodity markets and macroeconomic aggregates, where the common denominator is the use of advanced econometric techniques.
The research program Econometrics of the Energy Transition (EET) develops along three, intertwinned research lines, namely:
- Climate econometrics;
- Energy finance econometrics;
- Oil market econometrics.
EET naturally encourages interactions with the other research programs currently active at Fondazione Eni Enrico Mattei.
Projects
22.02.2023 / 21.02.2025
Research Project | Ongoing Project
Dependencies and volatility spillovers among carbon, energy, and stock markets in the EU – ECS
01.01.2021 / 31.12.2024
Research Project | Ongoing Project
Climate Econometrics
01.01.2021 / 31.12.2024
Research Project | Ongoing Project
Energy Finance Econometrics
Publications
Scientific Pubblications
Journal Articles | 18.11.2024
Causality, Connectedness, and Volatility pass-through among Energy-Metal-Stock-Carbon Markets: New Evidence from the EU
Parisa Pakrooh (Marie Sklodowska-Curie Postdoctoral Research Fellow, Fondazione Eni Enrico Mattei); Matteo Manera (Department of Economics, Management and Statistics, University of Milano-Bicocca, and Fondazione Eni Enrico Mattei)
Journal Articles | 01.08.2024
Energy shocks in the Euro area: Disentangling the pass-through from oil and gas prices to inflation
Chiara Casoli (Fondazione Eni Enrico Mattei – FEEM); Matteo Manera (University of Milano-Bicocca; Fondazione Eni Enrico Mattei – FEEM); Daniele Valenti (Politecnico di Milano; Fondazione Eni Enrico Mattei – FEEM)
Working Paper | 01.08.2024
Causality, Connectedness, and Volatility Pass-through among Energy-Metal-Stock-Carbon Markets: New Evidence from the EU
Parisa Pakrooh (Marie Sklodowska-Curie Postdoctoral Research Fellow, Fondazione Eni Enrico Mattei), Matteo Manera (Department of Economics, Management and Statistics, University of Milano-Bicocca, and Fondazione Eni Enrico Mattei)
Working Paper | 11.07.2024
A Hodrick-Prescott filter with automatically selected jumps
Paolo Maranzano (Department of Economics, Management and Statistics, University of Milano-Bicocca and Fondazione Eni Enrico Mattei); Matteo Pelagatti (Department of Economics, Management and Statistics, University of Milano-Bicocca)
Working Paper | 27.06.2024
Income taxation and labour response. Empirical evidence from a DID analysis of an income tax treatment in Italy
Bruno Bosco (Department of Economics, Management and Statistics, University of Milano-Bicocca), Carlo Federico Bosco (University of Pavia), Paolo Maranzano (Department of Economics, Management and Statistics, University of Milano-Bicocca and Fondazione Eni Enrico Mattei)
Journal Articles | 30.05.2024
Investigating the Nexus Between GHG Emissions and AFOLU Activities: New Insights from C-Vine Copula Approach
Parisa Pakrooh (Fondazione Eni Enrico Mattei); Muhamad Abdul Kamal (Department of Economics, Abdul Wali Khan University Mardan); Cosimo Magazzino (Department of Political Science, Roma Tre University)
Journal Articles | 09.02.2024
ESG Factors and Firms’ Credit Risk
Laura Bonacorsi (Department of Social and Political Sciences, Bocconi University); Vittoria Cerasi (Italian Court of Auditors, CefES & O-Fire, University of Milano-Bicocca); Paola Galfrascoli (Department of Economics, Management and Statistics, DEMS, CefES & O-Fire and University of Milano-Bicocca); Matteo Manera (Department of Economics, Management and Statistics, DEMS, University of Milano-Bicocca and Fondazione Eni Enrico Mattei)
Working Paper | 20.12.2022
Modelling the effects of climate change on economic growth: a Bayesian Structural Global Vector Autoregressive approach
Maryam Ahmadi (Fondazione Eni Enrico Mattei); Chiara Casoli (Fondazione Eni Enrico Mattei); Matteo Manera (Fondazione Eni Enrico Mattei and Department of Economics Management and Statistics – DEMS, University of Milano-Bicocca); Daniele Valenti (Fondazione Eni Enrico Mattei and Department of Environmental Science and Policy – DESP, University of Milan)
Working Paper | 19.12.2022
Energy shocks in the Euro area: disentangling the pass-through from oil and gas prices to inflation
Chiara Casoli (Fondazione Eni Enrico Mattei); Matteo Manera (Fondazione Eni Enrico Mattei and Department of Economics, Management and Statistics – DEMS, University of Milano-Bicocca); Daniele Valenti (Fondazione Eni Enrico Mattei and Department of Management, Economics and Industrial Engineering, Politecnico di Milano – School of Management)
Journal Articles | 15.09.2022
Air Quality in Lombardy, Italy: an Overview of the Environmental Monitoring System of ARPA Lombardia
Paolo Maranzano (Department of Economics, Management and Statistics, University of Milano-Bicocca and Fondazione Eni Enrico Mattei)
Journal Articles | 15.09.2022
The Role of Education and Income Inequality on Environmental Quality. A Panel Data Analysis of the EKC Hypothesis on OECD Countries
Paolo Maranzano (Deptartment of Economics, Management and Statistics, University of Milano-Bicocca and Fondazione Eni Enrico Mattei); Matteo Manera (Deptartment of Economics, Management and Statistics, University of Milano-Bicocca and Fondazione Eni Enrico Mattei); Joao Paulo Bento (Department of Economics, Tourism and Management Engineering, University of Aveiro)
Journal Articles | 15.09.2022
Permanent-Transitory decomposition of cointegrated time series via dynamic factor models, with an application to commodity prices
Chiara Casoli (Fondazione Eni Enrico Mattei); Riccardo Lucchetti (Deparment of Economic and Social Sciences, Università Politecnica delle Marche)
Journal Articles | 15.09.2022
Modelling the Global Price of Oil: Is there any Role for the Oil Futures-spot Spread?
Daniele Valenti (University of Milan and Fondazione Eni Enrico Mattei)
Working Paper | 09.07.2021
Permanent-Transitory decomposition of cointegrated time series via Dynamic Factor Models, with an application to commodity prices
Chiara Casoli (Fondazione Eni Enrico Mattei); Riccardo (Jack) Lucchetti (Università Politecnica delle Marche)
Events
19.11.2024 / 19.11.2024
Seminars / Webinars | Past Event
Dealing with Idiosyncratic Cross-correlation when Constructing Confidence Regions for PC Factors
05.06.2024 / 06.06.2024
WORKSHOP | Past Event
FEEM International Workshop | Econometrics of the Energy Transition
30.11.2022 / 30.11.2022
Seminars / Webinars | Past Event
Clima, caso e statistica