Andrea Bastianin

University of Milan

Via Conservatorio, 7

Milan, 20122

Italy

http://https://www.unimi.it/it/ugov/person/andrea-bastianin

Fondazione Eni Enrico Mattei

C.so Magenta 63

Milano, 20123

Italy

SCHOLARLY PAPERS

30

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TOTAL CITATIONS
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Top 29,549

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48

Scholarly Papers (30)

1.

How Does Stock Market Volatility React to Oil Shocks?

FEEM Working Paper No. 110.2014
Number of pages: 35 Posted: 17 Jan 2015
Andrea Bastianin and Matteo Manera
University of Milan and University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS)
Downloads 529 (109,697)
Citation 7

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Volatility, Oil Shocks, Oil Price, Stock Prices, Structural VAR

2.

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
University of Milan, University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS), University of Pavia - Department of Economics and Management and Fondazione Eni Enrico Mattei (FEEM)
Downloads 502 (116,911)

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Energy, Commodities, Futures markets, Speculation, GARCH, Market depth, Volumes

Biofuels and Food Prices: Searching for the Causal Link

USAEE Working Paper No. 13-120
Number of pages: 33 Posted: 01 Apr 2013
Andrea Bastianin, Marzio Galeotti and Matteo Manera
University of Milan, University of Milan - Department of Environmental Science and Policy (ESP) and University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS)
Downloads 121 (478,201)
Citation 2

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Ethanol, Field Crops, Granger Causality, Forecasting, Structural Breaks

Biofuels and Food Prices: Searching for the Causal Link

FEEM Working Paper No. 22.2013
Number of pages: 36 Posted: 04 Apr 2013
Andrea Bastianin, Marzio Galeotti and Matteo Manera
University of Milan, University of Milan - Department of Environmental Science and Policy (ESP) and University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS)
Downloads 85 (613,379)
Citation 4

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Ethanol, Field Crops, Granger Causality, Forecasting, Structural Breaks

Biofuels and Food Prices: Searching for the Causal Link

University of Milan Bicocca Department of Economics, Management and Statistics Working Paper No. 239
Number of pages: 34 Posted: 19 Jul 2013 Last Revised: 21 Mar 2015
Andrea Bastianin, Marzio Galeotti and Matteo Manera
University of Milan, University of Milan - Department of Environmental Science and Policy (ESP) and University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS)
Downloads 84 (617,854)
Citation 4

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Ethanol, Field Crops, Granger Causality, Forecasting, Structural Breaks

Biofuels and Food Prices: Searching for the Causal Link

IEFE ‐ The Center for Research on Energy and Environmental Economics and Policy at Bocconi Universityb Working Paper No. 55
Number of pages: 35 Posted: 14 Mar 2013
Andrea Bastianin, Marzio Galeotti and Matteo Manera
University of Milan, University of Milan - Department of Environmental Science and Policy (ESP) and University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS)
Downloads 61 (736,032)
Citation 4

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Ethanol, Field Crops, Granger Causality, Forecasting, Structural Breaks

4.

Economic Impacts of El Niño Southern Oscillation: Evidence from the Colombian Coffee Market

FEEM Working Paper No. 73.2016
Number of pages: 44 Posted: 06 Dec 2016 Last Revised: 20 Mar 2017
Andrea Bastianin, Alessandro Lanza and Matteo Manera
University of Milan, Fondazione Eni Enrico Mattei (FEEM), Milan and University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS)
Downloads 272 (231,441)
Citation 1

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Coffee, Colombia, El Niño, ENSO, La Niña, Structural VAR

5.

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
Andrea Bastianin
University of Milan
Downloads 267 (235,915)
Citation 3

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copula functions, forecasting, value-at-risk

6.

Social Cost-Benefit Analysis of HL-LHC

FCC Document Report No. CERN-ACC-2018-0014
Number of pages: 38 Posted: 06 Aug 2018
Andrea Bastianin and Massimo Florio
University of Milan and University of Milan - Department of Economics, Management and Quantitative Methods (DEMM)
Downloads 266 (236,761)

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Cost-Benefit Analysis, HL-LHC

7.

The Impacts of Oil Price Shocks on Stock Market Volatility: Evidence from the G7 Countries

FEEM Working Paper No. 99.2015
Number of pages: 22 Posted: 19 Jan 2016
Andrea Bastianin, Francesca Conti and Matteo Manera
University of Milan, Fondazione Eni Enrico Mattei (FEEM) and University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS)
Downloads 266 (236,761)
Citation 5

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Volatility, Oil Price Shocks, Oil Price, Stock Prices, Structural VAR

Food Versus Fuel: Causality and Predictability in Distribution

University of Milan Bicocca Department of Economics, Management and Statistics Working Paper No. 241
Number of pages: 35 Posted: 19 Jul 2013 Last Revised: 21 Mar 2015
Andrea Bastianin, Marzio Galeotti and Matteo Manera
University of Milan, University of Milan - Department of Environmental Science and Policy (ESP) and University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS)
Downloads 72 (674,742)
Citation 2

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Biofuels, Ethanol, Field Crops, Density Forecasting, Granger Causality, Quantiles

Food Versus Fuel: Causality and Predictability in Distribution

FEEM Working Paper No. 23.2013
Number of pages: 37 Posted: 04 Apr 2013
Andrea Bastianin, Marzio Galeotti and Matteo Manera
University of Milan, University of Milan - Department of Environmental Science and Policy (ESP) and University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS)
Downloads 67 (701,177)
Citation 2

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Biofuels, Ethanol, Field Crops, Density Forecasting, Granger Causality, Quantiles

Food Versus Fuel: Causality and Predictability in Distribution

USAEE Working Paper No. 13-117
Number of pages: 34 Posted: 23 Mar 2013
Andrea Bastianin, Marzio Galeotti and Matteo Manera
University of Milan, University of Milan - Department of Environmental Science and Policy (ESP) and University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS)
Downloads 65 (712,367)
Citation 2

Abstract:

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Biofuels, Ethanol, Field Crops, Density Forecasting, Granger Causality, Quantiles

Food Versus Fuel: Causality and Predictability in Distribution

IEFE ‐ The Center for Research on Energy and Environmental Economics and Policy at Bocconi University Working Paper No. 56
Number of pages: 36 Posted: 27 Mar 2013
Andrea Bastianin, Marzio Galeotti and Matteo Manera
University of Milan, University of Milan - Department of Environmental Science and Policy (ESP) and University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS)
Downloads 52 (794,779)
Citation 2

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Biofuels, Ethanol, Field Crops, Density Forecasting, Granger Causality, Quantiles

Forecasting the Oil-Gasoline Price Relationship: Should We Care About the Rockets and the Feathers?

FEEM Working Paper No. 21.2014
Number of pages: 25 Posted: 13 Mar 2014
Andrea Bastianin, Marzio Galeotti and Matteo Manera
University of Milan, University of Milan - Department of Environmental Science and Policy (ESP) and University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS)
Downloads 89 (595,993)

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Asymmetries, Forecast Evaluation, Gasoline, Crude Oil, Rockets and Feathers

Forecasting the Oil-Gasoline Price Relationship: Should We Care About the Rockets and the Feathers?

University of Milan Bicocca Department of Economics, Management and Statistics Working Paper No. 269
Number of pages: 23 Posted: 08 Mar 2014
Andrea Bastianin, Marzio Galeotti and Matteo Manera
University of Milan, University of Milan - Department of Environmental Science and Policy (ESP) and University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS)
Downloads 61 (736,032)

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Asymmetries, Forecast Evaluation, Gasoline, Crude Oil, Rockets and Feathers

Forecasting the Oil‐Gasoline Price Relationship: Should We Care About the Rockets and the Feathers?

Number of pages: 26 Posted: 04 Mar 2014
Andrea Bastianin, Marzio Galeotti and Matteo Manera
University of Milan, University of Milan - Department of Environmental Science and Policy (ESP) and University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS)
Downloads 57 (760,892)

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Asymmetries, Forecast Evaluation, Gasoline, Crude Oil, Rockets and Feathers

10.

Robust Measures of Skewness and Kurtosis for Macroeconomic and Financial Time Series

University of Milan Bicocca Department of Economics, Management and Statistics Working Paper No. 408, May 2019
Number of pages: 53 Posted: 09 May 2019
Andrea Bastianin
University of Milan
Downloads 188 (330,263)

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FRED-MD; kurtosis; L-moments; outlier; robust statistics; skewness

11.

Oil Price Forecast Evaluation with Flexible Loss Functions

FEEM Working Paper No. 91.2011
Number of pages: 35 Posted: 25 Jan 2012
Andrea Bastianin, Matteo Manera, Anil Markandya and Elisa Scarpa
University of Milan, University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS), Basque Centre for Climate Change (BC3) and Edison Trading
Downloads 149 (403,975)
Citation 1

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Oil Price, WTI Spot and Futures Prices, Forecasting, Econometric Models

12.

A Weekly Structural VAR Model of the US Crude Oil Market

FEEM Working Paper No. 11
Number of pages: 43 Posted: 25 May 2022
Andrea Bastianin, Matteo Manera and Daniele Valenti
University of Milan, University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS) and University of Milan
Downloads 138 (429,407)
Citation 2

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COVID-19; WTI price; futures-spot price spread; speculation; structural VAR; Bayesian VAR

13.

Investments and Financial Flows Induced by Climate Mitigation Policies

FEEM Working Paper No. 13. 2009
Number of pages: 32 Posted: 28 Feb 2010
Andrea Bastianin, Alice Favero and Emanuele Massetti
University of Milan, Georgia Institute of Technology and Georgia Institute of Technology
Downloads 126 (461,286)
Citation 3

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Climate Change, Mitigation, Carbon Finance, Emission Trading, Energy Investments

Procurement in Big Science Centres: Politics or Technology? Evidence from CERN

University of Milan Bicocca Department of Economics, Management and Statistics Working Paper No. 410
Number of pages: 37 Posted: 31 May 2019 Last Revised: 03 Jun 2019
Andrea Bastianin and Chiara F. Del Bo
University of Milan and University of Milan
Downloads 71 (679,867)

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Big Science; Procurement; Innovation; Hi-Tech; CERN

Procurement in Big Science Centres: Politics or Technology? Evidence from CERN

University of Milan Bicocca Department of Economics, Management and Statistics Working Paper No. 410, May 2019
Number of pages: 37 Posted: 31 May 2019
Andrea Bastianin and Chiara F. Del Bo
University of Milan and University of Milan
Downloads 53 (787,796)
Citation 1

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big science; procurement; innovation; hi-tech; CERN

15.

Are China and Europe Converging?

China Economist, July-August 2009
Number of pages: 9 Posted: 26 Jul 2009 Last Revised: 26 Jan 2010
Andrea Bastianin, Cristina Cattaneo and Anil Markandya
University of Milan, CMCC - Centro Euro-Mediterraneo sui Cambiamenti Climatici and Fondazione Eni Enrico Mattei (FEEM), Milan
Downloads 123 (469,983)

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Convergence, Carbon intensity, Energy intensity

16.

Forecast Evaluation in Call Centers: Combined Forecasts, Flexible Loss Functions and Economic Criteria

Number of pages: 33 Posted: 04 May 2011
Andrea Bastianin, Marzio Galeotti and Matteo Manera
University of Milan, University of Milan - Department of Environmental Science and Policy (ESP) and University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS)
Downloads 116 (491,428)
Citation 1

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Combining forecasts, Decision making, Loss function, Seasonality, Telecommunications forecasting

The Impacts of Exogenous Oil Supply Shocks on Mediterranean Economies

FEEM Working Paper No. 100.2015
Number of pages: 24 Posted: 19 Jan 2016
Andrea Bastianin, Marzio Galeotti and Matteo Manera
University of Milan, University of Milan - Department of Environmental Science and Policy (ESP) and University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS)
Downloads 58 (754,570)

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Oil Supply Shocks, Mediterranean, Growth

The Impacts of Exogenous Oil Supply Shocks on Mediterranean Economies

Number of pages: 21 Posted: 14 Oct 2015
Andrea Bastianin, Marzio Galeotti and Matteo Manera
University of Milan, University of Milan - Department of Environmental Science and Policy (ESP) and University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS)
Downloads 55 (774,059)

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Oil supply shocks, Mediterranean, Growth.

18.

Oil and Macroeconomic Uncertainty

Review of Environment, Energy and Economics (Re3), June 2015
Number of pages: 9 Posted: 23 Jul 2015
Andrea Bastianin and Matteo Manera
University of Milan and University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS)
Downloads 97 (558,165)

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Macroeconomic Uncertainty, Oil Price Uncertainty, Oil Price Shocks, Oil Price

19.

Convergence of European Natural Gas Prices

University of Milan Bicocca Department of Economics, Management and Statistics Working Paper No. 394
Number of pages: 41 Posted: 06 Dec 2018
Andrea Bastianin, Marzio Galeotti and Michele Polo
University of Milan, University of Milan - Department of Environmental Science and Policy (ESP) and Bocconi University - Department of Economics
Downloads 90 (585,042)
Citation 1

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convergence; natural gas price; trading hub; σ–convergence; relative convergence.

20.

Technological Learning and Innovation Gestation Lags at the Frontier of Science: From CERN Procurement to Patents

University of Milan Bicocca Department of Economics, Management and Statistics Working Paper No. 405
Number of pages: 53 Posted: 15 Apr 2019
University of Milan, Università degli Studi di Milano-Bicocca - Center for Interdisciplinary Studies in Economics, Psychology & Social Sciences (CISEPS), University of Milan - Department of Economics, Management and Quantitative Methods (DEMM) and Department of Economics Roma Tre University
Downloads 67 (688,955)

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Big Science; CERN; innovation; public procurement; patents; gestation lags

21.

Statistical and Economic Evaluation of Time Series Models for Forecasting Arrivals at Call Centers

FEEM Working Paper No. 6.2017
Number of pages: 30 Posted: 08 Feb 2017
Andrea Bastianin, Marzio Galeotti and Matteo Manera
University of Milan, University of Milan - Department of Environmental Science and Policy (ESP) and University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS)
Downloads 67 (688,955)

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ARIMA, Call Center Arrivals, Loss Function, Seasonality, Telecommunications Forecasting

Macroeconomic Spillovers of Weather Shocks across U.S. States

Number of pages: 43 Posted: 11 Apr 2024 Last Revised: 23 May 2024
University of Bologna - Department of Economics, University of Milan and University of Bologna - Department of Economics
Downloads 45 (847,242)

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Global VAR, natural disasters, spillovers, weather shocks, United States, climate change

Macroeconomic Spillovers of Weather Shocks across U.S. States

FEEM Working Paper No. 09.2024
Number of pages: 34 Posted: 24 Jul 2024
University of Bologna - Department of Economics, University of Milan and University of Bologna - Department of Economics
Downloads 20 (1,101,808)

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Global VAR, natural disasters, spillovers, weather shocks, United States, climate change

23.

The Empirics of Regulatory Reforms Proxied by Categorical Variables: Recent Findings and Methodological Issues

FEEM Working Paper No. 22.2017
Number of pages: 44 Posted: 09 Jun 2017
Andrea Bastianin, Paolo Castelnovo and Massimo Florio
University of Milan, Università degli Studi di Milano-Bicocca - Center for Interdisciplinary Studies in Economics, Psychology & Social Sciences (CISEPS) and University of Milan - Department of Economics, Management and Quantitative Methods (DEMM)
Downloads 58 (739,286)
Citation 1

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Econometrics, Policy Evaluation, Network Industries, Reforms

24.

What drives the European carbon market? Macroeconomic factors and forecasts

FEEM Working Paper No. 02
Number of pages: 38 Posted: 15 Feb 2024
Andrea Bastianin, Elisabetta Mirto, Yan Qin and Luca Rossini
University of Milan, University of Milan, London Stock Exchange Group and University of Milan
Downloads 51 (783,942)

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Bayesian inference, Carbon prices, Climate Changes, EU ETS, Forecasting

25.

Large Scale Research Infrastructures and Innovation: A Survival Analysis on Cern Data

Number of pages: 9 Posted: 30 Nov 2021
Andrea Bastianin and Paolo Castelnovo
University of Milan and University of Insubria
Downloads 45 (826,796)

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CERN, innovation, research infrastructures, public procurement, patents

26.

Current Issues on the Price of Oil: Decline, Forecasting, Volatility and Uncertainty

Review of Environment, Energy and Economics (Re3), July 2015
Number of pages: 8 Posted: 05 Sep 2018
University of Southern Denmark, University of Milan, University of Milan - Bicocca, Fondazione Eni Enrico Mattei (FEEM), University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS) and University of Pavia - Department of Economics and Management
Downloads 43 (842,067)

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Oil Price Decline, Forecasting, Volatility, Uncertainty

27.

The Connectedness of Energy Transition Metals

FEEM Working Paper No. 11
Number of pages: 42 Posted: 29 Jun 2023 Last Revised: 06 Jul 2023
Andrea Bastianin, Chiara Casoli and Marzio Galeotti
University of Milan, Fondazione Eni Enrico Mattei and University of Milan - Department of Environmental Science and Policy (ESP)
Downloads 39 (874,592)

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Connectedness, Energy Transition, Metals, Raw materials

28.

A Test of Time Reversibility Based on L-Moments with an Application to the Business Cycles of the G7 Economies

University of Milan Bicocca Department of Economics, Management and Statistics Working Paper No. 445
Number of pages: 26 Posted: 22 Jun 2020
Andrea Bastianin and Matteo Manera
University of Milan and University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS)
Downloads 35 (909,973)

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business cycle; L-moments; symmetry; skewness; time reversibility

29.

Forecasting the Volatility of Energy Transition Metals

FEEM Working Paper No. 04-2025
Number of pages: 38 Posted: 03 Feb 2025
Andrea Bastianin, Xiao Li and Luqman Shamsudin
University of Milan, Fondazione Eni Enrico Mattei (FEEM) and Fondazione Eni Enrico Mattei (FEEM)
Downloads 9 (1,204,745)

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Critical Raw Materials, Energy Transition, Features, Volatility, Forecasting, Density forecasts

30.

Partially identified heteroskedastic SVARs

FEEM Working Paper No. 15.2024
Number of pages: 83 Posted: 24 Jul 2024
University of Bologna - Department of Economics, University of Milan, Brown University and University of Milan
Downloads 8 (1,216,117)

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Heteroskedastic SVAR, point and set identification, robust Bayesian approach C11