11
H index
11
i10 index
373
Citations
Università degli Studi di Milano-Bicocca | 11 H index 11 i10 index 373 Citations RESEARCH PRODUCTION: 30 Articles 32 Papers 1 Chapters RESEARCH ACTIVITY: 19 years (2005 - 2024). See details. EXPERT IN: Econometric and Statistical Methods and Methodology: General MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/ppe139 |
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: |
Journals with more than one article published | # docs |
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The Energy Journal | 3 |
Energy Economics | 2 |
Energy Policy | 2 |
International Journal of Forecasting | 2 |
Working Papers Series with more than one paper published | # docs |
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Working Papers / University of Milano-Bicocca, Department of Economics | 6 |
Econometrics / University Library of Munich, Germany | 3 |
Working Papers / Fondazione Eni Enrico Mattei | 2 |
Year | Title of citing document |
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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 |
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 |
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 | 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 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. 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 |
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 |
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 | Dynamic 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. 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 | 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 | 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 |
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 | LASSO 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. Full description at Econpapers || Download paper |
2023 | Whats the value of a TBTF guaranty? Evidence from the G-SII designation for insurance companies✰. (2018). Dewenter, Kathryn L ; Riddick, Leigh A. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:91:y:2018:i:c:p:70-85. 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 | Prudential 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. 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 |
Year | Title | Type | Cited |
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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 | 29 |
.() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 29 | 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 | 5 |
.() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | 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 | 24 |
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: 24 | 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 | 2 |
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 | |
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 | 41 |
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 | 66 |
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 |
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 | Estimating correlations among elliptically distributed random variables under any form of heteroskedasticity In: Quantitative Finance. [Full Text][Citation analysis] | article | 0 |
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 |
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