Professor Guglielmo Maria Caporale
Professor - Economics and Finance
Eastern Gateway 202A
- Email: guglielmo-maria.caporale@brunel.ac.uk
- Tel: +44 (0)1895 266713
- Economics, Finance and Accounting
- Brunel Business School
Summary
Guglielmo Maria Caporale is Professor of Economics and Finance at Brunel University of London, where previously he was also Divisional Lead for Economics and Econometrics, Director of the Centre for Empirical Finance and Head of the Empirical Finance Research Group. Further, he is a CESifo Research Network Fellow and an RCEA (Rimini Centre for Economic Analysis) Senior Fellow. Prior to taking up his current position, he was a Research Officer at the National Institute of Economic and Social Research in London; a Research Fellow and then a Senior Research Fellow at the Centre for Economic Forecasting at London Business School; Professor of Economics at the University of East London; Professor of Economics and Finance and Director of the Centre for Monetary and Financial Economics at London South Bank University (LSBU). He has also been Visiting Professor at both London Metropolitan University and LSBU, Research Professor at DIW Berlin and an NCID (Navarra Center for International Development) Non-Resident Fellow. He carries out editorial duties for various academic journals (including Journal of International Money and Finance, International Review of Economics and Finance, International Economics, Machine Learning with Applications, Journal of Economics and Finance, SN Business and Economics, International Journal of Financial Studies) and is the Editor-in-Chief of Econometrics. He has published extensively in leading academic journals such as Journal of International Money and Finance, Journal of Banking and Finance, Journal of Empirical Finance, Journal of Futures Markets, Journal of International Financial Markets, Institutions & Money, International Journal of Finance and Economics, European Journal of Finance, International Review of Financial Analysis, Economics Letters, British Food Journal, Finance Research Letters, Journal of Time Series Analysis, Journal of Financial Econometrics, Oxford Bulletin of Economics and Statistics, Econometric Reviews, Journal of Forecasting, Journal of Economic Psychology, Review of International Economics, Canadian Journal of Economics, Journal of Macroeconomics, Quarterly Review of Economics and Finance, International Review of Economics and Finance, Empirical Economics, Journal of Economics and Finance and several others. He has recently edited the "Handbook of Financial Integration" and is currently editing the "Handbook of Climate Change and Financial Markets", both published by Edward Elgar Publishing.
Qualifications:
- Phd Economics (LSE)
- MSc Economics (LSE)
- Laurea (Politics, LUISS, Rome)
Newest selected publications
Caporale, GM. (2025) 'Introduction to the Handbook of Climate Change and Financial Markets: an Overview', in Caporale, GM. (ed.) Handbook of Climate Change and Financial Markets. Cheltenham : Edward Elgar Publishing.Open Access Link
Caporale, GM., Romero-Rojo, MF. and Gil-Alana, LA. (2025) 'Trends in the sea ice and snow cover extent: a fractional integration analysis'. Journal of Hydrometeorology, 0 (accepted, in press). pp. 1 - 36. ISSN: 1525-7541 Open Access Link
Caporale, GM., Gil-Alana, LA., Solarin, SA. and Yaya, OS. (2025) 'Testing for persistence in German green and brown stock market indices', in Caporale, GM. (ed.) Handbook of Climate Change and Financial Markets. Cheltenham : Edward Elgar Publishing.Open Access Link
Albanese, M., Caporale, GM., Colella, I. and Spagnolo, N. (2025) 'Climate physical risk and Asian stock returns', in Caporale, GM. (ed.) Handbook of Climate Change and Financial Markets. Cheltenham : Edward Elgar Publishing.Open Access Link
Caporale, GM., Sova, AD. and Sova, R. (2025) 'Climate risk and financial stability: some panel evidence for the European banking sector', in Caporale, GM. (ed.) Handbook of Climate Change and Financial Markets. Cheltenham : Edward Elgar Publishing.Open Access Link