Archivio istituzionale della Ricerca - Bocconi
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HODIAT: A Dataset for Detecting Homotransphobic Hate Speech in Italian with Aggressiveness and Target Annotation
No full textForeword: Towards a Safer Web for Women - First International Workshop on Protecting Women Online
No full textSull’elezione parlamentare dei giudici costituzionali: riflessioni a margine di un recente caso tedesco
No full textIl contributo svolge alcune riflessioni in materia di elezione parlamentare dei giudici costituzionali, a partire dal recente caso Brosius-Gersdorf
How and When Are Cryptocurrency Predictable? Backtesting Their Portfolio Economic Value
No full textIn the light of the growing interest in crypto-assets and the quest for their institutionalisation, we examine the role that they can play as investable assets useful in standard portfolio problems when asset returns are predictable. In particular, we study whether a mix of macroeconomic factors and crypto-specific predictors can be combined to produce accurate and economically valuable pooled forecasts. With reference to Bitcoin data, we uncover that crypto returns are predictable out-of-sample. Moreover, when this crypto-asset is made available to a mean-variance optimising investor, it generates large risk-adjusted realised performance gains irrespective of the assumed risk aversion. The results on the predictability of cryptocurrencies are robust to a generalisation to Litecoin and Ripple, although on a shorter 2015–2020 sample. However, results turn mixed and come to depend on the assumed risk aversion, when we investigate the power of forecast combinations to generate economic value from the entire pool of cryptocurrencies
Gli incentivi non finanziari per la decarbonizzazione del settore marittimo di continuità territoriale
No full textLa decarbonizzazione del settore marittimo è un obiettivo raggiungibile anche attraverso strategie di green public procurement. Lo studio si concentra sugli incentivi non finanziari che possono essere implementati dalle autorità pubbliche, in particolare MIT e regioni, per promuovere l'adozione di tecnologie pulite nei servizi marittimi di continuità territoriale. Dopo aver analizzato lo stato della flotta ed aver riassunto il quadro normativo relativo all'aggiudicazione dei contratti di servizio, vengono
esaminati vari casi studio e delineate strategie e condizioni base che rendano possibili ed incentivino gli investimenti in tecnologie a basse emissioni nel comparto marittimo.
L'analisi evidenzia la necessità di rinnovare una flotta marittima vetusta, con età media di 29 anni, e propone soluzioni per superare le barriere agli investimenti privati nel settore, come l’anticipo dell’aggiudicazione dei bandi rispetto al momento di attivazione del servizio, l'estensione della durata dei contratti e l'introduzione di criteri premiali. Infine, discute l'opzione alternativa dell'investimento diretto da parte delle autorità pubbliche
Can extreme weather forecasts lead to a risk premium? Evidence of a non-linear response in U.S. natural gas futures
No full textUsing data on hourly frequency observed temperature and daily forecasted temperatures across major U.S. metropolitan areas over a 30-year period, we analyze the relationship between the daily returns of the NYMEX Henry Hub Natural Gas futures and U.S. weather fluctuations. We propose the existence of a novel risk premium linked to extreme weather forecasts for U.S. Natural Gas futures, which outperforms the S&P500 index on an absolute and risk-adjusted basis over a 30-year period. Our findings contribute to opening a new perspective on the non-linear interplay between weather and financial markets emphasizing the importance of these factors in financial risk management and in the context of climate change
Service design for strategic orientation in PSL
No full textThis chapter proposes that the utilization of design service strategies and methodologies can effectively foster a citizen-strategic orientation by overcoming the challenges of citizen engagement. By blurring the barriers to engagement and empathizing with service users, design strategies enable the framing of problems and the generation of solutions that add value. To accomplish this, a mixed-method analysis was conducted. Specifically, within the context of local government located in the South of Europe, a survey was administered to identify a public service that citizens perceived as having a lower level of satisfaction compared to others listed. Building on this data, qualitative analysis methods rooted in design strategies were employed to understand the problem and identify solutions generated through empathetic engagement with citizens, PSOs, staff and other stakeholders
Rule of Law in the Age of AI
No full textIl lavoro affronta la tematica delicatissima dell'impatto dell'AI sulle categorie dello stato di diritto, democrazia partecipativa e comunità intermedi