Author Page for Alessi Lucia

The Greenium matters: greenhouse gas emissions, environmental disclosures, and stock prices

University of Milan Bicocca Department of Economics, Management and Statistics Working Paper No. 418

Number of pages: 37 Posted: 13 Sep 2019 Last Revised: 02 Oct 2020

Alessi Lucia, Elisa Ossola and Roberto Panzica

Joint Research Center of the European Commission, University of Milano-Bicocca and Joint Research Center of the European Commission

Downloads 589 (70,642)

Citation 4

Abstract:

2.

Anatomy of a Sovereign Debt Crisis: Machine Learning, Real-time Macro Fundamentals, and CDS Spreads

Journal of Financial Econometrics

Number of pages: 74 Posted: 15 Apr 2020 Last Revised: 21 Jun 2022

Pierluigi Balduzzi, Roberto Savona and Alessi Lucia

Boston College - Carroll School of Management, University of Brescia - Department of Economics and Management and Joint Research Center of the European Commission

Downloads 203 (226,289)

Abstract:

3.

When Do Investors Go Green? Evidence From a Time-Varying Asset-Pricing Model

Number of pages: 37 Posted: 04 Mar 2022

Alessi Lucia, Elisa Ossola and Roberto Panzica

Joint Research Center of the European Commission, University of Milano-Bicocca and Joint Research Center of the European Commission

Downloads 149 (295,238)

Abstract:

4.

Cover Your Assets: Non-Performing Loans and Coverage Ratios in Europe

Economic Policy, 2021;, eiab013, https://doi.org/10.1093/epolic/eiab013

Number of pages: 44 Posted: 28 Oct 2021

Alessi Lucia, Brunella Bruno, Elena Carletti, Katja Neugebauer and Isabella Wolfskeil

Joint Research Center of the European Commission, Bocconi University - Department of Finance, Bocconi University - Department of Finance, Systemic Risk Centre - LSE and Bocconi University

Downloads 108 (375,257)

Abstract:

5.

Over With Carbon? Investors’ Reaction to the Paris Agreement and the US Withdrawal

Number of pages: 63 Posted: 15 Sep 2022

Alessi Lucia, Stefano Battiston and Virmantas Kvedaras

Joint Research Center of the European Commission, University of Zurich - Department of Banking and Finance and Joint Research Centre, European Commission

Downloads 52 (565,485)

Abstract:

6.

A sustainability transition on the move? Evidence based on the disconnect from market fundamentals

Number of pages: 42 Posted: 26 Aug 2022

Alessi Lucia, Dominik Hirschbühl and Alessandro Rossi

Joint Research Center of the European Commission, European Commission - Joint Research Centre and European Union - European Commission Joint Research Centre-Ispra

Downloads 29 (698,958)

Alessi Lucia

Joint Research Center of the European Commission

Università degli Studi di Milano-Bicocca - Center for European Studies (CefES)

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Scholarly Papers (6)

The Greenium matters: greenhouse gas emissions, environmental disclosures, and stock prices

Abstract:

Anatomy of a Sovereign Debt Crisis: Machine Learning, Real-time Macro Fundamentals, and CDS Spreads

Abstract:

When Do Investors Go Green? Evidence From a Time-Varying Asset-Pricing Model

Abstract:

Cover Your Assets: Non-Performing Loans and Coverage Ratios in Europe

Abstract:

Over With Carbon? Investors’ Reaction to the Paris Agreement and the US Withdrawal

Abstract:

A sustainability transition on the move? Evidence based on the disconnect from market fundamentals

Abstract: