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

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

    • Email
    • Tel: +39 02 6448 5819
    • Fax: +39 02 6448 5878

  • Fondazione Eni Enrico Mattei (FEEM), Milan, Italy

    • Email
    • Tel: +39 02 520 36944
SCHOLARLY PAPERS

57

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Ideas:
“  SVAR models for agricultural commodities markets  ”

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

    • Email
    • Tel: +39 02 6448 5819
    • Fax: +39 02 6448 5878

  • Fondazione Eni Enrico Mattei (FEEM), Milan, Italy

    • Email
    • Tel: +39 02 520 36944

Scholarly Papers (57)

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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 2,439 (10,278)

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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 1,337 (26,189)
Citation 7

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Oil price shocks, Monetary policy response, Structural VAR models

3.

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 1,022 (38,633)
Citation 1

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

4.

Long-Run Models of Oil Stock Prices

Number of pages: 32 Posted: 06 Dec 2003
Matteo Manera, Alessandro Lanza, Margherita Grasso and Massimo Giovannini
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 946 (43,104)
Citation 1

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

5.

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

Number of pages: 36 Posted: 11 Jun 2004
Matteo Manera, Alessandro Lanza, Margherita Grasso and Massimo Giovannini
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 829 (51,678)
Citation 1

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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

6.

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

Downloads 719 (62,535)
Citation 6

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 305 (171,165)
Citation 7

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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 275 (190,744)
Citation 7

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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 139 (355,598)
Citation 9

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

7.

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
Matteo Manera, Chiara Longo, Anil Markandya and Elisa Scarpa
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 700 (64,773)
Citation 9

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

8.

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 663 (69,396)
Citation 2

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Constant conditional correlations, Dynamic conditional correlations, Multivariate

9.

Oil and Product Price Dynamics in International Petroleum Markets

Number of pages: 40 Posted: 24 Nov 2003
Alessandro Lanza, Matteo Manera and Massimo Giovannini
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 594 (79,634)
Citation 2

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Oil prices, Product prices, Error correction models, Forecasting

10.

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 495 (99,820)
Citation 9

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Oil shocks, Output growth, Markov-switching models

11.

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 492 (100,574)
Citation 7

Abstract:

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

12.

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, Matteo Manera, Marcella Nicolini and Ilaria Vignati
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 484 (102,633)

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

13.

ESG Factors and Firms’ Credit Risk

Downloads 480 (103,647)
Citation 1

ESG Factors and Firms’ Credit Risk

FEEM Working Paper No. 36
Number of pages: 52 Posted: 30 Nov 2022
Laura Bonacorsi, Vittoria Cerasi, Galfrascoli Paola and Matteo Manera
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 296 (176,685)

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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
Laura Bonacorsi, Vittoria Cerasi, Galfrascoli Paola and Matteo Manera
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 184 (280,171)

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

14.

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 470 (106,253)
Citation 10

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Oil prices, Gasoline prices, Asymmetries, Error correction models

15.

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 458 (109,609)
Citation 35

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

16.

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 417 (122,298)
Citation 2

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Price asymmetries, Cointegration, Partial adjustment, Threshold regime switching

17.

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 367 (141,273)
Citation 15

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

18.

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 362 (143,476)
Citation 70

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

19.

Biofuels and Food Prices: Searching for the Causal Link

Downloads 287 (183,601)
Citation 1

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 101 (455,327)
Citation 2

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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 70 (568,532)
Citation 4

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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 68 (582,595)
Citation 4

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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 48 (686,966)
Citation 4

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

20.

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
Margherita Grasso, Matteo Manera, Aline Chiabai and Anil Markandya
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 260 (202,813)

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

21.

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 233 (225,884)
Citation 8

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

22.

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 216 (242,627)
Citation 2

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

23.

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 216 (242,627)

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

24.

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
Matteo Manera, Massimiliano Serati and Michele Plotegher
University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS), Università Carlo Cattaneo (LIUC) and Eni S.p.A.
Downloads 208 (251,262)
Citation 3

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Electricity Spot Prices, Autoregressive Models, GARCH Models, Regime Switching Models, Dynamic Factor Models

25.

Food Versus Fuel: Causality and Predictability in Distribution

Downloads 205 (254,621)

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 59 (622,750)
Citation 2

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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 55 (650,724)
Citation 2

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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, University of Milan - Department of Environmental Science and Policy (ESP) and University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS)
Downloads 52 (662,591)
Citation 2

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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 39 (748,972)
Citation 2

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

26.

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 202 (258,057)
Citation 1

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

27.

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 185 (279,162)
Citation 2

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

28.

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 184 (281,843)
Citation 10

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

29.

Investment-Uncertainty Relationship in the Oil and Gas Industry

Downloads 160 (316,442)

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 107 (433,636)

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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 53 (656,648)

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Oil Market, Investment, Uncertainty, SVAR-GARCH

30.

Forecasting the Oil-Gasoline Price Relationship: Should We Care About the Rockets and the Feathers?

Downloads 159 (318,155)

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 65 (592,197)

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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 49 (680,678)

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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 45 (706,643)

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

31.

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 142 (348,977)
Citation 73

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

32.

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, University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS), Basque Centre for Climate Change (BC3) and Edison Trading
Downloads 136 (360,930)
Citation 1

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

33.

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 132 (369,219)
Citation 1

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

34.

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 the Interior of Beira - Department of Management and Economics and University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS)
Downloads 125 (384,820)
Citation 3

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Metals, Commodities, Volatility, Oil Price

35.

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 122 (391,913)
Citation 2

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Oil Market, Oil Price, Stock Market

36.

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 117 (404,059)

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Multivariate GARCH, Dynamic Conditional Correlations, Future Markets, Commodities

37.

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 114 (411,799)
Citation 1

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

38.

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
Alessandro Argentieri, Luciano Canova and Matteo Manera
Agricultural University of Ecuador, Eni Corporate University and University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS)
Downloads 112 (417,143)
Citation 1

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

39.

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 111 (419,902)
Citation 1

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Metals, Commodities, Volatility, Oil Price, Outliers

40.

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 103 (442,989)
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oil shocks, dutch disease, resource curse and real business cycle modelling

41.

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 102 (446,089)
Citation 1

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

42.

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 102 (446,089)
Citation 1

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

43.

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

Downloads 101 (449,214)

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 53 (656,648)

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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 48 (686,966)

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

44.

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 94 (470,963)

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45.

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 94 (470,963)
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Environment, Growth, CO2 Emissions, Panel Data, Fractional Integration, System Cointegration Tests

46.

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 84 (505,173)

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

47.

The Impacts of Exogenous Oil Supply Shocks on Mediterranean Economies

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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 42 (727,140)

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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 41 (734,393)

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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 78 (527,803)

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natural resources, rentier States, conflict and endogenous political regimes

49.

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 66 (578,674)
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consumption, precautionary saving, financial risk, environmental risk, prudence, relative risk aversion, uncertainty

50.

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 63 (592,323)
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Crude Oil Risk Premium, Bayesian SVAR Model, Oil Price Speculation

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 57 (622,356)
Citation 1

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

52.

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
Maryam Ahmadi, Chiara Casoli, Matteo Manera and Daniele Valenti
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 53 (643,806)

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

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)
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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
Samir Cedic, Alwan Mahmoud, Matteo Manera and Gazi Salah Uddin
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
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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
Niaz Bashiri Behmiri, Andrea Bastianin, Elisa Bortolussi, Francesca Conti, Matteo Manera and Marcella Nicolini
University of the Interior of Beira - Department of Management and Economics, 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
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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
Samir Cedic, Alwan Mahmoud, Matteo Manera and Gazi Salah Uddin
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
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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)
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business cycle; L-moments; symmetry; skewness; time reversibility