The effects of climate change in the evaluation of financial instruments

Project
The effects of climate change in the evaluation of financial instruments

Academic Signature

Il servizio di classificazione ACADEMIC SIGNATURE รจ IN BETA TESTING e i risultati potrebbero non essere corretti

Academic Signature (2)

Overview

Contributors

MERCURI LORENZO   Scientific Manager  

Departments involved

Type

PRIN2022 - PRIN bando 2022

Funder

MINISTERO DELL'UNIVERSITA' E DELLA RICERCA
External Organization Funding Organization

Date/time interval

September 28, 2023 - February 28, 2026

Project duration

29 months

Publications

Outputs (6)

A discrete Kumaraswamy distribution for modeling rating and ranking data 
ENVIRONMENTAL AND ECOLOGICAL STATISTICS
SPRINGER
2026
Academic Article
Open Access
Altmetric is disabled. Enable it on "Use of Cookies"
A new discrete exponential distribution: properties and applications 
JOURNAL OF STATISTICAL THEORY AND PRACTICE
SPRINGER NATURE
2025
Academic Article
Open Access
Altmetric is disabled. Enable it on "Use of Cookies"
Modelling jumps with CARMA(p,q)-Hawkes: An application to corporate bond markets 
FINANCE RESEARCH LETTERS
ELSEVIER
2025
Academic Article
Open Access
Altmetric is disabled. Enable it on "Use of Cookies"
Option pricing with a compound CARMA( p , q )-Hawkes 
QUANTITATIVE FINANCE
TAYLOR & FRANCIS
2025
Academic Article
Altmetric is disabled. Enable it on "Use of Cookies"
A Discrete Version of the Half-Logistic Distribution Based on the Mimicking of the Probability Density Function 
JOURNAL OF THE INDIAN SOCIETY FOR PROBABILITY AND STATISTICS
SPRINGER NATURE
2024
Academic Article
Open Access
Altmetric is disabled. Enable it on "Use of Cookies"
A Hawkes model with CARMA(p,q) intensity 
INSURANCE MATHEMATICS & ECONOMICS
ELSEVIER
2024
Academic Article
Open Access
Altmetric is disabled. Enable it on "Use of Cookies"