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Lorenzo Prosperi

Prometeia SpA

University of Edinburgh - Edinburgh Business School

29 Buccleuch Pl

Edinburgh, Scotland EH8 9JS

United Kingdom

  • Prometeia SpA

  • University of Edinburgh - Edinburgh Business School

SCHOLARLY PAPERS

10

DOWNLOADS

1,932

TOTAL CITATIONS

6

Scholarly Papers (10)

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1.

A Modelling Framework For Equity Portfolio Projections Under Different Carbon Price Scenarios

Journal of Climate Finance, 6, 100033 (2024)
Number of pages: 59 Posted: 06 Apr 2022 Last Revised: 22 Jan 2024
Lorenzo Prosperi and Luca Zanin
Prometeia SpA and Prometeia
Downloads 508 (137,904)

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Asset pricing models; Carbon price policies; Green factor; Medium-scale Bayesian vector autoregressive model; Climate risk scenario analysis

2.

Unveiling the Liquidity Greenium: Exploring Patterns in the Liquidity of Green versus Conventional Bonds

Number of pages: 42 Posted: 16 Jul 2023 Last Revised: 04 Nov 2025
Annalisa Molino, Lorenzo Prosperi, lea zicchino and Ivan De Lorenzo Buratta
Prometeia SpA, Prometeia SpA, Prometeia and Prometeia SpA
Downloads 336 (224,234)
Citation 4

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Green bonds, Liquidity, Sustainable finance

3.

Mind the Emission Gap: Firm-Level Policy Stringency Matters for Emission Reductions in the EU ETS

Number of pages: 44 Posted: 18 Apr 2025 Last Revised: 18 Jul 2025
Leonardo Bortolan, Lorenzo Prosperi, Luca Taschini and Luca Zanin
University of Bologna, Prometeia SpA, University of Edinburgh Business School and Prometeia
Downloads 238 (321,897)

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Cap-and-trade, Carbon pricing, Climate policy, Low-carbon transition;, Policy-stringency.

4.

Unmasking Physical Risk with STORM: An NLP Framework for Natural Hazard Assessment in Earnings Calls

Number of pages: 46 Posted: 03 Jul 2024 Last Revised: 29 Jan 2026
Lorenzo Prosperi, lea zicchino, Maria Paola Priola, Annalisa Molino and Michele Cimino
Prometeia SpA, Prometeia, Universita di Cagliari, Prometeia SpA and Prometeia SpA
Downloads 222 (345,205)

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Climate change, Physical risks, Text Analysis, Pattern Matching, Conference calls, Word Embedding JEL: C58 Financial Econometrics, C63 Computational Techniques, G32 Financial Risk and Risk Management, Q54 Climate, Natural Disasters and Their Management, Global Warming, GPT

5.

Forecasting Macro-Financial Variables in an International Data-Rich Environment Vector Autoregressive Model (iDREAM)

Forecasting Macro-financial Variables in an International Data-rich Environment Vector Autoregressive Model (iDREAM), March 2018, Prometeia Working Paper Series
Number of pages: 34 Posted: 02 Jul 2018
Emanuele De Meo, Lorenzo Prosperi, Giacomo Tizzanini and Lea Zicchino
UnipolSai Assicurazioni SpA, Prometeia SpA, Prometeia SpA and Prometeia SpA
Downloads 205 (371,583)
Citation 2

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Spillover, Weak and Strong Cross Section Dependence, High-Dimensional VAR, Network Analysis, Factor Models

6.

Firm-level data extraction from corporates' Non-Financial Reports

Number of pages: 21 Posted: 07 May 2025
Leonardo Bacchini, Michele Cimino, Francesco Giovanardi, Filippo Giuglini, Alessandra Lanza, Michele Penza, Lorenzo Prosperi, Marco Rispoli, lea zicchino and Sedric Zucchiatti
Prometeia SpA, Prometeia SpA, Prometeia SpA, Prometeia SpA, Prometeia SpA, Prometeia SpA, Prometeia SpA, affiliation not provided to SSRN, Prometeia and Prometeia SpA
Downloads 139 (527,599)

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7.

Unmasking Physical Risk with Storm: An Nlp Framework for Natural Hazard Assessment in Earnings Calls

Number of pages: 43 Posted: 16 Aug 2025
Lorenzo Prosperi, Michele Cimino, Annalisa Molino, Maria Paola Priola and lea zicchino
Prometeia SpA, Prometeia SpA, Prometeia SpA, Universita di Cagliari and Prometeia
Downloads 112 (630,858)

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Climate change, Physical risks, Text Analysis, Word Embeddings, GPT

8.

Fed Rate Hikes and the Effects on Turkish Banking System. Could It Catch a Cold This Time?

Number of pages: 23 Posted: 13 Jan 2019
Salvatore Perdichizzi, Maria Paola Priola, Lorenzo Prosperi, Giacomo Tizzanini and Lea Zicchino
University of Padua - Department of Economics and Management, Universita di Cagliari, Prometeia SpA, Prometeia SpA and Prometeia SpA
Downloads 87 (759,537)

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Turkish Banking Sector, Interest Rate Risk, Maturity Transformation, High-Dimensional VAR, Factor Models, Spillover, Monetary Policy

9.

Political Cost of Default and Business Cycle in Emerging Countries

Number of pages: 38 Posted: 15 Dec 2016 Last Revised: 24 Apr 2020
Lorenzo Prosperi
Prometeia SpA
Downloads 65 (916,100)

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Public debt, Political uncertainty, Small open economy, Sovereign default

10.

Unmasking Physical Risk with STORM: An NLP Framework for Natural Hazard Assessment in Earnings Calls

Number of pages: 47 Posted: 13 Feb 2026
Lorenzo Prosperi, Michele Cimino, Annalisa Molino, Maria Paola Priola and lea zicchino
Prometeia SpA, Prometeia SpA, Prometeia SpA, Universita di Cagliari and Prometeia
Downloads 20 (1,448,301)

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Climate change, Physical risks, Text analysis, Word Embeddings, GPT