Monica BILLIO

Position
Full Professor
Roles
Coordinator of the Master's Degree Programme in Economics, Finance and Sustainability
Department’s Delegate for Relations with Treviso Campus
Academic Senate
Telephone
041 234 9170 / 041 234 6676
E-mail
billio@unive.it
Scientific sector (SSD)
Econometria [ECON-05/A]
Website
www.unive.it/people/billio (personal record)
Office
Department of Economics
Website: https://www.unive.it/dep.economics
Where: San Giobbe
Office
European Center for Living Technology (ECLT)
Where: Ca' Bottacin
Office
Interdepartmental School of Economics, Languages and Entrepreneurship
Website: https://www.unive.it/sele
Where: Treviso - Palazzo San Paolo
Research Institute
Research Institute for Complexity

Activities and research skills

Scientific sector (SSD)
Econometria [ECON-05/A]
Geographic areas in which the research experience mainly applies
Internazionale: Europa, America Settentrionale
Known languages
Francese (scritto: avanzato parlato: avanzato)
Inglese (scritto: avanzato parlato: avanzato)
Participation in editorial boards of scientific journals/book series
Member of the Editorial Board Journal of Risk and Financial Management, 2019 -:,
Associate Editor Journal of Financial Econometrics, 2023-:.
Associate Editor Econometrics and Statistics, 2015-:.
Associate Editor Annals Computational Statistics and Data Analysis, 2011-2015.
Participation as referees of national and international research projects
Reviewer for Mathematical Reviews.
Member Scientific Advisory Board Project PERISCOPE - Pan-European Response to the Impacts of COVID-19 and future Pandemics and Epidemics, 2020-2023.
Member Scientific Committee StatisticAll (http://festivalstatistica.it/) 2015 – 2020.
Expert in Economics/Finance, Progetto 100 Esperte (https://100esperte.it/).
Member Consortium for Systemic Risk Analytics (http://www.systemic-risk.org/), 2011 -2019.
Member Euro Area Business Cycle Network (http://www.eabcn.org/) 2009 – :
Member CREDIT network, labelled by the European Investment Bank, 2008 - :
Panel member “Guido Cazzavillan” fellowships, 2015-2020.
Panel member AXA Postdoctoral fellowships, 2015- 2016.
Panel member Bank of Italy “Mortara” fellowships, 2014-2018.
Panel member “Best Paper Award”, Vienna University of Economics and Business, 2016-2019, 2021-2023.
Main departmental research areas and fields
Area: Ambiente Linea: Clima
Area: Economia Linea: Not-for-profit - Modelli e metodi
Area: Economia Linea: Settori finanziari - modelli e metodi
Area: Economia Linea: Settori finanziari - politiche e gestione
Area: Economia Linea: Settori finanziari - risorse e strumenti
Area: Economia Linea: Sistema economico - modelli e metodi
Area: Economia Linea: Sistema economico - politiche e gestione
Area: Economia
Area: Matematica Linea: Metodi matematici dell’economia
Area: Statistica Linea: Not-for-profit - Modelli e metodi
Area: Statistica Linea: Sistema economico - modelli e metodi
Metodi econometrici per analisi di sistemi economici complessi
Description:
Econometrics methods for complex economic systems
Keywords:
Econometrics
ATECO code:
[72] - ricerca scientifica e sviluppo
Analisi del ciclo economico
Description:
Business cycle analysis
Keywords:
Economics, Econometrics
ATECO code:
[72] - ricerca scientifica e sviluppo
Econometria della finanza
Description:
Financial econometrics
Keywords:
Econometrics, Banking
ATECO code:
[66] - attività ausiliarie dei servizi finanziari e delle attività assicurative
Finanza sostenibile
Description:
Sustainable Finance
Keywords:
Environmental economics, Financial science
ATECO code:
[72.20] - ricerca e sviluppo sperimentale nel campo delle scienze sociali e umanistiche
Analisi dei rendimenti degli hedge funds
SSD:
SECS-P/05
Business Cycle Analysis
SSD:
SECS-P/05
Other members of the research group:
Roberto CASARIN
Loriana PELIZZON
Datazione del ciclo economico nell'area Euro; relazione tra ciclo economico e ciclo finanziario
SSD:
SECS-P/05
ESG Ratings
SSD:
ECON-05/A
Other members of the research group:
Michele COSTOLA
Efficient Gibbs Sampling for Markov Switching GARCH Models
SSD:
SECS-P/05
Other members of the research group:
Roberto CASARIN
Green finance
SSD:
SECS-P/05
Liquidità e rischio sistemico
SSD:
SECS-P/01
Partilce Filter for Time Series Analysis
SSD:
SECS-P/05
Other members of the research group:
Roberto CASARIN
Rischio sistemico e network
SSD:
SECS-P/05
Sustainable finance
SSD:
ECON-05/A
Bando Vinci 2021 Cap I
Funding body:
Università Franco Italiana
Type:
Altri finanziamenti per attività di didattica/formazione
Role in the project:
LD
Starting date:
Year: 2021 Length in months: 36
Borse di mobilità studenti
Funding body:
Philip Morris Italia
Type:
Altri finanziamenti di ricerca
Role in the project:
LD
Starting date:
Year: 2013 Length in months: 12
COVID-19 Pandemic, Financial Shock and Natural Disasters: Assessing compound risks in emerging countries
Funding body:
World Bank Group
Type:
Conto terzi - Consulenza e analisi
Role in the project:
LD
Starting date:
Year: 2020 Length in months: 24
Other members of the research group:
Stefano BATTISTON
Challenges in ESG Investing and Sustainable Finance
Funding body:
MIUR
Type:
PRIN
Role in the project:
PT
Starting date:
Year: 2023 Length in months: 24
Other members of the research group:
Stefano COLONNELLO
Michele COSTOLA
DeliverEEM - Delivering the Energy Efficient Mortgage Ecosystem
Funding body:
European Commission
Type:
LIFE
Role in the project:
PT
Starting date:
Year: 2024 Length in months: 30
ENGAGE – Engage for ESG activation investments
Funding body:
European Commission
Type:
LIFE
Role in the project:
PT
Sito di progetto:
https://engage4esg.eurodw.eu/
Starting date:
Year: 2022 Length in months: 36
Other members of the research group:
Michele COSTOLA
ESG Uptake - ESG risk management framework for the financial sector
Funding body:
DG Reform
Type:
Altri finanziamenti per progetti di ricerca
Role in the project:
LD
Sito di progetto:
https://www.unive.it/pag/49196/
Starting date:
Year: 2023 Length in months: 36
Other members of the research group:
Stefano BATTISTON
Pietro Dino Enrico DINDO
Andrea MINTO
Loriana PELIZZON
ESG-Credit.eu - ESG Factors and Climate Change for Credit Analysis and Rating
Funding body:
EIB Institute
Type:
Altri finanziamenti per progetti di ricerca
Role in the project:
LD
Starting date:
Year: 2019 Length in months: 36
Other members of the research group:
Stefano BATTISTON
Michele COSTOLA
Loriana PELIZZON
EeDaPP Energy efficiency Data Protocol and Portal
Funding body:
Commissione Europea
Type:
H2020 - Societal Challenges
Role in the project:
PT
Sito di progetto:
https://eedapp.energyefficientmortgages.eu/
Starting date:
Year: 2018 Length in months: 24
Other members of the research group:
Diana BARRO
Roberto CASARIN
EeMAP Energy efficient Mortgages Action Plan
Funding body:
Commissione Europea
Type:
H2020 - Societal Challenges
Role in the project:
PT
Sito di progetto:
https://eemap.energyefficientmortgages.eu/
Starting date:
Year: 2017 Length in months: 24
Other members of the research group:
Diana BARRO
Roberto CASARIN
Marcella LUCCHETTA
Fin4Green - Finance for a Sustainable, Green and Resilient Society Quantitative approaches for a robust assessment and management of risks related to sustainable investing
Funding body:
MIUR - Ministero dell'Università e della Ricerca
Type:
PRIN
Role in the project:
NS
Starting date:
Year: 2022 Length in months: 36
Other members of the research group:
Luca DI CORATO
Funding Liquidity, Crises and Systemic Risk
Funding body:
Inquire Europe
Type:
Altri finanziamenti per progetti di ricerca
Role in the project:
LD
Sito di progetto:
http://www.inquire-europe.org
Starting date:
Year: 2009 Length in months: 12
Other members of the research group:
Loriana PELIZZON
Funding liquidity, Crisis and Hedge Fund Risks
Funding body:
CAREFIN Università Bocconi
Type:
Altri finanziamenti per progetti di ricerca
Role in the project:
LD
Starting date:
Year: 2009 Length in months: 12
Other members of the research group:
Loriana PELIZZON
GRINS Growing Resilient INclusive and Sustainable, Spoke Sustainable Finance
Funding body:
MIUR
Type:
Altri finanziamenti per progetti di ricerca
Role in the project:
PT
Sito di progetto:
www.grins.it
Starting date:
Year: 2022 Length in months: 36
Other members of the research group:
Elisa BARBIERI
Stefano BATTISTON
Roberto CASARIN
Andrea MINTO
Chiara MIO
Loriana PELIZZON
Ugo RIGONI
Stefano SORIANI
Hi-Di NET Econometric Analysis of High Dimensional Models with Network Structures in Macroeconomics and Finance
Funding body:
MUR
Type:
PRIN
Role in the project:
LD
Sito di progetto:
https://www.unive.it/pag/40521
Starting date:
Year: 2020 Length in months: 36
Other members of the research group:
Roberto CASARIN
Impacts of the Quantitative Easing on the Insurance Industry
Funding body:
Europlace Finance Institute
Type:
Altri finanziamenti per progetti di ricerca
Role in the project:
LD
Starting date:
Year: 2015 Length in months: 12
Other members of the research group:
Loriana PELIZZON
Market Institutions and Financial Market Risk
Funding body:
NBER
Type:
Altri finanziamenti per progetti di ricerca
Role in the project:
LD
Sito di progetto:
http://www.nber.org/workinggroups/papers/FR.html
Starting date:
Year: 2009 Length in months: 24
Other members of the research group:
Loriana PELIZZON
Metodologie informatiche per la valutazione e gestione del rischio
Funding body:
Regione Veneto
Type:
POR FSE (2007-2013)
Role in the project:
LD
Starting date:
Year: 2009 Length in months: 12
Mobilità studenti doppi titoli Université Aix Marseille
Funding body:
Università Italo Francese
Type:
Altri finanziamenti per attività di didattica/formazione
Role in the project:
LD
Starting date:
Year: 2014 Length in months: 36
Mobilità studenti doppi titoli Université Paris Dauphine
Funding body:
Università Italo Francese
Type:
Altri finanziamenti per attività di didattica/formazione
Role in the project:
LD
Starting date:
Year: 2018 Length in months: 36
Modelli Statistici multivariati per la valutazione dei rischi
Funding body:
MIUR
Type:
PRIN
Role in the project:
PT
Starting date:
Year: 2011 Length in months: 36
Other members of the research group:
Roberto CASARIN
Marcella LUCCHETTA
Guido Massimiliano MANTOVANI
Francesca PARPINEL
Loriana PELIZZON
Claudio PIZZI
SYstemic Risk TOmography: Signals, Measurements, Transmission Channels, and Policy Interventions
Funding body:
Commissione Europea 7mo Programma Quadro
Type:
VII Programma Quadro - Cooperation
Role in the project:
PT
Sito di progetto:
http://syrtoproject.eu/
Starting date:
Year: 2013 Length in months: 36
Other members of the research group:
Diana BARRO
Roberto CASARIN
Gloria GARDENAL
Marcella LUCCHETTA
Martina NARDON
Antonio PARADISO
Loriana PELIZZON
Sovereign, Bank and Insurance Credit Spread: Connectedness and System Networks
Funding body:
Europlace Institute of Finance, Paris
Type:
Altri finanziamenti di ricerca
Role in the project:
LD
Starting date:
Year: 2012 Length in months: 12
Other members of the research group:
Loriana PELIZZON
TranspArEEnS – Mainsteaming Transparent Assessment of Energy Efficiency in ESG Ratings
Funding body:
Commissione Europea
Type:
H2020 - Societal Challenges
Role in the project:
LD
Sito di progetto:
https://pric.unive.it/projects/transpareens/home
Starting date:
Year: 2021 Length in months: 30
Other members of the research group:
Diana BARRO
Stefano BATTISTON
Stefano COLONNELLO
Michele COSTOLA
Loriana PELIZZON
VINCI 2010
Funding body:
Università Franco Italiana
Type:
Altri finanziamenti per prestazioni di didattica/formazione
Role in the project:
LD
Starting date:
Year: 2010 Length in months: 24
WaterLANDS: Water-based solutions for carbon storage, people and wilderness
Funding body:
Commissione Europea (H2020 Green Deal Call)
Type:
Altri finanziamenti per progetti di ricerca
Role in the project:
PT
Sito di progetto:
https://waterlands.eu/
Starting date:
Year: 2021 Length in months: 60
Other members of the research group:
Stefano BATTISTON
Luca DI CORATO
Carlo GIUPPONI