Margherita Grasso

University College London - Department of Economics

Gower Street

London

United Kingdom

SCHOLARLY PAPERS

6

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2,436

CITATIONS
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SSRN RANKINGS

Top 18,848

in Total Papers Citations

25

Scholarly Papers (6)

1.

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 902 (24,820)
Citation 2

Abstract:

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

2.

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 790 (29,849)
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

3.

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 390 (73,957)
Citation 18

Abstract:

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Oil prices, Gasoline prices, Asymmetries, Error correction models

4.

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 223 (135,212)
Citation 5

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

5.

Time Varying Parameters Bayesian Forecasting of Electricity Demand: The Italian Case

IEFE Working Paper No. 36
Number of pages: 30 Posted: 26 Jul 2010
Margherita Grasso
University College London - Department of Economics
Downloads 67 (332,915)

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Electricity demand, forecasting, time varying coefficients model, Kalman filtering, Markov Chain Monte Carlo

6.

Three-Regime Threshold Error Correction Models and the Law of One Price: The Case of European Electricity Markets

IEFE Working Paper No. 30
Number of pages: 37 Posted: 05 Apr 2010
Margherita Grasso
University College London - Department of Economics
Downloads 64 (340,944)

Abstract:

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Electricity, forward prices, EU market integration, non-linear error correction, min-max process