Seminari - Dipartimento Scienze Economiche validi dal 27.07.2024 al 27.07.2025. https://www.dse.univr.it/?ent=seminario&rss=0 https://www.dse.univr.it/?ent=seminario&rss=0&id=6352 Relatore: Felix Liebrich; Provenienza: University of Amsterdam; Data inizio: 2024-09-11; Ora inizio: 12.00; Referente interno: Cosimo Munari. Wed, 11 Sep 2024 12:00:00 +0200 https://www.dse.univr.it/?ent=seminario&rss=0&id=6352 https://www.dse.univr.it/?ent=seminario&rss=0&id=6326 Relatore: Chiara Forlati; Provenienza: University of Southampton; Data inizio: 2024-09-12; Ora inizio: 12.00; Referente interno: Alessia Campolmi; Riassunto: High carbon prices in the EU might drive emission-intensive industrial processes towards countries with relatively lower carbon prices. To prevent such carbon leakage, the EUrsquo;s Carbon Border Adjustment Mechanism (CBAM) taxes emissions embedded in imports for the difference between carbon prices in the EU and the origin country. Because embedded emissions are very difficult to measure, CBAM applies to only five industries and accepts benchmarks instead of actual embedded emissions. These simplifications make CBAM tractable but compromise its effect on carbon leakage. We propose an alternative policy that requires no knowledge of embedded emissions and can be applied to all tradable sectors: the Leakage Border Adjustment Mechanism (LBAM). LBAM implements import tariffs (and, possibly, export subsidies) that sterilize the changes in imports (and exports) induced by a higher EU carbon price. LBAM requires information only about domestic output to-emissions elasticities as well as elasticities of import demand and export supply, which we estimate using publicly available data. We calibrate a granular structural trade model with 57 countries and 131 sectors to quantify the welfare and emission impacts of LBAM. We find that LBAM improves over CBAM in terms of global emissions and EU welfare. We assess how lsquo;climate clubsrsquo; of countries that adopt common carbon prices and border adjustments mechanisms perform on these outcomes. Thu, 12 Sep 2024 12:00:00 +0200 https://www.dse.univr.it/?ent=seminario&rss=0&id=6326 https://www.dse.univr.it/?ent=seminario&rss=0&id=6342 Relatore: Almos Telegdy; Provenienza: Corvinus University; Data inizio: 2024-09-19; Ora inizio: 13.00; Referente interno: Alessia Campolmi. Thu, 19 Sep 2024 13:00:00 +0200 https://www.dse.univr.it/?ent=seminario&rss=0&id=6342 https://www.dse.univr.it/?ent=seminario&rss=0&id=6350 Relatore: Jean Jacod; Provenienza: Former Professor Emeritus at the Sorbonne University; Data inizio: 2024-09-25; Ora inizio: 12.00; Referente interno: Cecilia Mancini. Wed, 25 Sep 2024 12:00:00 +0200 https://www.dse.univr.it/?ent=seminario&rss=0&id=6350 https://www.dse.univr.it/?ent=seminario&rss=0&id=6272 Relatore: Mathias Klein; Provenienza: Sveriges RiksBank; Data inizio: 2024-09-26; Ora inizio: 12.30; Referente interno: Alessia Campolmi; Riassunto: https://sites.google.com/site/mathiaswklein/ . Thu, 26 Sep 2024 12:30:00 +0200 https://www.dse.univr.it/?ent=seminario&rss=0&id=6272 https://www.dse.univr.it/?ent=seminario&rss=0&id=6341 Relatore: Martin Peitz; Provenienza: University of Mannheim; Data inizio: 2024-10-03; Ora inizio: 12.00. Thu, 3 Oct 2024 12:00:00 +0200 https://www.dse.univr.it/?ent=seminario&rss=0&id=6341 https://www.dse.univr.it/?ent=seminario&rss=0&id=6361 Relatore: Andrea Pallavicini; Provenienza: Intesa San Paolo; Data inizio: 2024-10-17; Ora inizio: 12.00; Referente interno: Alessandro Gnoatto; Riassunto: In the present work, we introduce and compare state-of-the-art algorithms, that are now classified under the name of machine learning, to price Asian and look-back products with early-termination features. These include randomized feed-forward neural networks, randomized recurrent neural networks, and a novel method based on signatures of the underlying price process. Additionally, we explore potential applications on callable certificates. Furthermore, we present an innovative approach for calculating sensitivities, specifically Delta and Gamma, leveraging Chebyshev interpolation techniques. Thu, 17 Oct 2024 12:00:00 +0200 https://www.dse.univr.it/?ent=seminario&rss=0&id=6361 https://www.dse.univr.it/?ent=seminario&rss=0&id=6353 Relatore: Raffaele Argiento; Provenienza: Università di Bergamo; Data inizio: 2024-10-24; Ora inizio: 12.00; Referente interno: Catia Scricciolo. Thu, 24 Oct 2024 12:00:00 +0200 https://www.dse.univr.it/?ent=seminario&rss=0&id=6353 https://www.dse.univr.it/?ent=seminario&rss=0&id=6343 Relatore: Nicolas Gravel; Provenienza: Aix-Marseille School of Economics; Data inizio: 2024-10-29; Ora inizio: 12.00; Referente interno: Francesco Andreoli. Tue, 29 Oct 2024 12:00:00 +0100 https://www.dse.univr.it/?ent=seminario&rss=0&id=6343 https://www.dse.univr.it/?ent=seminario&rss=0&id=6362 Relatore: Armando Meier; Provenienza: University of Basel; Data inizio: 2024-11-28; Ora inizio: 12.00; Referente interno: Marco Piovesan. Thu, 28 Nov 2024 12:00:00 +0100 https://www.dse.univr.it/?ent=seminario&rss=0&id=6362 https://www.dse.univr.it/?ent=seminario&rss=0&id=6354 Relatore: Antonio Bento; Provenienza: USC; Data inizio: 2025-02-13; Ora inizio: 12.00; Referente interno: Angelo Zago. Thu, 13 Feb 2025 12:00:00 +0100 https://www.dse.univr.it/?ent=seminario&rss=0&id=6354 https://www.dse.univr.it/?ent=seminario&rss=0&id=6360 Relatore: Eugenio Proto; Provenienza: University of Glasgow; Data inizio: 2025-03-20; Ora inizio: 12.00; Referente interno: Maria Vittoria Levati. Thu, 20 Mar 2025 12:00:00 +0100 https://www.dse.univr.it/?ent=seminario&rss=0&id=6360 https://www.dse.univr.it/?ent=seminario&rss=0&id=6356 Relatore: Paolo Pin; Provenienza: Università di Siena; Data inizio: 2025-04-10; Ora inizio: 12.00; Referente interno: Maria Vittoria Levati. Thu, 10 Apr 2025 12:00:00 +0200 https://www.dse.univr.it/?ent=seminario&rss=0&id=6356 https://www.dse.univr.it/?ent=seminario&rss=0&id=6358 Relatore: Zahra Murad; Provenienza: University of Portsmouth; Data inizio: 2025-05-15; Ora inizio: 12.00; Referente interno: Simone Quercia. Thu, 15 May 2025 12:00:00 +0200 https://www.dse.univr.it/?ent=seminario&rss=0&id=6358 https://www.dse.univr.it/?ent=seminario&rss=0&id=6359 Relatore: Anna Schulze Tilling; Provenienza: Università Bocconi; Data inizio: 2025-06-05; Ora inizio: 12.00; Referente interno: Simone Quercia. Thu, 5 Jun 2025 12:00:00 +0200 https://www.dse.univr.it/?ent=seminario&rss=0&id=6359 https://www.dse.univr.it/?ent=seminario&rss=0&id=6355 Relatore: Marco Zanotti; Provenienza: Università della Svizzera Italiana; Data inizio: 2025-06-12; Ora inizio: 12.00; Referente interno: Andrea Mazzon. Thu, 12 Jun 2025 12:00:00 +0200 https://www.dse.univr.it/?ent=seminario&rss=0&id=6355