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Annalisa Molino

Prometeia SpA

SCHOLARLY PAPERS

3

DOWNLOADS

872

TOTAL CITATIONS

4

Scholarly Papers (3)

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1.

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 337 (224,234)
Citation 4

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Green bonds, Liquidity, Sustainable finance

2.

Forecasting Value at Risk and Conditional Value at Risk using Option Market Data

Number of pages: 59 Posted: 28 Oct 2020
Annalisa Molino and Carlo Sala
Prometeia SpA and ESADE Business School
Downloads 313 (240,877)

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Option market data, Conditional Value at Risk, Value at Risk, Backtests.

3.

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