Browsing All of EconStor by Author Costola, Michele


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