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M

Monica Billio

universita ca foscari di venezia

34H-index
287Paper Count
5.3KCitation Count
Published Papers 28
Publication Date
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Improving futures market predictions with sentiment using a pre-trained robustly-optimized bidirectional encoder representations from transformers approach in China
errAnnals of Operations Research
IF4.5
err2026-08-08
err0
PREAI
errWeijie Hu; Xiang Zhang; Monica Billio; Bertrand B. Maillet; Zhining Yuan
errShare
errSave
Dissecting the ESG ratings: Does one size fit all?
errECONOMICS LETTERS
IF1.8
err2025-09-01
err0
errOAAI
errBillio, Monica; Fitzpatrick, Aoife Claire; Latino, Carmelo; Pelizzon, Loriana
errShare
errSave
Compounding geopolitical and energy risks: A clustered stochastic multi-COVOL model
errEnergy Economics
IF14.2
err2025-07-28
err0
errOAAI
errOvielt Baltodano López; Monica Billio; Roberto Casarin; Michele Costola
errShare
errSave
The systemic risk of leveraged and covenant-lite loan syndications
errINTERNATIONAL REVIEW OF FINANCIAL ANALYSIS
IF9.8
err2025-01-01
err0
errOAAI
errSina, A.; Billio, M.; Dufour, A.; Rocciolo, F.; Varotto, S.
errShare
errSave
Complexity and the default risk of mortgage-backed securities (vol 155, 106993, 2023)
errJOURNAL OF BANKING & FINANCE
IF3.8
err2024-09-01
err0
PREAI
errBillio, Monica; Dufour, Alfonso; Segato, Samuele; Varotto, Simone
errShare
errSave
Learning from experts: Energy efficiency in residential buildings
errENERGY ECONOMICS
IF14.2
err2024-08-01
err3
errOAAI
errBillio, Monica; Casarin, Roberto; Costola, Michele; Veggente, Veronica
errShare
errSave
Complexity and the default risk of mortgage-backed securities
errJOURNAL OF BANKING & FINANCE
IF3.8
err2023-10-01
err0
errOAAI
errBillio, Monica; Dufour, Alfonso; Segato, Samuele; Varotto, Simone
errShare
errSave
Markov switching panel with endogenous synchronization effects
errJOURNAL OF ECONOMETRICS
IF4
err2022-10-01
err3
errOAAI
errAgudze, Komla M.; Billio, Monica; Casarin, Roberto; Ravazzolo, Francesco
errShare
errSave
Bayesian Markov-Switching Tensor Regression for Time-Varying Networks
errJOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION
IF3
err2022-09-20
err7
errOAAI
errBillio, Monica; Casarin, Roberto; Iacopini, Matteo
errShare
errSave
Forecasting Economic Indicators with Robust Factor Models
errNATIONAL ACCOUNTING REVIEW
IF1.8
err2022-01-01
err10
errOAAI
errCorradin, Fausto; Billio, Monica; Casarin, Roberto
errShare
errSave
A meta-measure of performance related to both investors and investments characteristics (Aug, 1007/s10479-020-03771-w, 2021)
errANNALS OF OPERATIONS RESEARCH
IF4.5
err2021-08-26
err0
errOAAI
errBillio, Monica; Maillet, Bertrand; Pelizzon, Loriana
errShare
errSave
A meta-measure of performance related to both investors and investments characteristics
errANNALS OF OPERATIONS RESEARCH
IF4.5
err2021-08-12
err2
PREAI
errBillio, Monica; Maillet, Bertrand; Pelizzon, Loriana
errShare
errSave
A Matrix-Variate t Model for Networks
errFRONTIERS IN ARTIFICIAL INTELLIGENCE
IF4.7
err2021-05-13
err2
errOAAI
errBillio, Monica; Casarin, Roberto; Costola, Michele; Iacopini, Matteo
errShare
errSave
Buildings' Energy Efficiency and the Probability of Mortgage Default: The Dutch Case
errJOURNAL OF REAL ESTATE FINANCE AND ECONOMICS
IF1.8
err2021-05-11
err9
errOAAI
errBillio, Monica; Costola, Michele; Pelizzon, Loriana; Riedel, Max
errShare
errSave
Bayesian nonparametric sparse VAR models
errJOURNAL OF ECONOMETRICS
IF4
err2019-09-01
err34
errOAAI
errBillio, Monica; Casarin, Roberta; Rossini, Luca
errShare
errSave
Modeling systemic risk with Markov Switching Graphical SUR models
errJOURNAL OF ECONOMETRICS
IF4
err2019-05-01
err35
errOAAI
errBianchi, Daniele; Billio, Monica; Casarin, Roberto; Guidolin, Massimo
errShare
errSave
On a New Approach for Analyzing and Managing Macrofinancial Risks
errFINANCIAL ANALYSTS JOURNAL
IF2.2
err2018-12-30
err29
errOAAI
errMerton, Robert C.; Billio, Monica; Getmansky, Mila; Gray, Dale; Lo, Andrew W.; Pelizzon, Loriana
errShare
errSave
Markov switching GARCH models for Bayesian hedging on energy futures markets
errENERGY ECONOMICS
IF14.2
err2018-02-01
err45
errOAAI
errBillio, Monica; Casarin, Roberto; Osuntuyi, Anthony
errShare
errSave
Which market integration measure?
errJOURNAL OF BANKING & FINANCE
IF3.8
err2017-03-01
err66
errOAAI
errBillio, M.; Donadelli, M.; Paradiso, A.; Riedel, M.
errShare
errSave
An entropy-based early warning indicator for systemic risk
errJOURNAL OF INTERNATIONAL FINANCIAL MARKETS INSTITUTIONS & MONEY
IF6.1
err2016-11-01
err46
errOAAI
errBillio, Monica; Casarin, Roberto; Costola, Michele; Pasqualini, Andrea
errShare
errSave

Research Directions

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Co-authors
Cooperation Journals
C
Christian P. Robert
H-index: 82 · Papers: 1.2K
A
Andrew W. Lo
H-index: 80 · Papers: 673
R
Robert C. Merton
H-index: 63 · Papers: 232
A
Alain Monfort
H-index: 39 · Papers: 243
H
Herman K. van Dijk
H-index: 35 · Papers: 301
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