Matteo Manera : Citation Profile


Are you Matteo Manera?

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

17

H index

26

i10 index

1313

Citations

RESEARCH PRODUCTION:

45

Articles

116

Papers

RESEARCH ACTIVITY:

   27 years (1994 - 2021). See details.
   Cites by year: 48
   Journals where Matteo Manera has often published
   Relations with other researchers
   Recent citing documents: 187.    Total self citations: 43 (3.17 %)

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: 2021-09-25    RAS profile: 2021-06-07    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Bastianin, Andrea (19)

Galeotti, Marzio (9)

Nicolini, Marcella (4)

Serletis, Apostolos (2)

Bashiri Behmiri, Niaz (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 (43)

Nguyen, Duc Khuong (28)

POLEMIS, MICHAEL (24)

Chang, Chia-Lin (22)

AROURI, Mohamed (22)

Janda, Karel (20)

Ratti, Ronald (19)

Tansuchat, Roengchai (16)

Lahiani, Amine (15)

Krištoufek, Ladislav (14)

Filis, George (14)

Cites to:

Kilian, Lutz (37)

Hamilton, James (21)

McAleer, Michael (17)

Watson, Mark (17)

Engle, Robert (14)

Irwin, Scott (13)

Granger, Clive (13)

Kaufmann, Robert (13)

Stock, James (12)

Pesaran, M (10)

Brown, Stephen (9)

Main data


Where Matteo Manera has published?


Journals with more than one article published# docs
Energy Economics10
Review of Environment, Energy and Economics - Re33
Energy Policy3
The Energy Journal3
Journal of Futures Markets2
Macroeconomic Dynamics2
Empirical Economics2
Resources Policy2

Working Papers Series with more than one paper published# docs
Working Papers / Fondazione Eni Enrico Mattei48
Energy: Resources and Markets / Fondazione Eni Enrico Mattei (FEEM)14
International Energy Markets Working Papers / Fondazione Eni Enrico Mattei (FEEM)7
IEFE Working Papers / IEFE, Center for Research on Energy and Environmental Economics and Policy, Universita' Bocconi, Milano, Italy7
Working Papers / University of Milano-Bicocca, Department of Economics6
MPRA Paper / University Library of Munich, Germany4
ETA: Economic Theory and Applications / Fondazione Eni Enrico Mattei (FEEM)4
FEEM Working Papers / Fondazione Eni Enrico Mattei (FEEM)4
Working Papers / Universit degli Studi di Milano-Bicocca, Dipartimento di Statistica3
Papers / arXiv.org3
UNIMI - Research Papers in Economics, Business, and Statistics / Universit degli Studi di Milano2
Climate Change and Sustainable Development / Fondazione Eni Enrico Mattei (FEEM)2

Recent works citing Matteo Manera (2021 and 2020)


YearTitle of citing document
2020Volatility of International Commodity Prices in Times of Covid-19: Effects of Oil Supply and Global Demand Shocks. (2020). Asongu, Simplice ; Nnanna, Joseph ; Ezeaku, Hillary C. In: Research Africa Network Working Papers. RePEc:abh:wpaper:20/101.

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2020Volatility of International Commodity Prices in Times of Covid-19: Effects of Oil Supply and Global Demand Shocks. (2020). Asongu, Simplice ; Nnanna, Joseph ; Ezeaku, Hillary C. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:20/101.

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2021Are coffee farmers worse off in the long run?. (2021). Ghoshray, Atanu. In: 94th Annual Conference, March 29-30, 2021, Warwick, UK (Hybrid). RePEc:ags:aesc21:311084.

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2021Vertikale Preisbeziehungen - Beziehungen zwischen Erzeuger- und Verbraucherpreisen. (2021). von Cramon-Taubadel, Stephan. In: IAMO Discussion Papers. RePEc:ags:iamodp:310088.

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2020Dynamic Volatility Spillover Among Chinese Black Series Futures Under Structural Breaks. (2020). Yang, Ruiwen ; Nimanussornkul, Chaiwat ; Pastpipatkul, Pathairat. In: International Journal of Business and Administrative Studies. RePEc:apa:ijbaas:2020:p:236-246.

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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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2020Sanction 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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2021Oil-US Stock Market Nexus: Some insights about the New Coronavirus Crisis. (2021). Albulescu, Claudiu ; Oros, Cornel ; Mina, Michel. In: Papers. RePEc:arx:papers:2104.05273.

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2020How Pakistani Industries Respond to Local and World Business Cycles. (2020). Wizarat, Shahida ; Baig, Mirza Aqeel ; Iqbal, Javed. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2020:p:1480-1495.

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2021COVID?19 and food prices in sub?Saharan Africa. (2021). Frimpong, Siaw ; Isshaq, Zangina ; Agyei, Samuel Kwaku ; Asiamah, Oliver ; Bossman, Ahmed ; Adam, Anokye Mohammed. In: African Development Review. RePEc:bla:afrdev:v:33:y:2021:i:s1:p:s102-s113.

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2020Nonlinear relationship between the weather phenomenon El niño and Colombian food prices. (2020). Melo-Velandia, Luis ; Luis Fernando Melo Velandia, ; Abrilsalcedo, Davinson Stev ; Davinson Stev Abril Salcedo, ; Parraamado, Daniel ; Melovelandia, Luis Fernando. In: Australian Journal of Agricultural and Resource Economics. RePEc:bla:ajarec:v:64:y:2020:i:4:p:1059-1086.

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2021Dynamics of crude oil price shocks and major Latin American Equity Markets: A study in time and frequency domains. (2021). Raffiee, Kambiz ; Macri, Joseph ; Chatrath, Arjun ; Adrangi, Bahram. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:73:y:2021:i:3:p:432-455.

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2020Testing for cointegration with threshold adjustment in the presence of structural breaks. (2020). Karsten, Schweikert. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:24:y:2020:i:1:p:28:n:5.

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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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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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2021Oil-US Stock Market Nexus: Some insights about the New Coronavirus Crisis. (2021). Oros, Cornel ; Albulescu, Claudiu ; Mina, Michel. In: Economics Bulletin. RePEc:ebl:ecbull:eb-20-01148.

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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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2020The Impact of COVID-19 on Price Volatility of Crude Oil and Natural Gas Listed on Multi Commodity Exchange of India. (2020). Sarea, Adel M ; Mohapatra, Latasha ; Hawaldar, Iqbal Thonse ; Meher, Bharat Kumar. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-05-49.

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2020Impact of Oil Price Shocks on Sectoral Returns in Nigeria Stock Market. (2020). NWAKOBY, Ifeoma ; Onyeke, Chibueze E ; Nnamani, Chidiebere ; Ihegboro, Ifeoma. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-06-27.

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2020Shaping Economic Growth of Thailand through Crude Oil Dynamics: Role of its Exploration, Consumption and Prices. (2020). Sittisom, Waleerak ; Srimarut, Thammarak. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-06-73.

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2021Oil Price Volatility Models during Coronavirus Crisis: Testing with Appropriate Models Using Further Univariate GARCH and Monte Carlo Simulation Models. (2021). Hadhek, Zouhaier ; Bouazizi, Tarek ; Lassoued, Mongi. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-01-35.

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2021Commodity Prices and the Stock Market in Thailand. (2021). Aumeboonsuke, Vesarach. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-01-6.

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2021Indonesia’s Bank Response of Interest Rates to the Prices of World Crude Oil and Foreign Rates of Interest. (2021). Sinambela, Elizar ; Hani, Syafrida. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-01-65.

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2021Energy Prices and Households’ Incomes Growth Proportions in Russia’s Case Context. (2021). Didenko, Valentina ; Morozko, Natalia. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-03-30.

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2021Oil Price Fluctuation and Current Accounts: Exploring Mediation Effects for Oil Importing Nations. (2021). Rashid, Abdul ; Haq, Miraj ul ; Bibi, Salma. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-03-63.

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2021Does FDI and Corruption affect Environmental Quality in Tunisia?. (2021). Bardi, Wajdi ; Hfaiedh, Mohamed Ali. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-04-33.

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2021The effect of climate variability on Colombian coffee productivity: A dynamic panel model approach. (2021). Dall'erba, Sandy ; Ceballos-Sierra, Federico. In: Agricultural Systems. RePEc:eee:agisys:v:190:y:2021:i:c:s0308521x21000792.

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2021Ensemble forecasting for product futures prices using variational mode decomposition and artificial neural networks. (2021). Huang, Keke ; Liu, Yishun ; Wang, Chengzhu. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:146:y:2021:i:c:s0960077921001740.

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2021Price explosiveness in nonferrous metal futures markets. (2021). Xiong, Tao ; Ma, Richie Ruchuan. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:75-90.

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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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2020Dependent relationships between Chinese commodity markets and the international financial market: Evidence from quantile time-frequency analysis. (2020). Hau, Liya ; Ge, Yajing ; Meng, Liang ; Zhu, Huiming. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301534.

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2021The asymmetric effect of crude oil prices on stock prices in major international financial markets. (2021). Liu, Yan ; Jiang, Wei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940820302382.

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2020Regulation, governance and the role of the informal sector in influencing environmental quality?. (2020). Kambhampati, Uma ; Bali Swain, Ranjula ; Karimu, Amin. In: Ecological Economics. RePEc:eee:ecolec:v:173:y:2020:i:c:s0921800919315861.

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2020Economic indicators and stock market volatility in an emerging economy. (2020). Ryu, Doojin ; Cho, Hoon ; Chun, Dohyun. In: Economic Systems. RePEc:eee:ecosys:v:44:y:2020:i:2:s0939362518305594.

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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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2020Asymmetric effects of oil price uncertainty on corporate investment. (2020). Abdoh, Hussein ; Maghyereh, Aktham. In: Energy Economics. RePEc:eee:eneeco:v:86:y:2020:i:c:s0140988319304190.

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2020Systemic risk spillovers between crude oil and stock index returns of G7 economies: Conditional value-at-risk and marginal expected shortfall approaches. (2020). Tiwari, Aviral ; Raheem, Ibrahim ; Trabelsi, Nader ; Alqahtani, Faisal. In: Energy Economics. RePEc:eee:eneeco:v:86:y:2020:i:c:s0140988319304438.

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2020Oil price shocks and EMU sovereign yield spreads. (2020). Filis, George ; Filippidis, Michail ; Kizys, Renatas. In: Energy Economics. RePEc:eee:eneeco:v:86:y:2020:i:c:s0140988319304530.

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2020The pass-through effects of oil price shocks on Chinas inflation: A time-varying analysis. (2020). Chen, Jinyu ; Li, Hailing ; Zhu, Xuehong. In: Energy Economics. RePEc:eee:eneeco:v:86:y:2020:i:c:s0140988320300347.

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2020Oil and pump prices: Testing their asymmetric relationship in a robust way. (2020). Filis, George ; Degiannakis, Stavros ; Bragoudakis, Zacharias. In: Energy Economics. RePEc:eee:eneeco:v:88:y:2020:i:c:s0140988320300943.

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2020Dynamic co-movement between oil and stock markets in oil-importing and oil-exporting countries: Two types of wavelet analysis. (2020). Yoon, Seong-Min ; Jiang, Zhuhua. In: Energy Economics. RePEc:eee:eneeco:v:90:y:2020:i:c:s0140988320301754.

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2020Petrol prices and subjective wellbeing. (2020). Smyth, Russell ; Prakash, Kushneel ; Churchill, Sefa Awaworyi. In: Energy Economics. RePEc:eee:eneeco:v:90:y:2020:i:c:s0140988320302073.

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2020Does high-frequency crude oil futures data contain useful information for predicting volatility in the US stock market? New evidence. (2020). Chevallier, Julien ; Wang, Jiqian ; Ma, Feng ; Huang, Yisu. In: Energy Economics. RePEc:eee:eneeco:v:91:y:2020:i:c:s0140988320302371.

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2020Time and frequency connectedness among oil shocks, electricity and clean energy markets. (2020). Nepal, Rabindra ; Naeem, Muhammad Abubakr ; Hussain, Syed Jawad ; Suleman, Mouhammed Tahir ; Peng, Zhe. In: Energy Economics. RePEc:eee:eneeco:v:91:y:2020:i:c:s0140988320302541.

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2020Multiscale lead-lag relationships in oil and refined product return dynamics: A symbolic wavelet transfer entropy approach. (2020). Singh, Abhay Kumar ; de Mello, Lurion ; DeMello, Lurion ; Storhas, Dominik P. In: Energy Economics. RePEc:eee:eneeco:v:92:y:2020:i:c:s014098832030267x.

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2020Volatility spillovers for energy prices: A diagonal BEKK approach. (2020). Faghihian, Fatemeh ; Ghoddusi, Hamed ; Zolfaghari, Mehdi. In: Energy Economics. RePEc:eee:eneeco:v:92:y:2020:i:c:s0140988320303054.

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2020Estimating retail gasoline price dynamics: The effects of sample characteristics and research design. (2020). POLEMIS, MICHAEL ; Deltas, George. In: Energy Economics. RePEc:eee:eneeco:v:92:y:2020:i:c:s0140988320303169.

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2021Volatility transmissions across international oil market, commodity futures and stock markets: Empirical evidence from China. (2021). Huo, Rui ; Ahmed, Abdullahi D. In: Energy Economics. RePEc:eee:eneeco:v:93:y:2021:i:c:s0140988320300803.

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2021International crude oil price, regulation and asymmetric response of Chinas gasoline price. (2021). Sun, Zesheng ; Chen, Hao. In: Energy Economics. RePEc:eee:eneeco:v:94:y:2021:i:c:s0140988320303893.

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2021The good, the bad and the ugly relation between oil and commodities: An analysis of asymmetric volatility connectedness and portfolio implications. (2021). Kang, Sang Hoon ; Guhathakurta, Kousik ; Maitra, Debasish. In: Energy Economics. RePEc:eee:eneeco:v:94:y:2021:i:c:s0140988320304011.

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2021The relation between petroleum product prices and crude oil prices. (2021). Linn, Scott ; Zhang, Huiming ; Lee, Thomas K ; Fernando, Chitru S ; Ederington, Louis H. In: Energy Economics. RePEc:eee:eneeco:v:94:y:2021:i:c:s0140988320304199.

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2021Financialization, idiosyncratic information and commodity co-movements. (2021). Pan, Jiaofeng ; Wu, Fei ; Ji, Qiang ; Ma, Yan-Ran. In: Energy Economics. RePEc:eee:eneeco:v:94:y:2021:i:c:s0140988320304230.

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2021Do oil shocks affect Chinese bank risk?. (2021). Ji, Qiang ; Zhang, Yang ; Ma, YU. In: Energy Economics. RePEc:eee:eneeco:v:96:y:2021:i:c:s0140988321000712.

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2021Time-varying effects of oil price shocks and economic policy uncertainty on the nonferrous metals industry: From the perspective of industrial security. (2021). Chen, Ying ; Liao, Jianhui ; Zhu, Xuehong. In: Energy Economics. RePEc:eee:eneeco:v:97:y:2021:i:c:s0140988321000979.

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2021Economic policy uncertainty, oil price shocks and corporate investment: Evidence from the oil industry. (2021). Suleman, Muhammad Tahir ; Nadeem, Muhammad ; Khan, Aamir ; Ilyas, Muhammad. In: Energy Economics. RePEc:eee:eneeco:v:97:y:2021:i:c:s0140988321000980.

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2021Forecasting selected energy commodities prices with Bayesian dynamic finite mixtures. (2021). Drachal, Krzysztof. In: Energy Economics. RePEc:eee:eneeco:v:99:y:2021:i:c:s0140988321001882.

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2021Oil price shocks and the return and volatility spillover between industrial and precious metals. (2021). Escribano, Ana ; Jareo, Francisco ; Umar, Zaghum. In: Energy Economics. RePEc:eee:eneeco:v:99:y:2021:i:c:s0140988321001961.

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2021To pass (or not to pass) through international fuel price changes to domestic fuel prices in developing countries: What are the drivers?. (2021). KPODAR, Kangni ; Imam, Patrick Amir. In: Energy Policy. RePEc:eee:enepol:v:149:y:2021:i:c:s0301421520307102.

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2021Chasing the ‘green bandwagon’ in times of uncertainty. (2021). Dragomirescu-Gaina, Catalin ; Philippas, Dionisis ; Galariotis, Emilios. In: Energy Policy. RePEc:eee:enepol:v:151:y:2021:i:c:s0301421521000598.

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2020The retailed gasoline price in China: Time-series analysis and future trend projection. (2020). Ou, Shiqi ; Bouchard, Jessey ; Przesmitzki, Steven ; He, Xin ; Gao, Zhiming ; Li, Hongwei ; Hao, XU ; Xu, Guoquan ; Lin, Zhenhong. In: Energy. RePEc:eee:energy:v:191:y:2020:i:c:s036054421932239x.

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2020Volatility spillover of energy stocks in different periods and clusters based on structural break recognition and network method. (2020). Lian, Peng ; Qi, Yajie ; Guo, Sui ; Sun, Bowen ; Zhou, Jinsheng. In: Energy. RePEc:eee:energy:v:191:y:2020:i:c:s0360544219322807.

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2020Oil price changes and industrial output in the MENA region: Nonlinearities and asymmetries. (2020). Maghyereh, Aktham ; Awartani, Basel ; Ayton, Julie. In: Energy. RePEc:eee:energy:v:196:y:2020:i:c:s036054422030150x.

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2020The oil price risk and global stock returns. (2020). Azimli, Asil. In: Energy. RePEc:eee:energy:v:198:y:2020:i:c:s0360544220304278.

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2020Risk spillover effects from global crude oil market to China’s commodity sectors. (2020). Jiang, Yonghong ; Mo, Bin ; Nie, HE ; Meng, Juan. In: Energy. RePEc:eee:energy:v:202:y:2020:i:c:s0360544220303157.

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2020Copula-based local dependence among energy, agriculture and metal commodities markets. (2020). Tiwari, Aviral ; Albulescu, Claudiu ; Ji, Qiang. In: Energy. RePEc:eee:energy:v:202:y:2020:i:c:s0360544220308690.

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2020Impact of energy sector volatility on clean energy assets. (2020). Vo, Xuan Vinh ; Saeed, Tareq ; Bouri, Elie ; Dutta, Anupam. In: Energy. RePEc:eee:energy:v:212:y:2020:i:c:s0360544220317655.

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2020Coupling of economic growth and reduction in carbon emissions at the efficiency level: Evidence from China. (2020). Huang, Shoujun ; Zhai, Mengxin ; Li, Jun ; Sheng, Pengfei. In: Energy. RePEc:eee:energy:v:213:y:2020:i:c:s0360544220318545.

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2020Estimation of the co-movements between biofuel production and food prices: A wavelet-based analysis. (2020). Bulut, Umit ; Bilgili, Faik ; Kukaya, Sevda ; Koak, Emrah. In: Energy. RePEc:eee:energy:v:213:y:2020:i:c:s0360544220318843.

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2020Heterogeneous dependence between crude oil price volatility and China’s agriculture commodity futures: Evidence from quantile-on-quantile regression. (2020). Ma, Xiang ; Huang, Rui ; Zhu, Huiming ; Hau, Liya. In: Energy. RePEc:eee:energy:v:213:y:2020:i:c:s0360544220318880.

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2021Fuel price co-movements among France, Germany and Italy: A time-frequency investigation. (2021). Albulescu, Claudiu ; Mutascu, Mihai Ioan . In: Energy. RePEc:eee:energy:v:225:y:2021:i:c:s0360544221004850.

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2021The effects of the oil price and oil price volatility on inflation in Turkey. (2021). Unal, Emre ; Kose, Nezir. In: Energy. RePEc:eee:energy:v:226:y:2021:i:c:s0360544221006411.

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2020Modelling dynamic dependence and risk spillover between all oil price shocks and stock market returns in the BRICS. (2020). Fan, Ying ; Zhao, Wan-Li ; Liu, Bing-Yue ; Ji, Qiang. In: International Review of Financial Analysis. RePEc:eee:finana:v:68:y:2020:i:c:s1057521918304605.

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2020The volatility linkage between energy and agricultural futures markets with external shocks. (2020). Zeng, Hongchao ; Wu, Lei ; Jin, Jiayu ; Han, Liyan. In: International Review of Financial Analysis. RePEc:eee:finana:v:68:y:2020:i:c:s1057521918305209.

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2020Dynamic volatility spillover effects between oil and agricultural products. (2020). Nguyen, Duc Khuong ; Do, Hung ; Brooks, Robert ; Yip, Pick Schen. In: International Review of Financial Analysis. RePEc:eee:finana:v:69:y:2020:i:c:s1057521920301095.

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2020On the effects of uncertainty measures on sustainability indices: An empirical investigation in a nonlinear framework. (2020). Maaira, Paula Medina ; Klotzle, Marcelo Cabus ; Palazzi, Rafael Baptista ; Fogliano, Felipe Arias ; de Oliveira, Erick Meira. In: International Review of Financial Analysis. RePEc:eee:finana:v:70:y:2020:i:c:s1057521920301496.

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2020The financialization of Chinese commodity markets. (2020). Su, Yunpeng ; Pu, Yingjian ; Yang, Baochen. In: Finance Research Letters. RePEc:eee:finlet:v:34:y:2020:i:c:s1544612319307512.

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2020The impact of Chinas macroeconomic determinants on commodity prices. (2020). Li, Jie ; Du, Tianwen ; Zhang, Tianding. In: Finance Research Letters. RePEc:eee:finlet:v:36:y:2020:i:c:s1544612319307019.

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2021Oil shocks and stock market volatility of the BRICS: A GARCH-MIDAS approach. (2021). Salisu, Afees ; GUPTA, RANGAN. In: Global Finance Journal. RePEc:eee:glofin:v:48:y:2021:i:c:s1044028319303503.

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2020Regime dependent effects and cyclical volatility spillover between crude oil price movements and stock returns. (2020). Onwuka, Kevin O ; Urom, Christian ; Yuni, Denis N ; Uma, Kalu E. In: International Economics. RePEc:eee:inteco:v:161:y:2020:i:c:p:10-29.

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2020Long-run price behaviour in the gasoline market - The role of exogeneity. (2020). Hunter, John ; Asieh, Seyedeh. In: Journal of Business Research. RePEc:eee:jbrese:v:116:y:2020:i:c:p:620-627.

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2020Price discovery in agricultural commodity markets: Do speculators contribute?. (2020). Wellenreuther, Claudia ; Stefan, Martin ; Siklos, Pierre L ; Bohl, Martin T. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:18:y:2020:i:c:s2405851318300941.

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2020A comprehensive empirical analysis of the predictive impact of the price of crude oil on aggregate equity return volatility. (2020). Nonejad, Nima. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:20:y:2020:i:c:s2405851319300868.

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2021Are there price asymmetries in the U.S. beef market?. (2021). Schroeder, Ted ; Bachmeier, Lance J ; Pozo, Veronica F. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:21:y:2021:i:c:s2405851320300040.

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2020The asymmetric effects of oil price changes on unemployment: Evidence from Canada and the U.S. (2020). Nusair, Salah A. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:21:y:2020:i:c:s1703494919300921.

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2020Liquid fuel price adjustment in Greece: A two-stage, threshold cointegration approach. (2020). Fountas, Stilianos ; Malkidis, Stavros. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:22:y:2020:i:c:s1703494920300189.

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2020Oil prices, stock market returns and volatility spillovers: Evidence from Turkey. (2020). Dibooglu, Selahattin ; Çevik, Emrah. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:42:y:2020:i:3:p:597-614.

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2020Modeling the nexus of crude oil, new energy and rare earth in China: An asymmetric VAR-BEKK (DCC)-GARCH approach. (2020). Zheng, Biao ; Chen, Yufeng ; Qu, Fang. In: Resources Policy. RePEc:eee:jrpoli:v:65:y:2020:i:c:s0301420718306950.

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2020Improving multilayer perceptron neural network using chaotic grasshopper optimization algorithm to forecast iron ore price volatility. (2020). el Aziz, Mohamed Abd ; Ewees, Ahmed A ; Hua, Zhang Jian ; Jianhua, Zhang ; Ye, Haiwang ; Alameer, Zakaria ; Elaziz, Mohamed Abd. In: Resources Policy. RePEc:eee:jrpoli:v:65:y:2020:i:c:s0301420719300832.

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2020Testing for multiple bubbles in the copper price: Periodically collapsing behavior. (2020). Wang, Xiao-Qing ; Su, Chi-Wei ; Lobon, Oana-Ramona ; Moldovan, Nicoleta-Claudia ; Tao, Ran ; Zhu, Haotian. In: Resources Policy. RePEc:eee:jrpoli:v:65:y:2020:i:c:s0301420719301825.

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2020The impact of oil price shocks on Tehran Stock Exchange returns: Application of the Markov switching vector autoregressive models. (2020). Rafei, Meysam ; Shahrestani, Parnia. In: Resources Policy. RePEc:eee:jrpoli:v:65:y:2020:i:c:s0301420719302843.

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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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article28
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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article6
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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paper
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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This paper has another version. Agregated cites: 19
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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This paper has another version. Agregated cites: 3
article
2011Consumption and Precautionary Saving: An Empirical Analysis under Both Financial and Environmental Risks.(2011) In: Working Papers.
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This paper has another version. Agregated cites: 3
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: 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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paper
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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paper6
2018Economic impacts of El Niño southern oscillation: evidence from the Colombian coffee market.(2018) In: Agricultural Economics.
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This paper has another version. Agregated cites: 6
article
2016Economic Impacts of El Niño Southern Oscillation: Evidence from the Colombian Coffee Market.(2016) In: Working Papers.
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paper
2018Economic impacts of El Niño Southern Oscillation: evidence from the Colombian coffee market.(2018) In: MPRA Paper.
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This paper has another version. Agregated cites: 6
paper
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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This paper has another version. Agregated cites: 1
paper
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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This paper has another version. Agregated cites: 1
paper
2011Oil Price Forecast Evaluation with Flexible Loss Functions In: Energy: Resources and Markets.
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paper4
2011Oil Price Forecast Evaluation with Flexible Loss Functions.(2011) In: Working Papers.
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This paper has another version. Agregated cites: 4
paper
2012Returns in Commodities Futures Markets and Financial Speculation: A Multivariate GARCH Approach In: Energy: Resources and Markets.
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paper9
2012Returns in Commodities Futures Markets and Financial Speculation: A Multivariate GARCH Approach.(2012) In: Working Papers.
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This paper has another version. Agregated cites: 9
paper
2012Returns in commodities futures markets and financial speculation: a multivariate GARCH approach.(2012) In: Quaderni di Dipartimento.
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This paper has another version. Agregated cites: 9
paper
2012Oil Revenues, Ethnic Fragmentation and Political Transition of Authoritarian Regimes In: Energy: Resources and Markets.
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paper0
2012Oil Revenues, Ethnic Fragmentation and Political Transition of Authoritarian Regimes.(2012) In: Working Papers.
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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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paper
2013Biofuels and Food Prices: Searching for the Causal Link.(2013) In: Working Papers.
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paper
2013Biofuels and Food Prices: Searching for the Causal Link.(2013) In: Working Papers.
[Full Text][Citation analysis]
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paper
2013Futures Price Volatility in Commodities Markets: The Role of Short Term vs Long Term Speculation In: Energy: Resources and Markets.
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paper16
2013Futures Price Volatility in Commodities Markets: The Role of Short Term vs Long Term Speculation.(2013) In: Working Papers.
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This paper has another version. Agregated cites: 16
paper
2013Futures price volatility in commodities markets: The role of short term vs long term speculation.(2013) In: Working Papers.
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This paper has another version. Agregated cites: 16
paper
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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This paper has another version. Agregated cites: 16
paper
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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This paper has another version. Agregated cites: 0
paper
2014The Effects of Environmental Risk on Consumption: an Empirical Analysis on the Mediterranean Countries.(2014) In: Working Papers.
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This paper has another version. Agregated cites: 0
paper
2015How Does Stock Market Volatility React to Oil Shocks? In: Energy: Resources and Markets.
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paper18
2018How does stock market volatility react to oil shocks?.(2018) In: Papers.
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paper
2015How Does Stock Market Volatility React to Oil Shocks?.(2015) In: Working Papers.
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paper
2015The Role of Outliers and Oil Price Shocks on Volatility of Metal Prices In: Energy: Resources and Markets.
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paper32
2015The role of outliers and oil price shocks on volatility of metal prices.(2015) In: Resources Policy.
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article
2015The Role of Outliers and Oil Price Shocks on Volatility of Metal Prices.(2015) In: Working Papers.
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paper
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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This paper has another version. Agregated cites: 4
article
2015Global Oil Market and the U.S. Stock Returns.(2015) In: Working Papers.
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This paper has another version. Agregated cites: 4
paper
2016The Impacts of Oil Price Shocks on Stock Market Volatility: Evidence from the G7 Countries In: Energy: Resources and Markets.
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paper41
2016The impacts of oil price shocks on stock market volatility: Evidence from the G7 countries.(2016) In: Energy Policy.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 41
article
2015The Impacts of Oil Price Shocks on Stock Market Volatility: Evidence from the G7 Countries.(2015) In: Working Papers.
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This paper has another version. Agregated cites: 41
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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paper
2015The Impacts of Exogenous Oil Supply Shocks on Mediterranean Economies.(2015) In: Working Papers.
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paper
2016How is Volatility in Commodity Markets Linked to Oil Price Shocks? In: Energy: Resources and Markets.
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paper40
2016How is volatility in commodity markets linked to oil price shocks?.(2016) In: Energy Economics.
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This paper has another version. Agregated cites: 40
article
2015How is Volatility in Commodity Markets Linked to Oil Price Shocks?.(2015) In: Working Papers.
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This paper has another version. Agregated cites: 40
paper
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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
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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paper268
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: 268
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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This paper has another version. Agregated cites: 268
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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article
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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paper
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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paper164
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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This paper has another version. Agregated cites: 164
paper
2008Industrial Coal Demand in China: A Provincial Analysis In: International Energy Markets Working Papers.
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paper15
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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This paper has another version. Agregated cites: 15
paper
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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paper5
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
2018Statistical and Economic Evaluation of Time Series Models for Forecasting Arrivals at Call Centers.(2018) In: Papers.
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paper
2017Statistical and Economic Evaluation of Time Series Models for Forecasting Arrivals at Call Centers.(2017) In: Working Papers.
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paper
2011Forecast Evaluation in Call Centers: Combined Forecasts, Flexible Loss Functions and Economic Criteria.(2011) In: Working Papers.
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paper
2016Statistical and Economic Evaluation of Time Series Models for Forecasting Arrivals at Call Centers.(2016) In: MPRA Paper.
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2019Statistical and economic evaluation of time series models for forecasting arrivals at call centers.(2019) In: Empirical Economics.
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article
2018Interpreting the Oil Risk Premium: do Oil Price Shocks Matter? In: ETA: Economic Theory and Applications.
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2020Interpreting the oil risk premium: Do oil price shocks matter?.(2020) In: Energy Economics.
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article
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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paper3
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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2021The Role of Education and Income Inequality on Environmental Quality. A Panel Data Analysis of the EKC Hypothesis on OECD In: FEEM Working Papers.
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2021The Role of Education and Income Inequality on Environmental Quality. A Panel Data Analysis of the EKC Hypothesis on OECD.(2021) In: Working Papers.
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2021Information Diffusion and Spillover Dynamics in Renewable Energy Markets In: FEEM Working Papers.
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2021Information Diffusion and Spillover Dynamics in Renewable Energy Markets.(2021) In: Working Papers.
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2021Uncertainty and Stock Returns in Energy Markets: A Quantile Regression Approach In: FEEM Working Papers.
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2021Oil Price Shocks and Economic Growth in Oil-Exporting Countries.(2021) 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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paper2
2013Food versus Fuel: Causality and Predictability in Distribution In: IEFE Working Papers.
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paper16
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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paper
2013Food versus Fuel: Causality and Predictability in Distribution.(2013) In: Working Papers.
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paper
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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paper1
2011Forecast Evaluation in Call Centers: Combined Forecasts, Flexible Loss Functions and Economic Criteria.(2011) In: Working Papers.
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paper
2016Statistical and Economic Evaluation of Time Series Models for Forecasting Arrivals at Call Centers.(2016) In: MPRA Paper.
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2005Testing Multiple Non?Nested Factor Demand Systems In: Bulletin of Economic Research.
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article2
2001Testing Multiple Non-nested Factor Demand Systems,.(2001) In: ISER Discussion 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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article1
2018HOW DOES STOCK MARKET VOLATILITY REACT TO OIL PRICE SHOCKS? In: Macroeconomic Dynamics.
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article24
2018How does stock market volatility react to oil shocks?.(2018) In: Papers.
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