Matteo Bonato : Citation Profile

University of Johannesburg (80% share)
Institut de Préparation à l'Administration et à la Gestion (IPAG) (20% share)

10

H index

12

i10 index

439

Citations

RESEARCH PRODUCTION:

12

Articles

18

Papers

RESEARCH ACTIVITY:

   12 years (2009 - 2021). See details.
   Cites by year: 36
   Journals where Matteo Bonato has often published
   Relations with other researchers
   Recent citing documents: 67.    Total self citations: 14 (3.09 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pbo992
   Updated: 2025-03-08    RAS profile: 2021-12-14    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

GUPTA, RANGAN (9)

Pierdzioch, Christian (8)

Cepni, Oguzhan (3)

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

Is cited by:

GUPTA, RANGAN (135)

Pierdzioch, Christian (47)

Salisu, Afees (33)

Demirer, Riza (29)

Bouri, Elie (19)

Cepni, Oguzhan (14)

Maghyereh, Aktham (12)

Ji, Qiang (11)

Wohar, Mark (10)

Gözgör, Giray (8)

Lau, Chi Keung (8)

Cites to:

GUPTA, RANGAN (83)

Bollerslev, Tim (27)

Balcilar, Mehmet (26)

Shephard, Neil (26)

Wohar, Mark (25)

Andersen, Torben (23)

Hansen, Peter (23)

Pierdzioch, Christian (20)

Demirer, Riza (18)

Lunde, Asger (17)

Filis, George (16)

Main data

Production by document typepaperarticle20092010201120122013201420152016201720182019202020210510Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published2009201020112012201320142015201620172018201920202021010203040Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received200920102011201220132014201520162017201820192020202120222023202420250255075100Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year2009201020112012201320142015201620172018201920202021050100150Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 10Most cited documents123456789101112050100150Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution201802201803201804201805201806201807201808201809201810201811201812201901201902201903201904201905201906201907201908201909201910201911201912202001202002202003202004202005202006202007202008202009202010202011202012202101202102202103202104202105202106202107202108202109202110202111202112202201202202202203202204202205202206202207202208202209202210202211202212202301202302202303202304202305202306202307202308202309202310202311202312202401202402202403202404202405202406202407202408202409202410202411202412202501202502202503051015h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Matteo Bonato has published?

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

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

Recent works citing Matteo Bonato (2025 and 2024)

Year  ↓Title of citing document  ↓
2024Investor Sentiment in Asset Pricing Models: A Review of Empirical Evidence. (2024). Lis, Szymon. In: Papers. RePEc:arx:papers:2411.13180.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2024Risk spillovers among oil, gold, stock, and foreign exchange markets: Evidence from G20 economies. (2024). Liu, Zixin ; He, Zhipeng ; Zhang, Shuguang ; Hu, Jun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001748.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2024Extreme risk contagions among fossil energy companies in China: Insights from a multilayer dynamic network analysis. (2024). Xu, Zihan ; Xing, Xiaoyun ; Deng, Jing. In: Energy. RePEc:eee:energy:v:306:y:2024:i:c:s0360544224021194.

Full description at Econpapers || Download paper

2024Connectedness at extremes between real estate tokens and real estate stocks. (2024). Ali, Shoaib ; Brahim, Mariem ; Aharon, David Y. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003570.

Full description at Econpapers || Download paper

2024Heterogeneous impact of economic and political uncertainty on green bond volatility: Evidence from the MRS-GARCH-MIDAS-Skewed T model. (2024). Wang, Zhuqing ; Shi, Song ; Cheng, Qiuying. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003934.

Full description at Econpapers || Download paper

2024Monetary policy and uncertainty spillovers: Evidence from a wavelet and frequency connectedness analysis. (2024). Apostolakis, George N ; Giannellis, Nikolaos. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pc:s1057521924004459.

Full description at Econpapers || Download paper

2024The time-varying impact of geopolitical risks on financial stress in China: A TVP-VAR analysis. (2024). Zhang, DU ; Wang, Fanyi. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pa:s1544612324011632.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2024Using machine learning to develop customer insights from user-generated content. (2024). Aleem, Majid ; Pl, Loc ; Hollebeek, Linda D ; Hallikainen, Heli ; Laukkanen, Tommi ; Mustak, Mekhail. In: Journal of Retailing and Consumer Services. RePEc:eee:joreco:v:81:y:2024:i:c:s0969698924003308.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2024Predicting oil price fluctuations: Integrating external indicators and advanced regression techniques. (2024). James, William ; Peipei, Wang. In: Resources Policy. RePEc:eee:jrpoli:v:97:y:2024:i:c:s0301420724006305.

Full description at Econpapers || Download paper

2024Mineral policy and sustainable development goals: Volatility forecasting in the Global Souths minerals market. (2024). Rao, Amar ; Sala, Dariusz ; Parihar, Jaya Singh ; Kharbanda, Aeshna ; Dev, Dhairya. In: Resources Policy. RePEc:eee:jrpoli:v:98:y:2024:i:c:s0301420724007049.

Full description at Econpapers || Download paper

2024Global, local, or glocal? Unravelling the interplay of geopolitical risks and financial stress. (2024). Sohag, Kazi ; Islam, Md. Monirul ; Gurdgiev, Constantin ; Ahmed, Faroque ; Zeqiraj, Veton. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:75:y:2024:i:c:s1042444x24000367.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2024Risk connectedness between international oil and stock markets during the COVID-19 pandemic and the Russia-Ukraine conflict: Fresh evidence from the higher-order moments. (2024). Maghyereh, Aktham ; Cui, Jinxin ; Liao, Dijia. In: International Review of Economics & Finance. RePEc:eee:reveco:v:95:y:2024:i:c:s1059056024004623.

Full description at Econpapers || Download paper

2024Financial stress and realized volatility: The case of agricultural commodities. (2024). Pierdzioch, Christian ; GUPTA, RANGAN ; Cepni, Oguzhan ; Bonato, Matteo. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002356.

Full description at Econpapers || Download paper

2024Recession fears and stock markets: An application of directional wavelet coherence and a machine learning-based economic agent-determined Google fear index. (2024). Brzeszczyski, Janusz ; Obojska, Lidia ; Charteris, Ailie ; Szczygielski, Jan Jakub. In: Research in International Business and Finance. RePEc:eee:riibaf:v:72:y:2024:i:pa:s0275531924002411.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2024Geopolitical Risk and Cryptocurrency Market Volatility. (2024). Wang, Yanru ; Tang, Qirui ; Fang, YI. In: Emerging Markets Finance and Trade. RePEc:mes:emfitr:v:60:y:2024:i:14:p:3254-3270.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2025Monetary policy shocks and multi-scale positive and negative bubbles in an emerging country: the case of India. (2025). Gupta, Rangan ; Cepni, Oguzhan ; Nielsen, Joshua ; Nel, Jacobus. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-024-00692-6.

Full description at Econpapers || Download paper

Works by Matteo Bonato:

Year  ↓Title  ↓Type  ↓Cited  ↓
2018Geopolitical risks and stock market dynamics of the BRICS In: Economic Systems.
[Full Text][Citation analysis]		article133
2016Geopolitical Risks and Stock Market Dynamics of the BRICS.(2016) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 133		paper
2013Risk spillovers in international equity portfolios In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article3
2012Risk spillovers in international equity portfolios.(2012) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		paper
2020Moments-based spillovers across gold and oil markets In: Energy Economics.
[Full Text][Citation analysis]		article37
2019Moments-Based Spillovers across Gold and Oil Markets.(2019) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 37		paper
2021A note on investor happiness and the predictability of realized volatility of gold In: Finance Research Letters.
[Full Text][Citation analysis]		article34
2020A Note on Investor Happiness and the Predictability of Realized Volatility of Gold.(2020) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 34		paper
2011Robust estimation of skewness and kurtosis in distributions with infinite higher moments In: Finance Research Letters.
[Full Text][Citation analysis]		article10
2019Realized correlations, betas and volatility spillover in the agricultural commodity market: What has changed? In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article52
2017The effect of investor sentiment on gold market return dynamics: Evidence from a nonparametric causality-in-quantiles approach In: Resources Policy.
[Full Text][Citation analysis]		article44
2018Gold futures returns and realized moments: A forecasting experiment using a quantile-boosting approach In: Resources Policy.
[Full Text][Citation analysis]		article10
2016Gold Futures Returns and Realized Moments: A Forecasting Experiment Using a Quantile-Boosting Approach.(2016) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 10		paper
2020Investor Happiness and Predictability of the Realized Volatility of Oil Price In: Sustainability.
[Full Text][Citation analysis]		article24
2020Investor Happiness and Predictability of the Realized Volatility of Oil Price.(2020) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 24		paper
2016Comovement and the financialization of commodities In: GRI Working Papers.
[Full Text][Citation analysis]		paper1
2016The Effect of Investor Sentiment on Gold Market Dynamics In: Working Papers.
[Citation analysis]		paper0
2016Does Geopolitical Risks Predict Stock Returns and Volatility of Leading Defense Companies? Evidence from a Nonparametric Approach In: Working Papers.
[Citation analysis]		paper18
2016The Predictive Power of Industrial Electricity Usage Revisited: Evidence from Nonparametric Causality Tests In: Working Papers.
[Citation analysis]		paper1
2018Investor Sentiment and Crash Risk in Safe Havens In: Working Papers.
[Citation analysis]		paper4
2019Investor Sentiment and Crash Risk in Safe Havens.(2019) In: Journal of Economics and Behavioral Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		article
2020Do Oil-Price Shocks Predict the Realized Variance of U.S. REITs? In: Working Papers.
[Citation analysis]		paper12
2020Uncertainty due to Infectious Diseases and Forecastability of the Realized Variance of US REITs: A Note In: Working Papers.
[Citation analysis]		paper0
2021Forecasting Realized Volatility of International REITs: The Role of Realized Skewness and Realized Kurtosis In: Working Papers.
[Citation analysis]		paper14
2021El Nino, La Nina, and Forecastability of the Realized Variance of Agricultural Commodity Prices: Evidence from a Machine Learning Approach In: Working Papers.
[Citation analysis]		paper3
2016Realized correlations, betas and volatility spillover in the commodity market: What has changed? In: Working Papers.
[Full Text][Citation analysis]		paper1
2009Forecasting realized (co)variances with a block structure Wishart autoregressive model In: Working Papers.
[Full Text][Citation analysis]		paper25
2012Forecasting Realized (Co)Variances with a Bloc Structure Wishart Autoregressive Model.(2012) In: Working Papers on Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 25		paper
2012Modeling fat tails in stock returns: a multivariate stable-GARCH approach In: Computational Statistics.
[Full Text][Citation analysis]		article8
2012A forecast-based comparison of restricted Wishart autoregressive models for realized covariance matrices In: The European Journal of Finance.
[Full Text][Citation analysis]		article5

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated February, 4 2025. Contact: CitEc Team