Roberto Panzica

Joint Research Center of the European Commission

Via E. Fermi 2749

Ispra (VA), I-21027

Italy

SCHOLARLY PAPERS

11

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3,053

SSRN CITATIONS
Rank 17,150

SSRN RANKINGS

Top 17,150

in Total Papers Citations

57

CROSSREF CITATIONS

12

Scholarly Papers (11)

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 607 (71,928)
Citation 5

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

2.

The Pricing of Green Bonds: Are Financial Institutions Special?

Number of pages: 46 Posted: 01 Jul 2020
Serena Fatica, Roberto Panzica and Michela Rancan
European Commission - Joint Research Centre, Joint Research Center of the European Commission and Polytechnic University of Marche
Downloads 595 (73,629)
Citation 33

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Sustainable finance, climate change, green bonds, financial istitutions, bank loans

3.

The Impact of Network Connectivity on Factor Exposures, Asset Pricing and Portfolio Diversification

SAFE Working Paper No. 166
Number of pages: 63 Posted: 13 Feb 2017
University of Venice - Department of EconomicsCa Foscari University of Venice - Dipartimento di Economia, University of Padua - Department of Statistical Sciences, Joint Research Center of the European Commission and Goethe University Frankfurt - Faculty of Economics and Business Administration
Downloads 436 (107,681)
Citation 11

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CAPM, volatility, network, interconnections, systematic risk

The Demand for Central Clearing: To Clear or Not to Clear, That Is the Question!

SAFE Working Paper No. 193
Number of pages: 67 Posted: 02 Feb 2018 Last Revised: 24 Jan 2023
European Union - JRC-Ispra, European Commision, Securities and Exchange Commission, Joint Research Center of the European Commission, Goethe University Frankfurt - Faculty of Economics and Business Administration and European Central Bank (ECB)
Downloads 329 (146,723)
Citation 9

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Credit Default Swap (CDS), Central Counterparty Clearing House (CCP), European Market Infrastructure Regulation (EMIR), Sovereign CDS.

The Demand for Central Clearing: To Clear or Not to Clear, that is the Question

ESRB: Working Paper Series No. 2017/62
Number of pages: 58 Posted: 05 Nov 2020
European Union - JRC-Ispra, European Commision, Joint Research Center of the European Commission, Goethe University Frankfurt - Faculty of Economics and Business Administration and European Systemic Risk Board
Downloads 36 (712,294)

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Central Counterparty Clearing House (CCP), Credit Default Swap (CDS), European Market Infrastructure Regulation (EMIR), sovereign

Sustainable Investing in Times of Crisis: Evidence from Bond Holdings and the COVID-19 Pandemic

Number of pages: 42 Posted: 22 Dec 2021 Last Revised: 27 Dec 2021
Serena Fatica and Roberto Panzica
European Commission - Joint Research Centre and Joint Research Center of the European Commission
Downloads 237 (205,782)
Citation 2

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Financial crises, sustainable finance, green bonds, institutional investors

Sustainable Investing in Times of Crisis Evidence from Bond Holdings and the COVID-19 Pandemic

Number of pages: 45 Posted: 28 Jul 2022
Serena Fatica and Roberto Panzica
European Commission - Joint Research Centre and Joint Research Center of the European Commission
Downloads 19 (849,901)

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G01, G11, G23

6.

Green Bonds as a Tool Against Climate Change?

Number of pages: 23 Posted: 02 Dec 2020
Serena Fatica and Roberto Panzica
European Commission - Joint Research Centre and Joint Research Center of the European Commission
Downloads 242 (202,323)

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climate change; green bonds; impact investing; corporate sustainability; environment

7.

Estimation and Model-Based Combination of Causality Networks

SAFE Working Paper No. 165
Number of pages: 95 Posted: 02 Feb 2017
University "Kore" of Enna, University of Padua - Department of Statistical Sciences and Joint Research Center of the European Commission
Downloads 181 (264,813)

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Granger Causality, Quantile Causality, Multi-Layer Network, Network Combination

8.

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 168 (282,452)

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

9.

Idiosyncratic Volatility Puzzle: The Role of Assets' Interconnections

SAFE Working Paper No. 228
Number of pages: 41 Posted: 29 Aug 2018
Roberto Panzica
Joint Research Center of the European Commission
Downloads 143 (322,753)

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Idiosyncratic volatility puzzle; Networks; Expected Returns; Granger Causality

10.

The Systemic Risk of Us Oil and Natural Gas Companies

Number of pages: 41 Posted: 08 Jul 2022 Last Revised: 05 May 2023
Massimiliano Caporin, Fulvio Fontini and Roberto Panzica
University of Padua - Department of Statistical Sciences, University of Padova - Department of Economics and Management "Marco Fanno" and Joint Research Center of the European Commission
Downloads 40 (668,213)

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Systemic risk, Oil and Natural Gas, Fossil Fuel, Energy J.E.L. classification: Q43, Q40, G10, C21, C58

11.

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

Number of pages: 51 Posted: 14 Apr 2023
Lucia Alessi, Elisa Ossola and Roberto Panzica
affiliation not provided to SSRN, University of Milano-Bicocca and Joint Research Center of the European Commission
Downloads 20 (813,309)

Abstract:

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