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University of Milan Bicocca Department of Economics, Management & Statistics Research Paper Series

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Viewing: 1 - 50 of 427 papers

1.

Forecasting Volatility in European Stock Markets with Non-Linear GARCH Models

FEEM Working Paper No. 98.2002
Number of pages: 40 Posted: 22 Nov 2002
Working Paper Series
University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS) and Università degli Studi di Milano-Bicocca - Department of Business Administration, Finance, Management and Law
Downloads 2,311
2.

Oil Prices, Inflation and Interest Rates in a Structural Cointegrated VAR Model for the G-7 Countries

FEEM Working Paper No. 101.2005
Number of pages: 65 Posted: 09 Nov 2005
Working Paper Series
University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS) and Fondazione Eni Enrico Mattei (FEEM)
Downloads 1,068
3.

Pricing and Hedging Illiquid Energy Derivatives: An Application to the JCC Index

FEEM Working Paper No. 130.2006
Number of pages: 28 Posted: 25 Oct 2006
Working Paper Series
University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS) and Edison Trading
Downloads 940
4.

Long-Run Models of Oil Stock Prices

FEEM Working Paper No. 96.2003
Number of pages: 32 Posted: 06 Dec 2003
Working Paper Series
University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS), Fondazione Eni Enrico Mattei (FEEM), Milan, University College London - Department of Economics and Boston College - Department of Economics
Downloads 889
5.

Conditional Correlations in the Returns on Oil Companies Stock Prices and Their Determinants

FEEM Working Paper No. 71.04
Number of pages: 36 Posted: 11 Jun 2004
Working Paper Series
University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS), Fondazione Eni Enrico Mattei (FEEM), Milan, University College London - Department of Economics and Boston College - Department of Economics
Downloads 763
6.

Evaluating the Empirical Performance of Alternative Econometric Models for Oil Price Forecasting

FEEM Working Paper No. 4.2007
Number of pages: 49 Posted: 31 Jan 2007
Working Paper Series
University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS), Fondazione Eni Enrico Mattei (FEEM), Basque Centre for Climate Change (BC3) and Edison Trading
Downloads 641
7.

Modelling Dynamic Conditional Correlations in Wti Oil Forward and Futures Returns

FEEM Working Paper No. 72.04
Number of pages: 33 Posted: 11 Jun 2004
Working Paper Series
University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS), Fondazione Eni Enrico Mattei (FEEM), Milan and Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Downloads 628
8.

Digital Marketing Communication

Symphonya: Emerging Issues in Management, No. 2, 2006, pp. 41-61
Number of pages: 21 Posted: 12 Feb 2013
Accepted Paper Series
Università degli Studi di Milano-Bicocca - Department of Economics, Management and Statistics (DEMS)
Downloads 577
9.

Oil and Product Price Dynamics in International Petroleum Markets

FEEM Working Paper No. 81.2003
Number of pages: 40 Posted: 24 Nov 2003
Working Paper Series
Fondazione Eni Enrico Mattei (FEEM), Milan, University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS) and Boston College - Department of Economics
Downloads 543
10.

The Effects of Attendance on Academic Performance: Panel Data Evidence for Introductory Microeconomics

Number of pages: 29 Posted: 04 Dec 2004
Working Paper Series
University of Milan, Bicocca - Department of Economics
Downloads 536
11.

The Asymmetric Effects of Oil Shocks on Output Growth: A Markov-Switching Analysis for the G-7 Countries

FEEM Working Paper No. 29.2006
Number of pages: 60 Posted: 21 Feb 2006 Last Revised: 21 Mar 2014
Working Paper Series
University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS) and Fondazione Eni Enrico Mattei (FEEM)
Downloads 443
12.

Modelling the Load Curve of Aggregate Electricity Consumption Using Principal Components

FEEM Working Paper No. 95.2003
Number of pages: 42 Posted: 06 Dec 2003
Working Paper Series
University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS) and Eni S.p.A - Enifin
Downloads 424
13.

Rethinking the Regulatory Treatment of Securitization

Paolo Baffi Centre Research Paper No. 2008-21
Number of pages: 36 Posted: 23 Jul 2008 Last Revised: 08 Jun 2013
Working Paper Series
Bicocca University - Department of Economics, Management & Statistics (DEMS) and University of Zurich - Swiss Banking Institute (ISB)
Downloads 411
14.

Farm Households Production Theories: A Review of 'Institutional' and 'Behavioural' Responses

University of Milan Italy Economics Working Paper No. 2005-01
Number of pages: 21 Posted: 04 Feb 2005
Working Paper Series
Università degli Studi di Milano-Bicocca - Department of Economics, Management and Statistics (DEMS)
Downloads 383
15.

Speculation, Returns, Volume and Volatility in Commodities Futures Markets

FEEM (Fondazione Eni Enrico Mattei), Review of Environment, Energy and Economics (Re3), January 2012
Number of pages: 11 Posted: 28 Mar 2012
Accepted Paper Series
University of Milan - Department of Economics, Management and Quantitative Methods (DEMM), University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS), University of Pavia - Department of Political Economy and Quantitative Methods and Fondazione Eni Enrico Mattei (FEEM)
Downloads 357
16.

Asymmetric Error Correction Models for the Oil-Gasoline Price Relationship

FEEM Working Paper No. 75.05
Number of pages: 51 Posted: 31 May 2005
Working Paper Series
University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS) and University College London - Department of Economics
Downloads 354
17.

Econometric Models of Asymmetric Price Transmission

FEEM Working Paper No. 100.05
Number of pages: 85 Posted: 09 Nov 2005
Working Paper Series
University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS) and Fondazione Eni Enrico Mattei (FEEM)

Multiple version iconThere are 2 versions of this paper

Downloads 351
18.

Star-Garch Models for Stock Market Interactions in the Pacific Basin Region, Japan and Us

FEEM Working Paper No. 43.2003
Number of pages: 34 Posted: 26 Jun 2003
Working Paper Series
Quantitative Methods, Monte Paschi Alternative Investment and University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS)
Downloads 322
19.

Agricultural Technology and Poverty Reduction: A Micro-Level Analysis of Causal Effects

Centro Studi Luca D'Agliano Development Studies Working Paper No. 179
Number of pages: 37 Posted: 21 May 2005
Working Paper Series
Università degli Studi di Milano-Bicocca - Department of Economics, Management and Statistics (DEMS)
Downloads 316
20.

Innovation and Market-Driven Management in Fast Fashion Companies

Symphonya, Emerging Issues in Management, n. 2, 2010, pp. 67-85
Number of pages: 19 Posted: 09 Feb 2013
Accepted Paper Series
Università degli Studi di Milano-Bicocca - Department of Economics, Management and Statistics (DEMS)
Downloads 304
21.

The Ethics of Climate Change: With a Little Help from Moral Cognitive Neuroscience

CISEPS Research Paper No. 7/2011
Number of pages: 25 Posted: 13 Jun 2011 Last Revised: 21 May 2013
Working Paper Series
Università degli Studi di Milano-Bicocca
Downloads 293
22.

Connecting Alone: Smartphone Use, Quality of Social Interactions and Well-Being

University of Milan Bicocca Department of Economics, Management and Statistics Working Paper No. 357
Number of pages: 22 Posted: 05 Jan 2017
Working Paper Series
Bocconi University - DONDENA - Carlo F. Dondena Centre for Research on Social Dynamics, University of Milan, Bicocca - Department of Economics and Catholic University of the Sacred Heart of Milan
Downloads 275
23.

Returns in Commodities Futures Markets and Financial Speculation: A Multivariate GARCH Approach

FEEM Working Paper No. 23.2012
Number of pages: 53 Posted: 17 Apr 2012
Working Paper Series
University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS), University of Pavia - Department of Political Economy and Quantitative Methods and Fondazione Eni Enrico Mattei (FEEM)
Downloads 274
24.

Product Placement and Brand Equity

Symphonya: Emerging Issues in Management, No. 1, 2001, pp. 66-82
Number of pages: 17 Posted: 12 Feb 2013
Accepted Paper Series
Università degli Studi di Milano-Bicocca - Department of Economics, Management and Statistics (DEMS)
Downloads 236
25.

Adoption of an IMF Programme and Debt Rescheduling: An Empirical Analysis

Development Studies Working Paper No. 152
Number of pages: 31 Posted: 08 Nov 2001
Working Paper Series
Università degli Studi di Milano-Bicocca - Center for Interdisciplinary Studies in Economics, Psychology & Social Sciences (CISEPS)
Downloads 226
26.

Multiple Bank-Lending: Diversification and Free-Riding in Monitoring

Riksbank Research Paper Series No. 8, EFA 2004 Maastricht Meetings Paper No. 3180
Number of pages: 43 Posted: 06 Jul 2004
Working Paper Series
Bocconi University - Department of Finance, Bicocca University - Department of Economics, Management & Statistics (DEMS) and Ministry of Finance
Downloads 224
27.

The Health Effects of Climate Change: A Survey of Recent Quantitative Research

IEFE Working Paper No. 27
Number of pages: 48 Posted: 31 Jan 2010
Working Paper Series
University College London - Department of Economics, University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS), Fondazione Eni Enrico Mattei (FEEM) and Basque Centre for Climate Change (BC3)
Downloads 219
28.

Corporate Responsibility and Hypercompetition:The Ikea Case

Symphonya. Emerging Issues in Management, n. 2, 2005, pp. 37-57
Number of pages: 21 Posted: 08 Feb 2013 Last Revised: 08 Jun 2013
Accepted Paper Series
Università degli Studi di Milano-Bicocca - Department of Economics, Management and Statistics (DEMS)
Downloads 212
29.

Fiscal and Monetary Policy Interactions in a New Keynesian Model with Liquidity Constraints

Number of pages: 41 Posted: 05 Feb 2006
Working Paper Series
University of Glasgow - Department of Economics, Università degli Studi di Milano-Bicocca - Center for Interdisciplinary Studies in Economics, Psychology & Social Sciences (CISEPS) and University of Brescia
Downloads 211
30.

Rockets and Feathers Revisited: An International Comparison on European Gasoline Markets

FEEM Working Paper No. 6.2002
Number of pages: 34 Posted: 07 Feb 2002
Working Paper Series
University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS), University of Milan - Department of Economics, Management and Quantitative Methods (DEMM) and Fondazione Eni Enrico Mattei (FEEM), Milan
Downloads 206
31.

Duration Dependent Markov-Switching Vector Autoregression: Properties, Bayesian Inference, Software and Application

Number of pages: 25 Posted: 10 Mar 2006
Working Paper Series
Università degli Studi di Milano-Bicocca - Department of Economics, Management and Statistics (DEMS)
Downloads 203
32.

Brand Policy and Brand Equity

Symphonya. Emerging Issues in Management, n. 1, 2000-2001, pp. 5-25
Number of pages: 21 Posted: 09 Feb 2013 Last Revised: 03 Aug 2013
Accepted Paper Series
Università degli Studi di Milano-Bicocca - Department of Economics, Management and Statistics (DEMS)
Downloads 197
33.

Modeling Factor Demands with Sem and VAR: An Empirical Comparison

FEEM Working Paper No. 47.05
Number of pages: 55 Posted: 12 Apr 2005
Working Paper Series
University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS)
Downloads 197
34.

Futures Price Volatility in Commodities Markets: The Role of Short Term vs Long Term Speculation

FEEM Working Paper No. 45.2013
Number of pages: 30 Posted: 04 Jun 2013
Working Paper Series
University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS), University of Pavia - Department of Political Economy and Quantitative Methods and Fondazione Eni Enrico Mattei (FEEM)

Multiple version iconThere are 3 versions of this paper

Downloads 193
35.

Code of Conduct and Corporate Governance

Symphonya, Emerging Issues in Management n. 1, 2006, pp. 93-109
Number of pages: 17 Posted: 09 Feb 2013
Accepted Paper Series
Università degli Studi di Milano-Bicocca - Department of Economics, Management and Statistics (DEMS)
Downloads 191
36.

Is it All About Money? A Randomized Evaluation of the Impact of Insurance Literacy and Marketing Treatments on the Demand for Health Microinsurance in Senegal

CISEPS Research Paper No. 1/2012
Number of pages: 24 Posted: 25 Jan 2012
Working Paper Series
Fondazione Eni Enrico Mattei (FEEM), Milan, Spanish Council for Scientific Research (CSIC) - Insitute for Economic Analysis, Heriot-Watt University and Luxembourg Institute of Socio-Economic Research (LISER)
Downloads 182
37.

Modelling Asymmetric Dependence Using Copula Functions: An Application to Value-at-Risk in the Energy Sector

FEEM Working Paper No. 24.2009
Number of pages: 46 Posted: 29 Jun 2009
Working Paper Series
University of Milan - Department of Economics, Management and Quantitative Methods (DEMM)
Downloads 181
38.

Deregulated Wholesale Electricity Prices in Italy

Number of pages: 26 Posted: 10 Mar 2006
Working Paper Series
Università degli Studi di Milano-Bicocca - Center for Interdisciplinary Studies in Economics, Psychology & Social Sciences (CISEPS), Università degli Studi di Milano-Bicocca - Center for Interdisciplinary Studies in Economics, Psychology & Social Sciences (CISEPS) and Università degli Studi di Milano-Bicocca - Department of Economics, Management and Statistics (DEMS)
Downloads 176
39.

Modeling Electricity Prices: From the State of the Art to a Draft of a New Proposal

FEEM Working Paper No. 9.2008
Number of pages: 50 Posted: 27 Oct 2008
Working Paper Series
University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS), Università Carlo Cattaneo (LIUC) and Eni S.p.A.
Downloads 171
40.

Diversification and Delegation in Firms

Sveriges Riksbank Working Paper No. 131
Number of pages: 33 Posted: 12 Mar 2002
Working Paper Series
Bicocca University - Department of Economics, Management & Statistics (DEMS) and Ministry of Finance
Downloads 170
41.

A Robust Multivariate Long Run Analysis of European Electricity Prices

FEEM Working Paper No. 103.2007
Number of pages: 34 Posted: 06 Dec 2007
Working Paper Series
Università degli Studi di Milano-Bicocca - Department of Economics, Management and Statistics (DEMS), Università degli Studi di Milano-Bicocca - Center for Interdisciplinary Studies in Economics, Psychology & Social Sciences (CISEPS), Università degli Studi di Milano-Bicocca - Center for Interdisciplinary Studies in Economics, Psychology & Social Sciences (CISEPS) and Università degli Studi di Milano-Bicocca
Downloads 168
42.

The Impact of Mergers on the Degree of Competition in the Banking Industry

Number of pages: 29 Posted: 12 Dec 2009
Working Paper Series
Bocconi University - Department of Economics, Bicocca University - Department of Economics, Management & Statistics (DEMS) and Toulouse School of Economics

Multiple version iconThere are 3 versions of this paper

Downloads 165
43.

Dynamic Conditional Correlation with Elliptical Distributions

Number of pages: 11 Posted: 10 Mar 2006
Working Paper Series
Università degli Studi di Milano-Bicocca - Department of Economics, Management and Statistics (DEMS)
Downloads 163
44.

Buybacks of Domestic Debt in Public Debt Management

U of Siena, Economics Working Paper No. 347
Number of pages: 39 Posted: 12 Oct 2002
Working Paper Series
Università degli Studi di Milano-Bicocca - Center for Interdisciplinary Studies in Economics, Psychology & Social Sciences (CISEPS)
Downloads 160
45.

A Spatial Voting Model Where Proportional Rule Leads to Two-Party Equilibria

CEIS Tor Vergata - Research Paper Series No. 31
Number of pages: 26 Posted: 01 Aug 2003
Working Paper Series
University of Verona - Department of Economics and Universidad Carlos III de Madrid - Department of Economics
Downloads 159
46.

Financial Structure, Managerial Compensation and Monitoring

Riksbank Research Paper Series No. 207
Number of pages: 30 Posted: 04 Dec 2006
Working Paper Series
Bicocca University - Department of Economics, Management & Statistics (DEMS) and Ministry of Finance
Downloads 157
47.

Procedural Justice in International Negotiations on Climate Change

CISEPS Research Paper No. 6/2011
Number of pages: 16 Posted: 13 Jun 2011 Last Revised: 21 May 2013
Working Paper Series
Università degli Studi di Milano-Bicocca and Università degli Studi di Milano-Bicocca
Downloads 157
48.

Industrial Coal Demand in China: A Provincial Analysis

FEEM Working Paper No. 8.2008
Number of pages: 35 Posted: 27 Oct 2008
Working Paper Series
University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS), CMCC - Centro Euro-Mediterraneo sui Cambiamenti Climatici and Edison Trading
Downloads 156
49.

Managerial Compensation, Regulation and Risk in Banks: Theory and Evidence from the Financial Crisis

University of Milan Bicocca Department of Economics, Management and Statistics Working Paper No. 279
Number of pages: 52 Posted: 27 Jul 2014 Last Revised: 21 Oct 2014
Working Paper Series
Bicocca University - Department of Economics, Management & Statistics (DEMS) and University of Naples Federico II - CSEF - Center for Studies in Economics and Finance
Downloads 156
50.

Impact of Mergers on the Degree of Competition: Application to the Banking Industry

FEEM Working Paper No. 95.2010
Number of pages: 34 Posted: 01 Sep 2010 Last Revised: 08 Jun 2013
Working Paper Series
Bicocca University - Department of Economics, Management & Statistics (DEMS), Bocconi University - Department of Economics and Toulouse School of Economics

Multiple version iconThere are 3 versions of this paper

Downloads 155