Michele COSTOLA

Michele Costola

ORCID ID: orcid.org/0000-0002-1109-2698

Current Academic Position

February 2022 – present

Position: Researcher (RtdB SECS P/02)

Name of Organization: Ca’ Foscari University of Venice (Italy)

January 2020 – January 2022

Position: Researcher (RtdA SECS P/02)

Name of Organization: Ca’ Foscari University of Venice (Italy)

October 2020 – present

Position: Research Affiliate

Name of Organization: Leibniz Institute for Financial Research SAFE (Frankfurt, Germany)

Past Academic Positions

June 2018 – December 2019

Position: Assistant Professor

Name of Organization: SAFE, House of Finance

Goethe University Frankfurt (Germany)

June 2016 – May 2018

Position: Marie Curie Fellow

Name of Organization: SAFE, House of Finance

Goethe University Frankfurt (Germany)

March 2013 – May 2016

Position: PostDoctoral Researcher

Name of Organization: Department of Economics, Ca’ Foscari University of Venice (Italy)

Education

January 2010 – September 2013

Title of qualification: Ph.D. in Economics and Management

Name of organization: University of Padova

September 2008 - August 2009

Title of qualification: International Master in Economics and Finance

Name of organization: University Ca’ Foscari, Venezia

September 2005 – March 2009

Title of qualification: M.Sc. in Economics and Finance. Summa cum Laude.

Name of organization: University Ca’ Foscari, Venezia

September 2002 – November 2005

Title of qualification: Bachelor’s Degree in Economics and Finance.

Name of organization: University Ca’ Foscari, Venezia

Visiting Periods

October 2019: Department of Economics - Ca’ Foscari University of Venice (Italy)

February 2018 – September 2018: European Central Bank, Macro-Prudential Policy & Financial Stability, Frankfurt am Main (Germany)

November 2012 – December 2012: Creates, Aarhus University (Denmark)

January 2011 – June 2011: Creates, Aarhus University (Denmark)

Financed Research Project

On the Potential Global Impacts on Financial Markets and Real Economies of the Covid19 Sanitary Crisis. Europlace Institute of Finance (EIF) and the Labex Louis Bachelier (2020). (joint with Massimiliano Caporin and Bertrand Maillet)

esg-credit.eu - ESG Factors and Climate Change for Credit Analysis and Rating. European Investment Bank Institute Research Grant on " “Incorporating environmental, social and governance (ESG) criteria in credit analysis and ratings”. Scientific Team (2019). Period: 1/12/2019-30/11/2022.

earliness.eu – European early warning system for systemic risk. Marie Skłodowska-Curie Actions, European Union, Seventh Framework Program HORIZON 2020 under REA grant agreement n. 707070. H2020-MSCA-IF-2015. Principal Investigator (2016-2018). Period: 1/06/2016-31/05/2018.

Participation in Research Project

EeMMiP - Energy efficient Mortgage Market Implementation Plan. Period: 1/09/2020 – 31/08/2022.

EeDAP - Energy efficient Data Protocol and Portal, coordinator European Mortgage Federation-European Covered Bond Council. Period: 1/03/2018-31/08/2020.

EeMAP - Energy efficient Mortgages Action Plan, coordinator European Mortgage Federation-European Covered Bond Council. Period: 1/05/2017-30/04/2019.

SYRTO "SYstemic Risk TOmography: Signals, Measurements, Transmission Channels, and Policy Interventions" (Project reference: 320270, Call details: FP7-SSH-2012-2). Period: 1/03/2013-31/03/2016.

Awards

Young Investigator Training Program Research Prize (YITP). Econometric Models of Climate Change Conference 2019 (EMCC-IV 2019)

Best poster award (ex aequo) IFABS Conference 2013 for the working paper “Behavioral expectations and financial fluctuations: an analysis based on the S&P 500.” Joint with Massimiliano Caporin (University of Padova) and Luca Corazzini (University Ca’ Foscari Venice).

Conferences and Workshops

14th Financial Risks International Forum (Institut Louis Bachelier) 2021. Online. Role: Speaker.

Computational and Financial Econometrics (CFE) 2020. Online. Role: Speaker.

CREDIT Conference 2019. Venice, Italy. Role: Speaker.

39th International Symposium on Forecasting 2019. Thessaloniki (Greece). Role: Presenter and Session chair.

Internal Workshop 2019. Deutsche Bundesbank (Financial Stability). Frankfurt am Main, Germany. Role: Presenter.

EuroScience Open Forum (ESOF) 2018. Toulouse, France. Role: Poster presenter.

Earliness.eu Workshop 2018. Frankfurt am Main, Germany. Role: Organizer and Presenter.

Mathematical and Statistical Methods for Actuarial Sciences and Finance (MAF) 2018. Madrid, Spain. Role: Speaker.

Computational and Financial Econometrics (CFE) 2017. London, United Kingdom. Role: Speaker.

Venice Econometrics Workshop 2017. Venice, Italy. Role: Presenter

CREDIT Conference 2017. Venice, Italy. Role: Poster presenter and Discussant.

SAFE Annual Meeting 2017. Frankfurt am Main, Germany. Role: Speaker.

EFiC Conference in Banking and Finance 2017. University of Essex. Role: Speaker.

Statistics and Data Science (SIS) 2017. Florence, Italy. Role: Speaker.

Computational and Financial Econometrics (CFE) 2016. Seville, Spain. Role: Speaker.

CREDIT Conference 2016. Venice, Italy. Role: Discussant.

International Conference Applied Research in Economics (iCARE) 2016. University of Essex. Role: Speaker.

International Association for Applied Econometrics Annual Conference (IAAE) 2016. Milan, Italy. Role: Poster presenter.

Dealing with Complexity in Society (ISA) 2015. Padova, Italy. Role: Speaker.

World Finance Conference 2014. Venice, Italy. Role: Speaker and Discussant.

SYRTO Code Workshop 2014. Deutsche Bundesbank. Frankfurt am Main, Germany. Role: Presenter.

International Network for Economic Research (INFER) 2014. Pescara, Italy. Role: Speaker and Discussant.

Mathematical and Statistical Methods for Actuarial Sciences and Finance (MAF) 2014. Salerno, Italy. Role: Speaker.

Conference on Computational and Financial Econometrics (CFE) 2013. London, United Kingdom. Role: Speaker.

Association of Southern European Economic Theorists (ASSET) 2013. Bilbao, Spain. Role: Speaker.

International Finance and Banking Society (IFABS) 2013. Nottingham, United Kingdom. Role: Speaker.

Italian Congress of Econometrics and Empirical Economics 2013 (ICEE). Genova, Italy. Role: Speaker

Association of Southern European Economic Theorists (ASSET) 2012. Limassol, Cyprus. Role: Speaker.

Conference on Computational and Financial Econometrics (CFE) 2011. London, United Kingdom. Role: Speaker.