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). My research interests span across Econometrics and Statistics. In particular, I am interested in Bayesian methods applied to time series models and to graph/network theory; I am also working on novel Bayesian nonparametric techniques and covariance matrix estimation. I am working on forecasting techniques for novel datasets related to the energy transition.
I am a co-principal investigator and head of the local unit of the project “Modelling Non-standard data and Extremes in Multivariate Environmental Time series (MNEMET)”(grant 20223CEZSR) and of the project “Mapping and Pricing of Methane Emissions from the European Electricity Sector (MAP-of-MeLEES)”(grant P2022H483A) funded by the Italian Ministry of University and Research under the PRIN.
I am one of the scientific organizers of the new Milan Time Series Seminars (MiTSS), which is a seminar series among University of Milan (Statale), University of Milan-Bicocca, Bocconi University, Polytechnique of Milan, FEEM, Catholic University of Milan.