Matteo Maria Pelagatti : Citation Profile


Are you Matteo Maria Pelagatti?

Università degli Studi di Milano-Bicocca

8

H index

8

i10 index

225

Citations

RESEARCH PRODUCTION:

19

Articles

27

Papers

RESEARCH ACTIVITY:

   15 years (2005 - 2020). See details.
   Cites by year: 15
   Journals where Matteo Maria Pelagatti has often published
   Relations with other researchers
   Recent citing documents: 51.    Total self citations: 19 (7.79 %)

EXPERT IN:

   Econometric and Statistical Methods and Methodology: General
   Cross-Sectional Models; Spatial Models; Treatment Effect Models; Quantile Regressions
   Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
   Truncated and Censored Models; Switching Regression Models; Threshold Regression Models
   Cross-Sectional Models; Spatial Models; Treatment Effect Models; Quantile Regressions; Social Interaction Models

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppe139
   Updated: 2020-10-24    RAS profile: 2020-02-16    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Parisio, Lucia (6)

Gianfreda, Angelica (6)

Colombo, Emilio (2)

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

Is cited by:

Weron, Rafał (19)

Bollino, Carlo Andrea (12)

Polinori, Paolo (11)

Marcjasz, Grzegorz (11)

Bigerna, Simona (10)

Grossi, Luigi (8)

Uniejewski, Bartosz (7)

Di Cosmo, Valeria (6)

Nan, Fany (6)

Gianfreda, Angelica (6)

Sapio, Sandro (5)

Cites to:

Parisio, Lucia (32)

Koopman, Siem Jan (16)

Fabra, Natalia (12)

Harvey, Andrew (12)

Schmidt, Peter (12)

Lucas, Andre (11)

Ooms, Marius (10)

Haldrup, Niels (10)

Phillips, Peter (9)

Gianfreda, Angelica (9)

Carnero, M. Angeles (7)

Main data


Where Matteo Maria Pelagatti has published?


Journals with more than one article published# docs
The Energy Journal3
Energy Economics2
Energy Policy2

Working Papers Series with more than one paper published# docs
Working Papers / Universit degli Studi di Milano-Bicocca, Dipartimento di Statistica15
Working Papers / University of Milano-Bicocca, Department of Economics4
Econometrics / University Library of Munich, Germany3

Recent works citing Matteo Maria Pelagatti (2020 and 2019)


YearTitle of citing document
2019Macro and Micro Prudential Policies: Sweet and Lowdown in a Credit Network Agent Based Model. (2019). Giri, Federico ; Gallegati, Mauro ; Catullo, Ermanno. In: Working Papers. RePEc:anc:wpaper:434.

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2019Optimal Installation of Solar Panels with Price Impact: a Solvable Singular Stochastic Control Problem. (2019). Vargiolu, Tiziano ; Koch, Torben. In: Papers. RePEc:arx:papers:1911.04223.

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2020Unit-root test within a threshold ARMA framework. (2020). Tong, Howell ; Goracci, Greta ; Giannerini, Simone ; Chan, Kung-Sik. In: Papers. RePEc:arx:papers:2002.09968.

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2020Forecasting day-ahead electricity prices: A review of state-of-the-art algorithms, best practices and an open-access benchmark. (2020). Weron, Rafał ; Marcjasz, Grzegorz ; de Schutter, Bart ; Lago, Jesus. In: Papers. RePEc:arx:papers:2008.08004.

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2020Neural networks in day-ahead electricity price forecasting: Single vs. multiple outputs. (2020). Weron, Rafał ; Marcjasz, Grzegorz ; Lago, Jesus. In: Papers. RePEc:arx:papers:2008.08006.

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2019Optimal Installation of Solar Panels with Price Impact: a Solvable Singular Stochastic Control Problem. (2019). Vargiolu, Tiziano ; Koch, Torben. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:627.

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2020Large Time-Varying Volatility Models for Electricity Prices. (2020). Rossini, Luca ; Ravazzolo, Francesco ; Gianfreda, Angelica. In: Working Papers. RePEc:bny:wpaper:0088.

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2019Bidding into balancing markets in a hydro-dominated electricity system. (2019). Weigt, Hannes ; Schillinger, Moritz. In: Working papers. RePEc:bsl:wpaper:2019/13.

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2019Can wholesale electricity prices support “subsidy-free” generation investment in Europe?. (2019). Pollitt, Michael ; Cruise, R ; Chyong, C. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1955.

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2019Assessing Market Power in the Italian Electricity Market: A synthetic supply approach. (2019). Pollitt, Michael ; Grossi, Luigi ; Rossetto, F. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1975.

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2019Co-integration and common trends analysis with score-driven models : an application to the federal funds effective rate and US inflation rate. (2019). Escribano, Alvaro ; Blazsek, Szabolcs ; Saez, Alvaro Escribano ; Licht, Adrian. In: UC3M Working papers. Economics. RePEc:cte:werepe:28451.

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2019Volatility Spillovers in Electricity Markets: Evidence from the United States. (2019). Kampouris, Ilias ; Armenatzoglou, Aggelos ; Polyzos, Stathis ; Pantos, Themistoclis. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2019-04-17.

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2020Impact of Solar and Wind Prices on the Integrated Global Electricity Spot and Options Markets: A Time Series Analysis. (2020). Alsaedi, Yasir ; Wong, Victor ; Tularam, Gurudeo Anand. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-02-40.

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2019Corporate power purchase agreement: Formulation of the related levelized cost of energy and its application to a real life case study. (2019). Sorrentino, Nicola ; Pinnarelli, Anna ; Menniti, Daniele ; Mendicino, Luca. In: Applied Energy. RePEc:eee:appene:v:253:y:2019:i:c:25.

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2020Measuring market integration and estimating policy impacts on the Swiss electricity market. (2020). Schober, Dominik ; Hellwig, Michael ; Woll, Oliver. In: Energy Economics. RePEc:eee:eneeco:v:86:y:2020:i:c:s0140988319304347.

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2019Changes to Gate Closure and its impact on wholesale electricity prices: The case of the UK. (2019). di Liddo, Giuseppe ; Caldarelli, Guido ; Rubino, Alessandro ; Facchini, Angelo. In: Energy Policy. RePEc:eee:enepol:v:125:y:2019:i:c:p:110-121.

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2019Market integration and technology mix: Evidence from the German and French electricity markets. (2019). Haxhimusa, Adhurim ; Gugler, Klaus. In: Energy Policy. RePEc:eee:enepol:v:126:y:2019:i:c:p:30-46.

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2019Greener, more integrated, and less volatile? A quantile regression analysis of Italian wholesale electricity prices. (2019). Sapio, Alessandro. In: Energy Policy. RePEc:eee:enepol:v:126:y:2019:i:c:p:452-469.

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2019On the effects of capacity payments in competitive electricity markets: Capacity adequacy, price cap, and reliability. (2019). Tishler, Asher ; Milstein, Irena. In: Energy Policy. RePEc:eee:enepol:v:129:y:2019:i:c:p:370-385.

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2020Measuring inefficiency in international electricity trading. (2020). Gissey, Castagneto G ; Lipman, G ; Dodds, P E ; Newbery, D ; Guo, B ; Montoya, L G. In: Energy Policy. RePEc:eee:enepol:v:143:y:2020:i:c:s0301421520302664.

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2020The effect of a new power cable on energy prices volatility spillovers. (2020). Spagnolo, Nicola ; Sapio, Alessandro. In: Energy Policy. RePEc:eee:enepol:v:144:y:2020:i:c:s0301421520302354.

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2020Constraining the oligopoly manipulation in electricity market: A vertical integration perspective. (2020). Liu, Kai ; Zhang, Yan ; Chen, Qixin ; Guo, Hongye ; Kang, Chongqing ; Xia, Qing. In: Energy. RePEc:eee:energy:v:194:y:2020:i:c:s0360544219325721.

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2020Does relative valuation work for banks?. (2020). Gianfrate, Gianfranco ; Forte, Gianfranco ; Rossi, Emanuele. In: Global Finance Journal. RePEc:eee:glofin:v:44:y:2020:i:c:s1044028317304787.

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2019Understanding intraday electricity markets: Variable selection and very short-term price forecasting using LASSO. (2019). Weron, Rafał ; Marcjasz, Grzegorz ; Uniejewski, Bartosz . In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:4:p:1533-1547.

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2020Probabilistic electricity price forecasting with NARX networks: Combine point or probabilistic forecasts?. (2020). Weron, Rafał ; Uniejewski, Bartosz ; Marcjasz, Grzegorz. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:2:p:466-479.

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2020Comparing the forecasting performances of linear models for electricity prices with high RES penetration. (2020). Gianfreda, Angelica ; Rossini, Luca ; Ravazzolo, Francesco. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:3:p:974-986.

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2020On Becoming an O-SII (“Other Systemically Important Institution”). (2020). Sprincean, Nicu ; Andrieș, Alin Marius ; Ongena, Steven ; Nistor, Simona. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:111:y:2020:i:c:s0378426619302961.

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2019Short-term electricity trading for system balancing: An empirical analysis of the role of intraday trading in balancing Germanys electricity system. (2019). Hirth, Lion ; Koch, Christopher. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:113:y:2019:i:c:9.

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2020Institution of incentive-based demand response programs and prospective policy assessments for a subsidized electricity market. (2020). Sreekanth, K J ; Rao, Joji T ; Alasseri, Rajeev . In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:117:y:2020:i:c:s1364032119306987.

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2019Robust forecasting of electricity prices: Simulations, models and the impact of renewable sources. (2019). Nan, Fany ; Grossi, Luigi. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:141:y:2019:i:c:p:305-318.

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2019The relevance of wholesale electricity market places: the Nordic case. (2019). Spodniak, Petr ; Honkapuro, Samuli ; Ollikka, Kimmo. In: Papers. RePEc:esr:wpaper:wp631.

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2019The Relevance of Wholesale Electricity Market Places: The Nordic Case. (2019). Spodniak, Petr ; Honkapuro, Samuli ; Ollikka, Kimmo. In: Working Papers. RePEc:fer:wpaper:126.

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2019Short-Term Electricity Demand Forecasting Using Components Estimation Technique. (2019). Wang, Depeng ; Ali, Sajid ; Iftikhar, Hasnain ; Shah, Ismail. In: Energies. RePEc:gam:jeners:v:12:y:2019:i:13:p:2532-:d:244687.

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2019Linking Environmental Policy Integration and the Water-Energy-Land-(Food-)Nexus: A Review of the European Union’s Energy, Water, and Agricultural Policies. (2019). Siekmann, Florian ; Dieken, Sophia ; Marker, Carolin ; Venghaus, Sandra. In: Energies. RePEc:gam:jeners:v:12:y:2019:i:23:p:4446-:d:289821.

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2020An Ex-Post Assessment of RES-E Support in Greece by Investigating the Monetary Flows and the Causal Relationships in the Electricity Market. (2020). Flamos, Alexandros ; Kleanthis, Nikos ; Stavrakas, Vassilis. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:17:p:4575-:d:408561.

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2020Balancing Generation from Renewable Energy Sources: Profitability of an Energy Trader. (2020). Weron, Tomasz ; Serafin, Tomasz ; Nitka, Weronika ; Zaleski, Przemysaw ; Kath, Christopher. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:1:p:205-:d:304260.

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2020Optimization of Electric Energy Sales Strategy Based on Probabilistic Forecasts. (2020). Michalak, Aleksandra ; Janczura, Joanna . In: Energies. RePEc:gam:jeners:v:13:y:2020:i:5:p:1045-:d:325457.

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2020.

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2020Sustainability in the Banking Sector: A Predictive Model for the European Banking Union in the Aftermath of the Financial Crisis. (2020). Gutierrez-Lopez, Cristina ; Abad-Gonzalez, Julio . In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:6:p:2566-:d:336411.

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2020Do CDS markets care about the G-SIB status?. (2020). Heynderickx, Wouter ; Bellia, Mario ; Schich, Sebastian ; Maccaferri, Sara. In: Working Papers. RePEc:jrs:wpaper:202002.

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2020Is Financial Regulation Good or Bad for Real Estate Companies? – An Event Study. (2020). Moss, Alex ; Milcheva, Stanimira ; Hoesli, Martin. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:61:y:2020:i:3:d:10.1007_s11146-017-9634-z.

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2020Auctioning C02 Emission Allowances in Europe. A Time Series Analysis of Equilibrium Prices. (2020). Bosco, Bruno. In: Working Papers. RePEc:mib:wpaper:448.

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2019Regime-Switching And Levy Jump Dynamics In Option-Adjusted Spreads. (2019). Shaw, Charles. In: MPRA Paper. RePEc:pra:mprapa:94154.

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2019Market integration and the persistence of electricity prices. (2019). Rua, António ; Rodrigues, Paulo ; Pereira, Joo Pedro ; Pesquita, Vasco . In: Empirical Economics. RePEc:spr:empeco:v:57:y:2019:i:5:d:10.1007_s00181-018-1520-x.

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2020Integration and convergence in European electricity markets. (2020). D'Errico, Maria Chiara ; Polinori, Paolo ; Derrico, Maria Chiara ; Ciferri, Davide . In: Economia Politica: Journal of Analytical and Institutional Economics. RePEc:spr:epolit:v:37:y:2020:i:2:d:10.1007_s40888-019-00163-7.

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2019Balancing RES generation: Profitability of an energy trader. (2019). Weron, Rafał ; Nitka, Weronika ; Zaleski, Przemyslaw ; Serafin, Tomasz ; Kath, Christopher. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1907.

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2019Enhancing load, wind and solar generation forecasts in day-ahead forecasting of spot and intraday electricity prices. (2019). Nitka, Weronika ; Maciejowska, Katarzyna. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1908.

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2020The market impact of systemic risk capital surcharges. (2020). Gündüz, Yalin ; Gunduz, Yalin. In: Discussion Papers. RePEc:zbw:bubdps:092020.

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2019Market power and information effects in a multi-unit auction. (2019). Hefti, Andreas ; Betz, Regina ; Shen, Peiyao. In: ECON - Working Papers. RePEc:zur:econwp:320.

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Works by Matteo Maria Pelagatti:


YearTitleTypeCited
2016Price coordination in vertically integrated electricity markets. Theory and empirical evidence In: The Energy Journal.
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article3
2016The Impact of RES in the Italian DayAhead and Balancing Markets In: The Energy Journal.
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article20
2019The RES-Induced Switching Effect Across Fossil Fuels: An Analysis of Day-Ahead and Balancing Prices In: The Energy Journal.
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article1
2007A Robust Multivariate Long Run Analysis of European Electricity Prices In: International Energy Markets Working Papers.
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paper8
2007A Robust Multivariate Long Run Analysis of European Electricity Prices.(2007) In: Working Papers.
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This paper has another version. Agregated cites: 8
paper
2007A robust multivariate long run analysis of European electricity prices.(2007) In: Working Papers.
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paper
2016Measures of variance for smoothed disturbances in linear state-space models: a clarification In: gretl working papers.
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paper0
2009Modelling Good and Bad Volatility In: Studies in Nonlinear Dynamics & Econometrics.
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article5
2007Modelling good and bad volatility.(2007) In: Working Papers.
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This paper has another version. Agregated cites: 5
paper
2018A Review of Balancing Costs in Italy before and after RES introduction In: BEMPS - Bozen Economics & Management Paper Series.
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paper13
2018A review of balancing costs in Italy before and after RES introduction.(2018) In: Renewable and Sustainable Energy Reviews.
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This paper has another version. Agregated cites: 13
article
2019Statistical Learning and Exchange Rate Forecasting In: DISEIS - Quaderni del Dipartimento di Economia internazionale, delle istituzioni e dello sviluppo.
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paper0
2018A least squares approach to latent variables extraction in formative–reflective models In: Computational Statistics & Data Analysis.
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article0
2012A least squares approach to latent variables extraction in formative-reflective models.(2012) In: Working Papers.
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paper
2013Rank tests for short memory stationarity In: Journal of Econometrics.
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article7
2012Strategic bidding in vertically integrated power markets with an application to the Italian electricity auctions In: Energy Economics.
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article10
2018Component estimation for electricity market data: Deterministic or stochastic? In: Energy Economics.
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article5
2013Price-capping in partially monopolistic electricity markets with an application to Italy In: Energy Policy.
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article3
2016Revisiting long-run relations in power markets with high RES penetration In: Energy Policy.
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article12
2015The importance of being systemically important financial institutions In: Journal of Banking & Finance.
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article24
2010Long-run relations in european electricity prices In: Journal of Applied Econometrics.
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article49
2011State Space Methods in Ox/SsfPack In: Journal of Statistical Software.
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article1
2007Deregulated Wholesale Electricity Prices in Italy: An Empirical Analysis In: International Advances in Economic Research.
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article22
2012Unpuzzling the Purchasing Power Parity Puzzle In: Working Papers.
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paper0
2013Nonparametric tests for event studies under cross-sectional dependence In: Working Papers.
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paper0
2017The RES-induced Switching Effect Across Fossil Fuels: An Analysis of the Italian Day-Ahead and Balancing Prices and Their Connected Costs In: Working Papers.
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paper2
2020Estimating high dimensional multivariate stochastic volatility models In: Working Papers.
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paper0
2005Duration Dependent Markov-Switching Vector Autoregression: Properties, Bayesian Inference, Software and Application In: Working Papers.
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paper3
2006Deregulated Wholesale Electricity Prices in Italy. In: Working Papers.
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paper16
2006Statistical investigation on the relation between car accidents and warm katabatic winds In: Working Papers.
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paper0
2006Dynamic Conditional Correlation with Elliptical Distributions In: Working Papers.
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paper4
2005Dynamic Conditional Correlation with Elliptical Distributions.(2005) In: Econometrics.
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This paper has another version. Agregated cites: 4
paper
2006Deregulated Wholesale Electricity Prices in Europe In: Working Papers.
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paper6
2008Milan’s Cycle as an Accurate Leading Indicator for the Italian Business Cycle In: Working Papers.
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paper0
2009A robust version of the KPSS test based on ranks In: Working Papers.
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paper3
2010Estimating Marginal Costs and Market Power in the Italian Electricity Auctions In: Working Papers.
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paper0
2010A KPSS better than KPSS. Rank tests for short memory stationarity In: Working Papers.
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2012Supply Function Prediction in Electricity Auctions In: Working Papers.
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paper0
2012Book Review: The Art of R Programming In: Working Papers.
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paper0
2012On the empirical failure of purchasing power parity tests In: Working Papers.
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paper1
2015On the Empirical Failure of Purchasing Power Parity Tests.(2015) In: Journal of Applied Econometrics.
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article
2010The Industrial Cycle of Milan as an Accurate Leading Indicator for the Italian Business Cycle In: OECD Journal: Journal of Business Cycle Measurement and Analysis.
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article3
2007ASSET (Age/Sex Standardised Estimates of Treatment): A Research Model to Improve the Governance of Prescribing Funds in Italy In: PLOS ONE.
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article1
2019Market coupling between electricity markets: theory and empirical evidence for the Italian–Slovenian interconnection In: Economia Politica: Journal of Analytical and Institutional Economics.
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article2
2005Business cycle and sector cycles In: Econometrics.
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paper0
2005Time Series Modeling with Duration Dependent Markov-Switching Vector Autoregressions: MCMC Inference, Software and Applications In: Econometrics.
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paper1

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