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Details about Federico D'Amario

Homepage:https://federicodamario.github.io/
Workplace:Bank of England, (more information at EDIRC)

Access statistics for papers by Federico D'Amario.

Last updated 2026-07-08. Update your information in the RePEc Author Service.

Short-id: pdx11


Working Papers

2026

  1. Carbon-Penalised Portfolio Insurance Strategies in a Stochastic Factor Model with Partial Information
    Papers, arXiv.org Downloads
  2. Double Machine Learning for Time Series
    Papers, arXiv.org Downloads

2022

  1. Forecasting Cryptocurrencies Log-Returns: a LASSO-VAR and Sentiment Approach
    Papers, arXiv.org Downloads
 
Page updated 2026-07-10