Econometrics of the Energy Transition
In recent years attention has mounted 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
01.01.2021 / 31.12.2021
Research Project | Past Project
Climate Econometrics
01.01.2021 / 31.12.2021
Research Project | Past Project
Energy Finance Econometrics
Publications
1.
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)
2.
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)
3.
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)