Corrado Botta

Corrado's research primarily focuses on financial risk management, financial econometrics, and commodity market dynamics. He has been conducting in-depth research on the impact of price cap mechanisms on commodity market dynamics, particularly in light of the recent EU-Russia gas market turmoil. Utilizing quantitative techniques such as Filtered Historical Simulations and conditional Extreme Value Theory, he has analyzed price and volatility transmission effects in a multivariate setting, taking into account market co-movements and potential policy implications.