Matteo Bonato : Citation Profile


Are you Matteo Bonato?

University of Johannesburg (80% share)
Institut de Préparation à l'Administration et à la Gestion (IPAG) (20% share)

5

H index

3

i10 index

71

Citations

RESEARCH PRODUCTION:

5

Articles

11

Papers

RESEARCH ACTIVITY:

   9 years (2009 - 2018). See details.
   Cites by year: 7
   Journals where Matteo Bonato has often published
   Relations with other researchers
   Recent citing documents: 29.    Total self citations: 5 (6.58 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pbo992
   Updated: 2019-10-15    RAS profile: 2018-03-12    
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Relations with other researchers


Works with:

GUPTA, RANGAN (7)

Demirer, Riza (6)

Balcilar, Mehmet (3)

Authors registered in RePEc who have co-authored more than one work in the last five years with Matteo Bonato.

Is cited by:

GUPTA, RANGAN (22)

Caporin, Massimiliano (9)

McAleer, Michael (8)

Demirer, Riza (8)

Wohar, Mark (7)

Fengler, Matthias (5)

Kim, Tae-Hwan (4)

Voev, Valeri (4)

Storti, Giuseppe (3)

Bauwens, Luc (3)

Demir, Ender (3)

Cites to:

Hansen, Peter (14)

Shephard, Neil (14)

Barndorff-Nielsen, Ole (12)

Lunde, Asger (12)

Bollerslev, Tim (11)

Andersen, Torben (9)

GUPTA, RANGAN (9)

lucey, brian (7)

Caporin, Massimiliano (7)

Balcilar, Mehmet (6)

Diebold, Francis (6)

Main data


Where Matteo Bonato has published?


Working Papers Series with more than one paper published# docs
Working Papers / University of Pretoria, Department of Economics6
Working Papers / Swiss National Bank2

Recent works citing Matteo Bonato (2018 and 2017)


YearTitle of citing document
2018Does strategic commodities price respond to U.S. Partisan Conflict? Evidence from a parametric test of Granger causality in quantiles. (2018). Jiang, Yong. In: Papers. RePEc:arx:papers:1810.08396.

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2019Do the emerging stock markets react to international economic policy uncertainty, geopolitical risk and financial stress alike?. (2019). Bhattacharyya, Malay ; Kannadhasan, M ; Das, Debojyoti. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:1-19.

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2017Wind speed description and power density in northern Spain. (2017). Sanchez, Luisa M ; Fernandez-Duque, Beatriz ; Pardo, Nuria ; Herrero-Novoa, Cristina ; Perez, Isidro A ; Angeles, MA. In: Energy. RePEc:eee:energy:v:138:y:2017:i:c:p:967-976.

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2018Heterogeneous dependence and dynamic hedging between sectors of BRIC and global markets. (2018). Mishra, Anil ; Ahmad, Wasim ; Daly, Kevin. In: International Review of Financial Analysis. RePEc:eee:finana:v:59:y:2018:i:c:p:117-133.

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2018Volatility jumps: The role of geopolitical risks. (2018). Gkillas, Konstantinos ; Wohar, Mark E ; Gupta, Rangan. In: Finance Research Letters. RePEc:eee:finlet:v:27:y:2018:i:c:p:247-258.

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2017Impact of US uncertainties on emerging and mature markets: Evidence from a quantile-vector autoregressive approach. (2017). Wohar, Mark ; Uribe, Jorge ; GUPTA, RANGAN ; Chuliá, Helena ; Chulia, Helena. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:48:y:2017:i:c:p:178-191.

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2018Gold futures returns and realized moments: A forecasting experiment using a quantile-boosting approach. (2018). Pierdzioch, Christian ; GUPTA, RANGAN ; Demirer, Riza ; Bonato, Matteo. In: Resources Policy. RePEc:eee:jrpoli:v:57:y:2018:i:c:p:196-212.

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2019Volatility forecasting of crude oil futures: The role of investor sentiment and leverage effect. (2019). Gong, XU ; Yang, Cai ; Zhang, Hongwei. In: Resources Policy. RePEc:eee:jrpoli:v:61:y:2019:i:c:p:548-563.

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2018News implied volatility and the stock-bond nexus: Evidence from historical data for the USA and the UK markets. (2018). Gupta, Rangan ; Wohar, Mark E ; Papadamou, Stephanos ; Kollias, Christos. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:47-48:y:2018:i::p:76-90.

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2018Whether the fluctuation of China’s financial markets have impact on global commodity prices?. (2018). Liao, Jia ; Xu, Xiangyun ; Qian, QI. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:503:y:2018:i:c:p:1030-1040.

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2019Effects of the geopolitical risks on Bitcoin returns and volatility. (2019). Demir, Ender ; Marco, Chi Keung ; Gozgor, Giray ; Aysan, Ahmet Faruk. In: Research in International Business and Finance. RePEc:eee:riibaf:v:47:y:2019:i:c:p:511-518.

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2018The Long-run Effect of Geopolitical Risks on Insurance Premiums. (2018). Shahbaz, Muhammad ; Olasehinde-Williams, Godwin ; Balcilar, Mehmet. In: Working Papers. RePEc:emu:wpaper:15-44.pdf.

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2018Estimación del VaR mediante un modelo condicional multivariado bajo la hipótesis α-estable sub-Gaussiana. (A conditional approach to VaR with multivariate α-stable sub-Gaussian distributions).. (2018). Bautista, Ramona Serrano ; Mata, Leovardo Mata. In: Ensayos Revista de Economia. RePEc:ere:journl:v:xxxvii:y:2018:i:1:p:43-76.

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2017The Impact of Major Oil, Financial and Uncertainty Factors on Sovereign CDS Spreads: Evidence from GCC, Other Oil-Exporting Countries and Regional Markets. (2017). Shahzad, Syed Jawad Hussain ; Naifar, Nader ; Hammoudeh, Shawkat ; Hussain, Syed Jawad. In: Working Papers. RePEc:erg:wpaper:1129.

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2018Country Risk Ratings and Stock Market Returns in Brazil, Russia, India, and China (BRICS) Countries: A Nonlinear Dynamic Approach. (2018). GUPTA, RANGAN ; Demirer, Riza ; Cunado, Juncal ; ben Nasr, Adnen. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:3:p:94-:d:168940.

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2018Does Geopolitical Risk Drive Equity Price Returns of BRIC Economies? Evidence from Quantile on Quantile Estimations. (2018). Amna, Imtiaz Arif. In: Journal of Finance and Economics Research. RePEc:gei:jnlfer:v:3:y:2018:i:2:p:24-36.

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2017Geopolitical Risks and Movements in Islamic Bond and Equity Markets: A Note. (2017). Marfatia, Hardik ; GUPTA, RANGAN ; Demirer, Riza ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:201743.

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2017A Copula-Based Quantile-on-Quantile Regression Approach to Modeling Dependence Structure between Stock and Bond Returns: Evidence from Historical Data of India, South Africa, UK and US. (2017). Selmi, Refk ; Papadamou, Stephanos ; Kollias, Christos ; GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:201747.

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2017OPEC News Announcement Effect on Volatility in the Crude Oil Market: A Reconsideration. (2017). Yoon, Seong-Min ; Lau, Chi Keung ; GUPTA, RANGAN ; Marco, Chi Keung. In: Working Papers. RePEc:pre:wpaper:201754.

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2017Geopolitical Risks, Returns and Volatility in Emerging Stock Markets: Evidence from a Panel GARCH Model. (2017). GUPTA, RANGAN ; Suleman, Tahir ; Christou, Christina ; Bouras, Christos. In: Working Papers. RePEc:pre:wpaper:201777.

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2018Volatility Jumps: The Role of Geopolitical Risks. (2018). Wohar, Mark ; GUPTA, RANGAN ; Gkillas (Gillas), Konstantinos. In: Working Papers. RePEc:pre:wpaper:201805.

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2018Effects of Geopolitical Risks on Trade Flows: Evidence from the Gravity Model. (2018). GUPTA, RANGAN ; Gözgör, Giray ; Demir, Ender ; Kaya, Huseyin ; Gozgor, Giray . In: Working Papers. RePEc:pre:wpaper:201835.

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2018Time-Varying Risk Aversion and Realized Gold Volatility. (2018). GUPTA, RANGAN ; Demirer, Riza ; Pierdzioch, Christian. In: Working Papers. RePEc:pre:wpaper:201881.

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2019Forecasting the Term Structure of Interest Rates of the BRICS: Evidence from a Nonparametric Functional Data Analysis. (2019). GUPTA, RANGAN ; Torrent, Hudson S ; Suleman, Tahir ; Caldeira, Joao F. In: Working Papers. RePEc:pre:wpaper:201911.

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2019The Predictability of Stock Market Volatility in Emerging Economies: Relative Roles of Local, Regional and Global Business Cycles. (2019). GUPTA, RANGAN ; Demirer, Riza ; Sun, Xiaojin ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:201938.

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2019Moments-Based Spillovers across Gold and Oil Markets. (2019). Wang, Shixuan ; Marco, Chi Keung ; Gupta, Rangan ; Bonato, Matteo. In: Working Papers. RePEc:pre:wpaper:201966.

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2019Investor Sentiment and Crash Risk in Safe Havens. (2019). GUPTA, RANGAN ; Demirer, Riza ; Bonato, Matteo ; ben Nasr, Adnen. In: Journal of Economics and Behavioral Studies. RePEc:rnd:arjebs:v:10:y:2019:i:6:p:97-108.

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Works by Matteo Bonato:


YearTitleTypeCited
2013Risk spillovers in international equity portfolios In: Journal of Empirical Finance.
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article3
2012Risk spillovers in international equity portfolios.(2012) In: Working Papers.
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This paper has another version. Agregated cites: 3
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2011Robust estimation of skewness and kurtosis in distributions with infinite higher moments In: Finance Research Letters.
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article5
2017The effect of investor sentiment on gold market return dynamics: Evidence from a nonparametric causality-in-quantiles approach In: Resources Policy.
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article11
2016Comovement and the financialization of commodities In: GRI Working Papers.
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paper0
2016The Effect of Investor Sentiment on Gold Market Dynamics In: Working Papers.
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paper0
2016Gold Futures Returns and Realized Moments: A Forecasting Experiment Using a Quantile-Boosting Approach In: Working Papers.
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paper1
2016Geopolitical Risks and Stock Market Dynamics of the BRICS In: Working Papers.
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paper12
2016Does Geopolitical Risks Predict Stock Returns and Volatility of Leading Defense Companies? Evidence from a Nonparametric Approach In: Working Papers.
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paper7
2016The Predictive Power of Industrial Electricity Usage Revisited: Evidence from Nonparametric Causality Tests In: Working Papers.
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paper0
2018Investor Sentiment and Crash Risk in Safe Havens In: Working Papers.
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paper2
2016Realized correlations, betas and volatility spillover in the commodity market: What has changed? In: Working Papers.
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paper0
2009Forecasting realized (co)variances with a block structure Wishart autoregressive model In: Working Papers.
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paper23
2012Forecasting Realized (Co)Variances with a Bloc Structure Wishart Autoregressive Model.(2012) In: Working Papers on Finance.
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This paper has another version. Agregated cites: 23
paper
2012Modeling fat tails in stock returns: a multivariate stable-GARCH approach In: Computational Statistics.
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article3
2012A forecast-based comparison of restricted Wishart autoregressive models for realized covariance matrices In: The European Journal of Finance.
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article4

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