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Matteo Manera

University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS)

Professor of Econometrics

Via Bicocca degli Arcimboldi, 8

Milan, 20126

Italy

http://www.matteomanera.it

Fondazione Eni Enrico Mattei (FEEM), Milan, Italy

Senior Research Fellow

Corso Magenta, 63

Milan, 20123

Italy

http://www.feem.it

SCHOLARLY PAPERS

61

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381

Ideas:
“  SVAR models for agricultural commodities markets  ”

Scholarly Papers (61)

1.

Forecasting Volatility in European Stock Markets with Non-Linear GARCH Models

Number of pages: 40 Posted: 22 Nov 2002
Matteo Manera and Gianfranco Forte
University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS) and Università degli Studi di Milano-Bicocca - Department of Business Administration, Finance, Management and Law
Downloads 2,504 (14,059)

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Volatility, GARCH, Forecast Evaluation

2.

Oil Prices, Inflation and Interest Rates in a Structural Cointegrated VAR Model for the G-7 Countries

FEEM Working Paper No. 101.2005
Number of pages: 65 Posted: 09 Nov 2005
Matteo Manera and Alessandro Cologni
University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS) and Fondazione Eni Enrico Mattei (FEEM)
Downloads 1,467 (32,470)
Citation 7

Abstract:

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Oil price shocks, Monetary policy response, Structural VAR models

3.
Downloads 1,097 (49,694)

ESG Factors and Firms’ Credit Risk

FEEM Working Paper No. 36
Number of pages: 52 Posted: 30 Nov 2022
Fondazione Eni Enrico Mattei (FEEM), Corte dei conti, 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 794 (76,394)

Abstract:

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Credit risk, Z-scores, ESG factors, Machine learning

ESG Factors and Firms’ Credit Risk

University of Milan Bicocca Department of Economics, Management and Statistics Working Paper No. 507
Number of pages: 50 Posted: 19 Dec 2022 Last Revised: 11 Oct 2023
Fondazione Eni Enrico Mattei (FEEM), Corte dei conti, 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 303 (247,199)

Abstract:

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credit risk, z-scores, ESG factors, Machine learning

4.

Pricing and Hedging Illiquid Energy Derivatives: An Application to the JCC Index

FEEM Working Paper No. 130.2006
Number of pages: 28 Posted: 25 Oct 2006
Matteo Manera and Elisa Scarpa
University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS) and Edison Trading
Downloads 1,071 (51,499)
Citation 1

Abstract:

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Hedging models, Cross-hedging, Energy derivatives, Illiquid financial products, Commodity markets, JCC price index

5.

Long-Run Models of Oil Stock Prices

Number of pages: 32 Posted: 06 Dec 2003
University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS), Fondazione Eni Enrico Mattei (FEEM), Milan, University College London - Department of Economics and Boston College - Department of Economics
Downloads 990 (57,442)
Citation 1

Abstract:

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Cointegration, Vector error correction models, Oil companies, Oil stock prices, Hydrocarbon fuels, Energy, Non-renewable resources, Environment

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 Economics and Management and Fondazione Eni Enrico Mattei (FEEM)
Downloads 370 (198,023)
Citation 3

Abstract:

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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

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 Economics and Management and Fondazione Eni Enrico Mattei (FEEM)
Downloads 354 (208,185)
Citation 6

Abstract:

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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 Economics and Management and Fondazione Eni Enrico Mattei (FEEM)
Downloads 182 (414,462)
Citation 11

Abstract:

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

7.

Conditional Correlations in the Returns on Oil Companies Stock Prices and Their Determinants

Number of pages: 36 Posted: 11 Jun 2004
University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS), Fondazione Eni Enrico Mattei (FEEM), Milan, University College London - Department of Economics and Boston College - Department of Economics
Downloads 870 (68,717)
Citation 1

Abstract:

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Constant conditional correlations, Dynamic conditional correlations, Multivariate GARCH models, Stock price indexes, Brent oil prices, Spot and futures prices, Multivariate cointegration, VECM

8.

Evaluating the Empirical Performance of Alternative Econometric Models for Oil Price Forecasting

FEEM Working Paper No. 4.2007
Number of pages: 49 Posted: 31 Jan 2007
University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS), Fondazione Eni Enrico Mattei (FEEM), Basque Centre for Climate Change (BC3) and Edison Trading
Downloads 753 (83,335)
Citation 9

Abstract:

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

9.

Modelling Dynamic Conditional Correlations in Wti Oil Forward and Futures Returns

Number of pages: 33 Posted: 11 Jun 2004
Matteo Manera, Alessandro Lanza and Michael McAleer
University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS), Fondazione Eni Enrico Mattei (FEEM), Milan and Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Downloads 695 (92,421)
Citation 3

Abstract:

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Constant conditional correlations, Dynamic conditional correlations, Multivariate

10.

Econometric Models of Asymmetric Price Transmission

FEEM Working Paper No. 100.05
Number of pages: 85 Posted: 09 Nov 2005
Matteo Manera and Giliola Frey
University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS) and Fondazione Eni Enrico Mattei (FEEM)
Downloads 643 (102,331)
Citation 2

Abstract:

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Price asymmetries, Cointegration, Partial adjustment, Threshold regime switching

11.

Oil and Product Price Dynamics in International Petroleum Markets

Number of pages: 40 Posted: 24 Nov 2003
Fondazione Eni Enrico Mattei (FEEM), Milan, University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS) and Boston College - Department of Economics
Downloads 640 (102,902)
Citation 2

Abstract:

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Oil prices, Product prices, Error correction models, Forecasting

12.

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 545 (126,423)
Citation 7

Abstract:

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

13.

The Asymmetric Effects of Oil Shocks on Output Growth: A Markov-Switching Analysis for the G-7 Countries

FEEM Working Paper No. 29.2006
Number of pages: 60 Posted: 21 Feb 2006 Last Revised: 21 Mar 2014
Matteo Manera and Alessandro Cologni
University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS) and Fondazione Eni Enrico Mattei (FEEM)
Downloads 540 (127,842)
Citation 9

Abstract:

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Oil shocks, Output growth, Markov-switching models

14.

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 533 (130,010)

Abstract:

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

15.

Asymmetric Error Correction Models for the Oil-Gasoline Price Relationship

Number of pages: 51 Posted: 31 May 2005
Matteo Manera and Margherita Grasso
University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS) and University College London - Department of Economics
Downloads 517 (134,965)
Citation 23

Abstract:

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Oil prices, Gasoline prices, Asymmetries, Error correction models

16.

Modelling the Load Curve of Aggregate Electricity Consumption Using Principal Components

Number of pages: 42 Posted: 06 Dec 2003
Matteo Manera and Angelo Marzullo
University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS) and Eni S.p.A - Enifin
Downloads 494 (142,638)
Citation 35

Abstract:

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Electricity, Load curves, Principal components, Fourier estimator, Constrained smoothing estimator, Temperature, Non-renewable resources, Hydrocarbon fuels, Environment

17.
Downloads 423 (171,735)
Citation 14

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 150 (494,078)
Citation 2

Abstract:

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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 101 (689,735)
Citation 4

Abstract:

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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 100 (694,787)
Citation 4

Abstract:

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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 72 (871,518)
Citation 4

Abstract:

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

18.

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 Economics and Management and Fondazione Eni Enrico Mattei (FEEM)
Downloads 411 (177,553)
Citation 17

Abstract:

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

19.

Star-Garch Models for Stock Market Interactions in the Pacific Basin Region, Japan and Us

Number of pages: 34 Posted: 26 Jun 2003
Giorgio Busetti and Matteo Manera
Quantitative Methods, Monte Paschi Alternative Investment and University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS)
Downloads 387 (190,168)
Citation 70

Abstract:

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STAR-GARCH Models, Stock Market Integration, Pacific-Basin Capital Markets, Outliers

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 86 (773,441)
Citation 2

Abstract:

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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 80 (812,480)
Citation 2

Abstract:

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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 80 (812,480)
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 66 (921,129)
Citation 2

Abstract:

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

21.

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 308 (245,173)
Citation 1

Abstract:

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

22.

The Health Effects of Climate Change: A Survey of Recent Quantitative Research

IEFE Working Paper No. 27
Number of pages: 48 Posted: 31 Jan 2010
University College London - Department of Economics, University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS), Fondazione Eni Enrico Mattei (FEEM) and Basque Centre for Climate Change (BC3)
Downloads 296 (255,791)

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Climate change, Health, Statistical models, Non-infectious diseases, Infectious

23.

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 293 (258,599)
Citation 5

Abstract:

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

24.

On the Robustness of Robustness Checks of the Environmental Kuznets Curve

FEEM Working Paper No. 22.2006
Number of pages: 37 Posted: 15 Feb 2006
Marzio Galeotti, Matteo Manera and Alessandro Lanza
University of Milan - Department of Environmental Science and Policy (ESP), University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS) and Fondazione Eni Enrico Mattei (FEEM), Milan
Downloads 289 (262,373)
Citation 10

Abstract:

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Environment, Growth, CO2 Emissions, Panel data, Fractional integration, Panel cointegration tests

25.

Rockets and Feathers Revisited: An International Comparison on European Gasoline Markets

Number of pages: 34 Posted: 07 Feb 2002
Matteo Manera, Marzio Galeotti and Alessandro Lanza
University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS), University of Milan - Department of Environmental Science and Policy (ESP) and Fondazione Eni Enrico Mattei (FEEM), Milan
Downloads 259 (294,135)
Citation 8

Abstract:

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Gasoline prices, speed of adjustment, asymmetric adjustment, exchange rate

26.

Modeling Electricity Prices: From the State of the Art to a Draft of a New Proposal

FEEM Working Paper No. 9.2008
Number of pages: 50 Posted: 27 Oct 2008
University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS), Università Carlo Cattaneo (LIUC) and Eni S.p.A.
Downloads 253 (301,349)
Citation 3

Abstract:

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Electricity Spot Prices, Autoregressive Models, GARCH Models, Regime Switching Models, Dynamic Factor 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, University of Milan - Department of Environmental Science and Policy (ESP) and University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS)
Downloads 99 (699,970)

Abstract:

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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 76 (840,816)

Abstract:

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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 71 (879,563)

Abstract:

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

28.

Modeling Factor Demands with Sem and VAR: An Empirical Comparison

Number of pages: 55 Posted: 12 Apr 2005
Matteo Manera
University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS)
Downloads 238 (320,573)

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Simultaneous equation models, Vector autoregression models, Factor demands, Dynamic duality

29.

Industrial Coal Demand in China: A Provincial Analysis

FEEM Working Paper No. 8.2008
Number of pages: 35 Posted: 27 Oct 2008
Matteo Manera, Cristina Cattaneo and Elisa Scarpa
University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS), CMCC - Centro Euro-Mediterraneo sui Cambiamenti Climatici and Edison Trading
Downloads 234 (326,127)
Citation 2

Abstract:

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Energy demand, Coal demand, China, Spatial econometrics, Panel data, Forecasting

Investment-Uncertainty Relationship in the Oil and Gas Industry

University of Milan Bicocca Department of Economics, Management and Statistics Working Paper No. 379
Number of pages: 37 Posted: 18 Apr 2018
Maryam Ahmadi, Matteo Manera and Mehdi Sadeghzadeh
Fondazione Eni Enrico Mattei, University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS) and Institute for management and planning studies (IMPS)
Downloads 136 (538,342)

Abstract:

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Oil Market, Investment, Uncertainty, SVAR-GARCH

Investment-Uncertainty Relationship in the Oil and Gas Industry

FEEM Working Paper No. 13.2018
Number of pages: 40 Posted: 25 May 2018
Maryam Ahmadi, Matteo Manera and Mehdi Sadeghzadeh
Fondazione Eni Enrico Mattei, University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS) and Institute for management and planning studies (IMPS)
Downloads 82 (798,777)

Abstract:

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Oil Market, Investment, Uncertainty, SVAR-GARCH

31.

The Role of Outliers and Oil Price Shocks on Volatility of Metal Prices

FEEM Working Paper No. 077.2015
Number of pages: 43 Posted: 08 Sep 2015
Niaz Behmiri and Matteo Manera
Fondazione Eni Enrico Mattei (FEEM) and University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS)
Downloads 194 (391,686)
Citation 1

Abstract:

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Metals, Commodities, Volatility, Oil Price, Outliers

32.

How is Volatility in Commodity Markets Linked to Oil Price Shocks?

FEEM Working Paper No. 101.2015
Number of pages: 36 Posted: 19 Jan 2016
Maryam Ahmadi, Niaz Bashiri Behmiri and Matteo Manera
Fondazione Eni Enrico Mattei, University of Southern Denmark and University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS)
Downloads 181 (418,025)
Citation 3

Abstract:

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Metals, Commodities, Volatility, Oil Price

33.

Coaches on Fire or Firing the Coach? Evidence of the Impact of Coach Changes on Team Performance from Italian Serie A

FEEM Working Paper No. 23.2019
Number of pages: 31 Posted: 25 Oct 2019 Last Revised: 21 Jan 2020
Agricultural University of Ecuador, Eni Corporate University and University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS)
Downloads 167 (449,518)
Citation 1

Abstract:

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Italian Football Data, Coach Changes, Team Performance, Models for Panel Data, Instrumental Variables

34.

Oil Price Forecast Evaluation with Flexible Loss Functions

FEEM Working Paper No. 91.2011
Number of pages: 35 Posted: 25 Jan 2012
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 162 (461,984)
Citation 1

Abstract:

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

35.

Hunting the Living Dead: A 'Peso Problem' in Corporate Liabilities Data

Number of pages: 28 Posted: 15 Jun 2005
Matteo Manera and Umberto Cherubini
University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS) and University of Bologna - Department of Economics
Downloads 162 (461,984)
Citation 73

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Credit risk, Corporate debt, Peso problem, Maximum likelihood, Transformed data

36.

On the Economic Determinants of Oil Production - Theoretical Analysis and Empirical Evidence for Small Exporting Countries

FEEM Working Paper No. 54.2011
Number of pages: 65 Posted: 22 Jul 2011
Alessandro Cologni and Matteo Manera
Edison S.p.A and University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS)
Downloads 158 (472,207)
Citation 1

Abstract:

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Oil Production, Exogenous Shocks, Theoretical Modelling, Time Series Analysis

37.

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 155 (480,208)
Citation 2

Abstract:

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

38.

Modelling the effects of climate change on economic growth: a Bayesian Structural Global Vector Autoregressive approach

FEEM Working Paper No. 46
Number of pages: 50 Posted: 20 Dec 2022
Fondazione Eni Enrico Mattei (FEEM), Fondazione Eni Enrico Mattei, University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS) and University of Milan
Downloads 152 (488,442)

Abstract:

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Climate econometrics, Bayesian Structural VARs, Identification theory, Global VARs

39.

Energy Shocks in the Euro Area: Disentangling the Pass-through From Oil and Gas Prices to Inflation

FEEM Working Paper No. 45
Number of pages: 43 Posted: 20 Dec 2022 Last Revised: 06 Jul 2023
Chiara Casoli, Matteo Manera and Daniele Valenti
Fondazione Eni Enrico Mattei, University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS) and University of Milan
Downloads 152 (488,442)
Citation 7

Abstract:

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Energy shocks, Oil and gas markets, Inflation, Bayesian Structural VARs

40.

Understanding Dynamic Conditional Correlations between Commodities Futures Markets

FEEM Working Paper No. 017.2016
Number of pages: 35 Posted: 08 Mar 2016
Niaz Behmiri, Matteo Manera and Marcella Nicolini
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 152 (488,442)

Abstract:

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Multivariate GARCH, Dynamic Conditional Correlations, Future Markets, Commodities

41.

Global Oil Market and the U.S. Stock Returns

FEEM Working Paper No. 91-2015
Number of pages: 35 Posted: 18 Jan 2016
Maryam Ahmadi, Matteo Manera and Mehdi Sadeghzadeh
Fondazione Eni Enrico Mattei, University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS) and Institute for management and planning studies (IMPS)
Downloads 149 (497,070)
Citation 2

Abstract:

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Oil Market, Oil Price, Stock Market

42.

Oil Price Shocks and Economic Growth in Oil-Exporting Countries

FEEM Working Paper No. 13.2021
Number of pages: 34 Posted: 26 May 2021
Maryam Ahmadi and Matteo Manera
Fondazione Eni Enrico Mattei (FEEM) and University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS)
Downloads 148 (500,001)

Abstract:

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43.

On the Robustness of Robustness Checks of the Environmental Kuznets Curve Hypothesis

Number of pages: 26 Posted: 27 May 2008
Marzio Galeotti, Matteo Manera and Alessandro Lanza
University of Milan - Department of Environmental Science and Policy (ESP), University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS) and Fondazione Eni Enrico Mattei (FEEM), Milan
Downloads 142 (518,102)
Citation 8

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Environment, Growth, CO2 Emissions, Panel Data, Fractional Integration, System Cointegration Tests

The Effects of Environmental Risk on Consumption: An Empirical Analysis on the Mediterranean Countries

FEEM Working Paper No. 43.2014
Number of pages: 25 Posted: 24 May 2014
Donatella Baiardi, Matteo Manera and Mario Menegatti
University of Pavia, University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS) and University of Parma - Dipartimento di Economia
Downloads 70 (887,392)

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Consumption, Environmental Risk, Financial Risk, Prudence, Relative Risk Aversion, Relative Preference for the Quality of Environment

The Effects of Environmental Risk on Consumption: An Empirical Analysis on the Mediterranean Countries

University of Milan Bicocca Department of Economics, Management and Statistics Working Paper No. 271
Number of pages: 22 Posted: 21 Apr 2014
Donatella Baiardi, Matteo Manera and Mario Menegatti
University of Pavia, University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS) and University of Parma - Dipartimento di Economia
Downloads 69 (895,539)

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consumption, environmental risk, financial risk, prudence, relative risk aversion, relative preference for the quality of environment

45.

Exogenous Oil Shocks, Fiscal Policy and Sector Reallocations in Oil Producing Countries

FEEM Working Paper No. 55.2011
Number of pages: 63 Posted: 21 Jul 2011
Alessandro Cologni and Matteo Manera
Edison S.p.A and University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS)
Downloads 139 (527,599)
Citation 3

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oil shocks, dutch disease, resource curse and real business cycle modelling

46.

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 139 (527,599)
Citation 2

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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, 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 (912,349)

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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, University of Milan - Department of Environmental Science and Policy (ESP) and University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS)
Downloads 64 (938,792)

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Oil Supply Shocks, Mediterranean, Growth

48.

Oil Revenues, Ethnic Fragmentation and Political Transition of Authoritarian Regimes

FEEM Working Paper No. 24.2012
Number of pages: 57 Posted: 19 Apr 2012
Alessandro Cologni and Matteo Manera
Edison S.p.A and University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS)
Downloads 115 (617,542)

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natural resources, rentier States, conflict and endogenous political regimes

49.

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 112 (630,858)

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

50.

Consumption and Precautionary Saving: An Empirical Analysis Under Both Financial and Environmental Risks

FEEM Working Paper No. 62.2011
Number of pages: 27 Posted: 30 Aug 2011
Donatella Baiardi, Matteo Manera and Mario Menegatti
University of Pavia, University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS) and University of Parma - Dipartimento di Economia
Downloads 100 (689,572)
Citation 8

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consumption, precautionary saving, financial risk, environmental risk, prudence, relative risk aversion, uncertainty

51.

The Role of Education and Income Inequality on Environmental Quality. A Panel Data Analysis of the EKC Hypothesis on OECD Countries

FEEM Working Paper No. 8.2021
Number of pages: 40 Posted: 29 Mar 2021 Last Revised: 01 Apr 2021
Paolo Maranzano, João Bento and Matteo Manera
University of Milano-Bicocca, Universidade de Aveiro and University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS)
Downloads 98 (699,467)
Citation 2

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Pollution-Income, Environmental Kunzets Curve, Education, Income-Inequality, Panel Data, Clustering

52.

Interpreting the Oil Risk Premium: Do Oil Price Shocks Matter?

FEEM Working Paper No. 03.2018
Number of pages: 41 Posted: 20 Mar 2018
Daniele Valenti, Matteo Manera and Alessandro Sbuelz
University of Milan, University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS) and Catholic University of Milan - Department of Mathematics, Quantitative Finance, and Econometrics
Downloads 97 (704,534)
Citation 5

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Crude Oil Risk Premium, Bayesian SVAR Model, Oil Price Speculation

53.

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 80 (803,225)

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

54.

Uncertainty and Stock Returns in Energy Markets: A Quantile Regression Approach

FEEM Working Paper No. 11.2021
Number of pages: 27 Posted: 09 Apr 2021
Linkoping University, Linkoping University, University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS) and Linkoping University - Department of Management and Engineering Division
Downloads 64 (924,743)
Citation 4

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Uncertainty, Macroeconomic Conditions, Renewable Energy, Stock Returns, Quantile Regression

55.

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 63 (933,592)

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Oil Price Decline, Forecasting, Volatility, Uncertainty

56.

Information Diffusion and Spillover Dynamics in Renewable Energy Markets

FEEM Working Paper No. 10.2021
Number of pages: 39 Posted: 07 Apr 2021
Linkoping University, Linkoping University, University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS) and Linkoping University - Department of Management and Engineering Division
Downloads 57 (989,921)

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Renewable Energy, Connectedness, Frequencies, Dynamics, Spillovers

57.

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 55 (1,010,164)

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

On Track but Too Slow? The Dynamics of EU Decarbonization

FEEM Working Paper No. 14-2026
Number of pages: 63 Posted: 16 Apr 2026
Parisa Pakrooh and Matteo Manera
University of Milan-Bicocca and University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS)
Downloads 30 (1,356,108)

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Carbon Emissions, Energy Transition, Emissions Trading System, Circular Economy, Digitalization, EU Climate Policy

On Track but Too Slow? The Dynamics of EU Decarbonization

University of Milan Bicocca Department of Economics, Management and Statistics Working Paper No. 573
Number of pages: 60 Posted: 17 Apr 2026
Parisa Pakrooh and Matteo Manera
University of Milan-Bicocca and University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS)
Downloads 22 (1,473,203)

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Carbon Emissions, Energy Transition, Emissions Trading System, Circular Economy, Digitalization, EU Climate Policy JELClassifications: Q54

59.

"It's not the Heat, it's the Humidity!" New Climate Indices for iEurope with a Multilevel Factor Model

FEEM Working Paper No. 23-2025
Number of pages: 31 Posted: 03 Dec 2025
Fondazione Eni Enrico Mattei (FEEM), University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS), Fondazione Eni Enrico Mattei (FEEM) and Polytechnic University of Milan - Department of Management, Economics and Industrial Engineering
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Climate measures, climate impacts, Multilevel Factor Models, panel local projections

60.

Causality, Connectedness, and Volatility Pass-Through Among Energy-Metal-Stock-Carbon Markets: New Evidence from the EU

FEEM Working Paper No. 22
Number of pages: 64 Posted: 03 Sep 2024
Parisa Pakrooh and Matteo Manera
Fondazione Eni Enrico Mattei (FEEM) and University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS)
Downloads 49 (1,074,648)

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Causality direction, Dependency structure, EU-ETS

61.

Identifying Spatial Regimes of Economic Fragility through Spatially Constrained Clustering: Evidence from Italian Municipalities

FEEM Working Paper No. 10-2026
Number of pages: 41 Posted: 26 Mar 2026
Fondazione Eni Enrico Mattei (FEEM), University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS), University of Milano-Bicocca and University of Bari
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COVID-19, Economic fragility, Spatial clustering, Spatial Econometrics