Collaboratori

Davide Ciferri – dciferri@luiss.it

 

Current position

  • Economist, Research Department, Cassa depositi e prestiti spa, Rome, Italy.
  • Adjunct Professor in Econometrics, John Cabot University, Rome, Italy.
  • Research Affiliate, Centre for Empirical Finance, Brunel University, London, UK.
  • Teaching Assistant, Energy Economics, University LUISS Guido Carli, Rome, Italy.
  • Teaching Assistant, Statistics, University of Rome Tor Vergata, Rome, Italy.

 

Work experience

2013-2014      Economist, The staff of the Italian Minister of Labour and Social Policies, Rome, Italy.

2011-2013      Teaching Assistant, Energy Economics, University LUISS Guido Carli, Rome, Italy.

2007-2010      Researcher, MET – Monitoraggio Economia e Territorio, Rome, Italy.

2009-2010      Researcher,, Department of Finance and Statistics, University of Perugia, Perugia, Italy.

2006                Visiting Research, International Finance and Macroeconomics Research Group, Brunel                University, London, UK.

2006                Researcher, Macroeconomics and Political Economy Department, ISAE (Istituto di Studi e Analisi Economica), Rome, Italy.

2005                Teaching Assistant, Econometrics, University LUISS Guido Carli, Rome, Italy.

 

Research and Professional Activities

International Economics, International Finance, Labour Market, Econometrics, Industrial Policy.

 

Education

2010                Ph.D in Money and Finance, University of Rome Tor Vergata, Rome, Italy.

2004                           Bachelor Degree in Economics, University LUISS Guido Carli, Rome, Italy. Grade: 110/110 cum laude.

Selected Publications

“Time-varying Spot and Futures Oil Price Dynamics ” (2014), Scottish Journal of Political Economy, 61(5), 78-97 (with G.M. Caporale e A. Girardi).

“Contagion in Electricity Markets: Empirical Evidences from Italian Markets” (2012), in M. Uvalic Electricity Markets and Reforms in Europe, 49-60, (with C.A. Bollino e P. Polinori).

“Fiscal Shocks and Real Exchange Rate Dynamics: Some Evidence for Latin America” (2011), Journal o International Money and Finance, 30(5), 709-723 (with G.M. Caporale e A. Girardi).

“Are the Baltic Countries Ready to Adopt the Euro? A Generalised Purchasing Power Parity Approach” (2011), The Manchester School, 79(3), 429-454 (with G.M. Caporale e A. Girardi).

“The Price of Terror: The Effects of Terrorism on Stock Market Returns and Volatility” (2008), Economics Letters, 101(3), 164-167 (with K. Perin Arin e N. Spagnolo).