Andrea Bastianin

University of Milan - Department of Economics, Management and Quantitative Methods (DEMM)

Via Conservatorio, 7

Milan, 20122

Italy

SCHOLARLY PAPERS

16

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CITATIONS

2

Scholarly Papers (16)

1.

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 - 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 279 (71,147)

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

2.

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 - Department of Economics, Management and Quantitative Methods (DEMM) and University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS)
Downloads 259 (64,875)

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

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 - Department of Economics, Management and Quantitative Methods (DEMM), University of Milan - Department of Economics, Management and Quantitative Methods (DEMM) and University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS)
Downloads 71 (285,190)

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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 - Department of Economics, Management and Quantitative Methods (DEMM), University of Milan - Department of Economics, Management and Quantitative Methods (DEMM) and University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS)
Downloads 48 (348,204)

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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 - Department of Economics, Management and Quantitative Methods (DEMM), University of Milan - Department of Economics, Management and Quantitative Methods (DEMM) and University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS)
Downloads 39 (379,482)

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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 - Department of Economics, Management and Quantitative Methods (DEMM), University of Milan - Department of Economics, Management and Quantitative Methods (DEMM) and University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS)
Downloads 22 (459,494)

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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
University of Milan - Department of Economics, Management and Quantitative Methods (DEMM)
Downloads 158 (142,214)
Citation 1

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copula functions, forecasting, value-at-risk

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 - Department of Economics, Management and Quantitative Methods (DEMM), University of Milan - Department of Economics, Management and Quantitative Methods (DEMM) and University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS)
Downloads 36 (391,040)

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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 - Department of Economics, Management and Quantitative Methods (DEMM), University of Milan - Department of Economics, Management and Quantitative Methods (DEMM) and University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS)
Downloads 30 (416,859)

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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, Marzio Galeotti and Matteo Manera
University of Milan - Department of Economics, Management and Quantitative Methods (DEMM), University of Milan - Department of Economics, Management and Quantitative Methods (DEMM) and University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS)
Downloads 23 (453,725)

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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 - Department of Economics, Management and Quantitative Methods (DEMM), University of Milan - Department of Economics, Management and Quantitative Methods (DEMM) and University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS)
Downloads 13 (511,978)

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

6.

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 - Department of Economics, Management and Quantitative Methods (DEMM), University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS), Basque Centre for Climate Change (BC3) and Edison Trading
Downloads 88 (223,688)

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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, Marzio Galeotti and Matteo Manera
University of Milan - Department of Economics, Management and Quantitative Methods (DEMM), University of Milan - Department of Economics, Management and Quantitative Methods (DEMM) and University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS)
Downloads 36 (391,040)

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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 - Department of Economics, Management and Quantitative Methods (DEMM), University of Milan - Department of Economics, Management and Quantitative Methods (DEMM) and University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS)
Downloads 29 (421,604)

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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 - Department of Economics, Management and Quantitative Methods (DEMM), University of Milan - Department of Economics, Management and Quantitative Methods (DEMM) and University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS)
Downloads 15 (500,375)

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

8.

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 - Department of Economics, Management and Quantitative Methods (DEMM), Georgia Institute of Technology and Fondazione Eni Enrico Mattei (FEEM) & Euro-Mediterranean Center for Climate Change
Downloads 62 (282,146)
Citation 1

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

9.

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 - Department of Economics, Management and Quantitative Methods (DEMM), University of Milan - Department of Economics, Management and Quantitative Methods (DEMM) and University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS)
Downloads 49 (308,436)

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

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 - Department of Economics, Management and Quantitative Methods (DEMM), University of Milan - Department of Economics, Management and Quantitative Methods (DEMM) and University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS)
Downloads 20 (471,195)

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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, Marzio Galeotti and Matteo Manera
University of Milan - Department of Economics, Management and Quantitative Methods (DEMM), University of Milan - Department of Economics, Management and Quantitative Methods (DEMM) and University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS)
Downloads 19 (477,125)

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Oil Supply Shocks, Mediterranean, Growth

11.

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 - Department of Economics, Management and Quantitative Methods (DEMM) and University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS)
Downloads 18 (371,798)

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

12.

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 - Department of Economics, Management and Quantitative Methods (DEMM), CMCC - Centro Euro-Mediterraneo sui Cambiamenti Climatici and Fondazione Eni Enrico Mattei (FEEM), Milan
Downloads 17 (460,908)

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Convergence, Carbon intensity, Energy intensity

13.

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 - Department of Economics, Management and Quantitative Methods (DEMM), 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 0 (492,047)

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Econometrics, Policy Evaluation, Network Industries, Reforms

14.

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 - Department of Economics, Management and Quantitative Methods (DEMM), University of Milan - Department of Economics, Management and Quantitative Methods (DEMM) and University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS)
Downloads 0 (492,047)

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

15.

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 - Department of Economics, Management and Quantitative Methods (DEMM), Fondazione Eni Enrico Mattei (FEEM), Milan and University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS)
Downloads 0 (375,225)

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

16.

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 - Department of Economics, Management and Quantitative Methods (DEMM), Fondazione Eni Enrico Mattei (FEEM) and University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS)
Downloads 0 (222,182)

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