Matteo Manera : Citation Profile


Are you Matteo Manera?

Università degli Studi di Milano-Bicocca (80% share)
Fondazione ENI Enrico Mattei (FEEM) (20% share)

16

H index

25

i10 index

1141

Citations

RESEARCH PRODUCTION:

41

Articles

110

Papers

RESEARCH ACTIVITY:

   25 years (1994 - 2019). See details.
   Cites by year: 45
   Journals where Matteo Manera has often published
   Relations with other researchers
   Recent citing documents: 261.    Total self citations: 41 (3.47 %)

EXPERT IN:

   Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
   Forecasting and Prediction Methods; Simulation Methods
   Firm Behavior: Theory
   Firm Behavior: Empirical Analysis
   Agricultural Markets and Marketing; Cooperatives; Agribusiness

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pma580
   Updated: 2020-08-09    RAS profile: 2020-08-06    
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Relations with other researchers


Works with:

Bastianin, Andrea (35)

Galeotti, Marzio (21)

Nicolini, Marcella (5)

Menegatti, Mario (3)

Serletis, Apostolos (2)

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

Is cited by:

McAleer, Michael (42)

Nguyen, Duc Khuong (26)

AROURI, Mohamed (24)

Chang, Chia-Lin (22)

POLEMIS, MICHAEL (21)

Ratti, Ronald (19)

Janda, Karel (16)

Tansuchat, Roengchai (16)

Lahiani, Amine (15)

Bagnai, Alberto (12)

Kilian, Lutz (12)

Cites to:

Hamilton, James (20)

McAleer, Michael (20)

Kilian, Lutz (20)

Watson, Mark (17)

Engle, Robert (14)

Granger, Clive (13)

Kaufmann, Robert (13)

Irwin, Scott (13)

Stock, James (12)

Yucel, Mine (9)

Brown, Stephen (9)

Main data


Where Matteo Manera has published?


Journals with more than one article published# docs
Energy Economics9
The Energy Journal3
Review of Environment, Energy and Economics - Re33
Energy Policy3
Macroeconomic Dynamics2
Resources Policy2
Journal of Futures Markets2

Working Papers Series with more than one paper published# docs
Working Papers / Fondazione Eni Enrico Mattei44
Energy: Resources and Markets / Fondazione Eni Enrico Mattei (FEEM)14
Working Papers / University of Milano-Bicocca, Department of Economics8
IEFE Working Papers / IEFE, Center for Research on Energy and Environmental Economics and Policy, Universita' Bocconi, Milano, Italy7
International Energy Markets Working Papers / Fondazione Eni Enrico Mattei (FEEM)7
MPRA Paper / University Library of Munich, Germany4
ETA: Economic Theory and Applications / Fondazione Eni Enrico Mattei (FEEM)4
Working Papers / Universit degli Studi di Milano-Bicocca, Dipartimento di Statistica3
Papers / arXiv.org3
Climate Change and Sustainable Development / Fondazione Eni Enrico Mattei (FEEM)2
UNIMI - Research Papers in Economics, Business, and Statistics / Universit degli Studi di Milano2

Recent works citing Matteo Manera (2020 and 2019)


YearTitle of citing document
2019Efficiency and Forecast Performance of Commodity Futures Markets. (2019). Kalkuhl, Matthias ; Algieri, Bernardina. In: American Journal of Economics and Business Administration. RePEc:abk:jajeba:ajebasp.2019.19.34.

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2018Working Paper 306 - Asymmetric Price Transmission of Rice in Togo. (2018). Afdb, Afdb. In: Working Paper Series. RePEc:adb:adbwps:2427.

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2017Fundamental and Financial Influences on the Co-movement of Oil and Gas Prices. (2017). Sévi, Benoît ; Chevallier, Julien ; Sevi, Benoit ; Derek, Julien Chevallier . In: The Energy Journal. RePEc:aen:journl:ej38-2-bunn.

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2018Asian Spot Prices for LNG and other Energy Commodities. (2018). Hartley, Peter ; Lan, Yihui ; Alim, Abdullahi . In: The Energy Journal. RePEc:aen:journl:ej39-1-hartley.

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2018Oil Prices and Stock Markets: A Review of the Theory and Empirical Evidence. (2018). Filis, George ; Degiannakis, Stavros ; Arora, Vipin. In: The Energy Journal. RePEc:aen:journl:ej39-5-filis.

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2019The Bigger the Stickier: Asymmetric Adjustment to Negative Demand Shocks. (2019). Tasso, Javier. In: Asociación Argentina de Economía Política. RePEc:aep:anales:4203.

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2018Does Economic Policy Uncertainty Affect Energy Market Volatility and Vice-Versa?. (2018). Etienne, Xiaoli L ; Scarcioffolo, Alexandre Ribeiro. In: 2018 Annual Meeting, August 5-7, Washington, D.C.. RePEc:ags:aaea18:273976.

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2018Examining the relationship between biofuel and food crops markets in Brazil. (2018). Lima, R ; Silva, E. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:275883.

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2018Analysis of Price Transmission along the Cambodian Rice Value Chain. (2018). Bairagi, Subir ; Mohanty, S. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:277022.

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2017VOLATILITY SPILLOVER BETWEEN OIL PRICES, US DOLLAR EXCHANGE RATES AND INTERNATIONAL AGRICULTURAL COMMODITIES PRICES. (2017). Siami-Namini, Sima ; Hudson, Darren. In: 2017 Annual Meeting, February 4-7, 2017, Mobile, Alabama. RePEc:ags:saea17:252845.

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2017Wave after Wave: Contagion Risk from Commodity Markets. (2017). Leccadito, Arturo ; Algieri, Bernardina. In: Discussion Papers. RePEc:ags:ubzefd:257801.

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2019Does macroeconomics help in predicting stock markets volatility comovements? A nonlinear approach. (2019). Rossi, Eduardo ; Palomba, Giulio ; Bucci, Andrea. In: Working Papers. RePEc:anc:wpaper:440.

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2019Total, asymmetric and frequency connectedness between oil and forex markets. (2019). Kocenda, Evzen ; Baruník, Jozef ; Kovcenda, Evvzen. In: Papers. RePEc:arx:papers:1805.03980.

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2020Refinements of Barndorff-Nielsen and Shephard model: an analysis of crude oil price with machine learning. (2019). Hanson, Erik ; Nganje, William ; Sengupta, Indranil. In: Papers. RePEc:arx:papers:1911.13300.

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2019Sanction or Financial Crisis? An Artificial Neural Network-Based Approach to model the impact of oil price volatility on Stock and industry indices. (2019). Yaghoubi, Nourmohammad ; Tehrani, Reza ; Ezazi, Mohammadesmaeil ; Kokabisaghi, Somayeh. In: Papers. RePEc:arx:papers:1912.04015.

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2020Copula-based local dependence between energy, agriculture and metal commodity markets. (2020). Tiwari, Aviral ; Albulescu, Claudiu ; Ji, Qiang. In: Papers. RePEc:arx:papers:2003.04007.

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2018Asymmetric Price Transmission and Rent‐seeking in Road Fuel Markets: A Comparative Study of South Africa and Selected Eurozone Countries. (2018). Ogbuabor, Jonathan E ; Mba, Ifeoma C ; Manasseh, Charles O ; Eigbiremolen, God'Stime O. In: African Development Review. RePEc:bla:afrdev:v:30:y:2018:i:3:p:278-290.

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2017Monetary policy shocks and the dynamics of agricultural commodity prices: evidence from structural and factor†augmented VAR analyses. (2017). Rafayet, MD ; Gilbert, Scott. In: Agricultural Economics. RePEc:bla:agecon:v:48:y:2017:i:1:p:15-27.

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2017Volatility Effects of Index Trading and Spillovers on US Agricultural Futures Markets: A Multivariate GARCH Approach. (2017). Sanjuán López, Ana ; Dawson, Philip J ; Sanjuan-Lopez, Ana I. In: Journal of Agricultural Economics. RePEc:bla:jageco:v:68:y:2017:i:3:p:822-838.

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2019Forecasting Energy Commodity Prices: A Large Global Dataset Sparse Approach. (2019). Vespignani, Joaquin ; Ravazzolo, Francesco ; Ferrari, Davide. In: Working Papers. RePEc:bny:wpaper:0083.

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2019Asymmetric price adjustment and the effects of structural reforms in a low income environment: the case of the gasoline market in Greece. (2019). Sideris, Dimitrios ; Bragoudakis, Zacharias. In: Working Papers. RePEc:bog:wpaper:274.

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2018Oil Prices and GCC Stock Markets: New Evidence from Smooth Transition Models. (2018). Rault, Christophe ; Ben Cheikh, Nidhaleddine ; Ben Naceur, Sami ; Kanaan, Oussama ; Bennaceur, Sami . In: CESifo Working Paper Series. RePEc:ces:ceswps:_7072.

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2018Energy Contagion Analysis: A New Perspective with Application to a Small Petroleum Economy. (2018). Mahadeo, Scott ; Legrenzi, Gabriella ; Heinlein, Reinhold. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7279.

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2020The Econometrics of Oil Market VAR Models. (2020). Kilian, Lutz ; Zhou, Xiaoqing. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8153.

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2020The Econometrics of Oil Market VAR Models. (2020). Kilian, Lutz ; Zhou, Xiaoqing. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14460.

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2018Return Dynamics During Periods of High Speculation in a Thinly-Traded Commodity Market. (2018). Stefan, Martin ; Bohl, Martin T. In: CQE Working Papers. RePEc:cqe:wpaper:7418.

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2018Price Discovery in Agricultural Commodity Markets: Do Speculators Contribute?. (2018). Siklos, Pierre ; Wellenreuther, Claudia ; Stefan, Martin ; Bohl, Martin T. In: CQE Working Papers. RePEc:cqe:wpaper:7518.

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2018The Impact of Long-Short Speculators on the Volatility of Agricultural Commodity Futures Prices. (2018). Sulewski, Christoph ; Bohl, Martin T. In: CQE Working Papers. RePEc:cqe:wpaper:7718.

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2019An Introduction to ESMA’s Commitments of Traders Reports: Do Hedgers Really Hedge?. (2019). Wellenreuther, Claudia ; Stefan, Martin ; Bohl, Martin T. In: CQE Working Papers. RePEc:cqe:wpaper:8619.

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2019Speculation and the Informational Efficiency of Commodity Futures Markets. (2019). Sulewski, Christoph ; Putz, Alexander ; Bohl, Martin . In: CQE Working Papers. RePEc:cqe:wpaper:8919.

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2020European gasoline markets: price transmission asymmetries in mean and variance. (2020). Escribano, Alvaro ; Torrado, Maria. In: UC3M Working papers. Economics. RePEc:cte:werepe:29633.

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2018You are what you eat: The role of oil price in Nigeria inflation forecast. (2018). tule, moses ; Salisu, Afees ; Chimeke, Charles. In: Working Papers. RePEc:cui:wpaper:0040.

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2018Gold - Silver Nexus: A Threshold Cointegration Approach. (2018). Mighri, Zouheir Ahmed ; al Saggaf, Majid Ibrahim. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2018-05-28.

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2018Effect of Exogenous Oil Revenue Shocks on Reallocation of Public and Private Investments in Iran. (2018). Shahnazi, Rouhollah ; Afrasiabi, Maryam Lashani. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2018-01-5.

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2018Does Agricultural Commodity Price Co-move with Oil Price in the Time-Frequency Space? Evidence from the Republic of Korea. (2018). Meng, Xiangcai . In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2018-04-16.

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2018The Impact of Oil Price Volatility, Gross Domestic Product, Foreign Direct Investment on Islamic Banking Investments: An Empirical Evidence of The United Arab Emirates. (2018). Tabash, Mosab I ; Khan, Samar H. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2018-05-39.

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2018On the Stock Market-Electricity Sector Nexus in Latin America: A Dynamic Panel Data Model. (2018). Venegas-Martínez, Francisco ; Santillan-Salgado, Roberto J ; Venegas-Martinez, Francisco ; Aali-Bujari, Ali. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2018-06-18.

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2019The Impact of Fuel Oil Price Fluctuations on Indonesia’s Macro Economic Condition. (2019). Syukur, Muhammad ; Tajibu, Muhammad Jibril ; Karim, Kasnaeny ; Romadhoni, Buyung ; Akhmad, Akhmad. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2019-02-32.

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2019Asymmetric Threshold Cointegration and Nonlinear Adjustment between Oil Prices and Financial Stress. (2019). Mighri, Zouheir Ahmed ; al Saggaf, Majid Ibrahim ; Alsaggaf, Majid Ibrahim. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2019-03-10.

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2019The Impact of Oil Prices on Inflation: The Case of Azerbaijan. (2019). Ahmadov, Fariz ; Mammadov, Jeyhun ; Mukhtarov, Shahriyar. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2019-04-12.

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2019The Effect of Crude Oil Prices on Inflation, Interest Rates and Economic Growth in Indonesia. (2019). Adam, Pasrun ; Baso, Jamal Nasir ; Suriadi, La Ode ; Saenong, Zainudin ; Nur, Muh ; Azismuthalib, Abd ; Rostin, Rostin. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2019-05-3.

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2019The Relevance of Crude Oil Prices on Natural Gas Pricing Expectations: A Dynamic Model Based Empirical Study. (2019). Mendes, Ana Beatriz ; de Salles, Andre Assis . In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2019-05-36.

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2020Crude Oil Price and Exchange Rate: An Analysis of the Asymmetric Effect and Volatility Using the Non Linear Autoregressive Distributed Lag and General Autoregressive Conditional Heterochedasticity in . (2020). Arsad, La Ode ; Adam, Pasrun ; Rosnawintang, Rosnawintang ; Saranani, Fajar ; Aedy, Hasan ; Saidi, La Ode. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-01-15.

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2020Do Different Types of Oil Price Shocks Affect the Indian Stock Returns Differently at Firm-level? A Panel Structural Vector Autoregression Approach. (2020). Aruna, Bhagavatula ; Acharya, Rajesh H. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-02-30.

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2020Analysis of Olive Oil Market Volatility using the ARCH and GARCH techniques. (2020). Martins, Thiago Henrique ; la Falce, Jefferson Lopes ; de Muylder, Cristiana Fernandes ; de Cassio, Alexandre ; Gontijo, Tiago Silveira. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-03-53.

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2020Did the US Shale Oil Revolution Ruin Oil Industry Stock Market Returns?. (2020). Barrows, Samuel D. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-04-1.

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2018A novel hybrid method of forecasting crude oil prices using complex network science and artificial intelligence algorithms. (2018). Wang, Minggang ; Stanley, Eugene H ; Tian, Lixin ; Chen, Lin ; Du, Ruijin ; Zhao, Longfeng. In: Applied Energy. RePEc:eee:appene:v:220:y:2018:i:c:p:480-495.

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2018A multi-resolution and multivariate analysis of the dynamic relationships between crude oil and petroleum-product prices. (2018). Polanco, Josue M ; Fernandez-Macho, J ; Abadie, Luis M. In: Applied Energy. RePEc:eee:appene:v:228:y:2018:i:c:p:1550-1560.

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2018New DCC analyses of return transmission, volatility spillovers, and optimal hedging among oil futures and oil equities in oil-producing countries. (2018). Tsuji, Chikashi. In: Applied Energy. RePEc:eee:appene:v:229:y:2018:i:c:p:1202-1217.

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2019Modeling the cost transmission mechanism of the emission trading scheme in China. (2019). Fujikawa, Kiyoshi ; Ju, Yiyi. In: Applied Energy. RePEc:eee:appene:v:236:y:2019:i:c:p:172-182.

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2019Impact of oil price fluctuations on tanker maritime network structure and traffic flow changes. (2019). Murray, Alan T ; Lu, Feng ; Fang, Zhixiang ; Yu, Hongchu ; Chen, Jinhai ; Mei, Qiang ; Peng, Peng ; Zhang, Hengcai. In: Applied Energy. RePEc:eee:appene:v:237:y:2019:i:c:p:390-403.

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2019Shaping photovoltaic array output to align with changing wholesale electricity price profiles. (2019). Osullivan, Francis M ; Brown, Patrick R. In: Applied Energy. RePEc:eee:appene:v:256:y:2019:i:c:s0306261919314217.

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2020Resource adequacy implications of temperature-dependent electric generator availability. (2020). Apt, Jay ; Lavin, Luke ; Murphy, Sinnott. In: Applied Energy. RePEc:eee:appene:v:262:y:2020:i:c:s0306261919321117.

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2018Speculative activity and returns volatility of Chinese agricultural commodity futures. (2018). Siklos, Pierre ; Wellenreuther, Claudia ; Bohl, Martin T. In: Journal of Asian Economics. RePEc:eee:asieco:v:54:y:2018:i:c:p:69-91.

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2018Examining the economic performance of Chinese farms: A dynamic efficiency and adjustment cost approach. (2018). Rungsuriyawiboon, Supawat ; Zhang, Yanjie. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:57:y:2018:i:c:p:74-87.

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2019Effective energy commodity risk management: Econometric modeling of price volatility. (2019). HALKOS, GEORGE ; Tsirivis, Apostolos S. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:63:y:2019:i:c:p:234-250.

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2019Modeling asymmetric price transmission in the European food market. (2019). Rezitis, Anthony N ; Tsionas, Mike. In: Economic Modelling. RePEc:eee:ecmode:v:76:y:2019:i:c:p:216-230.

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2019Do oil prices predict Indonesian macroeconomy?. (2019). Iyke, Bernard ; Bach, Dinh Hoang ; Sharma, Susan Sunila. In: Economic Modelling. RePEc:eee:ecmode:v:82:y:2019:i:c:p:2-12.

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2019Correlation dynamics of crude oil with agricultural commodities: A comparison between energy and food crops. (2019). Mitra, Subrata K ; Pal, Debdatta. In: Economic Modelling. RePEc:eee:ecmode:v:82:y:2019:i:c:p:453-466.

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2018Which information matters to market risk spreading in Brazil? Volatility transmission modelling using MGARCH-BEKK, DCC, t-Copulas. (2018). de Oliveira, Felipe A ; Da, Cassio ; de Jesus, Diego P ; Maia, Sinezio F. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:45:y:2018:i:c:p:83-100.

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2019How does information disclosure affect liquidity? Evidence from an emerging market. (2019). Agudelo, Diego A ; Arango, Ignacio. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818306259.

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2020Multi-scale interactions between economic policy uncertainty and oil prices in time-frequency domains. (2020). Li, Jianping ; Wang, Jun ; Chen, Xiuwen ; Sun, Xiaolei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818302456.

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2020A quantile-copula approach to dependence between financial assets. (2020). Jung, Hojin ; Tabacu, Lucia ; Kim, Jong-Min. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819300105.

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2020The economic and financial properties of crude oil: A review. (2020). Auer, Benjamin R ; Lang, Korbinian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940818302559.

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2020Visiting the effects of oil price shocks on exchange rates: Quantile-on-quantile and causality-in-quantiles approaches. (2020). Nie, HE ; Mo, Bin ; Feng, Qidi ; Jiang, Yonghong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940820300589.

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2019In search of attention in agricultural commodity markets. (2019). Rajcaniova, Miroslava ; Ciaian, Pavel ; Pokrivak, Jan ; Rajaniova, Miroslava ; Mieka, Toma. In: Economics Letters. RePEc:eee:ecolet:v:184:y:2019:i:c:s0165176519303337.

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2017Assessing contagion risk from energy and non-energy commodity markets. (2017). Algieri, Bernardina ; Leccadito, Arturo. In: Energy Economics. RePEc:eee:eneeco:v:62:y:2017:i:c:p:312-322.

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2018What drives natural gas prices in the United States? – A directed acyclic graph approach. (2018). Ji, Qiang ; Geng, Jiang-Bo ; Zhang, Hai-Ying . In: Energy Economics. RePEc:eee:eneeco:v:69:y:2018:i:c:p:79-88.

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2018Asymmetric responses in the timing, and magnitude, of changes in Australian monthly petrol prices to daily oil price changes. (2018). Valadkhani, Abbas ; Smyth, Russell. In: Energy Economics. RePEc:eee:eneeco:v:69:y:2018:i:c:p:89-100.

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2018Dynamic jumps in global oil price and its impacts on Chinas bulk commodities. (2018). Zhang, Chuanguo ; Yu, Danlin ; Liu, Feng. In: Energy Economics. RePEc:eee:eneeco:v:70:y:2018:i:c:p:297-306.

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2018Renewable energy, oil prices, and economic activity: A Granger-causality in quantiles analysis. (2018). Uddin, Gazi ; Troster, Victor ; Shahbaz, Muhammad. In: Energy Economics. RePEc:eee:eneeco:v:70:y:2018:i:c:p:440-452.

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2018Oil volatility, oil and gas firms and portfolio diversification. (2018). Pérez de Gracia, Fernando ; Gabauer, David ; Filis, George ; Cuñado, Juncal ; Antonakakis, Nikolaos ; Cunado, Juncal. In: Energy Economics. RePEc:eee:eneeco:v:70:y:2018:i:c:p:499-515.

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2018A novel approach for oil price forecasting based on data fluctuation network. (2018). Zhou, Peng ; Tian, Lixin ; Wang, Minggang. In: Energy Economics. RePEc:eee:eneeco:v:71:y:2018:i:c:p:201-212.

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2018Quantile hedge ratio for energy markets. (2018). Shrestha, Keshab ; Suresh, Sheena Sara ; Peranginangin, Yessy ; Subramaniam, Ravichandran. In: Energy Economics. RePEc:eee:eneeco:v:71:y:2018:i:c:p:253-272.

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2018The impact of oil price shocks on the term structure of interest rates. (2018). Ioannidis, Christos ; Ka, Kook. In: Energy Economics. RePEc:eee:eneeco:v:72:y:2018:i:c:p:601-620.

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2018The incremental information content of investor fear gauge for volatility forecasting in the crude oil futures market. (2018). Lin, Boqiang ; Gong, XU. In: Energy Economics. RePEc:eee:eneeco:v:74:y:2018:i:c:p:370-386.

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2018The dynamics pattern of price dispersion in retail fuel markets. (2018). Ripollés, Jordi ; Balaguer, Jacint ; Ripolles, Jordi. In: Energy Economics. RePEc:eee:eneeco:v:74:y:2018:i:c:p:546-564.

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2018Forecasting crude oil prices by a semiparametric Markov switching model: OPEC, WTI, and Brent cases. (2018). Nademi, Arash . In: Energy Economics. RePEc:eee:eneeco:v:74:y:2018:i:c:p:757-766.

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2018Interval decomposition ensemble approach for crude oil price forecasting. (2018). Sun, Shaolong ; Wei, Yunjie ; Wang, Shouyang. In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:274-287.

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2018Forecasting the real price of oil - Time-variation and forecast combination. (2018). Funk, Christoph. In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:288-302.

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2019Liquidity, surprise volume and return premia in the oil market. (2019). Wagner, Niklasf ; Szilagyi, Peter G ; Kinateder, Harald ; Batten, Jonathan A. In: Energy Economics. RePEc:eee:eneeco:v:77:y:2019:i:c:p:93-104.

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2019Asymmetric pass-through of oil prices to gasoline prices with interval time series modelling. (2019). Hong, Yongmiao ; Zhang, Xun ; Sun, Yuying ; Wang, Shouyang. In: Energy Economics. RePEc:eee:eneeco:v:78:y:2019:i:c:p:165-173.

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2019The VEC-NAR model for short-term forecasting of oil prices. (2019). Wei, Yi-Ming ; Fan, Tijun ; Li, Tian ; Cheng, Fangzheng. In: Energy Economics. RePEc:eee:eneeco:v:78:y:2019:i:c:p:656-667.

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2019The role of information in retail gasoline price dispersion. (2019). Qiang, Hongjie ; Noel, Michael D. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:173-187.

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2019Relationship between the oil price volatility and sectoral stock markets in oil-exporting economies: Evidence from wavelet nonlinear denoised based quantile and Granger-causality analysis. (2019). Tiwari, Aviral ; Hamdi, Besma ; Alqahtani, Faisal ; Aloui, Mouna. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:536-552.

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2019Energy contagion analysis: A new perspective with application to a small petroleum economy. (2019). Mahadeo, Scott ; Heinlein, Reinhold ; Legrenzi, Gabriella D. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:890-903.

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2019The demand for coal among Chinas rural households: Estimates of price and income elasticities. (2019). Burke, Paul ; Teng, Meixuan ; Liao, Hua. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:928-936.

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2019Can exchange rate pass-through explain the asymmetric gasoline puzzle? Evidence from a pooled panel threshold analysis of the EU. (2019). Stengos, Thanasis ; POLEMIS, MICHAEL ; Chen, Chaoyi. In: Energy Economics. RePEc:eee:eneeco:v:81:y:2019:i:c:p:1-12.

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2019Crude oil price shocks and hedging performance: A comparison of volatility models. (2019). Cho, Hoon ; Chun, Dohyun ; Kim, Jihun. In: Energy Economics. RePEc:eee:eneeco:v:81:y:2019:i:c:p:1132-1147.

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2019On the relation between global food and crude oil prices: An empirical investigation in a nonlinear framework. (2019). Cao, Yan ; Cheng, Sheng. In: Energy Economics. RePEc:eee:eneeco:v:81:y:2019:i:c:p:422-432.

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2019Forecasting the sign of U.S. oil and gas industry stock index excess returns employing macroeconomic variables. (2019). Kemp, Alexander ; Liu, Jingzhen. In: Energy Economics. RePEc:eee:eneeco:v:81:y:2019:i:c:p:672-686.

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2019Replicating rockets and feathers. (2019). Fosten, Jack ; Cook, Steven. In: Energy Economics. RePEc:eee:eneeco:v:82:y:2019:i:c:p:139-151.

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2019Food versus fuel: An updated and expanded evidence. (2019). Krištoufek, Ladislav ; Janda, Karel ; Zilberman, David ; Kristoufek, Ladislav ; Filip, Ondrej. In: Energy Economics. RePEc:eee:eneeco:v:82:y:2019:i:c:p:152-166.

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2019Leverage effect in energy futures revisited. (2019). Carnero, M. Angeles ; Perez, Ana. In: Energy Economics. RePEc:eee:eneeco:v:82:y:2019:i:c:p:237-252.

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2019Testing for short and long-run asymmetric responses and structural breaks in the retail gasoline supply chain. (2019). Tuttle, M H ; Ginn, Vance ; Douglas, Christopher ; Bumpass, Donald . In: Energy Economics. RePEc:eee:eneeco:v:83:y:2019:i:c:p:311-318.

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2019An effective and robust decomposition-ensemble energy price forecasting paradigm with local linear prediction. (2019). Wei, Yi-Ming ; Chu, Xianghua ; Li, LI ; He, Huangda ; Xie, Kangqiang ; Qin, Quande ; Wu, Teresa. In: Energy Economics. RePEc:eee:eneeco:v:83:y:2019:i:c:p:402-414.

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2019Exploring the time-frequency connectedness and network among crude oil and agriculture commodities V1. (2019). Tiwari, Aviral ; Albulescu, Claudiu ; Yoon, Seong-Min ; Kang, Sang Hoon. In: Energy Economics. RePEc:eee:eneeco:v:84:y:2019:i:c:s014098831930338x.

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2020The impact of diesel price on upstream and downstream food prices: Evidence from São Paulo. (2020). Nunes, Rubens ; Zingbagba, Mark ; Fadairo, Muriel. In: Energy Economics. RePEc:eee:eneeco:v:85:y:2020:i:c:s0140988319303263.

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2020A new way of measuring the WTI – Brent spread. Globalization, shock persistence and common trends.. (2020). Golpe, Antonio ; Bravo, Jose Manuel ; Vides, Jose Carlos ; Iglesias, Jesus. In: Energy Economics. RePEc:eee:eneeco:v:85:y:2020:i:c:s014098831930341x.

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2020Period specific volatility spillover based connectedness between oil and other commodity prices and their portfolio implications. (2020). Dash, Saumya Ranjan ; Guhathakurta, Kousik ; Maitra, Debasish. In: Energy Economics. RePEc:eee:eneeco:v:85:y:2020:i:c:s0140988319303615.

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2020Tight oil, real WTI prices and U.S. stock returns. (2020). Mollick, Andre Varella ; Huang, Wanling. In: Energy Economics. RePEc:eee:eneeco:v:85:y:2020:i:c:s014098831930369x.

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

Works by Matteo Manera:


YearTitleTypeCited
2013Financial Speculation in Energy and Agriculture Futures Markets: A Multivariate GARCH Approach In: The Energy Journal.
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article25
2013Introduction to a Special issue on Financial Speculation in the Oil Markets and the Determinants of the Price of Oil In: The Energy Journal.
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article1
2019Understanding Dynamic Conditional Correlations between Oil, Natural Gas and Non-Energy Commodity Futures Markets In: The Energy Journal.
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article1
2006On the Robustness of Robustness Checks of the Environmental Kuznets Curve In: Climate Change Modelling and Policy Working Papers.
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paper19
2006On the Robustness of Robustness Checks of the Environmental Kuznets Curve.(2006) In: UNIMI - Research Papers in Economics, Business, and Statistics.
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2006On the Robustness of Robustness Checks of the Environmental Kuznets Curve.(2006) In: Working Papers.
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paper
2006On the Robustness of Robustness Checks of the Environmental Kuznets Curve.(2006) In: Working Papers.
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paper
2011Consumption and Precautionary Saving: An Empirical Analysis under Both Financial and Environmental Risks In: Climate Change and Sustainable Development.
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paper3
2013Consumption and precautionary saving: An empirical analysis under both financial and environmental risks.(2013) In: Economic Modelling.
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article
2011Consumption and Precautionary Saving: An Empirical Analysis under Both Financial and Environmental Risks.(2011) In: Working Papers.
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paper
2014Forecasting the Oil-gasoline Price Relationship: Should We Care about the Rockets and the Feathers? In: Climate Change and Sustainable Development.
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paper2
2014Forecasting the Oil-gasoline Price Relationship: Should We Care about the Rockets and the Feathers?.(2014) In: Working Papers.
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paper
2014Forecasting the Oil-Gasoline Price Relationship: Should We Care About the Rockets and the Feathers?.(2014) In: IEFE Working Papers.
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paper
2014Forecasting the oil-gasoline price relationship: should we care about the Rockets and the Feathers?.(2014) In: Working Papers.
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2016Economic Impacts of El Niño Southern Oscillation: Evidence from the Colombian Coffee Market In: EIA: Climate Change: Economic Impacts and Adaptation.
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paper0
2018Economic impacts of El Niño southern oscillation: evidence from the Colombian coffee market.(2018) In: Agricultural Economics.
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2016Economic Impacts of El Niño Southern Oscillation: Evidence from the Colombian Coffee Market.(2016) In: Working Papers.
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2018Economic impacts of El Niño Southern Oscillation: evidence from the Colombian coffee market.(2018) In: MPRA Paper.
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2011On the Economic Determinants of Oil Production. Theoretical Analysis and Empirical Evidence for Small Exporting Countries In: Energy: Resources and Markets.
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paper1
2011On the Economic Determinants of Oil Production. Theoretical Analysis and Empirical Evidence for Small Exporting Countries.(2011) In: Working Papers.
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2011Exogenous Oil Shocks, Fiscal Policy and Sector Reallocations in Oil Producing Countries In: Energy: Resources and Markets.
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paper1
2011Exogenous Oil Shocks, Fiscal Policy and Sector Reallocations in Oil Producing Countries.(2011) In: Working Papers.
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2011Oil Price Forecast Evaluation with Flexible Loss Functions In: Energy: Resources and Markets.
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2011Oil Price Forecast Evaluation with Flexible Loss Functions.(2011) In: Working Papers.
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2012Returns in Commodities Futures Markets and Financial Speculation: A Multivariate GARCH Approach In: Energy: Resources and Markets.
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paper10
2012Returns in Commodities Futures Markets and Financial Speculation: A Multivariate GARCH Approach.(2012) In: Working Papers.
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2012Returns in commodities futures markets and financial speculation: a multivariate GARCH approach.(2012) In: Quaderni di Dipartimento.
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2012Oil Revenues, Ethnic Fragmentation and Political Transition of Authoritarian Regimes In: Energy: Resources and Markets.
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2013Biofuels and Food Prices: Searching for the Causal Link In: Energy: Resources and Markets.
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paper5
2013Biofuels and Food Prices: Searching for the Causal Link.(2013) In: IEFE Working Papers.
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2013Biofuels and Food Prices: Searching for the Causal Link.(2013) In: Working Papers.
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2013Biofuels and Food Prices: Searching for the Causal Link.(2013) In: Working Papers.
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2013Futures Price Volatility in Commodities Markets: The Role of Short Term vs Long Term Speculation In: Energy: Resources and Markets.
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paper13
2013Futures Price Volatility in Commodities Markets: The Role of Short Term vs Long Term Speculation.(2013) In: Working Papers.
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2013Futures price volatility in commodities markets: The role of short term vs long term speculation.(2013) In: Working Papers.
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2013Futures price volatility in commodities markets: The role of short term vs long term speculation.(2013) In: DEM Working Papers Series.
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2014The Effects of Environmental Risk on Consumption: an Empirical Analysis on the Mediterranean Countries In: Energy: Resources and Markets.
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paper0
2014The Effects of Environmental Risk on Consumption: an Empirical Analysis on the Mediterranean Countries.(2014) In: Working Papers.
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2014The Effects of Environmental Risk on Consumption: an Empirical Analysis on the Mediterranean Countries.(2014) In: Working Papers.
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2015How Does Stock Market Volatility React to Oil Shocks? In: Energy: Resources and Markets.
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paper13
2018How does stock market volatility react to oil shocks?.(2018) In: Papers.
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2015How Does Stock Market Volatility React to Oil Shocks?.(2015) In: Working Papers.
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2015The Role of Outliers and Oil Price Shocks on Volatility of Metal Prices In: Energy: Resources and Markets.
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paper20
2015The role of outliers and oil price shocks on volatility of metal prices.(2015) In: Resources Policy.
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2015The Role of Outliers and Oil Price Shocks on Volatility of Metal Prices.(2015) In: Working Papers.
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2016Global Oil Market and the U.S. Stock Returns In: Energy: Resources and Markets.
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paper4
2016Global oil market and the U.S. stock returns.(2016) In: Energy.
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2015Global Oil Market and the U.S. Stock Returns.(2015) In: Working Papers.
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2016The Impacts of Oil Price Shocks on Stock Market Volatility: Evidence from the G7 Countries In: Energy: Resources and Markets.
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paper26
2016The impacts of oil price shocks on stock market volatility: Evidence from the G7 countries.(2016) In: Energy Policy.
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article
2015The Impacts of Oil Price Shocks on Stock Market Volatility: Evidence from the G7 Countries.(2015) In: Working Papers.
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paper
2016The Impacts of Exogenous Oil Supply Shocks on Mediterranean Economies In: Energy: Resources and Markets.
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paper0
2015The Impacts of Exogenous Oil Supply Shocks on Mediterranean Economies..(2015) In: IEFE Working Papers.
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2015The Impacts of Exogenous Oil Supply Shocks on Mediterranean Economies.(2015) In: Working Papers.
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2016How is Volatility in Commodity Markets Linked to Oil Price Shocks? In: Energy: Resources and Markets.
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paper19
2016How is volatility in commodity markets linked to oil price shocks?.(2016) In: Energy Economics.
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article
2015How is Volatility in Commodity Markets Linked to Oil Price Shocks?.(2015) In: Working Papers.
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2016Understanding Dynamic Conditional Correlations between Commodities Futures Markets In: ESP: Energy Scenarios and Policy.
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paper2
2016Understanding Dynamic Conditional Correlations between Commodities Futures Markets.(2016) In: Working Papers.
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paper
2005Oil Prices, Inflation and Interest Rates in a Structural Cointegrated VAR Model for the G-7 Countries In: International Energy Markets Working Papers.
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paper250
2008Oil prices, inflation and interest rates in a structural cointegrated VAR model for the G-7 countries.(2008) In: Energy Economics.
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This paper has another version. Agregated cites: 250
article
2005Oil Prices, Inflation and Interest Rates in a Structural Cointegrated VAR Model for the G-7 Countries.(2005) In: Working Papers.
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paper
2006Pricing and Hedging Illiquid Energy Derivatives: an Application to the JCC Index In: International Energy Markets Working Papers.
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paper2
2006Pricing and Hedging Illiquid Energy Derivatives:an Application to the JCC Index.(2006) In: Working Papers.
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paper
2008Pricing and hedging illiquid energy derivatives: An application to the JCC index.(2008) In: Journal of Futures Markets.
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2007Evaluating the Empirical Performance of Alternative Econometric Models for Oil Price Forecasting In: International Energy Markets Working Papers.
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paper10
2007Evaluating the Empirical Performance of Alternative Econometric Models for Oil Price Forecasting.(2007) In: Working Papers.
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2006The Asymmetric Effects of Oil Shocks on Output Growth: A Markov-Switching Analysis In: International Energy Markets Working Papers.
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paper5
2005Econometric Models of Asymmetric Price Transmission In: International Energy Markets Working Papers.
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paper146
2007ECONOMETRIC MODELS OF ASYMMETRIC PRICE TRANSMISSION.(2007) In: Journal of Economic Surveys.
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article
2005Econometric Models of Asymmetric Price Transmission.(2005) In: Working Papers.
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paper
2008Industrial Coal Demand in China: A Provincial Analysis In: International Energy Markets Working Papers.
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paper16
2011Industrial coal demand in China: A provincial analysis.(2011) In: Resource and Energy Economics.
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article
2008Industrial Coal Demand in China: A Provincial Analysis.(2008) In: Working Papers.
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2008Modeling Electricity Prices: From the State of the Art to a Draft of a New Proposal In: International Energy Markets Working Papers.
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paper4
2008Modeling Electricity Prices: From the State of the Art to a Draft of a New Proposal.(2008) In: Working Papers.
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paper
2008Modelling electricity prices: from the state of the art to a draft of a new proposal.(2008) In: LIUC Papers in Economics.
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paper
2017Statistical and Economic Evaluation of Time Series Models for Forecasting Arrivals at Call Centers In: ETA: Economic Theory and Applications.
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paper1
2016Statistical and Economic Evaluation of Time Series Models for Forecasting Arrivals at Call Centers.(2016) In: MPRA Paper.
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paper
2018Statistical and Economic Evaluation of Time Series Models for Forecasting Arrivals at Call Centers.(2018) In: Papers.
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2011Forecast Evaluation in Call Centers: Combined Forecasts, Flexible Loss Functions and Economic Criteria.(2011) In: Working Papers.
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2017Statistical and Economic Evaluation of Time Series Models for Forecasting Arrivals at Call Centers.(2017) In: Working Papers.
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2018Interpreting the Oil Risk Premium: do Oil Price Shocks Matter? In: ETA: Economic Theory and Applications.
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2018Interpreting the Oil Risk Premium: do Oil Price Shocks Matter?.(2018) In: Working Papers.
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2018Investment-Uncertainty Relationship in the Oil and Gas Industry In: ETA: Economic Theory and Applications.
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2019The investment-uncertainty relationship in the oil and gas industry.(2019) In: Resources Policy.
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2018Investment-Uncertainty Relationship in the Oil and Gas Industry.(2018) In: Working Papers.
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2018Investment-Uncertainty Relationship in the Oil and Gas Industry.(2018) In: Working Papers.
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2019Coaches on Fire or Firing the Coach? Evidence of the Impact of Coach Changes on Team Performance from Italian Serie A In: ETA: Economic Theory and Applications.
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2019Coaches on Fire or Firing the Coach? Evidence of the Impact of Coach Changes on Team Performance from Italian Serie A.(2019) In: Working Papers.
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2010The Health Effects of Climate Change: A Survey of Recent Quantitative Research In: Working Papers.
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2013Food versus Fuel: Causality and Predictability in Distribution In: IEFE Working Papers.
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2014Causality and predictability in distribution: The ethanol–food price relation revisited.(2014) In: Energy Economics.
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2013Food versus Fuel: Causality and Predictability in Distribution.(2013) In: Working Papers.
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2013Food versus Fuel: Causality and Predictability in Distribution.(2013) In: Working Papers.
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2011Forecast Evaluation in Call Centers: Combined Forecasts, Flexible Loss Functions and Economic Criteria In: UNIMI - Research Papers in Economics, Business, and Statistics.
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2011Forecast Evaluation in Call Centers: Combined Forecasts, Flexible Loss Functions and Economic Criteria.(2011) In: Working Papers.
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2016Statistical and Economic Evaluation of Time Series Models for Forecasting Arrivals at Call Centers.(2016) In: MPRA Paper.
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2009Econometric Models for Oil Price Forecasting: A Critical Survey In: CESifo Forum.
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2016Introduction to Macroeconomic Dynamics Special Issue on Dynamics of Oil and Commodities Prices In: Working Papers.
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2018INTRODUCTION TO MACROECONOMIC DYNAMICS SPECIAL ISSUE ON DYNAMICS OF OIL AND COMMODITIES PRICES.(2018) In: Macroeconomic Dynamics.
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2001Rockets and feathers revisited: an international comparison on European gasoline markets In: Working Paper CRENoS.
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2003Rockets and feathers revisited: an international comparison on European gasoline markets.(2003) In: Energy Economics.
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2003Oil and price dynamics in international petroleum markets In: Working Paper CRENoS.
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2016The effects of environmental risk on consumption dynamics: an empirical analysis on the Mediterranean countries In: Environment and Development Economics.
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2018HOW DOES STOCK MARKET VOLATILITY REACT TO OIL PRICE SHOCKS? In: Macroeconomic Dynamics.
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2018How does stock market volatility react to oil shocks?.(2018) In: Papers.
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2015How Does Stock Market Volatility React to Oil Shocks?.(2015) In: Working Papers.
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2001Testing Multiple Non-nested Factor Demand Systems, In: ISER Discussion Paper.
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2005Modeling and forecasting cointegrated relationships among heavy oil and product prices In: Energy Economics.
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2013Exogenous oil shocks, fiscal policies and sector reallocations in oil producing countries In: Energy Economics.
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2014On the economic determinants of oil production In: Energy Economics.
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2014Forecasting the oil–gasoline price relationship: Do asymmetries help? In: Energy Economics.
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2014Forecasting the Oil-Gasoline Price Relationship: Should We Care About the Rockets and the Feathers?.(2014) In: IEFE Working Papers.
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2014Forecasting the Oil-gasoline Price Relationship: Should We Care about the Rockets and the Feathers?.(2014) In: Working Papers.
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2014Forecasting the oil-gasoline price relationship: should we care about the Rockets and the Feathers?.(2014) In: Working Papers.
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2016Modelling futures price volatility in energy markets: Is there a role for financial speculation? In: Energy Economics.
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2017Oil supply shocks and economic growth in the Mediterranean In: Energy Policy.
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2015The Impacts of Exogenous Oil Supply Shocks on Mediterranean Economies..(2015) In: IEFE Working Papers.
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2015The Impacts of Exogenous Oil Supply Shocks on Mediterranean Economies.(2015) In: Working Papers.
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2007Asymmetric error correction models for the oil-gasoline price relationship In: Energy Policy.
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2005Asymmetric Error Correction Models for the Oil-Gasoline Price Relationship.(2005) In: Working Papers.
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2006Modeling dynamic conditional correlations in WTI oil forward and futures returns In: Finance Research Letters.
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2004Modelling Dynamic Conditional Correlations in WTI Oil Forward and Futures Returns.(2004) In: Working Papers.
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2016Ethanol and field crops: Is there a price connection? In: Food Policy.
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2013Biofuels and Food Prices: Searching for the Causal Link.(2013) In: Working Papers.
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2013Detecting speculation in volatility of commodities futures markets In: EcoMod2013.
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2015Oil and Macroeconomic Uncertianty In: Review of Environment, Energy and Economics - Re3.
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