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Chiara Casoli

Fondazione Eni Enrico Mattei (FEEM)

SCHOLARLY PAPERS

3

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122

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Scholarly Papers (3)

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1.

"It's not the Heat, it's the Humidity!" New Climate Indices for iEurope with a Multilevel Factor Model

FEEM Working Paper No. 23-2025
Number of pages: 31 Posted: 03 Dec 2025
Chiara Casoli, Matteo Manera, Luca Pedini and Daniele Valenti
Fondazione Eni Enrico Mattei (FEEM), University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS), Fondazione Eni Enrico Mattei (FEEM) and Polytechnic University of Milan - Department of Management, Economics and Industrial Engineering
Downloads 52 (1,063,489)

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Climate measures, climate impacts, Multilevel Factor Models, panel local projections

2.

Extreme Connectedness among Energy Transition Metals and Commodity Markets

Downloads 43 (1,209,354)

Extreme Connectedness among Energy Transition Metals and Commodity Markets

FEEM Working Paper No. 13-2026
Number of pages: 33 Posted: 13 Apr 2026
Andrea Bastianin, Chiara Casoli, Evžen Kočenda and Xiao Li
University of Milan, Fondazione Eni Enrico Mattei (FEEM), Charles University in Prague - Institute of Economic Studies and University of Brescia
Downloads 25 (1,473,203)

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Raw materials, Energy transition, Quantile Connectedness, Spillover effects, Commodity Markets

Extreme Connectedness among Energy Transition Metals and Commodity Markets

Number of pages: 53 Posted: 13 Apr 2026
Andrea Bastianin, Chiara Casoli, Evžen Kočenda and Xiao Li
University of Milan, Fondazione Eni Enrico Mattei (FEEM), Charles University in Prague - Institute of Economic Studies and University of Milan
Downloads 18 (1,548,841)

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Raw materials, energy transition, Quantile Connectedness, Spillover effects, commodity markets

3.

A rotated Dynamic Factor Model for the Yield Curve: Squeezing out Information when it Matters

FEEM Working Paper No. 03-2026
Number of pages: 32 Posted: 27 Jan 2026
Chiara Casoli and Riccardo Lucchetti
Fondazione Eni Enrico Mattei (FEEM) and Polytechnic University of Marche
Downloads 27 (1,448,301)

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Yield curve, Nelson-Siegel model, Dynamic Factor Model, cointegration, forecasting