Alessio Capriotti

Teaching tutor

Department of Economics

Publications

Capriotti, A., S., Muzzioli. "A note on the Pastor et al. (2021) model" working paper n. 246 DEMB WORKING PAPER SERIES, Settembre 2024. https://iris.unimore.it/handle/11380/1362076
Capriotti, A., S., Muzzioli. "Climate risk measures and main data providers" working paper n. 245 DEMB WORKING PAPER SERIES, Dipartimento di Economia Marco Biagi, Settembre 2024. https://iris.unimore.it/handle/11380/1362075
Ferrara, M., T., Ciano, A., Capriotti, S. Muzzioli. "Machine learning technique to compute climate risk in finance" working paper n. 244 DEMB WORKING PAPER SERIES, Dipartimento di Economia Marco Biagi, Settembre 2024. https://iris.unimore.it/handle/11380/1362074
Capriotti, A., A., Cipollini, S., Muzzioli. "Climate risk definition and measures: asset pricing models and stock returns" working paper n. 237 DEMB WORKING PAPER SERIES, Dipartimento di Economia Marco Biagi, Aprile 2024. https://doi.org/10.25431/11380_1339487
Ferrara, M., T., Ciano, A., Capriotti, S., Muzzioli. "Climate change and asset pricing: a focused review of literature" working paper n. 236 DEMB WORKING PAPER SERIES, Dipartimento di Economia Marco Biagi, Aprile 2024. https://doi.org/10.25431/11380_1339488
Capriotti, A., S., Muzzioli. "Model-free moments: predictability of STOXX Europe 600 Oil & Gas future returns" working paper n. 235 DEMB WORKING PAPER SERIES,, Dipartimento di Economia Marco Biagi, Aprile 2024. https://doi.org/10.25431/11380_1339489