๐ข Call for Papers: ๐๐๐๐ ๐๐๐๐ฅ ๐๐ฌ๐ญ๐๐ญ๐ ๐๐ง๐ ๐๐ซ๐๐๐ง ๐๐๐จ๐ง๐จ๐ฆ๐ข๐๐ฌ ๐๐จ๐ง๐๐๐ซ๐๐ง๐๐ ๐ข๐ง ๐๐ฎ๐ ๐๐ง๐จ, Sept 23โ24
The submission deadline has been extended to ๐๐ฎ๐ง๐ ๐๐
Submit your paper: https://t.co/aCuEJlgGb3
Full details: https://t.co/TciWVZ8YlC
Green Tech #Episode_III: #TheScopeOfScope-3
We provide an international network general equilibrium model augmented with an I/O matrix of emissions. Using only data on direct emissions, we provide high-scope emissions across ~50K firms.๐
@Unibocconi@sdabocconi
Green Tech #Episode_II: #ScoringInTheTransition
ESG Scores are not just different from each other; they convey different info on the decarbonization growth option of firms. In a limited information model, forward-looking scores deliver an alpha! ๐
@Unibocconi@sdabocconi
Green Tech #Episode_I: #GreenCoins
This paper focuses on the efficiency of a macroeconomy in which (i) net emissions are capped, and (ii) emissions and offsets are tokenized and traded on exchanges.
If you are going to the #WFA, please stop by!๐
@Unibocconi@sdabocconi
Delighted to have presented #GreenCoins at the New Frontiers in Banking and Capital Markets Conference
It was a great event and the Green-Tech initiative even won a best paper award! Congrats @bezzi_giacomo ;)
Read it: https://t.co/FkGo1DqZeA
Very interesting job market paper by @rubenffuertes. He develops a new framework with multiple AI agents to construct much more precise conditional expectations for monetary policy from Fed communication.
This allows him to quantify narrative monetary policy *surprises* that explain 3 times as much policy rate variation more traditional market-based measures.
Excellent work. The future is bright!
https://t.co/jRslOZguZI
Cool JMP by Rubรฉn Fernรกndez-Fuertes using an agentic design to construct monetary policy surprises from Fed communications and Beige books.
Romer & Romer style narrative identification through LLMs.
https://t.co/BI0p8284kr
What brings money into mutual funds? This interesting JMP by Marco Zanotti cleverly shows that funds - especially those focused on retail customers - do data analytics on their customers, and this seems to contribute to fund flows!