Ilaria Vignati

Fondazione Eni Enrico Mattei (FEEM)

C.so Magenta 63

Milano, 20123

Italy

SCHOLARLY PAPERS

3

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CITATIONS

1

Scholarly Papers (3)

Futures Price Volatility in Commodities Markets: The Role of Short Term vs Long Term Speculation

FEEM Working Paper No. 45.2013
Number of pages: 30 Posted: 04 Jun 2013
Matteo Manera, Marcella Nicolini and Ilaria Vignati
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 191 (132,721)

Abstract:

Commodities Futures Markets, Speculation, Scalping, Working’s T, Data Frequency, GARCH Models

Futures Price Volatility in Commodities Markets: The Role of Short Term vs Long Term Speculation

USAEE Working Paper No. 13-128
Number of pages: 27 Posted: 11 Jun 2013
Matteo Manera, Marcella Nicolini and Ilaria Vignati
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 139 (175,777)

Abstract:

Commodities futures markets, Speculation, Scalping, Working’s T, Data frequency, GARCH models

Futures Price Volatility in Commodities Markets: The Role of Short Term vs Long Term Speculation

University of Milan Bicocca Department of Economics, Management and Statistics Working Paper No. 243
Number of pages: 27 Posted: 17 Jul 2013 Last Revised: 21 Jul 2013
Matteo Manera, Marcella Nicolini and Ilaria Vignati
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 95 (234,051)

Abstract:

Commodities futures markets, Speculation, Scalping, Working’s T, Data frequency, GARCH models

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 - 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 (70,951)

Abstract:

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

3.

Returns in Commodities Futures Markets and Financial Speculation: A Multivariate GARCH Approach

FEEM Working Paper No. 23.2012
Number of pages: 53 Posted: 17 Apr 2012
Matteo Manera, Marcella Nicolini and Ilaria Vignati
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 217 (94,444)
Citation 1

Abstract:

energy, commodities, futures markets, financial speculation, multivariate GARCH