Contact
- +44 (0)20 7040 4524
- elisabetta.pellini@city.ac.uk
Visit Elisabetta Pellini
Room BR5080, Bunhill Row
Postal address
106 Bunhill Row
London
EC1Y 8TZ
United Kingdom
About
Overview
Elisabetta Pellini joined Bayes Business School in October 2021 as lecturer in Quantitative Methods and Econometrics. Elisabetta is also the coordinator of all training activities and seminars of the Centre for Econometric Analysis (CEA). Since 2017, Elisabetta has been collaborating as training associate with the consulting company TStat (Italy). From 2016 to 2021, she was visiting lecturer at Bayes Business School in Quantitative Methods and Econometrics. From 2015 to 2020, she was training associate for Timberlake Consultants (UK). In 2013-2014, Elisabetta worked as associate lecturer for the School of Economics of Surrey University. In 2012, she was research officer on a project sponsored by Enel Energia S.p.A. (Rome, Italy) and Bergamo University (Italy) and in 2009 she worked for the energy consulting company REF-E in Milan (Italy).
Dr Elisabetta Pellini is referee for Energy Economics and for International Review of Financial Analysis.
Qualifications
- PhD Energy Economics, University of Surrey, United Kingdom
- MSc in Energy Economics and Policy, University of Surrey, United Kingdom
- MSc Economics, Innovation and Firm Organization in the Global Market, University of Bergamo, Italy
- BSc Economics and Business Administration, University of Bergamo, Italy
Fellowships
- Fellow, Advanced Higher Education, Sep 2022 – present
Award
- Bayes Business School (2023) Research Pump Priming Grant
Project title: Dynamics and Timing of Bubbles in Energy Markets
Languages
Italian.
Expertise
Primary topics
- Commodities
- Financial Econometrics
Additional topics
- Econometrics
Industries
- energy
Research students
Aysel Bandad
Role: 2nd Supervisor
Publications
Journal articles (5)
- Cincinelli, P., Pellini, E. and Urga, G. (2024). Is There an Optimal Level of Leverage? The Case of Banks and Non-Bank Institutions in Europe. International Review of Financial Analysis.
- Cincinelli, P., Pellini, E. and Urga, G. (2022). Systemic risk in the Chinese financial system: A panel Granger causality analysis. International Review of Financial Analysis, 82, pp. 102179–102179. doi:10.1016/j.irfa.2022.102179.
- Cincinelli, P., Pellini, E. and Urga, G. (2021). Leverage and systemic risk pro-cyclicality in the Chinese financial system. International Review of Financial Analysis, 78, pp. 101895–101895. doi:10.1016/j.irfa.2021.101895.
- Pellini, E. (2021). Estimating income and price elasticities of residential electricity demand with Autometrics. Energy Economics, 101. doi:10.1016/j.eneco.2021.105411.
- Pellini, E. (2012). Measuring the impact of market coupling on the Italian electricity market. Energy Policy, 48, pp. 322–333. doi:10.1016/j.enpol.2012.05.029.
Professional activities
Consultancy
- TStat Srl (Italy) (Private Sector)
Training Associate in Econometrics
Events/conferences (2)
- 27th International Panel Data Conference, University Residential Centre, Bertinoro, Italy. (Conference) (2022). Organising Committee.
- Centre for Econometric Analysis (CEA) Seminars. (Seminar) Organising Committee.