Massimo Giovannini

Boston College - Department of Economics

140 Commonwealth Avenue

Chestnut Hill, MA 02467

United States

SCHOLARLY PAPERS

4

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2,250

CITATIONS

4

Scholarly Papers (4)

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 902 (24,822)
Citation 2

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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 790 (29,850)
Citation 2

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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 553 (48,119)
Citation 1

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Oil prices, Product prices, Error correction models, Forecasting

Euro Area and U.S. External Adjustment: The Role of Commodity Prices and Emerging Market Shocks

Globalization and Monetary Policy Institute Working Paper No. 344
Number of pages: 37 Posted: 17 Sep 2018 Last Revised: 21 Feb 2019
Boston College - Department of Economics, European Commission Joint Research Center - JRC-Ispra, European Commision, ECARES, Université Libre de Bruxelles, European Commission - Joint Research Center, European Commission, DGECFIN and European Union - European Commission
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EA and U.S. external adjustment, commodity markets, emerging markets

Euro Area and U.S. External Adjustment: The Role of Commodity Prices and Emerging Market Shocks

CEPR Discussion Paper No. DP13141
Number of pages: 39 Posted: 17 Sep 2018
Boston College - Department of Economics, European Commission Joint Research Center - JRC-Ispra, European Commision, ECARES, Université Libre de Bruxelles, European Commission - Joint Research Center, European Commission, DGECFIN and European Union - European Commission
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commodity markets, EA and US external adjustment, emerging markets