Matteo Maria Pelagatti : Citation Profile

Are you Matteo Maria Pelagatti?

Università degli Studi di Milano-Bicocca

11

H index

11

i10 index

377

Citations

RESEARCH PRODUCTION:

30

Articles

32

Papers

1

Chapters

RESEARCH ACTIVITY:

   19 years (2005 - 2024). See details.
   Cites by year: 19
   Journals where Matteo Maria Pelagatti has often published
   Relations with other researchers
   Recent citing documents: 47.    Total self citations: 23 (5.75 %)

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: 2024-12-03    RAS profile: 2024-09-06    
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Relations with other researchers

Works with:

Parisio, Lucia (2)

Gianfreda, Angelica (2)

Sbrana, Giacomo (2)

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 (25)

Polinori, Paolo (16)

Marcjasz, Grzegorz (15)

Gianfreda, Angelica (14)

Uniejewski, Bartosz (14)

Bollino, Carlo Andrea (13)

Grossi, Luigi (11)

Bigerna, Simona (10)

Vargiolu, Tiziano (8)

Rossini, Luca (7)

Billé, Anna Gloria (7)

Cites to:

Parisio, Lucia (40)

Koopman, Siem Jan (20)

Harvey, Andrew (17)

Fabra, Natalia (17)

Lucas, Andre (16)

Gianfreda, Angelica (16)

Haldrup, Niels (14)

Schmidt, Peter (14)

Sarno, Lucio (12)

Weron, Rafał (12)

Taylor, Mark (12)

Main data

Where Matteo Maria Pelagatti has published?

Journals with more than one article published# docs
The Energy Journal3
Energy Policy2
International Journal of Forecasting2
Energy Economics2

Working Papers Series with more than one paper published# docs
Working Papers / University of Milano-Bicocca, Department of Economics6
Econometrics / University Library of Munich, Germany3
Working Papers / Fondazione Eni Enrico Mattei2

Recent works citing Matteo Maria Pelagatti (2024 and 2023)

YearTitle of citing document
2023Sparse 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.

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2023Testing for long-range dependence in non-stationary time series time-varying regression. (2021). Wu, Weichi ; Bai, Lujia. In: Papers. RePEc:arx:papers:2110.08089.

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2024Smoothing Quantile Regression Averaging: A new approach to probabilistic forecasting of electricity prices. (2023). Uniejewski, Bartosz. In: Papers. RePEc:arx:papers:2302.00411.

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2023A Heat-Jarrow-Morton framework for energy markets: a pragmatic approach. (2023). Santilli, Edoardo ; Gardini, Matteo. In: Papers. RePEc:arx:papers:2305.01485.

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2023The 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.

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2023Trade Openness, Energy Consumption, and Financial Development Influence on Jordan’s Economy: Evidence from ARDL and Non-Granger Causality Test Approach. (2023). Al-Amarneh, Asmaaa ; Mohammad, Baha Aldeen ; Buraik, Ola ; Alkhawaldeh, Bashar Younis ; Samarah, Miral R ; Yaseen, Hadeel. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-06-69.

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2023Optimized 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.

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2024The race between education and technology in Chile and its impact on the skill premium. (2024). Balcombe, Kelvin ; Campos-Gonzalez, Jorge. In: Economic Modelling. RePEc:eee:ecmode:v:131:y:2024:i:c:s0264999323004285.

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2023Transmission 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.

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2023Dynamic volatility connectedness in the European electricity market. (2023). Papie, Monika ; Sikorska-Pastuszka, Magdalena. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pa:s0140988323005431.

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2024Intermittently coupled electricity markets. (2024). Schneider, Lorenz ; Pierre, Erwan. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988324000355.

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2024Fossil energy risk exposure of the UK electricity system: The moderating role of electricity generation mix and energy source. (2024). Tsai, I-Chun. In: Energy Policy. RePEc:eee:enepol:v:188:y:2024:i:c:s0301421524000855.

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2024Leveraged finance exposure in the banking system: Systemic risk and interconnectedness. (2024). Ranalli, M G ; Tanzi, Musile P ; de Novellis, G ; Stanghellini, E. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:90:y:2024:i:c:s1042443123001580.

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2024Interconnectedness between stock and credit markets: The role of European G-SIBs in a multilayer perspective. (2024). Pacelli, Vincenzo ; Wang, Gang-Jin ; di Tommaso, Caterina ; Foglia, Matteo. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443124000088.

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2023Forecasting 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.

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2023LASSO principal component averaging: A fully automated approach for point forecast pooling. (2023). Maciejowska, Katarzyna ; Uniejewski, Bartosz. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:4:p:1839-1852.

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2023Bank 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.

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2023Prudential regulation and bank performance: Evidence from China. (2023). Wang, Yifan ; Wu, Yifan ; He, Dongwei ; Xing, Xueyan. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:82:y:2023:i:c:s0927538x23002524.

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2023Forecasting 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.

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2023Edge-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.

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2023Forecasting 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.

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2023Day-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.

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2023Liquefied 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.

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2023ARX-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.

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2023Aggregating 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.

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2023Multiple 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.

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2023.

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2023Window 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.

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2023What 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.

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2023Quantum 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.

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2023Trade, 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.

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2023A 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.

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2023Foreign 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.

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2023Economic 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.

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2023Formative-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.

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2023Systemically 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.

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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.
[Full Text][Citation analysis]		article4
.() In: .
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This paper has nother version. Agregated cites: 4		article
2016The Impact of RES in the Italian DayAhead and Balancing Markets In: The Energy Journal.
[Full Text][Citation analysis]		article30
.() In: .
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This paper has nother version. Agregated cites: 30		article
2019The RES-Induced Switching Effect Across Fossil Fuels: An Analysis of Day-Ahead and Balancing Prices In: The Energy Journal.
[Full Text][Citation analysis]		article5
.() In: .
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		article
2007A Robust Multivariate Long Run Analysis of European Electricity Prices In: International Energy Markets Working Papers.
[Full Text][Citation analysis]		paper8
2007A Robust Multivariate Long Run Analysis of European Electricity Prices.(2007) In: Working Papers.
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This paper has nother version. Agregated cites: 8		paper
2024A Hodrick-Prescott filter with automatically selected jumps In: FEEM Working Papers.
[Full Text][Citation analysis]		paper0
2024A Hodrick-Prescott filter with automatically selected jumps.(2024) In: Working Papers.
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This paper has nother version. Agregated cites: 0		paper
2016Measures of variance for smoothed disturbances in linear state-space models: a clarification In: gretl working papers.
[Full Text][Citation analysis]		paper0
2022Spatio-temporal Event Studies for Air Quality Assessment under Cross-sectional Dependence In: Papers.
[Full Text][Citation analysis]		paper0
2009Modelling Good and Bad Volatility In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article6
2018A Review of Balancing Costs in Italy before and after RES introduction In: BEMPS - Bozen Economics & Management Paper Series.
[Full Text][Citation analysis]		paper24
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 nother version. Agregated cites: 24		article
2019Statistical Learning and Exchange Rate Forecasting In: DISEIS - Quaderni del Dipartimento di Economia internazionale, delle istituzioni e dello sviluppo.
[Full Text][Citation analysis]		paper15
2020Statistical learning and exchange rate forecasting.(2020) In: International Journal of Forecasting.
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This paper has nother version. Agregated cites: 15		article
2017Curbing systemic risk in the insurance sector: A mission impossible? In: The British Accounting Review.
[Full Text][Citation analysis]		article2
2018A least squares approach to latent variables extraction in formative–reflective models In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article1
2023Testing for integration and cointegration when time series are observed with noise In: Economic Modelling.
[Full Text][Citation analysis]		article3
2013Rank tests for short memory stationarity In: Journal of Econometrics.
[Full Text][Citation analysis]		article12
2012Strategic bidding in vertically integrated power markets with an application to the Italian electricity auctions In: Energy Economics.
[Full Text][Citation analysis]		article14
2018Component estimation for electricity market data: Deterministic or stochastic? In: Energy Economics.
[Full Text][Citation analysis]		article15
2013Price-capping in partially monopolistic electricity markets with an application to Italy In: Energy Policy.
[Full Text][Citation analysis]		article4
2016Revisiting long-run relations in power markets with high RES penetration In: Energy Policy.
[Full Text][Citation analysis]		article22
2021Assessing the effectiveness of the Italian risk-zones policy during the second wave of COVID-19 In: Health Policy.
[Full Text][Citation analysis]		article4
2020Assessing the effectiveness of the Italian risk-zones policy during the second wave of Covid-19.(2020) In: Working Papers.
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This paper has nother version. Agregated cites: 4		paper
2024Optimal hierarchical EWMA forecasting In: International Journal of Forecasting.
[Full Text][Citation analysis]		article0
2015The importance of being systemically important financial institutions In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article41
2022Machine Learning Models and Intra-Daily Market Information for the Prediction of Italian Electricity Prices In: Forecasting.
[Full Text][Citation analysis]		article0
In: .
[Full Text][Citation analysis]		article0
2010Long-run relations in european electricity prices In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article68
2011State Space Methods in Ox/SsfPack In: Journal of Statistical Software.
[Full Text][Citation analysis]		article1
2007Deregulated Wholesale Electricity Prices in Italy: An Empirical Analysis In: International Advances in Economic Research.
[Full Text][Citation analysis]		article32
2012Unpuzzling the Purchasing Power Parity Puzzle In: Working Papers.
[Full Text][Citation analysis]		paper0
2013Nonparametric tests for event studies under cross-sectional dependence In: Working Papers.
[Full Text][Citation analysis]		paper2
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.
[Full Text][Citation analysis]		paper2
2020Estimating high dimensional multivariate stochastic volatility models In: Working Papers.
[Full Text][Citation analysis]		paper0
2024Common factors behind companies Environmental ratings In: Working Papers.
[Full Text][Citation analysis]		paper0
2005Duration Dependent Markov-Switching Vector Autoregression: Properties, Bayesian Inference, Software and Application In: Working Papers.
[Full Text][Citation analysis]		paper4
2006Deregulated Wholesale Electricity Prices in Italy. In: Working Papers.
[Full Text][Citation analysis]		paper13
2006Statistical investigation on the relation between car accidents and warm katabatic winds In: Working Papers.
[Full Text][Citation analysis]		paper0
2006Dynamic Conditional Correlation with Elliptical Distributions In: Working Papers.
[Full Text][Citation analysis]		paper2
2006Deregulated Wholesale Electricity Prices in Europe In: Working Papers.
[Full Text][Citation analysis]		paper7
2007A robust multivariate long run analysis of European electricity prices In: Working Papers.
[Full Text][Citation analysis]		paper8
2007Modelling good and bad volatility In: Working Papers.
[Full Text][Citation analysis]		paper3
2008Milan’s Cycle as an Accurate Leading Indicator for the Italian Business Cycle In: Working Papers.
[Full Text][Citation analysis]		paper0
2009A robust version of the KPSS test based on ranks In: Working Papers.
[Full Text][Citation analysis]		paper3
2010Estimating Marginal Costs and Market Power in the Italian Electricity Auctions In: Working Papers.
[Full Text][Citation analysis]		paper3
2010A KPSS better than KPSS. Rank tests for short memory stationarity In: Working Papers.
[Full Text][Citation analysis]		paper0
2012Supply Function Prediction in Electricity Auctions In: Working Papers.
[Full Text][Citation analysis]		paper0
2012A least squares approach to latent variables extraction in formative-reflective models In: Working Papers.
[Full Text][Citation analysis]		paper0
2012Book Review: The Art of R Programming In: Working Papers.
[Full Text][Citation analysis]		paper0
2012On the empirical failure of purchasing power parity tests In: Working Papers.
[Full Text][Citation analysis]		paper0
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.
[Full Text][Citation analysis]		article3
2015How Difficult Is It to Raise Money in Turbulent Times? In: Palgrave Macmillan Studies in Banking and Financial Institutions.
[Citation analysis]		chapter0
2007ASSET (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]		article1
2019Market 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]		article6
2024Estimating correlations among elliptically distributed random variables under any form of heteroskedasticity In: Quantitative Finance.
[Full Text][Citation analysis]		article0
2015On the Empirical Failure of Purchasing Power Parity Tests In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article3
2005Business cycle and sector cycles In: Econometrics.
[Full Text][Citation analysis]		paper1
2005Dynamic Conditional Correlation with Elliptical Distributions In: Econometrics.
[Full Text][Citation analysis]		paper4
2005Time Series Modeling with Duration Dependent Markov-Switching Vector Autoregressions: MCMC Inference, Software and Applications In: Econometrics.
[Full Text][Citation analysis]		paper1

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