Paolo Santucci de Magistris is a Professor of Econometrics at the Department of Economics and Finance of Luiss University (Rome) since February 2018 and previously served as Head of the Department from 2021 to 2024. He held roles as Associate Professor and Assistant Professor at Aarhus University (Denmark) from 2013 to 2018, with prior postdoctoral research at the University of Padova and CREATES. His education includes a PhD from the University of Pavia and visiting research at Northwestern University’s Kellogg School of Management. His research focuses on time series econometrics, financial econometrics, and energy economics, with emphasis on volatility modeling, liquidity risk, and climate impacts. Notable contributions include work on liquidity coverage in financial markets, cointegration models, and the interplay between wind energy and CO2 emissions. His publications span top journals like the Journal of Financial Economics and Journal of Econometrics , exploring topics ranging from stochastic volatility to climate policy analysis. Ongoing projects include research on option price dynamics, energy market connectedness, and risk-neutral density fitting via the RNDfittool MATLAB application. Prof. Santucci de Magistris collaborates internationally with institutions like CREATES and has contributed to policy-relevant studies on energy transition and financial stability. His methodological innovations include Bayesian econometric techniques and tools for analyzing financial risks embedded in derivatives markets.











