Massimo Giovannini

Boston College - Department of Economics

140 Commonwealth Avenue

Chestnut Hill, MA 02467

United States

SCHOLARLY PAPERS

3

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2,195

CITATIONS
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Top 36,289

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5

Scholarly Papers (3)

1.

Long-run Models of Oil Stock Prices

FEEM Working Paper No. 96.2003
Number of pages: 32 Posted: 06 Dec 2003
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 863 (21,197)
Citation 2

Abstract:

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Cointegration, Vector error correction models, Oil companies, Oil stock prices, Hydrocarbon fuels, Energy, Non-renewable resources, Environment

2.

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
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 727 (26,464)
Citation 2

Abstract:

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Constant conditional correlations, Dynamic conditional correlations, Multivariate GARCH models, Stock price indexes, Brent oil prices, Spot and futures prices, Multivariate cointegration, VECM

3.

Oil and Product Price Dynamics in International Petroleum Markets

FEEM Working Paper No. 81.2003
Number of pages: 40 Posted: 24 Nov 2003
Alessandro Lanza, Matteo Manera and Massimo Giovannini
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 522 (41,799)
Citation 1

Abstract:

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Oil prices, Product prices, Error correction models, Forecasting