21 citations · 35 across the 5 of their papers we have counts for
5 papers
Environmental Policy and Firm Performance in Europe: A Difference-in-Differences Approach with Spillovers
Andrea Ciaccio, Francesco Moscone, Elisa Tosetti
In this paper we investigate the causal impact of the European Union Emissions Trading System, a cap-and-trade scheme limiting greenhouse gas emissions of firms, on their environme…
Sentiment Analysis of Economic Text: A Lexicon-Based Approach
Luca Barbaglia, Sergio Consoli, Sebastiano Manzan +2
We propose an Economic Lexicon (EL) specifically designed for textual applications in economics. We construct the dictionary with two important characteristics: 1) to have a wide c…
Neural Forecasting of the Italian Sovereign Bond Market with Economic News
Sergio Consoli, Luca Tiozzo Pezzoli, Elisa Tosetti
In this paper we employ economic news within a neural network framework to forecast the Italian 10-year interest rate spread. We use a big, open-source, database known as Global Da…
Emotions in Macroeconomic News and their Impact on the European Bond Market
Sergio Consoli, Luca Tiozzo Pezzoli, Elisa Tosetti
We show how emotions extracted from macroeconomic news can be used to explain and forecast future behaviour of sovereign bond yield spreads in Italy and Spain. We use a big, open-s…
A computationally efficient correlated mixed Probit for credit risk modelling
Elisa Tosetti, Veronica Vinciotti
Mixed Probit models are widely applied in many fields where prediction of a binary response is of interest. Typically, the random effects are assumed to be independent but this is…