Matteo Maria Pelagatti : Citation Profile

Università degli Studi di Milano-Bicocca

11

H index

11

i10 index

415

Citations

RESEARCH PRODUCTION:

33

Articles

32

Papers

1

Chapters

RESEARCH ACTIVITY:

   20 years (2005 - 2025). See details.
   Cites by year: 20
   Journals where Matteo Maria Pelagatti has often published
   Relations with other researchers
   Recent citing documents: 41.    Total self citations: 25 (5.68 %)

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: 2026-01-03    RAS profile: 2025-09-24    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Gucciardi, Gianluca (2)

Sbrana, Giacomo (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 (26)

Polinori, Paolo (16)

Marcjasz, Grzegorz (15)

Gianfreda, Angelica (15)

Uniejewski, Bartosz (14)

Bollino, Carlo Andrea (13)

Grossi, Luigi (11)

Bigerna, Simona (10)

Rossini, Luca (9)

Vargiolu, Tiziano (8)

Billé, Anna Gloria (7)

Cites to:

Parisio, Lucia (40)

Koopman, Siem Jan (20)

Harvey, Andrew (18)

Fabra, Natalia (17)

Gianfreda, Angelica (16)

Lucas, Andre (16)

Schmidt, Peter (14)

Haldrup, Niels (14)

Sarno, Lucio (13)

Taylor, Mark (12)

Weron, Rafał (12)

Main data

Where Matteo Maria Pelagatti has published?

Journals with more than one article published# docs
The Energy Journal3
The Energy Journal3
International Journal of Forecasting2
Energy Economics2
Energy Policy2
Economic Modelling2

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 (2025 and 2024)

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

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2025EUR-USD Exchange Rate Forecasting Based on Information Fusion with Large Language Models and Deep Learning Methods. (2024). Jiang, Zixiao ; Zhao, Xuanze ; Abdullah, Shamsul Nahar ; Ding, Hongcheng ; Dewi, Deshinta Arrova. In: Papers. RePEc:arx:papers:2408.13214.

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2024Day-ahead electricity price prediction in multi-price zones based on multi-view fusion spatio-temporal graph neural network. (2024). Zhu, Jianbin ; Yin, Hao ; Yan, Baiping ; Meng, Anbo. In: Applied Energy. RePEc:eee:appene:v:369:y:2024:i:c:s030626192400936x.

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2025Demand and supply curve forecasting using a monotonic autoencoder for short-term day-ahead electricity market bid curves. (2025). Lucheroni, Carlo ; Sinha, Nabangshu. In: Applied Energy. RePEc:eee:appene:v:397:y:2025:i:c:s0306261925009924.

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2025Does government ownership differently impact expected left-tail and volatility risk of bank stock? Evidence from options market. (2025). Srivastava, Pranjal ; Saurav, Sumit ; Mishra, Abinash. In: Journal of Corporate Finance. RePEc:eee:corfin:v:94:y:2025:i:c:s0929119925001002.

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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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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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2024Weather 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.

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2025Intermittency and uncertainty in wind and solar energy: Impacts on the French electricity market. (2025). Woerman, Matt ; Ekoue, Maurice K ; Clastres, Cdric. In: Energy Economics. RePEc:eee:eneeco:v:142:y:2025:i:c:s0140988324008855.

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2025The role of geopolitical and climate risk in driving uncertainty in European electricity markets. (2025). Pellini, Elisabetta ; Cincinelli, Peter. In: Energy Economics. RePEc:eee:eneeco:v:144:y:2025:i:c:s0140988325000994.

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2025Loss functions in regression models: Impact on profits and risk in day-ahead electricity trading. (2025). Weron, Rafał ; Serafin, Tomasz. In: Energy Economics. RePEc:eee:eneeco:v:148:y:2025:i:c:s0140988325004207.

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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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2025Limited efficiency of G-SIB capital regulation in curbing brown lending. (2025). Penikas, Henry. In: International Review of Financial Analysis. RePEc:eee:finana:v:105:y:2025:i:c:s1057521925004077.

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2024The 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.

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2024Leveraged finance exposure in the banking system: Systemic risk and interconnectedness. (2024). Stanghellini, Elena ; Tanzi, Musile P ; Ranalli, M G ; de Novellis, G. 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). Wang, Gang-Jin ; Foglia, Matteo ; Pacelli, Vincenzo ; di Tommaso, Caterina. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443124000088.

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2025Sparse time-varying parameter VECMs with an application to modeling electricity prices. (2025). Rossini, Luca ; Pfarrhofer, Michael ; Hauzenberger, Niko. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:1:p:361-376.

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2024Internalizing match-dependent externalities. (2024). Ross, Johannes ; Lange, Andreas. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:218:y:2024:i:c:p:356-378.

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2024Merit-order of dispatchable and variable renewable energy sources in Turkeys day-ahead electricity market. (2024). Yucel, Oyku ; Gokgoz, Fazil. In: Utilities Policy. RePEc:eee:juipol:v:88:y:2024:i:c:s0957178724000511.

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2025Measuring the long-term impact of wind, run-of-river, solar renewable energy alternatives on market clearing prices. (2025). Gkgz, Fazil ; Ycel, YK. In: Renewable Energy. RePEc:eee:renene:v:241:y:2025:i:c:s0960148124023607.

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2025Can the banking union work without common deposit Guarantees? The initial market assessment and policy implications☆. (2025). Ferri, Giovanni ; Pesic, Valerio. In: International Review of Economics & Finance. RePEc:eee:reveco:v:101:y:2025:i:c:s1059056025003223.

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2025Income Tax Treatment and Labour Supply in a multi-level hierarchical Difference-in-Differences model. (2025). Bosco, Bruno Paolo ; Maranzano, Paolo. In: Working Papers. RePEc:fem:femwpa:2025.20.

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2024Joint Component Estimation for Electricity Price Forecasting Using Functional Models. (2024). Shah, Ismail ; Lisi, Francesco. In: Energies. RePEc:gam:jeners:v:17:y:2024:i:14:p:3461-:d:1434818.

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2024Attention-Based Load Forecasting with Bidirectional Finetuning. (2024). Smail, Linda ; Matrenin, Pavel ; Senyuk, Mihail ; Safaraliev, Murodbek ; Zicmane, Inga ; Kamalov, Firuz. In: Energies. RePEc:gam:jeners:v:17:y:2024:i:18:p:4699-:d:1482413.

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2024Powering Electricity Forecasting with Transfer Learning. (2024). Moussa, Sherif ; Safaraliev, Murodbek ; Reyes, Jorge Avante ; Sulieman, Hana ; Kamalov, Firuz. In: Energies. RePEc:gam:jeners:v:17:y:2024:i:3:p:626-:d:1328095.

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2024Forecasting Influenza Trends Using Decomposition Technique and LightGBM Optimized by Grey Wolf Optimizer Algorithm. (2024). Wang, Hao ; Li, Chen ; Guo, Yibin ; Duan, Yonghui. In: Mathematics. RePEc:gam:jmathe:v:13:y:2024:i:1:p:24-:d:1553207.

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2025Synergizing 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.

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2024Intermittently coupled electricity markets. (2024). Schneider, Lorenz ; Pierre, Erwan. In: Post-Print. RePEc:hal:journl:hal-04411166.

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2024Systematic Research on Multi-dimensional and Multiple Correlation Contagion Networks of Extreme Risk in China’s Banking Industry. (2024). Song, Yuping ; Wang, Zhouwei ; Zhao, Qicheng. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:2:d:10.1007_s10614-023-10474-4.

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2024Carbon 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.

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2025The 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.

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2024E-commerce and foreign direct investment: pioneering a new era of trade strategies. (2024). He, Yugang. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-03062-w.

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2025Aggregating ESG scores: a Wasserstein distance-based method. (2025). Agosto, Arianna ; Cerchiello, Paola ; Balzanella, Antonio. In: DEM Working Papers Series. RePEc:pav:demwpp:demwp0228.

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2024Evaluating the optimal timing and capacity of investments in flexible combined heat and power generation for energy-intensive industries. (2024). Zormpas, Dimitrios ; Oggioni, Giorgia. In: Annals of Operations Research. RePEc:spr:annopr:v:336:y:2024:i:1:d:10.1007_s10479-023-05273-x.

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2025A Heath–Jarrow–Morton framework for energy markets: review and applications for practitioners. (2025). Gardini, Matteo ; Santilli, Edoardo. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:48:y:2025:i:1:d:10.1007_s10203-024-00484-8.

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2024The long-term effects of transformation and upgrading policies on the market performance of Chinas coal-fire power generation industry. (2024). Li, Yan ; Mo, Xinran ; Zhang, Kailu ; Mu, Bojiao. In: Mitigation and Adaptation Strategies for Global Change. RePEc:spr:masfgc:v:29:y:2024:i:7:d:10.1007_s11027-024-10158-w.

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2024Understanding 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.

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2025On the Correlations in Linearized Multivariate Stochastic Volatility Models. (2025). Moussa, Karim. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20250021.

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2025Multidimensional Spatiotemporal Clustering – An Application to Environmental Sustainability Scores in Europe. (2025). Morelli, Caterina ; Boccaletti, Simone ; Maranzano, Paolo ; Otto, Philipp. In: Environmetrics. RePEc:wly:envmet:v:36:y:2025:i:2:n:e2893.

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2025Does financial stability communication affect financial asset prices? Evidence from the Bank of Englands communication experiment. (2025). Jbir, Hamdi. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:30:y:2025:i:2:p:1831-1855.

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2025Fundamentals Models Versus Random Walk: Evidence From an Emerging Economy. (2025). de Mendonça, Helder ; Vereda, Luciano ; Matos, Luan Mateus ; de Mendona, Helder Ferreira. In: Journal of Forecasting. RePEc:wly:jforec:v:44:y:2025:i:6:p:1884-1906.

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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
2016Price Coordination in Vertically Integrated Electricity Markets: Theory and Empirical Evidence.(2016) In: The Energy Journal.
[Full Text][Citation analysis]
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]		article31
2016The Impact of RES in the Italian Day-Ahead and Balancing Markets.(2016) In: The Energy Journal.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 31		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]		article9
2019The RES-Induced Switching Effect Across Fossil Fuels: An Analysis of Day-Ahead and Balancing Prices.(2019) In: The Energy Journal.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		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.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
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]		paper25
2018A 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
2019Statistical Learning and Exchange Rate Forecasting In: DISEIS - Quaderni del Dipartimento di Economia internazionale, delle istituzioni e dello sviluppo.
[Full Text][Citation analysis]		paper16
2020Statistical learning and exchange rate forecasting.(2020) In: International Journal of Forecasting.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 16		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]		article6
2025A Hodrick–Prescott filter with automatically selected breaks In: Economic Modelling.
[Full Text][Citation analysis]		article1
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]		article17
2018Component estimation for electricity market data: Deterministic or stochastic? In: Energy Economics.
[Full Text][Citation analysis]		article19
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]		article24
2025Common factors behind companies’ Environmental ratings In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article2
2024Common factors behind companies Environmental ratings.(2024) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2021Assessing the effectiveness of the Italian risk-zones policy during the second wave of COVID-19 In: Health Policy.
[Full Text][Citation analysis]		article5
2020Assessing 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: 5		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]		article46
2022Machine Learning Models and Intra-Daily Market Information for the Prediction of Italian Electricity Prices In: Forecasting.
[Full Text][Citation analysis]		article0
2020Statistical Modeling of the Early-Stage Impact of a New Traffic Policy in Milan, Italy In: IJERPH.
[Full Text][Citation analysis]		article0
2010Long-run relations in european electricity prices In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article72
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]		article34
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
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]		paper1
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
2024Spatiotemporal 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]		article0
2024Estimating correlations among elliptically distributed random variables under any form of heteroskedasticity In: Quantitative Finance.
[Full Text][Citation analysis]		article3
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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