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

45

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CITATIONS
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85

Ideas:
“  SVAR models for agricultural commodities markets  ”

Scholarly Papers (45)

1.

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

FEEM Working Paper No. 98.2002
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 2,221 (4,513)

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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 950 (16,233)
Citation 10

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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 885 (19,547)

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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

FEEM Working Paper No. 96.2003
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 863 (21,246)
Citation 2

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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

FEEM Working Paper No. 71.04
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 727 (26,507)
Citation 2

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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.

Modelling Dynamic Conditional Correlations in WTI Oil Forward and Futures Returns

FEEM Working Paper No. 72.04
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 612 (34,599)
Citation 3

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Constant conditional correlations, Dynamic conditional correlations, Multivariate

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
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 609 (33,654)
Citation 5

Abstract:

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

8.

Oil and Product Price Dynamics in International Petroleum Markets

FEEM Working Paper No. 81.2003
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 522 (41,871)
Citation 1

Abstract:

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Oil prices, Product prices, Error correction models, Forecasting

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 (135,249)

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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

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 144 (174,824)

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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 Political Economy and Quantitative Methods and Fondazione Eni Enrico Mattei (FEEM)
Downloads 96 (236,517)

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

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 412 (54,266)
Citation 10

Abstract:

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Oil shocks, Output growth, Markov-switching models

11.

Modelling the Load Curve of Aggregate Electricity Consumption Using Principal Components

FEEM Working Paper No. 95.2003
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 406 (57,421)

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

12.
Downloads 378 ( 65,516)
Citation 13

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 351 (70,853)
Citation 13

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Price asymmetries, Cointegration, Partial adjustment, Threshold regime switching

Econometric Models of Asymmetric Price Transmission

Journal of Economic Surveys, Vol. 21, Issue 2, pp. 349-415, April 2007
Number of pages: 67 Posted: 21 Mar 2007
Giliola Frey and Matteo Manera
Fondazione Eni Enrico Mattei (FEEM) and University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS)
Downloads 27 (431,940)
Citation 13
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13.

STAR-GARCH Models for Stock Market Interactions in the Pacific Basin Region, Japan and US

FEEM Working Paper No. 43.2003
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 305 (78,888)
Citation 1

Abstract:

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

14.

Asymmetric Error Correction Models for the Oil-Gasoline Price Relationship

FEEM Working Paper No. 75.05
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 301 (71,928)
Citation 6

Abstract:

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Oil prices, Gasoline prices, Asymmetries, Error correction models

15.

Speculation, Returns, Volume and Volatility in Commodities Futures Markets

FEEM (Fondazione Eni Enrico Mattei), Review of Environment, Energy and Economics (Re3), January 2012
Number of pages: 11 Posted: 28 Mar 2012
University of Milan - Department of Economics, Management and Quantitative Methods (DEMM), University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS), University of Pavia - Department of Political Economy and Quantitative Methods and Fondazione Eni Enrico Mattei (FEEM)
Downloads 279 (71,219)

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

16.

How Does Stock Market Volatility React to Oil Shocks?

FEEM Working Paper No. 110.2014
Number of pages: 35 Posted: 17 Jan 2015
Andrea Bastianin and Matteo Manera
University of Milan - Department of Economics, Management and Quantitative Methods (DEMM) and University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS)
Downloads 259 (64,934)

Abstract:

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

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 Political Economy and Quantitative Methods and Fondazione Eni Enrico Mattei (FEEM)
Downloads 217 (95,590)
Citation 1

Abstract:

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

18.

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 206 (118,884)

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

19.

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

FEEM Working Paper No. 6.2002
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 Economics, Management and Quantitative Methods (DEMM) and Fondazione Eni Enrico Mattei (FEEM), Milan
Downloads 197 (126,177)
Citation 13

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

20.

Modeling Factor Demands with SEM and VAR: An Empirical Comparison

FEEM Working Paper No. 47.05
Number of pages: 55 Posted: 12 Apr 2005
Matteo Manera
University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS)
Downloads 183 (131,577)

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

Biofuels and Food Prices: Searching for the Causal Link

USAEE Working Paper No. 13-120
Number of pages: 33 Posted: 01 Apr 2013
Andrea Bastianin, Marzio Galeotti and Matteo Manera
University of Milan - Department of Economics, Management and Quantitative Methods (DEMM), University of Milan - Department of Economics, Management and Quantitative Methods (DEMM) and University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS)
Downloads 71 (285,472)

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

Biofuels and Food Prices: Searching for the Causal Link

FEEM Working Paper No. 22.2013
Number of pages: 36 Posted: 04 Apr 2013
Andrea Bastianin, Marzio Galeotti and Matteo Manera
University of Milan - Department of Economics, Management and Quantitative Methods (DEMM), University of Milan - Department of Economics, Management and Quantitative Methods (DEMM) and University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS)
Downloads 48 (348,554)

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

Biofuels and Food Prices: Searching for the Causal Link

University of Milan Bicocca Department of Economics, Management and Statistics Working Paper No. 239
Number of pages: 34 Posted: 19 Jul 2013 Last Revised: 21 Mar 2015
Andrea Bastianin, Marzio Galeotti and Matteo Manera
University of Milan - Department of Economics, Management and Quantitative Methods (DEMM), University of Milan - Department of Economics, Management and Quantitative Methods (DEMM) and University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS)
Downloads 40 (376,012)

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

Biofuels and Food Prices: Searching for the Causal Link

IEFE ‐ The Center for Research on Energy and Environmental Economics and Policy at Bocconi Universityb Working Paper No. 55,
Number of pages: 35 Posted: 14 Mar 2013
Andrea Bastianin, Marzio Galeotti and Matteo Manera
University of Milan - Department of Economics, Management and Quantitative Methods (DEMM), University of Milan - Department of Economics, Management and Quantitative Methods (DEMM) and University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS)
Downloads 22 (459,889)

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

22.

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 154 (149,758)
Citation 1

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

23.

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 148 (162,058)
Citation 1

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

24.

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

FEEM Working Paper No. 76.05
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 Statistics
Downloads 117 (194,330)
Citation 1

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

25.

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 Economics, Management and Quantitative Methods (DEMM), University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS) and Fondazione Eni Enrico Mattei (FEEM), Milan
Downloads 107 (206,914)
Citation 9

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

Food Versus Fuel: Causality and Predictability in Distribution

FEEM Working Paper No. 23.2013
Number of pages: 37 Posted: 04 Apr 2013
Andrea Bastianin, Marzio Galeotti and Matteo Manera
University of Milan - Department of Economics, Management and Quantitative Methods (DEMM), University of Milan - Department of Economics, Management and Quantitative Methods (DEMM) and University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS)
Downloads 36 (391,379)

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

Food Versus Fuel: Causality and Predictability in Distribution

USAEE Working Paper No. 13-117
Number of pages: 34 Posted: 23 Mar 2013
Andrea Bastianin, Marzio Galeotti and Matteo Manera
University of Milan - Department of Economics, Management and Quantitative Methods (DEMM), University of Milan - Department of Economics, Management and Quantitative Methods (DEMM) and University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS)
Downloads 30 (417,226)

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

Food Versus Fuel: Causality and Predictability in Distribution

University of Milan Bicocca Department of Economics, Management and Statistics Working Paper No. 241
Number of pages: 35 Posted: 19 Jul 2013 Last Revised: 21 Mar 2015
Andrea Bastianin, Marzio Galeotti and Matteo Manera
University of Milan - Department of Economics, Management and Quantitative Methods (DEMM), University of Milan - Department of Economics, Management and Quantitative Methods (DEMM) and University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS)
Downloads 23 (454,126)

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

Food Versus Fuel: Causality and Predictability in Distribution

IEFE ‐ The Center for Research on Energy and Environmental Economics and Policy at Bocconi University Working Paper No. 56,
Number of pages: 36 Posted: 27 Mar 2013
Andrea Bastianin, Marzio Galeotti and Matteo Manera
University of Milan - Department of Economics, Management and Quantitative Methods (DEMM), University of Milan - Department of Economics, Management and Quantitative Methods (DEMM) and University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS)
Downloads 13 (512,381)

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

27.

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 - Department of Economics, Management and Quantitative Methods (DEMM), University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS), Basque Centre for Climate Change (BC3) and Edison Trading
Downloads 88 (223,878)

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

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

FEEM Working Paper No. 21.2014
Number of pages: 25 Posted: 13 Mar 2014
Andrea Bastianin, Marzio Galeotti and Matteo Manera
University of Milan - Department of Economics, Management and Quantitative Methods (DEMM), University of Milan - Department of Economics, Management and Quantitative Methods (DEMM) and University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS)
Downloads 36 (391,379)

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

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

University of Milan Bicocca Department of Economics, Management and Statistics Working Paper No. 269
Number of pages: 23 Posted: 08 Mar 2014
Andrea Bastianin, Marzio Galeotti and Matteo Manera
University of Milan - Department of Economics, Management and Quantitative Methods (DEMM), University of Milan - Department of Economics, Management and Quantitative Methods (DEMM) and University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS)
Downloads 29 (421,998)

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

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

Number of pages: 26 Posted: 04 Mar 2014
Andrea Bastianin, Marzio Galeotti and Matteo Manera
University of Milan - Department of Economics, Management and Quantitative Methods (DEMM), University of Milan - Department of Economics, Management and Quantitative Methods (DEMM) and University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS)
Downloads 15 (500,790)

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

29.

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 69 (252,182)

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

30.

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 58 (273,883)

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

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 31 (412,530)

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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 24 (448,343)

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

32.

Forecast Evaluation in Call Centers: Combined Forecasts, Flexible Loss Functions and Economic Criteria

Number of pages: 33 Posted: 04 May 2011
Andrea Bastianin, Marzio Galeotti and Matteo Manera
University of Milan - Department of Economics, Management and Quantitative Methods (DEMM), University of Milan - Department of Economics, Management and Quantitative Methods (DEMM) and University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS)
Downloads 49 (308,726)

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

33.

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 Economics, Management and Quantitative Methods (DEMM), University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS) and Fondazione Eni Enrico Mattei (FEEM), Milan
Downloads 46 (333,634)
Citation 8

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

34.

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 42 (342,699)

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natural resources, rentier States, conflict and endogenous political regimes

The Impacts of Exogenous Oil Supply Shocks on Mediterranean Economies

Number of pages: 21 Posted: 14 Oct 2015
Andrea Bastianin, Marzio Galeotti and Matteo Manera
University of Milan - Department of Economics, Management and Quantitative Methods (DEMM), University of Milan - Department of Economics, Management and Quantitative Methods (DEMM) and University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS)
Downloads 20 (471,608)

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Oil supply shocks, Mediterranean, Growth.

The Impacts of Exogenous Oil Supply Shocks on Mediterranean Economies

FEEM Working Paper No. 100.2015
Number of pages: 24 Posted: 19 Jan 2016
Andrea Bastianin, Marzio Galeotti and Matteo Manera
University of Milan - Department of Economics, Management and Quantitative Methods (DEMM), University of Milan - Department of Economics, Management and Quantitative Methods (DEMM) and University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS)
Downloads 19 (477,515)

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Oil Supply Shocks, Mediterranean, Growth

36.

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 34 (372,129)

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

37.

Oil and Macroeconomic Uncertainty

Review of Environment, Energy and Economics (Re3), June 2015
Number of pages: 9 Posted: 23 Jul 2015
Andrea Bastianin and Matteo Manera
University of Milan - Department of Economics, Management and Quantitative Methods (DEMM) and University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS)
Downloads 18 (372,129)

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

38.

Testing Multiple Non-Nested Factor Demand Systems

Bulletin of Economic Research, Vol. 57, No. 1, pp. 37-66, January 2005
Number of pages: 30 Posted: 31 Dec 2004
Matteo Manera and Michael McAleer
University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS) and Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Downloads 14 (487,327)
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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 Bashiri Behmiri and Matteo Manera
Fondazione Eni Enrico Mattei (FEEM) and University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS)
Downloads 13 (311,247)

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Metals, Commodities, Volatility, Oil Price, Outliers

40.

Statistical and Economic Evaluation of Time Series Models for Forecasting Arrivals at Call Centers

FEEM Working Paper No. 6.2017
Number of pages: 30 Posted: 08 Feb 2017
Andrea Bastianin, Marzio Galeotti and Matteo Manera
University of Milan - Department of Economics, Management and Quantitative Methods (DEMM), University of Milan - Department of Economics, Management and Quantitative Methods (DEMM) and University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS)
Downloads 0 (492,447)

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

41.

Economic Impacts of El Niño Southern Oscillation: Evidence from the Colombian Coffee Market

FEEM Working Paper No. 73.2016
Number of pages: 44 Posted: 06 Dec 2016 Last Revised: 20 Mar 2017
Andrea Bastianin, Alessandro Lanza and Matteo Manera
University of Milan - Department of Economics, Management and Quantitative Methods (DEMM), Fondazione Eni Enrico Mattei (FEEM), Milan and University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS)
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Coffee, Colombia, El Niño, ENSO, La Niña, Structural VAR

42.

Understanding Dynamic Conditional Correlations between Commodities Futures Markets

FEEM Working Paper No. 017.2016
Number of pages: 35 Posted: 08 Mar 2016
Fondazione Eni Enrico Mattei (FEEM), University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS) and University of Pavia - Department of Political Economy and Quantitative Methods
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Multivariate GARCH, Dynamic Conditional Correlations, Future Markets, Commodities

43.

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
University of Milan, University of Beira Interior - Department of Management and Economics and University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS)
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Metals, Commodities, Volatility, Oil Price

44.

The Impacts of Oil Price Shocks on Stock Market Volatility: Evidence from the G7 Countries

FEEM Working Paper No. 99.2015
Number of pages: 22 Posted: 19 Jan 2016
Andrea Bastianin, Francesca Conti and Matteo Manera
University of Milan - Department of Economics, Management and Quantitative Methods (DEMM), Fondazione Eni Enrico Mattei (FEEM) and University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS)
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Volatility, Oil Price Shocks, Oil Price, Stock Prices, Structural VAR

45.

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
Lombardy Advanced School of Economic Research (LASER), University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS) and Bocconi University
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Oil Market, Oil Price, Stock Market