Citation profile for Matteo Maria Pelagatti

Matteo Maria Pelagatti : Citation Profile

Università degli Studi di Milano-Bicocca

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i10 index

343

Citations

RESEARCH PRODUCTION:

Articles

Papers

Chapters

RESEARCH ACTIVITY:

   18 years (2005 - 2023). See details.
   Cites by year: 19
   Journals where Matteo Maria Pelagatti has often published
   Relations with other researchers
   Recent citing documents: 29.    Total self citations: 22 (6.03 %)

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:

EconPapers ORCID profile Author's homepage

ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppe139
   Updated: 2024-01-16    RAS profile: 2024-01-08
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Relations with other researchers

Works with:

Colombo, Emilio (2)

Parisio, Lucia (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 (25)

Polinori, Paolo (16)

Marcjasz, Grzegorz (15)

Bollino, Carlo Andrea (13)

Uniejewski, Bartosz (13)

Grossi, Luigi (11)

Bigerna, Simona (10)

Gianfreda, Angelica (10)

Vargiolu, Tiziano (8)

Rossini, Luca (7)

Nitka, Weronika (6)

Cites to:

Parisio, Lucia (38)

Koopman, Siem Jan (18)

Gianfreda, Angelica (16)

Harvey, Andrew (15)

Fabra, Natalia (13)

Schmidt, Peter (12)

Weron, Rafał (12)

Lucas, Andre (11)

Grossi, Luigi (11)

Taylor, Mark (11)

Sarno, Lucio (11)

Main data

Where Matteo Maria Pelagatti has published?

Journals with more than one article published	# docs
The Energy Journal	3
Energy Policy	2
Energy Economics	2

Working Papers Series with more than one paper published	# docs
Working Papers / Universit� degli Studi di Milano-Bicocca, Dipartimento di Statistica	15
Working Papers / University of Milano-Bicocca, Department of Economics	5
Econometrics / University Library of Munich, Germany	3

Recent works citing Matteo Maria Pelagatti (2024 and 2023)

Year	Title of citing document
2023	Sparse time-varying parameter VECMs with an application to modeling electricity prices. (2020). Pfarrhofer, Michael ; Hauzenberger, Niko ; Rossini, Luca. In: Papers. RePEc:arx:papers:2011.04577. Full description at Econpapers \|\| Download paper
2023	Testing for long-range dependence in non-stationary time series time-varying regression. (2021). Wu, Weichi ; Bai, Lujia. In: Papers. RePEc:arx:papers:2110.08089. Full description at Econpapers \|\| Download paper
2023	Smoothing Quantile Regression Averaging: A new approach to probabilistic forecasting of electricity prices. (2023). Uniejewski, Bartosz. In: Papers. RePEc:arx:papers:2302.00411. Full description at Econpapers \|\| Download paper
2023	A Heat-Jarrow-Morton framework for energy markets: a pragmatic approach. (2023). Santilli, Edoardo ; Gardini, Matteo. In: Papers. RePEc:arx:papers:2305.01485. Full description at Econpapers \|\| Download paper
2023	. Full description at Econpapers \|\| Download paper
2023	The Impact of Natural Gas Prices on Electricity Tariffs in the UK. (2023). Althaqafi, Mohammad. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-02-9. Full description at Econpapers \|\| Download paper
2023	Trade Openness, Energy Consumption, and Financial Development Influence on Jordanâ€™s Economy: Evidence from ARDL and Non-Granger Causality Test Approach. (2023). Buraik, Ola ; Alkhawaldeh, Bashar Younis ; Samarah, Miral R ; Yaseen, Hadeel ; Al-Amarneh, Asmaaa ; Mohammad, Baha Aldeen. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-06-69. Full description at Econpapers \|\| Download paper
2023	Optimized operation of distributed energy resources: The opportunities of value stacking for Power-to-Gas aggregated with PV. (2023). Lorenzoni, Arturo ; Bignucolo, Fabio ; Coppo, Massimiliano ; Agostini, Marco ; Schwidtal, Jan Marc. In: Applied Energy. RePEc:eee:appene:v:334:y:2023:i:c:s0306261923000107. Full description at Econpapers \|\| Download paper
2023	Transmission investment under uncertainty: Reconciling private and public incentives. (2023). Siddiqui, Afzal S ; Hagspiel, Verena ; Lavrutich, Maria. In: European Journal of Operational Research. RePEc:eee:ejores:v:304:y:2023:i:3:p:1167-1188. Full description at Econpapers \|\| Download paper
2023	Forecasting electricity prices with expert, linear, and nonlinear models. (2023). Ravazzolo, Francesco ; del Grosso, Filippo ; Gianfreda, Angelica ; Bille, Anna Gloria. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:570-586. Full description at Econpapers \|\| Download paper
2023	Bank funding costs during the COVID-19 pandemic: Evidence from China. (2023). Wen, Huiyu ; Li, Jinxuan ; Gao, Haoyu. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:79:y:2023:i:c:s0927538x23000720. Full description at Econpapers \|\| Download paper
2023	Forecasting exchange rate: A bibliometric and content analysis. (2023). Junior, Eli Hadad ; de Souza, Camila. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:607-628. Full description at Econpapers \|\| Download paper
2023	Edge-Based Short-Term Energy Demand Prediction. (2023). Papageorgiou, Elpiniki I ; Lekidis, Alexios. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:14:p:5435-:d:1196042. Full description at Econpapers \|\| Download paper
2023	Forecasting Day-Ahead Electricity Prices for the Italian Electricity Market Using a New Decomposition—Combination Technique. (2023). Lopez-Gonzales, Javier Linkolk ; Rodrigues, Paulo Canas ; Turpo-Chaparro, Josue E ; Iftikhar, Hasnain. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:18:p:6669-:d:1241859. Full description at Econpapers \|\| Download paper
2023	Day-Ahead Electricity Demand Forecasting Using a Novel Decomposition Combination Method. (2023). Lopez-Gonzales, Javier Linkolk ; Rodrigues, Paulo Canas ; Turpo-Chaparro, Josue E ; Iftikhar, Hasnain. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:18:p:6675-:d:1242158. Full description at Econpapers \|\| Download paper
2023	Liquefied Natural Gas Prices and Their Relationship with a Country’s Energy Mix: A Case Study for Greece. (2023). Michail, Nektarios ; Bentsos, Christos ; Melas, Konstantinos D ; Louka, Kyriaki G ; Koursaros, Demetris. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:22:p:7554-:d:1279261. Full description at Econpapers \|\| Download paper
2023	ARX-GARCH Probabilistic Price Forecasts for Diversification of Trade in Electricity Markets—Variance Stabilizing Transformation and Financial Risk-Minimizing Portfolio Allocation. (2023). Janczura, Joanna ; Pu, Andrzej. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:2:p:807-:d:1031193. Full description at Econpapers \|\| Download paper
2023	Aggregating Prophet and Seasonal Trend Decomposition for Time Series Forecasting of Italian Electricity Spot Prices. (2023). Santos, Leandro Dos ; Mariani, Viviana Cocco ; Seman, Laio Oriel ; Stefenon, Stefano Frizzo. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:3:p:1371-:d:1049947. Full description at Econpapers \|\| Download paper
2023	Multiple Novel Decomposition Techniques for Time Series Forecasting: Application to Monthly Forecasting of Electricity Consumption in Pakistan. (2023). Lopez-Gonzales, Javier Linkolk ; Rodrigues, Paulo Canas ; Bibi, Nadeela ; Iftikhar, Hasnain. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:6:p:2579-:d:1092078. Full description at Econpapers \|\| Download paper
2023	. Full description at Econpapers \|\| Download paper
2023	Window Dressing and the Designation of Global Systemically Important Banks. (2023). Senik, Taja ; Lewrick, Ulf ; Garcia, Luis. In: Journal of Financial Services Research. RePEc:kap:jfsres:v:64:y:2023:i:2:d:10.1007_s10693-023-00417-3. Full description at Econpapers \|\| Download paper
2023	What do we know about the stock markets’ reaction to regulatory announcements regarding financial institutions? Evidence from UK financial institutions. (2023). Dockery, Everton ; Kawas, Stephen. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:60:y:2023:i:1:d:10.1007_s11156-022-01088-2. Full description at Econpapers \|\| Download paper
2023	Quantum Monte Carlo simulations for estimating FOREX markets: a speculative attacks experience. (2023). Fernandez-Gamez, Manuel A ; Salas, Belen M ; Alaminos, David. In: Palgrave Communications. RePEc:pal:palcom:v:10:y:2023:i:1:d:10.1057_s41599-023-01836-2. Full description at Econpapers \|\| Download paper
2023	Trade, equilibrium prices and rents in European auctions for emission allowances. (2023). Bosco, Bruno. In: Environmental Economics and Policy Studies. RePEc:spr:envpol:v:25:y:2023:i:1:d:10.1007_s10018-022-00344-y. Full description at Econpapers \|\| Download paper
2023	A new design for market power monitoring in the electricity market. A simulation for Italy. (2023). Polinori, Paolo ; Derrico, Maria Chiara ; Bollino, Carlo Andrea ; Bigerna, Simona. In: Economia Politica: Journal of Analytical and Institutional Economics. RePEc:spr:epolit:v:40:y:2023:i:1:d:10.1007_s40888-022-00276-6. Full description at Econpapers \|\| Download paper
2023	Foreign exchange trading and management with the stochastic dual dynamic programming method. (2023). Sepulveda-Hurtado, Guillermo Alexander ; Reus, Lorenzo. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-022-00433-7. Full description at Econpapers \|\| Download paper
2023	Economic expectations and anxiety during the COVID-19 pandemic: a one-year longitudinal evaluation on Italian university students. (2023). Busetta, Giovanni ; Panarello, Demetrio ; Campolo, Maria Gabriella. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:57:y:2023:i:1:d:10.1007_s11135-022-01330-y. Full description at Econpapers \|\| Download paper
2023	Formative-reflective scheme for the assessment of tourism destination competitiveness: an analysis of Italian municipalities. (2023). Conti, Enrico ; Magrini, Alessandro ; Grassini, Laura. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:57:y:2023:i:4:d:10.1007_s11135-022-01519-1. Full description at Econpapers \|\| Download paper
2023	Systemically important banks - emerging risk and policy responses: An agent-based investigation. (2023). Roventini, Andrea ; Napoletano, Mauro ; Popoyan, Lilit. In: LEM Papers Series. RePEc:ssa:lemwps:2023/30. Full description at Econpapers \|\| Download paper

Works by Matteo Maria Pelagatti:

Year	Title	Type	Cited
2016	Price coordination in vertically integrated electricity markets. Theory and empirical evidence In: The Energy Journal. [Full Text][Citation analysis]	article	4
2016	The Impact of RES in the Italian DayAhead and Balancing Markets In: The Energy Journal. [Full Text][Citation analysis]	article	28
2019	The RES-Induced Switching Effect Across Fossil Fuels: An Analysis of Day-Ahead and Balancing Prices In: The Energy Journal. [Full Text][Citation analysis]	article	5
2007	A Robust Multivariate Long Run Analysis of European Electricity Prices In: International Energy Markets Working Papers. [Full Text][Citation analysis]	paper	9
2007	A Robust Multivariate Long Run Analysis of European Electricity Prices.(2007) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9	paper
2007	A robust multivariate long run analysis of European electricity prices.(2007) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9	paper
2016	Measures of variance for smoothed disturbances in linear state-space models: a clarification In: gretl working papers. [Full Text][Citation analysis]	paper	0
2022	Spatio-temporal Event Studies for Air Quality Assessment under Cross-sectional Dependence In: Papers. [Full Text][Citation analysis]	paper	0
2009	Modelling Good and Bad Volatility In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis]	article	6
2007	Modelling good and bad volatility.(2007) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6	paper
2018	A Review of Balancing Costs in Italy before and after RES introduction In: BEMPS - Bozen Economics & Management Paper Series. [Full Text][Citation analysis]	paper	23
2018	A review of balancing costs in Italy before and after RES introduction.(2018) In: Renewable and Sustainable Energy Reviews. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 23	article
2019	Statistical Learning and Exchange Rate Forecasting In: DISEIS - Quaderni del Dipartimento di Economia internazionale, delle istituzioni e dello sviluppo. [Full Text][Citation analysis]	paper	14
2020	Statistical learning and exchange rate forecasting.(2020) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14	article
2017	Curbing systemic risk in the insurance sector: A mission impossible? In: The British Accounting Review. [Full Text][Citation analysis]	article	1
2018	A least squares approach to latent variables extraction in formative–reflective models In: Computational Statistics & Data Analysis. [Full Text][Citation analysis]	article	1
2012	A least squares approach to latent variables extraction in formative-reflective models.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1	paper
2023	Testing for integration and cointegration when time series are observed with noise In: Economic Modelling. [Full Text][Citation analysis]	article	1
2013	Rank tests for short memory stationarity In: Journal of Econometrics. [Full Text][Citation analysis]	article	12
2012	Strategic bidding in vertically integrated power markets with an application to the Italian electricity auctions In: Energy Economics. [Full Text][Citation analysis]	article	14
2018	Component estimation for electricity market data: Deterministic or stochastic? In: Energy Economics. [Full Text][Citation analysis]	article	15
2013	Price-capping in partially monopolistic electricity markets with an application to Italy In: Energy Policy. [Full Text][Citation analysis]	article	4
2016	Revisiting long-run relations in power markets with high RES penetration In: Energy Policy. [Full Text][Citation analysis]	article	22
2021	Assessing the effectiveness of the Italian risk-zones policy during the second wave of COVID-19 In: Health Policy. [Full Text][Citation analysis]	article	4
2020	Assessing the effectiveness of the Italian risk-zones policy during the second wave of Covid-19.(2020) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4	paper
2015	The importance of being systemically important financial institutions In: Journal of Banking & Finance. [Full Text][Citation analysis]	article	36
2022	Machine Learning Models and Intra-Daily Market Information for the Prediction of Italian Electricity Prices In: Forecasting. [Full Text][Citation analysis]	article	0
	In: . [Full Text][Citation analysis]	article	0
2010	Long-run relations in european electricity prices In: Journal of Applied Econometrics. [Full Text][Citation analysis]	article	63
2011	State Space Methods in Ox/SsfPack In: Journal of Statistical Software. [Full Text][Citation analysis]	article	1
2007	Deregulated Wholesale Electricity Prices in Italy: An Empirical Analysis In: International Advances in Economic Research. [Full Text][Citation analysis]	article	32
2012	Unpuzzling the Purchasing Power Parity Puzzle In: Working Papers. [Full Text][Citation analysis]	paper	0
2013	Nonparametric tests for event studies under cross-sectional dependence In: Working Papers. [Full Text][Citation analysis]	paper	2
2017	The RES-induced Switching Effect Across Fossil Fuels: An Analysis of the Italian Day-Ahead and Balancing Prices and Their Connected Costs In: Working Papers. [Full Text][Citation analysis]	paper	2
2020	Estimating high dimensional multivariate stochastic volatility models In: Working Papers. [Full Text][Citation analysis]	paper	0
2005	Duration Dependent Markov-Switching Vector Autoregression: Properties, Bayesian Inference, Software and Application In: Working Papers. [Full Text][Citation analysis]	paper	4
2006	Deregulated Wholesale Electricity Prices in Italy. In: Working Papers. [Full Text][Citation analysis]	paper	13
2006	Statistical investigation on the relation between car accidents and warm katabatic winds In: Working Papers. [Full Text][Citation analysis]	paper	0
2006	Dynamic Conditional Correlation with Elliptical Distributions In: Working Papers. [Full Text][Citation analysis]	paper	4
2005	Dynamic Conditional Correlation with Elliptical Distributions.(2005) In: Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4	paper
2006	Deregulated Wholesale Electricity Prices in Europe In: Working Papers. [Full Text][Citation analysis]	paper	7
2008	Milanâ€™s Cycle as an Accurate Leading Indicator for the Italian Business Cycle In: Working Papers. [Full Text][Citation analysis]	paper	0
2009	A robust version of the KPSS test based on ranks In: Working Papers. [Full Text][Citation analysis]	paper	3
2010	Estimating Marginal Costs and Market Power in the Italian Electricity Auctions In: Working Papers. [Full Text][Citation analysis]	paper	2
2010	A KPSS better than KPSS. Rank tests for short memory stationarity In: Working Papers. [Full Text][Citation analysis]	paper	0
2012	Supply Function Prediction in Electricity Auctions In: Working Papers. [Full Text][Citation analysis]	paper	0
2012	Book Review: The Art of R Programming In: Working Papers. [Full Text][Citation analysis]	paper	0
2012	On the empirical failure of purchasing power parity tests In: Working Papers. [Full Text][Citation analysis]	paper	2
2015	On the Empirical Failure of Purchasing Power Parity Tests.(2015) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2	article
2010	The Industrial Cycle of Milan as an Accurate Leading Indicator for the Italian Business Cycle In: OECD Journal: Journal of Business Cycle Measurement and Analysis. [Full Text][Citation analysis]	article	3
2015	How Difficult Is It to Raise Money in Turbulent Times? In: Palgrave Macmillan Studies in Banking and Financial Institutions. [Citation analysis]	chapter	0
2007	ASSET (Age/Sex Standardised Estimates of Treatment): A Research Model to Improve the Governance of Prescribing Funds in Italy In: PLOS ONE. [Full Text][Citation analysis]	article	1
2019	Market coupling between electricity markets: theory and empirical evidence for the Italian–Slovenian interconnection In: Economia Politica: Journal of Analytical and Institutional Economics. [Full Text][Citation analysis]	article	3
2005	Business cycle and sector cycles In: Econometrics. [Full Text][Citation analysis]	paper	1
2005	Time Series Modeling with Duration Dependent Markov-Switching Vector Autoregressions: MCMC Inference, Software and Applications In: Econometrics. [Full Text][Citation analysis]	paper	1