Giovanni Bonaccolto

University of Trento — Italy

Economics, Econometrics and Finance · Social Sciences

11h-index302citations49works2.92yr avg
OpenAlex↗ORCID↗Google Scholar↗Lab page↗

Accepting Students?

No reports yet. Know if this professor is taking students?

Research Topics

Market Dynamics and Volatility(20), Financial Risk and Volatility Modeling(18), Monetary Policy and Economic Impact(10), Financial Markets and Investment Strategies(9), Complex Systems and Time Series Analysis(7)

Publications49 total

(Quantile) Spillover Indexes: Simulation-Based Evidence, Confidence Intervals and a Decomposition
Journal of Financial Econometrics·2025Open Access
Sparse graphical modelling for global minimum variance portfolio
Computational Management Science·2025· 2 cited
Systemic Risk in the European Insurance Sector
arXiv (Cornell University)·2025Open Access
Systemic Risk in the European Insurance Sector
SSRN Electronic Journal·2025· 3 citedOpen Access
Firms’ Vulnerability to Climate Policy Uncertainty: Regularized Quantile Estimation
SSRN Electronic Journal·2025Open Access
On the Ordering of Dynamic Principal Components and the Implications for Portfolio Analysis
Annals of Operations Research·2024Open Access
Extreme time-varying spillovers between high carbon emission stocks, green bond and crude oil: Comment
Energy Economics·2024· 1 citedOpen Access
Spillovers in Europe: The role of ESG
Journal of Financial Stability·2024· 17 citedOpen Access
Green finance: Evidence from large portfolios and networks during financial crises and recessions
Corporate Social Responsibility and Environmental Management·2023· 4 cited
Urban manufacturing and the role of industrial relatedness in sustaining it: the case of the Brussels Capital Region
Industrial and Corporate Change·2023· 1 cited
Gender wage inequality: new evidence from penalized expectile regression
The Journal of Economic Inequality·2023· 3 citedOpen Access
(Quantile) Spillover Indexes: simulation-based evidence, confidence intervals and a decomposition
SSRN Electronic Journal·2023· 5 citedOpen Access
Sparse Graphical Modelling for Minimum Variance Portfolios
SSRN Electronic Journal·2023Open Access
Spillovers in Europe: The Role of ESG
SSRN Electronic Journal·2023· 2 citedOpen Access
Do lower environmental, social, and governance (ESG) rated companies have higher systemic impact? Empirical evidence from Europe and the United States
Corporate Social Responsibility and Environmental Management·2022· 27 citedOpen Access
Sparse Graphical Modelling via the Sorted L$_1$-Norm
arXiv (Cornell University)·2022· 3 citedOpen Access
On the Ordering of Dynamic Principal Components and the Implications for Portfolio Analysis
SSRN Electronic Journal·2022Open Access
Do Lower ESG Rated Companies Have Higher Systemic Impact? Empirical Evidence from Europe and the United States
SSRN Electronic Journal·2022· 5 citedOpen Access
Green Finance: Evidence from Large Portfolios and Networks during Financial Crises and Recessions
SSRN Electronic Journal·2022· 3 citedOpen Access
Sparse Graphical Modelling for Minimum Variance Portfolios
SSRN Electronic Journal·2022Open Access
page 1 of 3Next →

Frequent Co-authors

Massimiliano Caporin(22), Sandra Paterlini(14), Rangan Gupta(4), Karoline Bax(4), Nicola Borri(4), Andrea Consiglio(4), Riccardo Riccobello(4), Małgorzata Bogdan(4), Philipp J. Kremer(4), Roberto Panzica(3), Giulio Pedrini(3), Bertrand Maillet(2), Tolga Omay(2), Syed Jawad Hussain Shahzad(2), Amedeo Argentiero(2), Giorgio Di Giorgio(2), Piotr Sobczyk(2), Nancy Zambon(2), Massimiliano Caporin(1), Marina Bonaccolto-Töpfer(1)