1st CAM-Risk conference New risks and policy challenges.

December 18, 2024
Time	Location	Event
13:00 to 13:45	Room Scarpa, S.da Nuova, 126b, 27100 Pavia PV	Registration , Room Scarpa, S.da Nuova, 126b, 27100 Pavia PV
13:45 to 15:00	Room Scarpa online [here]	Conference opening and keynote lecture 1. Domenico Giannone (University of Washington) "Debt at Risk" Chair: G. Ascari (Pavia), Room Scarpa
15:00 to 17:00	see below	Parallel sessions, Rooms Scarpa and Volta
17:00 to 17:20		Coffee break
17:20 to 19:20	see below	Parallel sessions
December 19, 2024
Time	Location	Event
09:00 to 11:40	see below	Parallel sessions, Rooms Foscolo, Scarpa and Volta
11:40 to 12:00		Coffee break
12:00 to 13:00	Room Scarpa	Keynote Lecture 2. Peter Tankov (ENSAE ParisTech) "Energy transition under scenario uncertainty" Chair G. Bormetti (Pavia), Room Scarpa
13:00 to 14:00		Lunch
14:00 to 15:30	Room Scarpa	Panel. Lucia Alessi (European Commission – Joint Research Centre) Pasquale Della Corte (Imperial College, London) Luisa Lambertini (USI) Chair P. Tirelli (Pavia), Room Scarpa
15:00 to 15:50		Coffee break
15:50 to 18:30	see below	Parallel sessions, Rooms Foscolo, Scarpa and Volta
20:30 to 22:30	Palazzo Bellisomi-Vistarino Via Sant’Ennodio, 26 27100 PAVIA	Social dinner, Palazzo Bellisomi-Vistarino Via Sant’Ennodio, 26 27100 PAVIA
December 20, 2024
Time	Location	Event
09:30 to 11:30	see below	Parallel sessions , Rooms Foscolo, Scarpa and Volta
11:30 to 12:00		Coffee break
12:00 to 13:00	Room Scarpa	Keynote lecture 3. Thorsten Beck (European University Institute) Emerging risks and regulatory and supervisory responses Chair P. Cerchiello (Pavia), Room Scarpa
13:00 to 13:15	Room Scarpa	End of conference, Room Scarpa

Summary of All Sessions
Click here for an index of all participants

#	Date/Time	Type	Title/Location	Papers
1	December 18, 2024 15:00-17:00	contributed	Health     Location: C online [here]	3
2	December 18, 2024 15:00-17:00	contributed	Macro: Uncertainty and non-linearities     Location: Scarpa online [here]	3
3	December 18, 2024 15:00-17:00	contributed	Macrofinance 1     Location: Volta online [here]	3
4	December 18, 2024 17:20-19:20	contributed	Econometrics 1     Location: Volta online [here]	2
5	December 18, 2024 17:20-19:20	contributed	Macro: growth and employment     Location: Scarpa online [here]	3
6	December 18, 2024 17:20-19:20	contributed	Macro: theory.     Location: C online [here]	2
7	December 19, 2024 9:00-11:40	contributed	Finance     Location: Volta online [here]	4
8	December 19, 2024 9:00-11:40	contributed	Forecasting     Location: Foscolo online [here]	4
9	December 19, 2024 9:00-11:40	contributed	Macro: financial stability and expectations     Location: Scarpa online [here]	4
10	December 19, 2024 15:50-18:30	contributed	DSGE models     Location: Foscolo online [here]	3
11	December 19, 2024 15:50-18:30	contributed	Econometrics 2     Location: Scarpa online [here]	3
12	December 19, 2024 15:50-18:30	contributed	Environment     Location: Volta online [here]	4
13	December 20, 2024 9:30-11:30	contributed	Macrofinance 2     Location: Volta online [here]	3
14	December 20, 2024 9:30-11:30	contributed	Macro: economic and geopolitical risk.     Location: Scarpa online [here]	3
15	December 20, 2024 9:30-11:30	contributed	Finance 2     Location: Foscolo online [here]	3

 

15 sessions, 47 papers, and 0 presentations with no associated papers

1st CAM-Risk conference New risks and policy challenges.
Detailed List of Sessions

Session 1: Health December 18, 2024 15:00 to 17:00 Location: C online [here]
Session Chair: Andrea Geraci, University of Pavia
Session type: contributed
Running the Risk: Immunity and Mobility in Response to a Pandemic
presented by: Andrea Geraci, University of Pavia
The Timing of Childbirth and Its Heterogeneous Impacts on Maternal Wage Penalties
presented by: Carolina Castagnetti, University of Pavia
Meeting Unmet Needs, Fighting Loneliness and Depression: The Challenge of Europe's Aging Population on Long-Term Care Services
presented by: Cinzia Di Novi, University of Pavia
Session 2: Macro: Uncertainty and non-linearities December 18, 2024 15:00 to 17:00 Location: Scarpa online [here]
Session Chair: Alessandro Gobbi, Università di Milano
Session type: contributed
Nonlinear dynamics of large oil suply news shocks
presented by: Mirela Miescu, Lancaster University
Taylor Projection under Tail Risk
presented by: Juan Carlos Parra-Alvarez, Aarhus University
Fiscal Multipliers in a Permanent Liquidity Trap
presented by: Alessandro Gobbi, Università di Milano
Session 3: Macrofinance 1 December 18, 2024 15:00 to 17:00 Location: Volta online [here]
Session Chair: Claudio Morana, Università di Milano-Bicocca
Session type: contributed
Green Risk in Europe
presented by: Claudio Morana, Università di Milano-Bicocca
Sovereign debt sustainability, the carbon budget and climate damages
[slides]
presented by: Caterina Seghini, Banque de France
Global financial tail connectedness
presented by: Javier Ojea Ferreiro, Bank of Canada
Session 4: Econometrics 1 December 18, 2024 17:20 to 19:20 Location: Volta online [here]
Session Chair: Fulvio Corsi, University of Pisa
Session type: contributed
Dynamic Multivariate Hawkes Processes
presented by: Enzo D'Innocenzo, Università di Bologna
A Lucas Critique Compliant SVAR model with Observation-driven Time-varying Parameters
presented by: Fulvio Corsi, University of Pisa
Session 5: Macro: growth and employment December 18, 2024 17:20 to 19:20 Location: Scarpa online [here]
Session Chair: Yusuke Aoki, Indeed hiring lab
Session type: contributed
A Measure of Counries' Distance to Frontier Based on Comparative Advantage
presented by: Ulrich Schetter, University of Pavia
Towards the Terminator Economy: Assessing Job Exposure to AI through LLMs
presented by: Emilio Colombo, Catholic University of Milano
From Perception to Expectation: The Role of GenAI Job Replacement in Shaping Economic Outlooks and Behavioral Views in the U.S. and Japan
presented by: Koji Takahashi, Bank for International Settlements
Session 6: Macro: theory. December 18, 2024 17:20 to 19:20 Location: C online [here]
Session Chair: Kirill Shakhnov, University of Surrey
Session type: contributed
"Parole, Parole, Parole": The Importance of Central Bank Communication
presented by: Gherardo Gennaro Caracciolo, Simon Fraser University
Optimal Market Design for Sovereign Debt Securities
presented by: Kirill Shakhnov, University of Surrey
Session 7: Finance December 19, 2024 9:00 to 11:40 Location: Volta online [here]
Session Chair: Michael Baumann, University of Bayreuth
Session type: contributed
New randomized approaches to testing asset pricing restrictions
presented by: Pierluigi Vallarino, Erasmus School of Economics, Erasmus University Rotterdam
Bayesian calibration of option pricing models using sequential Monte Carlo samplers
presented by: Riccardo Brignone,
Option implied bond spread risk
presented by: Marco Onofri, ESM
How Useful is Statistical Skewness of Financial Data in Decision Making?
presented by: Michael Baumann, University of Bayreuth
Session 8: Forecasting December 19, 2024 9:00 to 11:40 Location: Foscolo online [here]
Session Chair: Vasja Sivec, Statec Research
Session type: contributed
Inequality Constrained Output Gap
presented by: Vasja Sivec, Statec Research
Density-Based Machine Learning Model Averaging for Inflation Forecasting
presented by: Alessandro Spelta, University of Pavia
Gravity Models Meet Random Forests: A Novel Approach to Trade Forecasting
presented by: Costanza Bosone, University of Pavia
Big Brothering the Economy: Nowcasting and Forecasting with Port Satellite Images
presented by: Paolo Pagnottoni, University of Insubria
Session 9: Macro: financial stability and expectations December 19, 2024 9:00 to 11:40 Location: Scarpa online [here]
Session Chair: Martin Iseringhausen, European Stability Mechanism
Session type: contributed
Financial Stress and Economic Activity: Evidence from a New Worldwide Index
presented by: Davide Furceri, International Monetary Fund
Financial Stability and Monetary Policy: What about Central Bank Independence?
presented by: Bilge Karatas, Utrecht University
The Macroeconomic Effects of Inflation Expectations: the Distribution Matters
presented by: Alessandro Celani,
A Survey-Based Measure of Asymmetric Macroeconomic Risk in the Euro Area
presented by: Martin Iseringhausen, European Stability Mechanism
Session 10: DSGE models December 19, 2024 15:50 to 18:30 Location: Foscolo online [here]
Session Chair: Marco Membretti, University Of Pavia
Session type: contributed
Inflation, Unemployment and Uncertainty in the Frequency Domain
[slides]
presented by: Stefano Fasani, Lancaster University
Getting ready for the next pandemic: supply-side policies to escape the health-vs-economy dilemma.
presented by: Luca Portoghese, University of Pavia
Employment Concentration, Entry, and Monetary Policy
presented by: Marco Membretti, University Of Pavia
Session 11: Econometrics 2 December 19, 2024 15:50 to 18:30 Location: Scarpa online [here]
Session Chair: Emilija Dzuverovic, University of Pisa
Session type: contributed
A multivariate fractional volatility model
presented by: Ranieri Dugo, University of Rome Tor Vergata
Inference in Matrix-valued Time Series with Common Stochastic Trends and Multi Factor Error Structure
presented by: Lorenzo Trapani, Universita' di Pavia and University of Leicester
From rotational to scalar indeterminacy: Enhancing identifiability in score-driven factor models
presented by: Emilija Dzuverovic, University of Pisa
Session 12: Environment December 19, 2024 15:50 to 18:30 Location: Volta online [here]
Session Chair: Maurizio Malpede, University of Pavia
Session type: contributed
Cleaning the Air? The Causal Effects of Traffic Restrictions
presented by: Maurizio Malpede, University of Pavia
Environmental sustainability: a new data-driven indicator
presented by: Alessandro Bitetto, University of Pavia
Shaken politics: The electoral outcomes of disasters and social capital
presented by: Marcella Nicolini, Università di Pavia
Temperature and Growth: seasonal and non-linear effects using NUTS2 data
presented by: Fabio Parla, University of Palermo
Session 13: Macrofinance 2 December 20, 2024 9:30 to 11:30 Location: Volta online [here]
Session Chair: Serena Ionta, Bocconi University
Session type: contributed
Environmental quality perception: act local, think global?
presented by: Daria Ghilli, University of Pavia
Climate change-driven catastrophe events and valuation of CAT bonds
presented by: Gian Luca Tassinari, University of Bologna
Climate Policy Uncertainty and Financial Dynamics: Insights from a Bayesian SVAR Analysis
presented by: Serena Ionta, Bocconi University
Session 14: Macro: economic and geopolitical risk. December 20, 2024 9:30 to 11:30 Location: Scarpa online [here]
Session Chair: KHATEREH YARVEISI, University of Palermo
Session type: contributed
Geopolitical Risk and Inflation: The Role of Energy Markets
presented by: Marco Pinchetti, Bank of England
GEOECONOMIC FRAGMENTATION AND FIRMS’ FINANCIAL PERFORMANCE
presented by: Alessandro D' Orazio, Banca d'Italia
The Effects of Uncertainty on the Current Account
presented by: KHATEREH YARVEISI, University of Palermo
Session 15: Finance 2 December 20, 2024 9:30 to 11:30 Location: Foscolo online [here]
Session Chair: Giacomo Bormetti, University of Pavia
Session type: contributed
Climate Change Salience and International Equity Returns
presented by: Helen Popper, Santa Clara University
Modelling the Unseen: Scenarios for Climate Stress Tests
presented by: Stephane Dees, Banque de France
Measuring price impact and information content of trades in a time-varying setting
presented by: Giacomo Bormetti, University of Pavia

 

This program was last updated on 2024-12-12 08:36:29 EDT