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)

10

H index

12

i10 index

417

Citations

RESEARCH PRODUCTION:

12

Articles

18

Papers

RESEARCH ACTIVITY:

   12 years (2009 - 2021). See details.
   Cites by year: 34
   Journals where Matteo Bonato has often published
   Relations with other researchers
   Recent citing documents: 119.    Total self citations: 14 (3.25 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pbo992
   Updated: 2024-11-08    RAS profile: 2021-12-14    
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Relations with other researchers

Works with:

GUPTA, RANGAN (11)

Pierdzioch, Christian (8)

Cepni, Oguzhan (3)

Lau, Chi Keung (2)

Wang, Shixuan (2)

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 (133)

Pierdzioch, Christian (44)

Salisu, Afees (33)

Demirer, Riza (29)

Bouri, Elie (19)

Cepni, Oguzhan (12)

Ji, Qiang (11)

Maghyereh, Aktham (10)

Wohar, Mark (10)

Lau, Chi Keung (8)

Caporin, Massimiliano (8)

Cites to:

GUPTA, RANGAN (83)

Bollerslev, Tim (27)

Shephard, Neil (26)

Balcilar, Mehmet (26)

Wohar, Mark (25)

Hansen, Peter (23)

Andersen, Torben (23)

Pierdzioch, Christian (20)

Demirer, Riza (18)

Lunde, Asger (17)

Filis, George (16)

Main data

Where Matteo Bonato has published?

Journals with more than one article published# docs
Resources Policy2
Finance Research Letters2

Working Papers Series with more than one paper published# docs
Working Papers / University of Pretoria, Department of Economics13
Working Papers / Swiss National Bank2

Recent works citing Matteo Bonato (2024 and 2023)

YearTitle of citing document
2023The effects of geopolitical risks on tourism revenues of the Middle East and Asian countries. (2023). Kovacs, Peter ; Gocer, Ismet. In: Theoretical and Applied Economics. RePEc:agr:journl:v:1(634):y:2023:i:1(634):p:77-90.

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2023The impact of the Russia-Ukraine conflict on the extreme risk spillovers between agricultural futures and spots. (2023). Dai, Yun-Shi ; Zhou, Wei-Xing ; Duong, Kiet Tuan. In: Papers. RePEc:arx:papers:2310.16850.

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2023Asymmetric volatility transmission and hedging strategies among REIT, stock, and oil markets. (2023). Yoon, Seongmin ; Vo, Xuan Vinh ; Jiang, Zhuhua ; Mensi, Walid. In: Australian Economic Papers. RePEc:bla:ausecp:v:62:y:2023:i:4:p:597-615.

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2023.

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2023Beyond Borders: Assessing the Influence of Geopolitical Tensions on Sovereign Risk Dynamics. (2023). Afonso, Antonio ; Alves, Jose ; Monteiro, Sofia. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10801.

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2024The Pressure Is On: How Geopolitical Tensions Impact Institutional Fiscal and External Stability Responses. (2024). Afonso, Antonio ; Alves, Jose ; Monteiro, Sofia. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11067.

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2023The stance of U.S. monetary policy and the realized variance of gold-price returns. (2023). von Campe, Roland ; Rohloff, Sebastian ; Pierdzioch, Christian. In: Economics Bulletin. RePEc:ebl:ecbull:eb-22-00723.

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2023The relative importance of overnight sentiment versus trading-hour sentiment in volatility forecasting. (2023). Qiu, Jianying ; Wan, Xinmin ; Chu, Xiaojun. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:39:y:2023:i:c:s2214635023000400.

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2023Geopolitical risks and investor sentiment: Causality and TVP-VAR analysis. (2023). He, Zhifang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000700.

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2024Geopolitical risks, investor sentiment and industry stock market volatility in China: Evidence from a quantile regression approach. (2024). Shi, Jing ; Guo, Peng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000640.

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2023Do the carry trades respond to geopolitical risks? Evidence from BRICS countries. (2023). Yilmaz, Muhammed Hasan ; Guney, Ibrahim Ethem ; Emirmahmutoglu, Furkan ; Cepni, Oguzhan. In: Economic Systems. RePEc:eee:ecosys:v:47:y:2023:i:2:s0939362522000620.

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2023New insights into the role of global factors in BRICS stock markets: A quantile cointegration approach. (2023). You, Wanhai ; Wang, Ningli. In: Economic Systems. RePEc:eee:ecosys:v:47:y:2023:i:2:s0939362522000772.

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2023Higher-order moments and co-moments contribution to spillover analysis and portfolio risk management. (2023). Bouri, Elie ; Nekhili, Ramzi. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000944.

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2023The effect of oil implied volatility and geopolitical risk on GCC stock sectors under various market conditions. (2023). Kassm, Christina Abou ; Hammoud, Rami ; Bouri, Elie. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001159.

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2023Impacts of weather conditions on the US commodity markets systemic interdependence across multi-timescales. (2023). Marco, Chi Keung ; Wang, Qunwei ; Dai, Xingyu ; Zhang, Dongna. In: Energy Economics. RePEc:eee:eneeco:v:123:y:2023:i:c:s014098832300230x.

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2024Technology shocks and crude oil market connection: The role of climate change. (2024). Salisu, Afees ; Isah, Kazeem ; Oloko, Tirimisiyu O. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988324000331.

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2024Stock market bubbles and the realized volatility of oil price returns. (2024). Pierdzioch, Christian ; Nielsen, Joshua ; Gupta, Rangan. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001403.

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2023The roles of hydro, nuclear and biomass energy towards carbon neutrality target in China: A policy-based analysis. (2023). Shah, Muhammad Ibrahim ; Raza, Syed ; Adebayo, Tomiwa ; Yi, Sun ; Wang, Chen. In: Energy. RePEc:eee:energy:v:262:y:2023:i:pa:s0360544222021879.

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2023Connectedness in implied higher-order moments of precious metals and energy markets. (2023). Zhang, Hongwei ; Xu, Yahua ; Lei, Xiaojie ; Bouri, Elie. In: Energy. RePEc:eee:energy:v:263:y:2023:i:pb:s0360544222024744.

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2023Impact of geopolitical risks on investor attention and speculation in the oil market: Evidence from nonlinear and time-varying analysis. (2023). He, Zhifang ; Wen, Fenghua ; Xiao, Jihong. In: Energy. RePEc:eee:energy:v:267:y:2023:i:c:s036054422203451x.

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2024Dynamic nonlinear effects of geopolitical risks on commodities: Fresh evidence from quantile methods. (2024). Zhao, Rongjie ; Nie, HE ; Mo, Bin. In: Energy. RePEc:eee:energy:v:288:y:2024:i:c:s0360544223031535.

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2024The nexus between Russian uranium exports and US nuclear-energy consumption: Do the spillover effects of geopolitical risks matter?. (2024). Samargandi, Nahla ; Shahbaz, Muhammad ; Islam, Md Monirul. In: Energy. RePEc:eee:energy:v:293:y:2024:i:c:s0360544224002524.

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2023Extreme quantile spillovers and drivers among clean energy, electricity and energy metals markets. (2023). Li, Yingli ; Gao, Wang ; Zhang, Yubo. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521922004240.

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2023Higher-order moment risk connectedness and optimal investment strategies between international oil and commodity futures markets: Insights from the COVID-19 pandemic and Russia-Ukraine conflict. (2023). Maghyereh, Aktham ; Cui, Jinxin. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000364.

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2023Forecasting stock market volatility with various geopolitical risks categories: New evidence from machine learning models. (2023). Zhang, Hongwei ; Wang, Chenlu ; Niu, Zibo. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002545.

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2023Chinese agricultural futures volatility: New insights from potential domestic and global predictors. (2023). Huang, Dengshi ; Su, Yuandong ; Lu, Xinjie. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923003022.

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2023Does geopolitical risk affect firms idiosyncratic volatility? Evidence from China. (2023). Ren, Xiaohang ; Liu, Pei Jose ; Cao, Yuxuan. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923003599.

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2023Are short stocks susceptible to geopolitical shocks? Time-Frequency evidence from the Russian-Ukrainian conflict. (2023). Vo, Xuan Vinh ; Choi, Sun-Yong ; Bossman, Ahmed ; Umar, Zaghum. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322005657.

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2023A novel perspective on forecasting non-ferrous metals’ volatility: Integrating deep learning techniques with econometric models. (2023). Jiang, Wenjun ; Xiong, Heng ; Shu, QI ; Mamon, Rogemar. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pc:s1544612323008541.

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2023Green bonds, conventional bonds and geopolitical risk. (2023). Sheenan, Lisa. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pc:s1544612323009595.

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2023Realized higher-order moments spillovers across cryptocurrencies. (2023). Apergis, Nicholas. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:85:y:2023:i:c:s1042443123000318.

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2023Geopolitical risk and crowdfunding performance. (2023). Sewaid, Ahmed ; Davis, Justin G ; Cumming, Douglas J ; Alsagr, Naif. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:85:y:2023:i:c:s1042443123000343.

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2023Tail dependence structure and extreme risk spillover effects between the international agricultural futures and spot markets. (2023). Zhou, Wei-Xing ; Dai, Peng-Fei. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:88:y:2023:i:c:s1042443123000884.

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2024Forecasting international financial stress: The role of climate risks. (2024). Pierdzioch, Christian ; Gupta, Rangan ; del Fava, Santino ; Rognone, Lavinia. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:92:y:2024:i:c:s1042443124000416.

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2024Forecasting stock market volatility with regime-switching GARCH-MIDAS: The role of geopolitical risks. (2024). Wilfling, Bernd ; GUPTA, RANGAN ; Segnon, Mawuli. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:29-43.

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2024Geopolitical risk and currency returns. (2024). Zhang, Xueyong ; Liu, XI. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:161:y:2024:i:c:s0378426624000177.

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2024The impact of the Russia-Ukraine conflict on the extreme risk spillovers between agricultural futures and spots. (2024). Duong, Kiet Tuan ; Dai, Yun-Shi ; Zhou, Wei-Xing. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:217:y:2024:i:c:p:91-111.

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2023The effects of uncertainty on the dynamics of stock market interdependence: Evidence from the time-varying cointegration of the G7 stock markets. (2023). Muller, Aline ; Hubner, Georges ; Babaei, Hamid. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:139:y:2023:i:c:s0261560623001626.

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2023Realized higher-order moments spillovers between commodity and stock markets: Evidence from China. (2023). Xu, Yahua ; Gao, Wang ; Bouri, Elie ; Jin, Chen ; Zhang, Hongwei. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851322000320.

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2023Time-frequency dependence and connectedness among global oil markets: Fresh evidence from higher-order moment perspective. (2023). Maghyereh, Aktham ; Cui, Jinxin. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851323000132.

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2023Dynamic spillovers across precious metals and oil realized volatilities: Evidence from quantile extended joint connectedness measures. (2023). Gabauer, David ; Chatziantoniou, Ioannis ; Hardik, Marfatia ; de Gracia, Fernando Perez ; Cunado, Juncal. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s240585132300017x.

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2023The role of higher moments in predicting Chinas oil futures volatility: Evidence from machine learning models. (2023). Gao, Wang ; Zhao, Xinyi ; Zhang, Hongwei ; Niu, Zibo. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:32:y:2023:i:c:s2405851323000429.

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2023The essential role of Russian geopolitics: A fresh perception into the gold market. (2023). Peculea, Adelina Dumitrescu ; Pirtea, Marilen Gabriel ; Su, Chi-Wei ; Qin, Meng. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000181.

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2023Dependence and risk management of portfolios of metals and agricultural commodity futures. (2023). Mensi, Walid ; Hanif, Waqas ; Kang, Sang Hoon ; Hernandez, Jose Arreola ; Bensaida, Ahmed ; Vo, Xuan Vinh. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723002787.

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2023Financing efficiency in natural resource markets mobilizing private and public capital for a green recovery. (2023). Haroon, Muhammad ; Yan, Juan. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pb:s0301420723005524.

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2023A novel deep-learning technique for forecasting oil price volatility using historical prices of five precious metals in context of green financing – A comparison of deep learning, machine learning, an. (2023). Jamaani, Fouad ; Mohsin, Muhammad. In: Resources Policy. RePEc:eee:jrpoli:v:86:y:2023:i:pa:s0301420723009273.

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2023The impact of geopolitical risk on energy security: Evidence from a GMM panel VAR approach. (2023). Wang, Zhaohua ; Liu, Zuyao ; Zhang, Bin. In: Resources Policy. RePEc:eee:jrpoli:v:86:y:2023:i:pb:s0301420723009339.

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2024Racing towards zero carbon: Unraveling the interplay between natural resource rents, green innovation, geopolitical risk and environmental pollution in BRICS countries. (2024). Liang, Zhentang ; Wang, Wenju ; Zhao, Yunying ; Luo, Peng. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723010905.

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2024Effect of geopolitical risk on resources prices in the global and Russian-Ukrainian context: A novel Bayesian structural model. (2024). Rauf, Abdur ; Khan, Khalid ; Khurshid, Adnan ; Cifuentes-Faura, Javier. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723012473.

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2024Higher-order moment connectedness between stock and commodity markets and portfolio management. (2024). Sensoy, Ahmet ; Kang, Sang Hoon ; Ko, Hee-Un ; Mensi, Walid. In: Resources Policy. RePEc:eee:jrpoli:v:89:y:2024:i:c:s030142072400014x.

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2024Energy infrastructure: Investment, sustainability and AI. (2024). Sergi, Bruno S ; Popkova, Elena G. In: Resources Policy. RePEc:eee:jrpoli:v:91:y:2024:i:c:s0301420724001740.

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2024Is copper a safe haven for oil?. (2024). Lobon, Oana-Ramona ; Qin, Meng ; Song, Xin Yue ; Su, Chi Wei. In: Resources Policy. RePEc:eee:jrpoli:v:91:y:2024:i:c:s0301420724002642.

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2023Testing the forecasting power of global economic conditions for the volatility of international REITs using a GARCH-MIDAS approach. (2023). Salisu, Afees ; GUPTA, RANGAN ; Bouri, Elie. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:88:y:2023:i:c:p:303-314.

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2023Dynamic dependence and causality between crude oil, green bonds, commodities, geopolitical risks, and policy uncertainty. (2023). Ghosh, Sudeshna ; Tiwari, Aviral Kumar ; Trabelsi, Nader ; Doan, Buhari. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:89:y:2023:i:c:p:36-62.

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2023On the predictive ability of conditional market skewness. (2023). Serna, Gregorio. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:91:y:2023:i:c:p:186-191.

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2023Information spillovers in Hong Kong REITs and related asset markets. (2023). Liao, Shufei ; Chen, Yan ; Liu, Jian ; Fu, Yongge ; Cheng, Cheng. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:92:y:2023:i:c:p:215-229.

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2023Spillovers in the joint system of conditional higher-order moments: US evidence from green energy, brown energy, and technology stocks. (2023). Bouri, Elie. In: Renewable Energy. RePEc:eee:renene:v:210:y:2023:i:c:p:507-523.

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2023Dynamic risk spillover among crude oil, economic policy uncertainty and Chinese financial sectors. (2023). Zhu, Haoyang ; Dai, Zhifeng. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:421-450.

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2023The impacts of oil price volatility on financial stress: Is the COVID-19 period different?. (2023). GUPTA, RANGAN ; Ji, Qiang ; Kim, Won Joong ; Sheng, Xin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:85:y:2023:i:c:p:520-532.

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2024Are REITS hedge or safe haven against oil price fall?. (2024). Andraz, Jorge ; Hanif, Waqas ; Teplova, Tamara ; Gubareva, Mariya. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:1-16.

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2024Forecasting stock volatility using pseudo-out-of-sample information. (2024). Ge, Futing ; Gong, Xue ; Li, Xiaodan ; Huang, Jingjing. In: International Review of Economics & Finance. RePEc:eee:reveco:v:90:y:2024:i:c:p:123-135.

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2024Exploring the ingredients, mixtures, and inclinations of geopolitical risk. (2024). Kannadhasan, M ; Halder, Abhishek ; Tamilselvan, M. In: International Review of Economics & Finance. RePEc:eee:reveco:v:90:y:2024:i:c:p:187-206.

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2023Asymmetric effects of geopolitical risks and uncertainties on green bond markets. (2023). Baroudi, Sarra ; Sarker, Provash Kumer ; Chen, Xihui Haviour ; Tang, Yumei. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:189:y:2023:i:c:s0040162523000331.

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2024Crypto market relationships with bric countries uncertainty – A wavelet-based approach. (2024). Gonçalves, Tiago ; Gaio, Cristina ; Almeida, Jose ; Gonalves, Tiago Cruz. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:200:y:2024:i:c:s0040162523007631.

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2024Influence of the Russia–Ukraine War and COVID-19 Pandemic on the Efficiency and Herding Behavior of Stock Markets: Evidence from G20 Nations. (2024). Ferreira, Paulo ; Naveed, Hafiz Muhammad ; Aslam, Faheem ; Memon, Bilal Ahmed ; Ganiev, Omonjon. In: Economies. RePEc:gam:jecomi:v:12:y:2024:i:5:p:106-:d:1387611.

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2024Does Geopolitical Risk Affect Agricultural Exports? Chinese Evidence from the Perspective of Agricultural Land. (2024). Fu, Qiang ; Liu, KE. In: Land. RePEc:gam:jlands:v:13:y:2024:i:3:p:371-:d:1357772.

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2023.

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2023The Asymmetric Effects of Extreme Climate Risk Perception on Coal Futures Return Dynamics: Evidence from Nonparametric Causality-In-Quantiles Tests. (2023). Yang, Shixiong ; Wei, Jiajia ; Gao, Wang. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:10:p:8156-:d:1149155.

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2023Quantile Dependence between Crude Oil and China’s Biofuel Feedstock Commodity Market. (2023). Huang, KE ; Shahbaz, Muhammad ; Zhu, Huiming ; Hau, Liya. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:11:p:8980-:d:1162316.

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2023Effect of Firm Size on the Association between Capital Structure and Profitability. (2023). Hagen, Istvan ; Ali, Muhammad Nawzad ; Sharif, Nabard Abdallah ; Ahmed, Amanj Mohamed. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:14:p:11196-:d:1196707.

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2023The Influence of Geopolitical Risk on International Direct Investment and Its Countermeasures. (2023). Wang, NA ; Yu, Miaozhi. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:3:p:2522-:d:1052282.

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2023Beyond Borders: Assessing the Influence of Geopolitical Tensions on Sovereign Risk Dynamics. (2023). monteiro, sofia ; Afonso, Antonio ; Alves, Jose. In: Working Papers REM. RePEc:ise:remwps:wp03002023.

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2024The pressure is on: how geopolitical tensions impact institutional fiscal and external stability responses. (2024). Afonso, Antonio ; Alves, Jose ; Monteiro, Sofia. In: Working Papers REM. RePEc:ise:remwps:wp03182024.

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2023A Multi-market Comparison of the Intraday Lead–Lag Relations Among Stock Index-Based Spot, Futures and Options. (2023). Chen, Zhang-Hangjian ; Xiong, Xiong ; Li, Sai-Ping ; Cai, Mei-Ling ; Ren, Fei. In: Computational Economics. RePEc:kap:compec:v:62:y:2023:i:1:d:10.1007_s10614-022-10268-0.

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2024Public administration reforms for effective energy transition governance: case studies and evaluations. (2024). Huang, Mei ; Mou, Qiuping ; Xian, Xiang. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:57:y:2024:i:3:d:10.1007_s10644-024-09688-9.

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2023Effects of COVID-19 on Global Financial Markets: Evidence from Qualitative Research for Developed and Developing Economies. (2023). Taghizadeh-Hesary, Farhad ; Sarker, Tapan ; Rasoulinezhad, Ehsan ; Zhao, Linhai. In: The European Journal of Development Research. RePEc:pal:eurjdr:v:35:y:2023:i:1:d:10.1057_s41287-021-00494-x.

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2024COVID-19, the Russia–Ukraine war and the connectedness between the U.S. and Chinese agricultural futures markets. (2024). Shi, Haili ; Sun, Yiru ; Zhang, Yongmin ; Zhao, Yingxue ; Ding, Shusheng. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-02852-6.

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2024Uncertainty and Risk in Cryptocurrency Markets: Evidence of Time-frequency Connectedness. (2024). Dagar, Vishal ; Dagher, Leila ; Shobande, Olatunji ; Rao, Amar. In: MPRA Paper. RePEc:pra:mprapa:120582.

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2023Financial Stress and Realized Volatility: The Case of Agricultural Commodities. (2023). Pierdzioch, Christian ; Gupta, Rangan ; Cepni, Oguzhan ; Bonato, Matteo. In: Working Papers. RePEc:pre:wpaper:202320.

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2023Multi-Layer Spillovers between Volatility and Skewness in International Stock Markets Over a Century of Data: The Role of Disaster Risks. (2023). Bouri, Elie ; Gupta, Rangan ; Plakandaras, Vasilios ; Foglia, Matteo. In: Working Papers. RePEc:pre:wpaper:202337.

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More than 100 citations found, this list is not complete...

Works by Matteo Bonato:

YearTitleTypeCited
2018Geopolitical risks and stock market dynamics of the BRICS In: Economic Systems.
[Full Text][Citation analysis]		article124
2016Geopolitical Risks and Stock Market Dynamics of the BRICS.(2016) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 124		paper
2013Risk spillovers in international equity portfolios In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article3
2012Risk spillovers in international equity portfolios.(2012) In: Working Papers.
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This paper has nother version. Agregated cites: 3		paper
2020Moments-based spillovers across gold and oil markets In: Energy Economics.
[Full Text][Citation analysis]		article33
2019Moments-Based Spillovers across Gold and Oil Markets.(2019) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 33		paper
2021A note on investor happiness and the predictability of realized volatility of gold In: Finance Research Letters.
[Full Text][Citation analysis]		article33
2020A Note on Investor Happiness and the Predictability of Realized Volatility of Gold.(2020) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 33		paper
2011Robust estimation of skewness and kurtosis in distributions with infinite higher moments In: Finance Research Letters.
[Full Text][Citation analysis]		article10
2019Realized correlations, betas and volatility spillover in the agricultural commodity market: What has changed? In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article51
2017The effect of investor sentiment on gold market return dynamics: Evidence from a nonparametric causality-in-quantiles approach In: Resources Policy.
[Full Text][Citation analysis]		article43
2018Gold futures returns and realized moments: A forecasting experiment using a quantile-boosting approach In: Resources Policy.
[Full Text][Citation analysis]		article10
2016Gold Futures Returns and Realized Moments: A Forecasting Experiment Using a Quantile-Boosting Approach.(2016) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 10		paper
2020Investor Happiness and Predictability of the Realized Volatility of Oil Price In: Sustainability.
[Full Text][Citation analysis]		article23
2020Investor Happiness and Predictability of the Realized Volatility of Oil Price.(2020) In: Working Papers.
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This paper has nother version. Agregated cites: 23		paper
2016Comovement and the financialization of commodities In: GRI Working Papers.
[Full Text][Citation analysis]		paper1
2016The Effect of Investor Sentiment on Gold Market Dynamics In: Working Papers.
[Citation analysis]		paper0
2016Does Geopolitical Risks Predict Stock Returns and Volatility of Leading Defense Companies? Evidence from a Nonparametric Approach In: Working Papers.
[Citation analysis]		paper18
2016The Predictive Power of Industrial Electricity Usage Revisited: Evidence from Nonparametric Causality Tests In: Working Papers.
[Citation analysis]		paper1
2018Investor Sentiment and Crash Risk in Safe Havens In: Working Papers.
[Citation analysis]		paper2
2019Investor Sentiment and Crash Risk in Safe Havens.(2019) In: Journal of Economics and Behavioral Studies.
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This paper has nother version. Agregated cites: 2		article
2020Do Oil-Price Shocks Predict the Realized Variance of U.S. REITs? In: Working Papers.
[Citation analysis]		paper11
2020Uncertainty due to Infectious Diseases and Forecastability of the Realized Variance of US REITs: A Note In: Working Papers.
[Citation analysis]		paper0
2021Forecasting Realized Volatility of International REITs: The Role of Realized Skewness and Realized Kurtosis In: Working Papers.
[Citation analysis]		paper13
2021El Nino, La Nina, and Forecastability of the Realized Variance of Agricultural Commodity Prices: Evidence from a Machine Learning Approach In: Working Papers.
[Citation analysis]		paper2
2016Realized correlations, betas and volatility spillover in the commodity market: What has changed? In: Working Papers.
[Full Text][Citation analysis]		paper1
2009Forecasting realized (co)variances with a block structure Wishart autoregressive model In: Working Papers.
[Full Text][Citation analysis]		paper25
2012Forecasting Realized (Co)Variances with a Bloc Structure Wishart Autoregressive Model.(2012) In: Working Papers on Finance.
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This paper has nother version. Agregated cites: 25		paper
2012Modeling fat tails in stock returns: a multivariate stable-GARCH approach In: Computational Statistics.
[Full Text][Citation analysis]		article8
2012A forecast-based comparison of restricted Wishart autoregressive models for realized covariance matrices In: The European Journal of Finance.
[Full Text][Citation analysis]		article5

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