Filippo PellegrinoView profile
Research Fellow
Filippo Pellegrino is a Research Fellow in Sustainable Finance at the Business School, Imperial College London (2023–present). He will join the Adam Smith Business School, University of Glasgow, as an Assistant Professor of Finance in 2025/26. His research focuses on econometrics, empirical asset pricing, and macroeconomic data analysis, leveraging time series methods and unstructured datasets to study asset dynamics and policy implications. Education: PhD in Statistics, London School of Economics and Political Science (2023) MSc in Global Finance (Double Degree), Fordham Gabelli School of Business (2015–2016) MSc in Economics and Finance (Distinction), LUISS Guido Carli (2013–2015) BSc in Economics and Management, LUISS Guido Carli (2010–2013) Research Interests: His work spans econometrics, macroeconomics, and financial markets. Key themes include inflation modeling, dynamic factor models, short-selling frictions, and climate-driven commodity price analysis. He emphasizes empirical methods to bridge theory and policy. Articles Trends: Recent publications address inflation dynamics (structural models, central bank perspectives), commodity markets under climate risk, and cross-sectional momentum in equity markets. A common thread is the integration of macroeconomic data and advanced time-series techniques. Awards: None explicitly listed. However, his MSc at LUISS was completed with distinction. Advising & Grants: No explicit details on advisees or grants provided in the text. However, his role as a Research Fellow suggests active participation in academic research projects. Labs/Teams: Affiliated with Imperial College’s Business School research groups focused on sustainable finance and macroeconomics. Collaborations may extend to policy institutions like Now-Casting Economics (non-academic experience).











