Details about Matteo Manera

Access statistics for papers by Matteo Manera.

Last updated 2009-09-08. Update your information in the RePEc Author Service.

Short-id: pma580

Working Papers

2009

1. Energy efficiency in Europe: trends, convergence and policy effectiveness
   MPRA Paper, University Library of Munich, Germany

2008

2. Industrial Coal Demand in China: A Provincial Analysis
   Working Papers, Fondazione Eni Enrico Mattei
3. Modeling Electricity Prices: From the State of the Art to a Draft of a New Proposal
   Working Papers, Fondazione Eni Enrico Mattei
   Also in LIUC Papers in Economics, Cattaneo University (LIUC) (2008) View citations

2007

4. Evaluating the Empirical Performance of Alternative Econometric Models for Oil Price Forecasting
   Working Papers, Fondazione Eni Enrico Mattei

2006

5. On the Robustness of Robustness Checks of the Environmental Kuznets Curve
   Working Papers, Università degli Studi di Milano-Bicocca, Dipartimento di Statistica
   Also in Working Papers, Fondazione Eni Enrico Mattei (2006) View citations
   UNIMI - Research Papers in Economics, Business, and Statistics, Universitá degli Studi di Milano (2006) View citations
6. Pricing and Hedging Illiquid Energy Derivatives:an Application to the JCC Index
   Working Papers, Fondazione Eni Enrico Mattei
7. The Asymmetric Effects of Oil Shocks on Output Growth: A Markov-Switching Analysis for the G-7 Countries
   Working Papers, Fondazione Eni Enrico Mattei View citations

2005

8. Asymmetric Error Correction Models for the Oil-Gasoline Price Relationship
   Working Papers, Fondazione Eni Enrico Mattei
   See also Journal Article in Energy Policy (2007)
9. Econometric Models of Asymmetric Price Transmission
   Working Papers, Fondazione Eni Enrico Mattei View citations
   See also Journal Article in Journal of Economic Surveys (2007)
10. Hunting the Living Dead A “Peso Problem” in Corporate Liabilities Data
    Working Papers, Fondazione Eni Enrico Mattei
11. Modeling Factor Demands with SEM and VAR: An Empirical Comparison
    Working Papers, Fondazione Eni Enrico Mattei
    See also Journal Article in Journal of Productivity Analysis (2006)
12. Oil Prices, Inflation and Interest Rates in a Structural Cointegrated VAR Model for the G-7 Countries
    Working Papers, Fondazione Eni Enrico Mattei
    See also Journal Article in Energy Economics (2008)

2004

13. Conditional Correlations in the Returns on Oil Companies Stock Prices and Their Determinants
    Working Papers, Fondazione Eni Enrico Mattei
    See also Journal Article in Empirica (2006)
14. Modelling Dynamic Conditional Correlations in WTI Oil Forward and Futures Returns
    Working Papers, Fondazione Eni Enrico Mattei
    See also Journal Article in Finance Research Letters (2006)

2003

15. Long-run Models of Oil Stock Prices
    Working Papers, Fondazione Eni Enrico Mattei View citations
16. Modelling the Load Curve of Aggregate Electricity Consumption Using Principal Components
    Working Papers, Fondazione Eni Enrico Mattei
17. Oil and Product Price Dynamics in International Petroleum Markets
    Working Papers, Fondazione Eni Enrico Mattei View citations
18. Oil and price dynamics in international petroleum markets
    Working Paper CRENoS, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia View citations
19. STAR-GARCH Models for Stock Market Interactions in the Pacific Basin Region, Japan and US
    Working Papers, Fondazione Eni Enrico Mattei

2001

20. Rockets and feathers revisited: an international comparison on European gasoline markets
    Working Paper CRENoS, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia View citations
    See also Journal Article in Energy Economics (2003)

Journal Articles

2009

1. Econometric Models for Oil Price Forecasting: A Critical Survey
   CESifo Forum, 2009, 10, (1), 29-44
2. On the Robustness of Robustness Checks of the Environmental Kuznets Curve Hypothesis
   Environmental & Resource Economics, 2009, 42, (4), 551-574

2008

3. Oil prices, inflation and interest rates in a structural cointegrated VAR model for the G-7 countries
   Energy Economics, 2008, 30, (3), 856-888 View citations
   See also Working Paper (2005)

2007

4. Asymmetric error correction models for the oil-gasoline price relationship
   Energy Policy, 2007, 35, (1), 156-177
   See also Working Paper (2005)
5. ECONOMETRIC MODELS OF ASYMMETRIC PRICE TRANSMISSION
   Journal of Economic Surveys, 2007, 21, (2), 349-415 View citations
   See also Working Paper (2005)

2006

6. Conditional correlations in the returns on oil companies stock prices and their determinants
   Empirica, 2006, 33, (4), 193-207
   See also Working Paper (2004)
7. Modeling dynamic conditional correlations in WTI oil forward and futures returns
   Finance Research Letters, 2006, 3, (2), 114-132 View citations
   See also Working Paper (2004)
8. Modelling factor demands with SEM and VAR: an empirical comparison
   Journal of Productivity Analysis, 2006, 26, (2), 121-146
   See also Working Paper (2005)
9. Modelling time-varying conditional correlations in the volatility of Tapis oil spot and forward returns
   Applied Financial Economics, 2006, 16, (7), 525-533 View citations

2005

10. Empirical factor demands and flexible functional forms: a bayesian approach
    Economic Systems Research, 2005, 17, (1), 57-75
11. Modeling and forecasting cointegrated relationships among heavy oil and product prices
    Energy Economics, 2005, 27, (6), 831-848 View citations

2003

12. Rockets and feathers revisited: an international comparison on European gasoline markets
    Energy Economics, 2003, 25, (2), 175-190 View citations
    See also Working Paper (2001)

2002

13. Testing misspecified non-nested factor demand systems: Some Monte Carlo results
    Empirical Economics, 2002, 27, (4), 657-686 View citations

1994

14. Factor demands and substitution in the Italian manufacturing sector: a dynamic duality model
    Ricerche Economiche, 1994, 48, (2), 141-163 View citations