Monica BILLIO
- Position
- Full Professor
- Roles
-
Member of the Academic Senate
Department’s Delegate for Relations with Treviso Campus
- Telephone
- 041 234 9170 / 041 234 6676
-
billio@unive.it
- Academic discipline
- Econometrics [ECON-05/A]
- Website
-
https://www.unive.it/web/en/19197/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 hours
Department of Economics
As for the first semester of the academic year 2023-24, office hours are held in Treviso Campus on Wednesday afternoon (after 5.30 pm) by appointment.
Teaching activity current year
Teaching activity previous years
Activities and research skills
- Academic discipline
- 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
- Network econometrics
-
- SSD:
- ECON-05/A
- 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
- Finanza sostenibile per le PMI
-
- Funding body:
- MASE
- Type:
- Altri programmi ministeriali
- Role in the project:
- NS
- Starting date:
- Year: 2026 Length in months: 24
- Other members of the research group:
-
Michele COSTOLA
Marcella LUCCHETTA
- 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
Publication highlights
Billio, Monica; Casarin, Roberto; Iacopini, Matteo Bayesian Markov-Switching Tensor Regression for Time-Varying Networks in JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, vol. 119, pp. 109-121 (ISSN 0162-1459)
DOI 2024,
Journal Article - ARCA card: 10278/5000791
Billio, Monica; Casarin, Roberto; Costola, Michele; Veggente, Veronica Learning from experts: Energy efficiency in residential buildings in ENERGY ECONOMICS, vol. 136, pp. 1-15 (ISSN 0140-9883)
DOI 2024,
Journal Article - ARCA card: 10278/5062181
Billio M, Casarin R, Iacopini M, Kaufmann S. Bayesian Dynamic Tensor Regression in JOURNAL OF BUSINESS & ECONOMIC STATISTICS, vol. 41, pp. 429-439 (ISSN 0735-0015)
DOI - URL correlato 2023,
Journal Article - ARCA card: 10278/3752109
Monica Billio, Alfonso Dufour, Samuele Segato, Simone Varotto Complexity and the default risk of mortgage-backed securities in JOURNAL OF BANKING & FINANCE, vol. 155 (ISSN 0378-4266)
- URL correlato 2023,
Journal Article - ARCA card: 10278/5045240
Agudze K. M., Billio M., Casarin R., Ravazzolo F. Markov Switching Panel with Endogenous Synchronization Effects in JOURNAL OF ECONOMETRICS, vol. 230, pp. 281-298 (ISSN 0304-4076)
DOI - URL correlato 2022,
Journal Article - ARCA card: 10278/3738158
List of publications
Curriculum vitae
cafoscariNEWS
20/10/2023