I am an associate professor in Statistics at the Department of Economics, Management and Quantitative Methods at the University of Milan (Statale) and a Senior Researcher at Fondazione Eni Enrico Mattei (FEEM).
From November 2024, I serve as Associate Editor for Annals of Applied Statistics
My research interests span across Econometrics and Statistics such as:
- Bayesian methods applied to time series models and to graph/network theory;
- Bayesian nonparametric techniques;
- Covariance matrix estimation;
- Forecasting techniques for novel datasets related to the energy transition.
I am a co-principal investigator and head of the local unit of the projects funded by the Italian Ministry of University and Research:
- “Modelling Non-standard data and Extremes in Multivariate Environmental Time series (MNEMET)” (grant 20223CEZSR)
- “Mapping and Pricing of Methane Emissions from the European Electricity Sector (MAP-of-MeLEES)” (grant P2022H483A)
I am one of the scientific organizers of the Milan Time Series Seminars (MiTSS) among University of Milan (Statale), University of Milan-Bicocca, Bocconi University, Polytechnique of Milan, FEEM, Catholic University of Milan.