Giovanni Bonaccolto

The dynamic impact of uncertainty in causing and forecasting the distribution of oil returns and risk

Giovanni Bonaccolto, Massimiliano Caporin, Rangan Gupta · Physica A Statistical Mechanics and its Applications · 2018 · 49 citations · Full text

Economics, Uncertainty Management, Financial Economics +15

Estimation and model-based combination of causality networks among large US banks and insurance companies

Giovanni Bonaccolto, Massimiliano Caporin, Roberto Panzica · Journal of Empirical Finance · 2019 · 32 citations · Full text

Do lower environmental, social, and governance (ESG) rated companies have higher systemic impact? Empirical evidence from Europe and the United States

Karoline Bax, Giovanni Bonaccolto, Sandra Paterlini · Corporate Social Responsibility and Environmental Management · 2022 · 27 citations · Full text

Environmental Performance, Financial Risk Management, Environmental, Social, And Governance +30

Breakup and default risks in the great lockdown

Giovanni Bonaccolto, Nicola Borri, Andrea Consiglio · Journal of Banking & Finance · 2021 · 21 citations

Great Lockdown, Financial Risk Management, Risk Management +7

Dynamic large financial networks via conditional expected shortfalls

Giovanni Bonaccolto, Massimiliano Caporin, Bertrand Maillet · European Journal of Operational Research · 2021 · 20 citations · Full text

Economics, Computational Finance, Financial Network +6