Econometrics of the Energy Transition
Negli ultimi anni gli economisti applicati hanno dedicato crescente attenzione all’osservazione e allo studio del comportamento e delle interrelazioni tra le principali variabili energetiche, gli indicatori di cambiamento climatico, le grandezze macroeconomiche, i mercati finanziari e delle commodities.
Data l’importanza del settore energetico per la realizzazione della transizione verso sistemi economici e sociali maggiormente sostenibili, la Fondazione Eni Enrico Mattei ha deciso di promuovere attività di ricerca aventi come obiettivo la modellizzazione e la previsione delle principali variabili energetiche, delle loro interazioni con le variabili climatiche e con indicatori finanziari, nonché con i mercati delle commodities e gli aggregati macroeconomici, il cui denominatore comune è l’utilizzo di tecniche econometriche avanzate.
Il programma di ricerca Econometrics of the Energy Transition (EET) si sviluppa lungo tre direttrici, tra di loro interconnesse:
- Econometria del clima;
- Econometria della finanza applicata all’energia;
- Econometria del mercato del petrolio.
La trasversalità della ricerca condotta all’interno del programma favorisce le naturali interazioni di EET con gli altri programmi di ricerca attivi presso la Fondazione Eni Enrico Mattei.
Progetti
15.10.2023 / 31.12.2025
Progetto di Ricerca | Progetto in corso
The provision of research advice and papers on topic related to “ESG practices in emerging economies and climate transition in Europe”
22.02.2023 / 21.02.2025
Progetto di Ricerca | Progetto passato
ECS – Dependencies and volatility spillovers among carbon, energy, and stock markets in the EU
01.01.2021 / 31.12.2024
Progetto di Ricerca | Progetto passato
Climate Econometrics
Pubblicazioni
Pubblicazioni scientifiche
Journal Articles | 20.05.2025
A Hodrick–Prescott filter with automatically selected breaks
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)
Journal Articles | 24.04.2025
The Geography of the Italian Citizenship Income: The Role of Poverty and Inequality in Determining Spatial Heterogeneity Across the Italian Municipalities
Paolo Maranzano (Department of Economics, Management and Statistics-DEMS, University of Milano-Bicocca, and Fondazione Eni Enrico Mattei), Gianluca Monturano (Department of Economics, Management and Business Law, University of Bari, and Department of Economics, University of Modena and Reggio Emilia), Pasquale Tridico (Department of Economics, Roma Tre University)
Journal Articles | 01.04.2025
Energy transition and CO₂ emissions: Fresh insight from low, middle and high-income countries
Parisa Pakrooh (Marie Sklodowska-Curie Postdoctoral Research Fellow at Fondazione Eni Enrico Mattei), Hela Nammouri (UCLy – Lyon Catholic University, ESDES), Sami Ben Jabeur (UCLy-Lyon Catholic University)
Journal Articles | 28.03.2025
Climate shocks, economic activity and cross-country spillovers: Evidence from a new global model
Maryam Ahmadi (Rabobank), Chiara Casoli (InsIDE lab, Department of Economics, University of Insubria, and Fondazione Eni Enrico Mattei), Matteo Manera (Department of Economics, Management and Statistics, University of Milano-Bicocca, and Fondazione Eni Enrico Mattei), Daniele Valenti (Department of Management, Economics and Industrial Engineering, Politecnico di Milano, and Fondazione Eni Enrico Mattei)
Working Paper | 05.02.2025
Green Investment in the EU and the US: Markup Insights
Anastasia Bruni (Fondazione Eni Enrico Mattei and Catholic University of the Sacred Heart)
Journal Articles | 04.02.2025
Multidimensional Spatiotemporal Clustering – An Application to Environmental Sustainability Scores in Europe
Caterina Morelli (Department of Economics, Management and Statistics – DEMS, University of Milano-Bicocca), Simone Boccaletti (Department of Economic and Social Sciences, Università Cattolica del Sacro Cuore di Piacenza), Paolo Maranzano (Department of Economics, Management and Statistics – DEMS, University of Milano-Bicocca and Fondazione Eni Enrico Mattei), Philipp Otto (School of Mathematics and Statistics, University of Glasgow)
Journal Articles | 11.12.2024
A review of regularised estimation methods and cross-validation in spatiotemporal statistics
Philipp Otto (School of Mathematics and Statistics, University of Glasgow), Alessandro Fassò (University of Bergamo) and Paolo Maranzano (Department of Economics, Management and Statistics-DEMS, University of Milano-Bicocca and Fondazione Eni Enrico Mattei)
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)
Journal Articles | 01.08.2024
ESG Performance and Stock Market Responses to Geopolitical Turmoil: evidence from the Russia-Ukraine War
Simone Boccaletti (Università degli Studi di Milano-Bicocca), Paolo Maranzano (Università degli Studi di Milano-Bicocca, Fondazione Eni Enrico Mattei), Caterina Morelli (Università degli Studi di Milano-Bicocca), Elisa Ossola (Università degli Studi di Milano-Bicocca, Center for European Studies-CefES, The Rimini Centre for Economic Analysis-RCEA)
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 | 01.03.2024
ARPALData: an R package for retrieving and analyzing air quality and weather data from ARPA Lombardia (Italy)
Paolo Maranzano (Department of Economics, Management and Statistics-DEMS, University of Milano-Bicocca and Fondazione Eni Enrico Mattei), Andrea Algieri (Department of Lodi and Pavia, U.O. Attività Produttive e Controlli, Agenzia Regionale per la Protezione dell’Ambiente Lombardia – ARPA Lombardia)
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)
Journal Articles | 01.02.2024
Spatiotemporal modelling of PM2.5 concentrations in Lombardy (Italy): a comparative study
Philipp Otto (School of Mathematics and Statistics, University of Glasgow), Alessandro Fusta Moro (Department of Economics, University of Bergamo), Jacopo Rodeschini (Department of Economics, University of Bergamo), Qendrim Shaboviq (Institute of Cartography and Geoinformatics, Leibniz University Hannover), Rosaria Ignaccolo (Department of Economics and Statistics “Cognetti de Martiis”, University of Turin), Natalia Golini (Department of Economics and Statistics “Cognetti de Martiis”, University of Turin), Michela Cameletti (Department of Economics, University of Bergamo), Paolo Maranzano (Department of Economics, Management and Statistics, University of Milan-Bicocca, and Fondazione Eni Enrico Mattei), Francesco Finazzi (Department of Economics, University of Bergamo), Alessandro Fassò (Department of Economics, University of Bergamo)
Journal Articles | 17.05.2023
Adaptive LASSO estimation for functional hidden dynamic geostatistical models
Paolo Maranzano (Department of Economics, Management and Statistics-DEMS, University of Milano-Bicocca and Fondazione Eni Enrico Mattei), Philipp Otto (Institute of Cartography and Geoinformatics-IKG, Leibniz University of Hannover), Alessandro Fassò (Department of Economics, University of Bergamo)
Journal Articles | 18.03.2023
Agrimonia: a dataset on livestock, meteorology and air quality in the Lombardy region, Italy
Alessandro Fassò (University of Bergamo, Dept. of Economics), Jacopo Rodeschini (University of Bergamo, Dept. of Economics), Alessandro Fusta Moro (University of Torino, Dept. of Economics and Statistics), Qendrim Shaboviq (Leibniz University Hannover, Institute of Cartography and Geoinformatics), Paolo Maranzano (University of Milano-Bicocca, Dept. of Economics, Management and Statistics, and Fondazione Eni Enrico Mattei), Michela Cameletti (University of Bergamo, Dept. of Economics), Francesco Finazzi (University of Bergamo, Dept. of Economics), Natalia Golini (University of Torino, Dept. of Economics and Statistics), Rosaria Ignaccolo (University of Torino, Dept. of Economics and Statistics), Philipp Otto (Leibniz University Hannover, Institute of Cartography and Geoinformatics)
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)
Journal Articles | 01.09.2021
Financial Stress and Basis in Energy Markets
Niaz Bashiri Behmiri, Maryam Ahmadi (University of Milan-Bicocca), Juha-Pekka Junttila (University of Jyvaskyla School of Business and Economics), Matteo Manera (University of Milan-Bicocca 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)
Eventi
19.11.2024 / 19.11.2024
Seminars / Webinars | Evento passato
Dealing with Idiosyncratic Cross-correlation when Constructing Confidence Regions for PC Factors
05.06.2024 / 06.06.2024
WORKSHOP | Evento passato
FEEM International Workshop | Econometrics of the Energy Transition
30.11.2022 / 30.11.2022
Seminars / Webinars | Evento passato
Clima, caso e statistica