Margherita Grasso

University College London - Department of Economics

Gower Street

London

United Kingdom

SCHOLARLY PAPERS

6

DOWNLOADS
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CITATIONS
Rank 25,522

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Top 25,522

in Total Papers Citations

10

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 863 (20,751)
Citation 2

Abstract:

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 727 (26,111)
Citation 2

Abstract:

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 301 (71,029)
Citation 6

Abstract:

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 206 (117,805)

Abstract:

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

5.

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 51 (303,651)

Abstract:

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

6.

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 50 (301,152)

Abstract:

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