I am a Ph.D. candidate in Finance & Econometrics at Warwick Business School. My research interests cover applied macroeconomics and financial econometrics, with a focus on non-linear and non-Gaussian time series, and density forecasting. I work under the supervision of Prof. Ivan Petrella and Prof. Ana Galvão. In 2022 I worked as Ph.D. Trainee at the DG-Research of the European Central Bank, and in 2018 I spent three months at the Monetary Policy and Economic Outlook Directorate of the Bank of Italy for a research internship. I was also a Senior Economist at NowCasting Economics Ltd.