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)


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   9 years (2009 - 2018). See details.
   Cites by year: 5
   Journals where Matteo Bonato has often published
   Relations with other researchers
   Recent citing documents: 11.    Total self citations: 5 (9.43 %)


   Updated: 2018-11-10    RAS profile: 2018-03-12    
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Relations with other researchers

Works with:


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:

Caporin, Massimiliano (9)

McAleer, Michael (8)


Fengler, Matthias (5)

Voev, Valeri (4)

Kim, Tae-Hwan (4)

Storti, Giuseppe (3)

Bauwens, Luc (3)

Bollerslev, Tim (3)

Christoffersen, Peter (3)

Andersen, Torben (3)

Cites to:

Hansen, Peter (14)

Shephard, Neil (13)

Barndorff-Nielsen, Ole (12)

Lunde, Asger (12)

Bollerslev, Tim (11)


Andersen, Torben (9)

lucey, brian (7)

Caporin, Massimiliano (7)

Diebold, Francis (6)

Baur, Dirk (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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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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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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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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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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Works by Matteo Bonato:

2013Risk spillovers in international equity portfolios In: Journal of Empirical Finance.
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2012Risk spillovers in international equity portfolios.(2012) In: Working Papers.
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2011Robust estimation of skewness and kurtosis in distributions with infinite higher moments In: Finance Research Letters.
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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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2016Comovement and the financialization of commodities In: GRI Working Papers.
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2016The Effect of Investor Sentiment on Gold Market Dynamics In: Working Papers.
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2016Gold Futures Returns and Realized Moments: A Forecasting Experiment Using a Quantile-Boosting Approach In: Working Papers.
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2016Geopolitical Risks and Stock Market Dynamics of the BRICS In: Working Papers.
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2016Does Geopolitical Risks Predict Stock Returns and Volatility of Leading Defense Companies? Evidence from a Nonparametric Approach In: Working Papers.
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2016The Predictive Power of Industrial Electricity Usage Revisited: Evidence from Nonparametric Causality Tests In: Working Papers.
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2018Investor Sentiment and Crash Risk in Safe Havens In: Working Papers.
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2016Realized correlations, betas and volatility spillover in the commodity market: What has changed? In: Working Papers.
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2009Forecasting realized (co)variances with a block structure Wishart autoregressive model In: Working Papers.
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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
2012Modeling fat tails in stock returns: a multivariate stable-GARCH approach In: Computational Statistics.
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2012A forecast-based comparison of restricted Wishart autoregressive models for realized covariance matrices In: The European Journal of Finance.
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