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

22

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CITATIONS
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9

Scholarly Papers (22)

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
Università degli Studi di Milano-Bicocca - Department of Economics, Management and Statistics (DEMS) and University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS)
Downloads 413 (69,091)
Citation 3

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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
Università degli Studi di Milano-Bicocca - Department of Economics, Management and Statistics (DEMS), 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 406 (70,598)

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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
Università degli Studi di Milano-Bicocca - Department of Economics, Management and Statistics (DEMS), University of Milan - Department of Environmental Science and Policy (DESP) and University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS)
Downloads 75 (316,059)
Citation 1

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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
Università degli Studi di Milano-Bicocca - Department of Economics, Management and Statistics (DEMS), University of Milan - Department of Environmental Science and Policy (DESP) and University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS)
Downloads 51 (386,214)

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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
Università degli Studi di Milano-Bicocca - Department of Economics, Management and Statistics (DEMS), University of Milan - Department of Environmental Science and Policy (DESP) and University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS)
Downloads 47 (400,471)

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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
Università degli Studi di Milano-Bicocca - Department of Economics, Management and Statistics (DEMS), University of Milan - Department of Environmental Science and Policy (DESP) and University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS)
Downloads 25 (501,192)

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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
Università degli Studi di Milano-Bicocca - Department of Economics, Management and Statistics (DEMS)
Downloads 192 (155,657)
Citation 1

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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, Francesca Conti and Matteo Manera
Università degli Studi di Milano-Bicocca - Department of Economics, Management and Statistics (DEMS), Fondazione Eni Enrico Mattei (FEEM) and University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS)
Downloads 145 (198,412)
Citation 1

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Volatility, Oil Price Shocks, Oil Price, Stock Prices, 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, Marzio Galeotti and Matteo Manera
Università degli Studi di Milano-Bicocca - Department of Economics, Management and Statistics (DEMS), University of Milan - Department of Environmental Science and Policy (DESP) and University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS)
Downloads 37 (440,425)

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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
Università degli Studi di Milano-Bicocca - Department of Economics, Management and Statistics (DEMS), University of Milan - Department of Environmental Science and Policy (DESP) and University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS)
Downloads 31 (468,097)

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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
Università degli Studi di Milano-Bicocca - Department of Economics, Management and Statistics (DEMS), University of Milan - Department of Environmental Science and Policy (DESP) and University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS)
Downloads 25 (501,192)

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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
Università degli Studi di Milano-Bicocca - Department of Economics, Management and Statistics (DEMS), University of Milan - Department of Environmental Science and Policy (DESP) and University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS)
Downloads 14 (571,164)

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

7.

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
Università degli Studi di Milano-Bicocca - Department of Economics, Management and Statistics (DEMS), University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS), Basque Centre for Climate Change (BC3) and Edison Trading
Downloads 106 (251,430)

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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
Università degli Studi di Milano-Bicocca - Department of Economics, Management and Statistics (DEMS), University of Milan - Department of Environmental Science and Policy (DESP) and University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS)
Downloads 40 (427,539)

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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
Università degli Studi di Milano-Bicocca - Department of Economics, Management and Statistics (DEMS), University of Milan - Department of Environmental Science and Policy (DESP) and University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS)
Downloads 32 (462,992)
Citation 6

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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
Università degli Studi di Milano-Bicocca - Department of Economics, Management and Statistics (DEMS), University of Milan - Department of Environmental Science and Policy (DESP) and University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS)
Downloads 26 (495,166)

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

9.

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
Università degli Studi di Milano-Bicocca - Department of Economics, Management and Statistics (DEMS), Fondazione Eni Enrico Mattei (FEEM), Milan and University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS)
Downloads 94 (272,417)

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

10.

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
Università degli Studi di Milano-Bicocca - Department of Economics, Management and Statistics (DEMS), Georgia Institute of Technology and Georgia Institute of Technology
Downloads 78 (305,684)
Citation 2

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

11.

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
Università degli Studi di Milano-Bicocca - Department of Economics, Management and Statistics (DEMS), University of Milan - Department of Environmental Science and Policy (DESP) and University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS)
Downloads 63 (343,568)
Citation 1

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

12.

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
Università degli Studi di Milano-Bicocca - Department of Economics, Management and Statistics (DEMS) and University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS)
Downloads 50 (383,159)

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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, Marzio Galeotti and Matteo Manera
Università degli Studi di Milano-Bicocca - Department of Economics, Management and Statistics (DEMS), University of Milan - Department of Environmental Science and Policy (DESP) and University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS)
Downloads 23 (513,352)

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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
Università degli Studi di Milano-Bicocca - Department of Economics, Management and Statistics (DEMS), University of Milan - Department of Environmental Science and Policy (DESP) and University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS)
Downloads 23 (513,352)

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Oil Supply Shocks, Mediterranean, Growth

14.

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
Università degli Studi di Milano-Bicocca - Department of Economics, Management and Statistics (DEMS)
Downloads 33 (447,368)

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

15.

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
Università degli Studi di Milano-Bicocca - Department of Economics, Management and Statistics (DEMS) and University of Milan - Department of Economics, Management and Quantitative Methods (DEMM)
Downloads 30 (461,116)
Citation 1

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Cost-Benefit Analysis, HL-LHC

16.

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
Università degli Studi di Milano-Bicocca - Department of Economics, Management and Statistics (DEMS), University of Milan - Department of Environmental Science and Policy (DESP) and Bocconi University - Department of Economics
Downloads 24 (492,099)

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

17.

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
Università degli Studi di Milano-Bicocca - Department of Economics, Management and Statistics (DEMS), CMCC - Centro Euro-Mediterraneo sui Cambiamenti Climatici and Fondazione Eni Enrico Mattei (FEEM), Milan
Downloads 23 (497,604)
Citation 2

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Convergence, Carbon intensity, Energy intensity

18.

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
Università degli Studi di Milano-Bicocca - Department of Economics, Management and Statistics (DEMS), 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 19 (520,531)
Citation 1

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Econometrics, Policy Evaluation, Network Industries, Reforms

19.

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
Università degli Studi di Milano-Bicocca - Department of Economics, Management and Statistics (DEMS), University of Milan - Department of Environmental Science and Policy (DESP) and University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS)
Downloads 16 (537,769)

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

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
Università degli Studi di Milano-Bicocca - Department of Economics, Management and Statistics (DEMS) and Università degli Studi di Milano
Downloads 10 (597,980)

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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
Università degli Studi di Milano-Bicocca - Department of Economics, Management and Statistics (DEMS) and Università degli Studi di Milano
Downloads 4 (640,293)

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

21.

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
Università degli Studi di Milano-Bicocca - Department of Economics, Management and Statistics (DEMS), 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 13 (555,545)

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

22.

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 - 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 3 (620,272)

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Oil Price Decline, Forecasting, Volatility, Uncertainty