11
H index
11
i10 index
392
Citations
Matteo Maria Pelagatti : Citation Profile
Università degli Studi di Milano-Bicocca | RESEARCH PRODUCTION: 31 Articles 32 Papers 1 Chapters RESEARCH ACTIVITY:
EXPERT IN:
MORE DETAILS IN: ABOUT THIS REPORT:
|
19 years (2005 - 2024). 
Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Matteo Maria Pelagatti. | Is cited by:
| Cites to:
|
Main data
Where Matteo Maria Pelagatti has published?
| Journals with more than one article published | # docs |
|---|---|
| The Energy Journal | 3 |
| Energy Economics | 2 |
| International Journal of Forecasting | 2 |
| Energy Policy | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Working Papers / University of Milano-Bicocca, Department of Economics | 6 |
| Econometrics / University Library of Munich, Germany | 3 |
| Working Papers / Fondazione Eni Enrico Mattei | 2 |
Recent works citing Matteo Maria Pelagatti (2025 and 2024)
Year  | Title of citing document |
|---|---|
| 2024 | 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 |
| 2024 | The 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. Full description at Econpapers || Download paper |
| 2024 | Intermittently coupled electricity markets. (2024). Schneider, Lorenz ; Pierre, Erwan. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988324000355. Full description at Econpapers || Download paper |
| 2024 | Weather conditions, climate change, and the price of electricity. (2024). Uribe, Jorge ; Mosquera-López, Stephania ; Joaqui-Barandica, Orlando ; Mosquera-Lopez, Stephania. In: Energy Economics. RePEc:eee:eneeco:v:137:y:2024:i:c:s0140988324004973. Full description at Econpapers || Download paper |
| 2024 | Fossil 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. Full description at Econpapers || Download paper |
| 2024 | The connectedness features of German electricity futures over short and long maturities. (2024). Gianfreda, Angelica ; Scandolo, Giacomo ; Bunn, Derek. In: Finance Research Letters. RePEc:eee:finlet:v:70:y:2024:i:c:s1544612324013448. Full description at Econpapers || Download paper |
| 2024 | Leveraged 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. Full description at Econpapers || Download paper |
| 2024 | Interconnectedness 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. Full description at Econpapers || Download paper |
| 2024 | . Full description at Econpapers || Download paper |
| 2025 | Synergizing Renewable Energy and Circular Economy Strategies: Pioneering Pathways to Environmental Sustainability. (2025). Gao, Xiaodan ; He, Yugang ; Wang, Yinhui. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:5:p:1801-:d:1595872. Full description at Econpapers || Download paper |
| 2024 | Carbon Taxation and Electricity Price Dynamics: Empirical Evidence from the Australian Market. (2024). Comincioli, Nicola ; Guerini, Mattia ; Vergalli, Sergio. In: Environmental & Resource Economics. RePEc:kap:enreec:v:87:y:2024:i:12:d:10.1007_s10640-024-00908-4. Full description at Econpapers || Download paper |
| 2025 | The consequences of regulatory reform in emerging countries: the special case of real estate regulation in India. (2025). Cohen, Jeffrey ; Raithatha, Mehul ; Ghosh, Chinmoy. In: Journal of Regulatory Economics. RePEc:kap:regeco:v:67:y:2025:i:1:d:10.1007_s11149-025-09487-8. Full description at Econpapers || Download paper |
| 2024 | Understanding relationships with the Aggregate Zonal Imbalance using copulas. (2024). Ravazzolo, F ; Gatto, A ; Durante, F. In: Statistical Methods & Applications. RePEc:spr:stmapp:v:33:y:2024:i:2:d:10.1007_s10260-023-00736-8. 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 |
| .() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | ||
| 2016 | The Impact of RES in the Italian DayAhead and Balancing Markets In: The Energy Journal. [Full Text][Citation analysis] | article | 30 |
| .() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 30 | article | ||
| 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 | 6 |
| .() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | article | ||
| 2007 | A Robust Multivariate Long Run Analysis of European Electricity Prices In: International Energy Markets Working Papers. [Full Text][Citation analysis] | paper | 8 |
| 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: 8 | paper | |
| 2024 | A Hodrick-Prescott filter with automatically selected jumps In: FEEM Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2024 | A Hodrick-Prescott filter with automatically selected jumps.(2024) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | 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 |
| 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 | 25 |
| 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: 25 | 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 | 15 |
| 2020 | Statistical learning and exchange rate forecasting.(2020) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | article | |
| 2017 | Curbing systemic risk in the insurance sector: A mission impossible? In: The British Accounting Review. [Full Text][Citation analysis] | article | 2 |
| 2018 | A least squares approach to latent variables extraction in formative–reflective models In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 1 |
| 2023 | Testing for integration and cointegration when time series are observed with noise In: Economic Modelling. [Full Text][Citation analysis] | article | 4 |
| 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 | 17 |
| 2018 | Component estimation for electricity market data: Deterministic or stochastic? In: Energy Economics. [Full Text][Citation analysis] | article | 18 |
| 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 | 24 |
| 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 | |
| 2024 | Optimal hierarchical EWMA forecasting In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 0 |
| 2015 | The importance of being systemically important financial institutions In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 42 |
| 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 | 68 |
| 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 | 34 |
| 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 |
| 2024 | Common factors behind companies Environmental ratings 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 | 2 |
| 2006 | Deregulated Wholesale Electricity Prices in Europe In: Working Papers. [Full Text][Citation analysis] | paper | 7 |
| 2007 | A robust multivariate long run analysis of European electricity prices In: Working Papers. [Full Text][Citation analysis] | paper | 8 |
| 2007 | Modelling good and bad volatility In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2008 | Milan’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 | 3 |
| 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 | A least squares approach to latent variables extraction in formative-reflective models 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 | 0 |
| 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 | 6 |
| 2024 | Spatiotemporal Event Studies for Environmental Data Under Cross-Sectional Dependence: An Application to Air Quality Assessment in Lombardy In: Journal of Agricultural, Biological and Environmental Statistics. [Full Text][Citation analysis] | article | 0 |
| 2024 | Estimating correlations among elliptically distributed random variables under any form of heteroskedasticity In: Quantitative Finance. [Full Text][Citation analysis] | article | 1 |
| 2015 | On the Empirical Failure of Purchasing Power Parity Tests In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 3 |
| 2005 | Business cycle and sector cycles In: Econometrics. [Full Text][Citation analysis] | paper | 1 |
| 2005 | Dynamic Conditional Correlation with Elliptical Distributions In: Econometrics. [Full Text][Citation analysis] | paper | 4 |
| 2005 | Time Series Modeling with Duration Dependent Markov-Switching Vector Autoregressions: MCMC Inference, Software and Applications In: Econometrics. [Full Text][Citation analysis] | paper | 1 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated February, 4 2025. Contact: CitEc Team