Andrea Bastianin

University of Milan

Via Conservatorio, 7

Milan, 20122

Italy

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

Università degli Studi di Milano-Bicocca - Department of Economics, Management and Statistics (DEMS)

Piazza dell'Ateneo Nuovo, 1

Milan, 20126

Italy

Università degli Studi di Milano-Bicocca - Center for European Studies (CefES)

U6 Building

Viale Piero e Alberto Pirelli, 22

Milano, 20126

Italy

SCHOLARLY PAPERS

25

DOWNLOADS
Rank 24,816

SSRN RANKINGS

Top 24,816

in Total Papers Downloads

2,958

SSRN CITATIONS
Rank 37,851

SSRN RANKINGS

Top 37,851

in Total Papers Citations

9

CROSSREF CITATIONS

11

Scholarly Papers (25)

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, Andrea Bastianin and Matteo Manera
Università degli Studi di Milano-Bicocca - Department of Economics, Management and Statistics (DEMS)University of Milan and University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS)
Downloads 461 (89,816)
Citation 7

Abstract:

Loading...

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
Andrea Bastianin, Andrea Bastianin, Matteo Manera, Marcella Nicolini and Ilaria Vignati
Università degli Studi di Milano-Bicocca - Department of Economics, Management and Statistics (DEMS)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 459 (90,246)

Abstract:

Loading...

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, Andrea Bastianin, Marzio Galeotti and Matteo Manera
Università degli Studi di Milano-Bicocca - Department of Economics, Management and Statistics (DEMS)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 (414,008)
Citation 2

Abstract:

Loading...

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, Andrea Bastianin, Marzio Galeotti and Matteo Manera
Università degli Studi di Milano-Bicocca - Department of Economics, Management and Statistics (DEMS)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 59 (502,325)
Citation 1

Abstract:

Loading...

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, Andrea Bastianin, Marzio Galeotti and Matteo Manera
Università degli Studi di Milano-Bicocca - Department of Economics, Management and Statistics (DEMS)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 (510,622)
Citation 2

Abstract:

Loading...

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, Andrea Bastianin, Marzio Galeotti and Matteo Manera
Università degli Studi di Milano-Bicocca - Department of Economics, Management and Statistics (DEMS)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 32 (643,425)

Abstract:

Loading...

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

4.

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 and Andrea Bastianin
Università degli Studi di Milano-Bicocca - Department of Economics, Management and Statistics (DEMS)University of Milan
Downloads 220 (196,774)
Citation 3

Abstract:

Loading...

copula functions, forecasting, value-at-risk

5.

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, Andrea Bastianin, Francesca Conti and Matteo Manera
Università degli Studi di Milano-Bicocca - Department of Economics, Management and Statistics (DEMS)University of Milan, Fondazione Eni Enrico Mattei (FEEM) and University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS)
Downloads 199 (215,846)
Citation 2

Abstract:

Loading...

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

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, Andrea Bastianin and Massimo Florio
Università degli Studi di Milano-Bicocca - Department of Economics, Management and Statistics (DEMS)University of Milan and University of Milan - Department of Economics, Management and Quantitative Methods (DEMM)
Downloads 167 (250,976)
Citation 5

Abstract:

Loading...

Cost-Benefit Analysis, HL-LHC

7.

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, Andrea Bastianin, Alessandro Lanza and Matteo Manera
Università degli Studi di Milano-Bicocca - Department of Economics, Management and Statistics (DEMS)University of Milan, Fondazione Eni Enrico Mattei (FEEM), Milan and University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS)
Downloads 152 (271,228)
Citation 1

Abstract:

Loading...

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

Food Versus Fuel: Causality and Predictability in Distribution

FEEM Working Paper No. 23.2013
Number of pages: 37 Posted: 04 Apr 2013
Andrea Bastianin, Andrea Bastianin, Marzio Galeotti and Matteo Manera
Università degli Studi di Milano-Bicocca - Department of Economics, Management and Statistics (DEMS)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 42 (583,402)

Abstract:

Loading...

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, Andrea Bastianin, Marzio Galeotti and Matteo Manera
Università degli Studi di Milano-Bicocca - Department of Economics, Management and Statistics (DEMS)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 37 (611,874)

Abstract:

Loading...

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

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, Andrea Bastianin, Marzio Galeotti and Matteo Manera
Università degli Studi di Milano-Bicocca - Department of Economics, Management and Statistics (DEMS)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 31 (650,417)
Citation 1

Abstract:

Loading...

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, Andrea Bastianin, Marzio Galeotti and Matteo Manera
Università degli Studi di Milano-Bicocca - Department of Economics, Management and Statistics (DEMS)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 21 (728,945)
Citation 1

Abstract:

Loading...

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

9.

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 and Andrea Bastianin
Università degli Studi di Milano-Bicocca - Department of Economics, Management and Statistics (DEMS)University of Milan
Downloads 120 (325,011)

Abstract:

Loading...

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

10.

Oil Price Forecast Evaluation with Flexible Loss Functions

FEEM Working Paper No. 91.2011
Number of pages: 35 Posted: 25 Jan 2012
Andrea Bastianin, Andrea Bastianin, Matteo Manera, Anil Markandya and Elisa Scarpa
Università degli Studi di Milano-Bicocca - Department of Economics, Management and Statistics (DEMS)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 117 (330,841)
Citation 1

Abstract:

Loading...

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

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, Andrea Bastianin, Marzio Galeotti and Matteo Manera
Università degli Studi di Milano-Bicocca - Department of Economics, Management and Statistics (DEMS)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 47 (557,094)

Abstract:

Loading...

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, Andrea Bastianin, Marzio Galeotti and Matteo Manera
Università degli Studi di Milano-Bicocca - Department of Economics, Management and Statistics (DEMS)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 36 (617,936)

Abstract:

Loading...

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, Andrea Bastianin, Marzio Galeotti and Matteo Manera
Università degli Studi di Milano-Bicocca - Department of Economics, Management and Statistics (DEMS)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 31 (650,417)

Abstract:

Loading...

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

12.

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, Andrea Bastianin, Alice Favero and Emanuele Massetti
Università degli Studi di Milano-Bicocca - Department of Economics, Management and Statistics (DEMS)University of Milan, Georgia Institute of Technology and Georgia Institute of Technology
Downloads 91 (390,621)
Citation 3

Abstract:

Loading...

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

13.

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

Number of pages: 33 Posted: 04 May 2011
Andrea Bastianin, Andrea Bastianin, Marzio Galeotti and Matteo Manera
Università degli Studi di Milano-Bicocca - Department of Economics, Management and Statistics (DEMS)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 73 (443,998)
Citation 1

Abstract:

Loading...

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

14.

Oil and Macroeconomic Uncertainty

Review of Environment, Energy and Economics (Re3), June 2015
Number of pages: 9 Posted: 23 Jul 2015
Andrea Bastianin, Andrea Bastianin and Matteo Manera
Università degli Studi di Milano-Bicocca - Department of Economics, Management and Statistics (DEMS)University of Milan and University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS)
Downloads 68 (461,023)

Abstract:

Loading...

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

The Impacts of Exogenous Oil Supply Shocks on Mediterranean Economies

Number of pages: 21 Posted: 14 Oct 2015
Andrea Bastianin, Andrea Bastianin, Marzio Galeotti and Matteo Manera
Università degli Studi di Milano-Bicocca - Department of Economics, Management and Statistics (DEMS)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 29 (664,575)

Abstract:

Loading...

Oil supply shocks, Mediterranean, Growth.

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, Andrea Bastianin, Marzio Galeotti and Matteo Manera
Università degli Studi di Milano-Bicocca - Department of Economics, Management and Statistics (DEMS)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 28 (671,816)

Abstract:

Loading...

Oil Supply Shocks, Mediterranean, Growth

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, Andrea Bastianin and Chiara F. Del Bo
Università degli Studi di Milano-Bicocca - Department of Economics, Management and Statistics (DEMS)University of Milan and Università degli Studi di Milano
Downloads 38 (605,881)

Abstract:

Loading...

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, Andrea Bastianin and Chiara F. Del Bo
Università degli Studi di Milano-Bicocca - Department of Economics, Management and Statistics (DEMS)University of Milan and Università degli Studi di Milano
Downloads 14 (794,143)
Citation 1

Abstract:

Loading...

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

17.

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, Andrea Bastianin, Marzio Galeotti and Michele Polo
Università degli Studi di Milano-Bicocca - Department of Economics, Management and Statistics (DEMS)University of Milan, University of Milan - Department of Environmental Science and Policy (ESP) and Bocconi University - Department of Economics
Downloads 50 (532,904)
Citation 1

Abstract:

Loading...

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

18.

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, Andrea Bastianin, Matteo Manera and Daniele Valenti
Università degli Studi di Milano-Bicocca - Department of Economics, Management and Statistics (DEMS)University of Milan, University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS) and University of Milan
Downloads 42 (576,686)

Abstract:

Loading...

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

19.

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
Andrea Bastianin, Andrea Bastianin, Paolo Castelnovo, Massimo Florio and Anna Giunta
Università degli Studi di Milano-Bicocca - Department of Economics, Management and Statistics (DEMS)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 39 (587,175)

Abstract:

Loading...

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

20.

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, Andrea Bastianin, Cristina Cattaneo and Anil Markandya
Università degli Studi di Milano-Bicocca - Department of Economics, Management and Statistics (DEMS)University of Milan, CMCC - Centro Euro-Mediterraneo sui Cambiamenti Climatici and Fondazione Eni Enrico Mattei (FEEM), Milan
Downloads 30 (640,462)

Abstract:

Loading...

Convergence, Carbon intensity, Energy intensity

21.

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, Andrea Bastianin, Paolo Castelnovo and Massimo Florio
Università degli Studi di Milano-Bicocca - Department of Economics, Management and Statistics (DEMS)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 29 (647,031)
Citation 1

Abstract:

Loading...

Econometrics, Policy Evaluation, Network Industries, Reforms

22.

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, Andrea Bastianin, Marzio Galeotti and Matteo Manera
Università degli Studi di Milano-Bicocca - Department of Economics, Management and Statistics (DEMS)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 22 (698,737)

Abstract:

Loading...

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

23.

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, Andrea Bastianin and Matteo Manera
Università degli Studi di Milano-Bicocca - Department of Economics, Management and Statistics (DEMS)University of Milan and University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS)
Downloads 16 (748,258)

Abstract:

Loading...

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

24.

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 Beira Interior - Department of Management and Economics, Università degli Studi di Milano-Bicocca - Department of Economics, Management and Statistics (DEMS)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 10 (805,683)

Abstract:

Loading...

Oil Price Decline, Forecasting, Volatility, Uncertainty

25.

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

Number of pages: 9 Posted: 30 Nov 2021
Andrea Bastianin, Andrea Bastianin and Paolo Castelnovo
Università degli Studi di Milano-Bicocca - Department of Economics, Management and Statistics (DEMS)University of Milan and affiliation not provided to SSRN
Downloads 7 (837,260)

Abstract:

Loading...

CERN, innovation, research infrastructures, public procurement, patents