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
Representative of the teaching staff in the 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