Alessi Lucia

Joint Research Center of the European Commission

Via E. Fermi 2749

Ispra (VA), I-21027

Italy

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

U6 Building

Viale Piero e Alberto Pirelli, 22

Milano, 20126

Italy

SCHOLARLY PAPERS

6

DOWNLOADS

1,130

SSRN CITATIONS

3

CROSSREF CITATIONS

1

Scholarly Papers (6)

1.

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

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Climate risk, ESG disclosure, factor models, asset pricing, stress test

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
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)

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macroeconomic fundamentals, CDS spreads, LASSO

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)

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Climate risk, environmental disclosure, conditional factor models, asset pricing

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
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)

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non-performing loan, loan loss coverage, Europe, COVID-19

5.

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

Number of pages: 63 Posted: 15 Sep 2022
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)

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sustainable finance, climate finance, transition risk, Paris Agreement, securities holdings

6.

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

Number of pages: 42 Posted: 26 Aug 2022
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)

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Bayesian inference, European stock market, green transition, Markov-switching, present-value model