Filippo Pellegrino
@filippopellegrino.eu
Research Fellow in Sustainable Finance and Grantham Affiliate at Imperial College London. PhD from the LSE. On the 2024-2025 academic job market with "A Tale of Commodities and Climate-driven Disasters".
www.filippopellegrino.eu
www.filippopellegrino.eu
Pinned
Filippo Pellegrino
@filippopellegrino.eu
· Nov 27
Hi #EconSky and #EconJMP! I am a Research Fellow in Sustainable Finance and a Grantham Affiliate at Imperial College London. I am happy to share that I am on the #EJM this year. My #JMP examines how climate-driven disasters affect commodity prices. 1/6
@granthamicl.bsky.social
@granthamicl.bsky.social
I am glad to share that my paper, Selecting Time-Series Hyperparameters with the Artificial Jackknife, has been accepted for publication in Computational Statistics & Data Analysis!
You can check out the working paper here: arxiv.org/abs/2002.04697.
You can check out the working paper here: arxiv.org/abs/2002.04697.
March 15, 2025 at 7:12 PM
I am glad to share that my paper, Selecting Time-Series Hyperparameters with the Artificial Jackknife, has been accepted for publication in Computational Statistics & Data Analysis!
You can check out the working paper here: arxiv.org/abs/2002.04697.
You can check out the working paper here: arxiv.org/abs/2002.04697.
Looking forward to presenting my job market paper at the SFS Cavalcade North America 2025!
Link: papers.ssrn.com/sol3/papers....
Link: papers.ssrn.com/sol3/papers....
February 24, 2025 at 2:43 PM
Looking forward to presenting my job market paper at the SFS Cavalcade North America 2025!
Link: papers.ssrn.com/sol3/papers....
Link: papers.ssrn.com/sol3/papers....
Reposted by Filippo Pellegrino
Many good journals still do this. This is an equilibrium choice by current editorial standards. Would suggest that journals who’d like to differentiate themselves should think about approaching this model more (Restat I’m looking at you)
In economics, editors, referees, and authors often behave as if a published paper should reflect some kind of authoritative consensus.
As a result, valuable debate happens in secret, and the resulting paper is an opaque compromise with anonymous co-authors called referees.
1/
As a result, valuable debate happens in secret, and the resulting paper is an opaque compromise with anonymous co-authors called referees.
1/
December 24, 2024 at 5:39 PM
Many good journals still do this. This is an equilibrium choice by current editorial standards. Would suggest that journals who’d like to differentiate themselves should think about approaching this model more (Restat I’m looking at you)
Reposted by Filippo Pellegrino
Best of #econtwitter & #econsky - JMPs 2024 special edition, part three
www.bestofecontwitter.com/p/best-of-ec...
www.bestofecontwitter.com/p/best-of-ec...
Best of #econtwitter - JMPs 2024 special edition, part three
If your thread (or your student’s, or your colleague’s) is missing below, submissions are as always extremely welcome.
www.bestofecontwitter.com
December 5, 2024 at 5:58 PM
Best of #econtwitter & #econsky - JMPs 2024 special edition, part three
www.bestofecontwitter.com/p/best-of-ec...
www.bestofecontwitter.com/p/best-of-ec...
Reposted by Filippo Pellegrino
"Helene’s landfall gives the U.S. a record eight Cat 4 or Cat 5 Atlantic hurricane landfalls in the past eight years (2017-2024), seven of them being continental U.S. landfalls. That’s as many Cat 4 and 5 landfalls as occurred in the prior 57 years." yaleclimateconnections.org/2024/12/the-...
The weirdly hyperactive 2024 Atlantic hurricane season ends » Yale Climate Connections
The Florida landfalls of Cat 4 Helene and Cat 3 Milton gave the U.S. a record-tying fifth consecutive year with a major hurricane landfall.
yaleclimateconnections.org
December 3, 2024 at 6:10 PM
"Helene’s landfall gives the U.S. a record eight Cat 4 or Cat 5 Atlantic hurricane landfalls in the past eight years (2017-2024), seven of them being continental U.S. landfalls. That’s as many Cat 4 and 5 landfalls as occurred in the prior 57 years." yaleclimateconnections.org/2024/12/the-...
Job market candidate here! Check out my GitHub profile: (github.com/fipelle). Most of my recent work is in private repos, but I will release it as open source (including the dataset and code of my JMP on commodities and climate-driven disasters). My JMP is pinned on my Bluesky profile. #econsky
December 3, 2024 at 2:13 PM
Job market candidate here! Check out my GitHub profile: (github.com/fipelle). Most of my recent work is in private repos, but I will release it as open source (including the dataset and code of my JMP on commodities and climate-driven disasters). My JMP is pinned on my Bluesky profile. #econsky
Reposted by Filippo Pellegrino
🎈New Working Paper🎈with @ericoffner.bsky.social and @glennrudebusch.bsky.social
Do higher interest rates hurt the green transition? Not so obvious! Evidence from equity markets in US and EU actually shows stronger effects of monetary policy on high-carbon, brown firms.
#EconSky #Climate
Do higher interest rates hurt the green transition? Not so obvious! Evidence from equity markets in US and EU actually shows stronger effects of monetary policy on high-carbon, brown firms.
#EconSky #Climate
Green stocks and monetary policy shocks: Evidence from Europe. New from Michael Bauer, Eric Offner & Glenn Rudebusch. www.brookings.edu/articles/gre... Hutchins Center The Brookings Institution #EconSky
https://brookings.edu/artic…
November 27, 2024 at 9:12 PM
🎈New Working Paper🎈with @ericoffner.bsky.social and @glennrudebusch.bsky.social
Do higher interest rates hurt the green transition? Not so obvious! Evidence from equity markets in US and EU actually shows stronger effects of monetary policy on high-carbon, brown firms.
#EconSky #Climate
Do higher interest rates hurt the green transition? Not so obvious! Evidence from equity markets in US and EU actually shows stronger effects of monetary policy on high-carbon, brown firms.
#EconSky #Climate
Reposted by Filippo Pellegrino
Excited to debut my new paper, "Housing Is the Financial Cycle: Evidence from 100 Years of Local Building Permits,” joint with @cortesgustavos.bsky.social. We document that building permits predict financial market volatility across a century of U.S. economic history.
papers.ssrn.com/abstract=485...
papers.ssrn.com/abstract=485...
November 27, 2024 at 1:46 PM
Excited to debut my new paper, "Housing Is the Financial Cycle: Evidence from 100 Years of Local Building Permits,” joint with @cortesgustavos.bsky.social. We document that building permits predict financial market volatility across a century of U.S. economic history.
papers.ssrn.com/abstract=485...
papers.ssrn.com/abstract=485...
Hi #EconSky and #EconJMP! I am a Research Fellow in Sustainable Finance and a Grantham Affiliate at Imperial College London. I am happy to share that I am on the #EJM this year. My #JMP examines how climate-driven disasters affect commodity prices. 1/6
@granthamicl.bsky.social
@granthamicl.bsky.social
November 27, 2024 at 3:00 PM
Hi #EconSky and #EconJMP! I am a Research Fellow in Sustainable Finance and a Grantham Affiliate at Imperial College London. I am happy to share that I am on the #EJM this year. My #JMP examines how climate-driven disasters affect commodity prices. 1/6
@granthamicl.bsky.social
@granthamicl.bsky.social
Reposted by Filippo Pellegrino
Hi #EconSky,
Not sure if the Starter Pack party's over, but I've made an Econ Starter Pack of Starter Packs! 😄
It's a work in progress, so I may have missed some. Let me know if there's anything to add—DMs are open!
Thanks for support @economista.bsky.social!
docs.google.com/spreadsheets...
Not sure if the Starter Pack party's over, but I've made an Econ Starter Pack of Starter Packs! 😄
It's a work in progress, so I may have missed some. Let me know if there's anything to add—DMs are open!
Thanks for support @economista.bsky.social!
docs.google.com/spreadsheets...
November 21, 2024 at 1:38 PM
Hi #EconSky,
Not sure if the Starter Pack party's over, but I've made an Econ Starter Pack of Starter Packs! 😄
It's a work in progress, so I may have missed some. Let me know if there's anything to add—DMs are open!
Thanks for support @economista.bsky.social!
docs.google.com/spreadsheets...
Not sure if the Starter Pack party's over, but I've made an Econ Starter Pack of Starter Packs! 😄
It's a work in progress, so I may have missed some. Let me know if there's anything to add—DMs are open!
Thanks for support @economista.bsky.social!
docs.google.com/spreadsheets...