Marcella Nicolini

University of Pavia - Department of Political Economy and Quantitative Methods

27100 Pavia

Italy

FEEM Fondazione Eni Enrico Mattei

Corso Magenta 63

Milano, 20123

Italy

SCHOLARLY PAPERS

12

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CITATIONS
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3

Scholarly Papers (12)

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 143 (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

2.

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

3.

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

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

4.

Combined Effects of Load Factors and Booking Time on Fares: Insights from the Yield Management of a Low-Cost Airline

FEEM Working Paper No. 14.2012
Number of pages: 45 Posted: 28 Mar 2012
Marco Alderighi, Marcella Nicolini and Claudio A. Piga
Università della Valle d'Aosta, University of Pavia - Department of Political Economy and Quantitative Methods and Keele University - Keele Management School
Downloads 202 (95,590)

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pricing policy, panel data, Ryanair, yield management

5.

Institutions and Offshoring Decision

CESifo Working Paper No. 2074
Number of pages: 43 Posted: 09 Aug 2007
Marcella Nicolini
University of Pavia - Department of Political Economy and Quantitative Methods
Downloads 114 (197,941)

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6.

The Energy Sector in Mediterranean and MENA Countries

FEEM Working Paper No. 73.2012
Number of pages: 31 Posted: 15 Nov 2012
Marcella Nicolini and Simona Porcheri
University of Pavia - Department of Political Economy and Quantitative Methods and Fondazione Eni Enrico Mattei
Downloads 83 (234,924)

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energy, Mediterranean countries, MENA countries, subsidies

7.

Do Competition and Ownership Matter? Evidence from Local Public Transport in Europe

FEEM Working Paper No. 9.2010
Number of pages: 42 Posted: 24 Feb 2010
Andrea Boitani, Marcella Nicolini and Carlo Scarpa
Catholic University of the Sacred Heart of Milan, University of Pavia - Department of Political Economy and Quantitative Methods and University of Brescia
Downloads 83 (238,144)

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Local Public Transport, Public Ownership, Translog Production Function

8.

The Impact of Foreign Mnes in Service Sectors on Productivity of Local Manufacturing Firms: Vertical Linkages and Spillovers

Number of pages: 41 Posted: 11 Jan 2010
Marcella Nicolini, Sergio Mariotti and Lucia Piscitello
University of Pavia - Department of Political Economy and Quantitative Methods, Polytechnic University of Milan - Dipartimento di Ingegneria Gestionale and Politecnico di Milano - Dipartimento di Ingegneria gestionale
Downloads 55 (293,894)

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MNE-Host country relations, FDI, Knowledge and productivity spillovers

9.

Productivity Spillovers from Foreign MNEs on Domestic Manufacturing Firms: Is Co-Location Always a Plus?

FEEM Working Paper No. 6.2011
Number of pages: 32 Posted: 09 Feb 2011
Polytechnic University of Milan - Dipartimento di Ingegneria Gestionale, University of Brescia, University of Pavia - Department of Political Economy and Quantitative Methods and Politecnico di Milano - Dipartimento di Ingegneria gestionale
Downloads 43 (324,899)

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Multinational Firms, Co-Location, Proximity, Spillover Effects, Customer-Supplier Interaction, Vertical Linkages

10.

State Aid to Business in the European Union: A Focus on the Car Sector

University of Pavia Department of Economics and Management Working Paper No. 1
Number of pages: 31 Posted: 09 Sep 2012
Marcella Nicolini, Carlo Scarpa and Paola Valbonesi
University of Pavia - Department of Political Economy and Quantitative Methods, University of Brescia and University of Padua - Department of Economics and Management, DSEA
Downloads 27 (372,129)

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car industry, state aid to business, EU competition policy

11.

Which Firms Create Them and Which Firms Really Benefit? FDI Spillovers in New EU Member States

Economics of Transition, Vol. 18, No. 3, pp. 487-511, July 2010
Number of pages: 25 Posted: 12 Apr 2010
Marcella Nicolini and Laura Resmini
University of Pavia - Department of Political Economy and Quantitative Methods and Bocconi University - Department of Economics
Downloads 1 (559,570)
Citation 2
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12.

Understanding Dynamic Conditional Correlations between Commodities Futures Markets

FEEM Working Paper No. 017.2016
Number of pages: 35 Posted: 08 Mar 2016
Niaz Bashiri 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 Political Economy and Quantitative Methods
Downloads 0 (271,744)

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Multivariate GARCH, Dynamic Conditional Correlations, Future Markets, Commodities