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Details about Matteo Manera

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Homepage:http://www.matteomanera.it
Workplace:Dipartimento di Economia, Metodi Quantitativi e Strategie d'Impresa (DEMS) (Department of Economics, Quantitative Methods and Business Strategy), Scuola di Economia e Statistica (School of Economics and Statistics), Università degli Studi di Milano-Bicocca (University of Milan-Bicocca), (more information at EDIRC)
Fondazione ENI Enrico Mattei (FEEM) (ENI Enrico Mattei Foundation), (more information at EDIRC)

Access statistics for papers by Matteo Manera.

Last updated 2019-07-05. Update your information in the RePEc Author Service.

Short-id: pma580


Jump to Journal Articles

Working Papers

2018

  1. Economic impacts of El Niño Southern Oscillation: evidence from the Colombian coffee market
    MPRA Paper, University Library of Munich, Germany Downloads
    Also in Working Papers, Fondazione Eni Enrico Mattei (2016) Downloads
    EIA: Climate Change: Economic Impacts and Adaptation, Fondazione Eni Enrico Mattei (FEEM) (2016) Downloads

    See also Journal Article in Agricultural Economics (2018)
  2. How does stock market volatility react to oil shocks?
    Papers, arXiv.org Downloads
    Also in Working Papers, Fondazione Eni Enrico Mattei (2015) Downloads View citations (6)
    Energy: Resources and Markets, Fondazione Eni Enrico Mattei (FEEM) (2015) Downloads

    See also Journal Article in Macroeconomic Dynamics (2018)
  3. Interpreting the Oil Risk Premium: do Oil Price Shocks Matter?
    ET: Economic Theory, Fondazione Eni Enrico Mattei (FEEM) Downloads
    Also in Working Papers, Fondazione Eni Enrico Mattei (2018) Downloads
  4. Investment-Uncertainty Relationship in the Oil and Gas Industry
    Working Papers, Fondazione Eni Enrico Mattei Downloads
    Also in ET: Economic Theory, Fondazione Eni Enrico Mattei (FEEM) (2018) Downloads
    Working Papers, University of Milano-Bicocca, Department of Economics (2018) Downloads
  5. Statistical and Economic Evaluation of Time Series Models for Forecasting Arrivals at Call Centers
    Papers, arXiv.org Downloads
    Also in MPRA Paper, University Library of Munich, Germany (2016) Downloads
    ET: Economic Theory, Fondazione Eni Enrico Mattei (FEEM) (2017) Downloads
    Working Papers, Università degli Studi di Milano-Bicocca, Dipartimento di Statistica (2011) Downloads View citations (3)
    Working Papers, Fondazione Eni Enrico Mattei (2017) Downloads

2016

  1. Global Oil Market and the U.S. Stock Returns
    Energy: Resources and Markets, Fondazione Eni Enrico Mattei (FEEM) Downloads
    Also in Working Papers, Fondazione Eni Enrico Mattei (2015) Downloads

    See also Journal Article in Energy (2016)
  2. How is Volatility in Commodity Markets Linked to Oil Price Shocks?
    Energy: Resources and Markets, Fondazione Eni Enrico Mattei (FEEM) Downloads View citations (10)
    Also in Working Papers, Fondazione Eni Enrico Mattei (2015) Downloads

    See also Journal Article in Energy Economics (2016)
  3. Introduction to Macroeconomic Dynamics Special Issue on Dynamics of Oil and Commodities Prices
    Working Papers, Department of Economics, University of Calgary Downloads View citations (1)
    See also Journal Article in Macroeconomic Dynamics (2018)
  4. The Impacts of Exogenous Oil Supply Shocks on Mediterranean Economies
    Energy: Resources and Markets, Fondazione Eni Enrico Mattei (FEEM) Downloads
    Also in IEFE Working Papers, IEFE, Center for Research on Energy and Environmental Economics and Policy, Universita' Bocconi, Milano, Italy (2015) Downloads
    Working Papers, Fondazione Eni Enrico Mattei (2015) Downloads
  5. The Impacts of Oil Price Shocks on Stock Market Volatility: Evidence from the G7 Countries
    Energy: Resources and Markets, Fondazione Eni Enrico Mattei (FEEM) Downloads View citations (10)
    Also in Working Papers, Fondazione Eni Enrico Mattei (2015) Downloads

    See also Journal Article in Energy Policy (2016)
  6. Understanding Dynamic Conditional Correlations between Commodities Futures Markets
    Working Papers, Fondazione Eni Enrico Mattei Downloads View citations (1)
    Also in ESP: Energy Scenarios and Policy, Fondazione Eni Enrico Mattei (FEEM) (2016) Downloads View citations (2)

2015

  1. The Role of Outliers and Oil Price Shocks on Volatility of Metal Prices
    Energy: Resources and Markets, Fondazione Eni Enrico Mattei (FEEM) Downloads View citations (8)
    Also in Working Papers, Fondazione Eni Enrico Mattei (2015) Downloads View citations (8)

    See also Journal Article in Resources Policy (2015)

2014

  1. Forecasting the Oil-Gasoline Price Relationship: Should We Care About the Rockets and the Feathers?
    IEFE Working Papers, IEFE, Center for Research on Energy and Environmental Economics and Policy, Universita' Bocconi, Milano, Italy Downloads View citations (1)
    Also in Climate Change and Sustainable Development, Fondazione Eni Enrico Mattei (FEEM) (2014) Downloads
    Working Papers, University of Milano-Bicocca, Department of Economics (2014) Downloads View citations (1)
    Working Papers, Fondazione Eni Enrico Mattei (2014) Downloads View citations (1)

    See also Journal Article in Energy Economics (2014)
  2. The Effects of Environmental Risk on Consumption: an Empirical Analysis on the Mediterranean Countries
    Working Papers, Fondazione Eni Enrico Mattei Downloads
    Also in Energy: Resources and Markets, Fondazione Eni Enrico Mattei (FEEM) (2014) Downloads
    Working Papers, University of Milano-Bicocca, Department of Economics (2014) Downloads

2013

  1. Biofuels and Food Prices: Searching for the Causal Link
    Working Papers, Fondazione Eni Enrico Mattei Downloads View citations (5)
    Also in Energy: Resources and Markets, Fondazione Eni Enrico Mattei (FEEM) (2013) Downloads View citations (4)
    Working Papers, University of Milano-Bicocca, Department of Economics (2013) Downloads View citations (3)
    IEFE Working Papers, IEFE, Center for Research on Energy and Environmental Economics and Policy, Universita' Bocconi, Milano, Italy (2013) Downloads View citations (2)

    See also Journal Article in Food Policy (2016)
  2. Detecting speculation in volatility of commodities futures markets
    EcoMod2013, EcoMod Downloads
  3. Food versus Fuel: Causality and Predictability in Distribution
    Working Papers, Fondazione Eni Enrico Mattei Downloads
    Also in Working Papers, University of Milano-Bicocca, Department of Economics (2013) Downloads View citations (1)
    IEFE Working Papers, IEFE, Center for Research on Energy and Environmental Economics and Policy, Universita' Bocconi, Milano, Italy (2013) Downloads

    See also Journal Article in Energy Economics (2014)
  4. Futures Price Volatility in Commodities Markets: The Role of Short Term vs Long Term Speculation
    Working Papers, Fondazione Eni Enrico Mattei Downloads View citations (9)
    Also in DEM Working Papers Series, University of Pavia, Department of Economics and Management (2013) Downloads View citations (12)
    Working Papers, University of Milano-Bicocca, Department of Economics (2013) Downloads View citations (9)
    Energy: Resources and Markets, Fondazione Eni Enrico Mattei (FEEM) (2013) Downloads View citations (9)

2012

  1. Oil Revenues, Ethnic Fragmentation and Political Transition of Authoritarian Regimes
    Energy: Resources and Markets, Fondazione Eni Enrico Mattei (FEEM) Downloads
    Also in Working Papers, Fondazione Eni Enrico Mattei (2012) Downloads
  2. Returns in Commodities Futures Markets and Financial Speculation: A Multivariate GARCH Approach
    Energy: Resources and Markets, Fondazione Eni Enrico Mattei (FEEM) Downloads View citations (6)
    Also in Working Papers, Fondazione Eni Enrico Mattei (2012) Downloads View citations (9)
    Quaderni di Dipartimento, University of Pavia, Department of Economics and Quantitative Methods (2012) Downloads View citations (4)

2011

  1. Consumption and Precautionary Saving: An Empirical Analysis under Both Financial and Environmental Risks
    Working Papers, Fondazione Eni Enrico Mattei Downloads
    Also in Climate Change and Sustainable Development, Fondazione Eni Enrico Mattei (FEEM) (2011) Downloads

    See also Journal Article in Economic Modelling (2013)
  2. Exogenous Oil Shocks, Fiscal Policy and Sector Reallocations in Oil Producing Countries
    Energy: Resources and Markets, Fondazione Eni Enrico Mattei (FEEM) Downloads View citations (1)
    Also in Working Papers, Fondazione Eni Enrico Mattei (2011) Downloads View citations (1)
  3. Forecast Evaluation in Call Centers: Combined Forecasts, Flexible Loss Functions and Economic Criteria
    UNIMI - Research Papers in Economics, Business, and Statistics, Universitá degli Studi di Milano Downloads
  4. Oil Price Forecast Evaluation with Flexible Loss Functions
    Energy: Resources and Markets, Fondazione Eni Enrico Mattei (FEEM) Downloads View citations (1)
    Also in Working Papers, Fondazione Eni Enrico Mattei (2011) Downloads View citations (2)
  5. On the Economic Determinants of Oil Production. Theoretical Analysis and Empirical Evidence for Small Exporting Countries
    Working Papers, Fondazione Eni Enrico Mattei Downloads
    Also in Energy: Resources and Markets, Fondazione Eni Enrico Mattei (FEEM) (2011) Downloads

2010

  1. The Health Effects of Climate Change: A Survey of Recent Quantitative Research
    Working Papers, BC3 Downloads View citations (1)

2009

  1. Energy efficiency in Europe: trends, convergence and policy effectiveness
    MPRA Paper, University Library of Munich, Germany Downloads View citations (7)

2008

  1. Industrial Coal Demand in China: A Provincial Analysis
    Working Papers, Fondazione Eni Enrico Mattei Downloads View citations (2)
    Also in International Energy Markets Working Papers, Fondazione Eni Enrico Mattei (FEEM) (2008) Downloads View citations (1)

    See also Journal Article in Resource and Energy Economics (2011)
  2. Modeling Electricity Prices: From the State of the Art to a Draft of a New Proposal
    Working Papers, Fondazione Eni Enrico Mattei Downloads View citations (2)
    Also in LIUC Papers in Economics, Cattaneo University (LIUC) (2008) Downloads View citations (4)
    International Energy Markets Working Papers, Fondazione Eni Enrico Mattei (FEEM) (2008) Downloads View citations (1)

2007

  1. Evaluating the Empirical Performance of Alternative Econometric Models for Oil Price Forecasting
    International Energy Markets Working Papers, Fondazione Eni Enrico Mattei (FEEM) Downloads View citations (8)
    Also in Working Papers, Fondazione Eni Enrico Mattei (2007) Downloads View citations (9)

2006

  1. On the Robustness of Robustness Checks of the Environmental Kuznets Curve
    UNIMI - Research Papers in Economics, Business, and Statistics, Universitá degli Studi di Milano Downloads View citations (11)
    Also in Working Papers, Università degli Studi di Milano-Bicocca, Dipartimento di Statistica (2006) Downloads View citations (3)
    Climate Change Modelling and Policy Working Papers, Fondazione Eni Enrico Mattei (FEEM) (2006) Downloads View citations (6)
    Working Papers, Fondazione Eni Enrico Mattei (2006) Downloads View citations (13)
  2. Pricing and Hedging Illiquid Energy Derivatives: an Application to the JCC Index
    International Energy Markets Working Papers, Fondazione Eni Enrico Mattei (FEEM) Downloads
    Also in Working Papers, Fondazione Eni Enrico Mattei (2006) Downloads View citations (1)

    See also Journal Article in Journal of Futures Markets (2008)
  3. The Asymmetric Effects of Oil Shocks on Output Growth: A Markov-Switching Analysis
    International Energy Markets Working Papers, Fondazione Eni Enrico Mattei (FEEM) Downloads View citations (5)
  4. The Asymmetric Effects of Oil Shocks on Output Growth: A Markov-Switching Analysis for the G-7 Countries
    Working Papers, Fondazione Eni Enrico Mattei Downloads View citations (39)

2005

  1. Asymmetric Error Correction Models for the Oil-Gasoline Price Relationship
    Working Papers, Fondazione Eni Enrico Mattei Downloads View citations (2)
    See also Journal Article in Energy Policy (2007)
  2. Econometric Models of Asymmetric Price Transmission
    Working Papers, Fondazione Eni Enrico Mattei Downloads View citations (8)
    Also in International Energy Markets Working Papers, Fondazione Eni Enrico Mattei (FEEM) (2005) Downloads View citations (8)

    See also Journal Article in Journal of Economic Surveys (2007)
  3. Hunting the Living Dead A “Peso Problem” in Corporate Liabilities Data
    Working Papers, Fondazione Eni Enrico Mattei Downloads
  4. Modeling Factor Demands with SEM and VAR: An Empirical Comparison
    Working Papers, Fondazione Eni Enrico Mattei Downloads
    See also Journal Article in Journal of Productivity Analysis (2006)
  5. Oil Prices, Inflation and Interest Rates in a Structural Cointegrated VAR Model for the G-7 Countries
    International Energy Markets Working Papers, Fondazione Eni Enrico Mattei (FEEM) Downloads View citations (4)
    Also in Working Papers, Fondazione Eni Enrico Mattei (2005) Downloads View citations (4)

    See also Journal Article in Energy Economics (2008)

2004

  1. Conditional Correlations in the Returns on Oil Companies Stock Prices and Their Determinants
    Working Papers, Fondazione Eni Enrico Mattei Downloads View citations (2)
    See also Journal Article in Empirica (2006)
  2. Modelling Dynamic Conditional Correlations in WTI Oil Forward and Futures Returns
    Working Papers, Fondazione Eni Enrico Mattei Downloads View citations (5)
    See also Journal Article in Finance Research Letters (2006)

2003

  1. Long-run Models of Oil Stock Prices
    Working Papers, Fondazione Eni Enrico Mattei Downloads View citations (10)
  2. Modelling the Load Curve of Aggregate Electricity Consumption Using Principal Components
    Working Papers, Fondazione Eni Enrico Mattei Downloads View citations (2)
  3. Oil and Product Price Dynamics in International Petroleum Markets
    Working Papers, Fondazione Eni Enrico Mattei Downloads View citations (4)
  4. Oil and price dynamics in international petroleum markets
    Working Paper CRENoS, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia Downloads View citations (1)
  5. STAR-GARCH Models for Stock Market Interactions in the Pacific Basin Region, Japan and US
    Working Papers, Fondazione Eni Enrico Mattei Downloads View citations (3)

2001

  1. 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 Downloads View citations (1)
    See also Journal Article in Energy Economics (2003)
  2. Testing Multiple Non-nested Factor Demand Systems
    ISER Discussion Paper, Institute of Social and Economic Research, Osaka University Downloads View citations (3)

Journal Articles

2018

  1. Economic impacts of El Niño southern oscillation: evidence from the Colombian coffee market
    Agricultural Economics, 2018, 49, (5), 623-633 Downloads
    See also Working Paper (2018)
  2. HOW DOES STOCK MARKET VOLATILITY REACT TO OIL PRICE SHOCKS?
    Macroeconomic Dynamics, 2018, 22, (03), 666-682 Downloads View citations (1)
    See also Working Paper (2018)
  3. INTRODUCTION TO MACROECONOMIC DYNAMICS SPECIAL ISSUE ON DYNAMICS OF OIL AND COMMODITIES PRICES
    Macroeconomic Dynamics, 2018, 22, (03), 541-545 Downloads
    See also Working Paper (2016)

2017

  1. Oil supply shocks and economic growth in the Mediterranean
    Energy Policy, 2017, 110, (C), 167-175 Downloads View citations (4)

2016

  1. Ethanol and field crops: Is there a price connection?
    Food Policy, 2016, 63, (C), 53-61 Downloads View citations (2)
    See also Working Paper (2013)
  2. Global oil market and the U.S. stock returns
    Energy, 2016, 114, (C), 1277-1287 Downloads View citations (1)
    See also Working Paper (2016)
  3. How is volatility in commodity markets linked to oil price shocks?
    Energy Economics, 2016, 59, (C), 11-23 Downloads View citations (10)
    See also Working Paper (2016)
  4. Modelling futures price volatility in energy markets: Is there a role for financial speculation?
    Energy Economics, 2016, 53, (C), 220-229 Downloads View citations (18)
  5. The effects of environmental risk on consumption dynamics: an empirical analysis on the Mediterranean countries
    Environment and Development Economics, 2016, 21, (04), 439-463 Downloads
  6. The impacts of oil price shocks on stock market volatility: Evidence from the G7 countries
    Energy Policy, 2016, 98, (C), 160-169 Downloads View citations (10)
    See also Working Paper (2016)

2015

  1. Oil and Macroeconomic Uncertianty
    Review of Environment, Energy and Economics - Re3, 2015 Downloads
  2. The role of outliers and oil price shocks on volatility of metal prices
    Resources Policy, 2015, 46, (P2), 139-150 Downloads View citations (8)
    See also Working Paper (2015)

2014

  1. Causality and predictability in distribution: The ethanol–food price relation revisited
    Energy Economics, 2014, 42, (C), 152-160 Downloads View citations (9)
    See also Working Paper (2013)
  2. Forecasting the oil–gasoline price relationship: Do asymmetries help?
    Energy Economics, 2014, 46, (S1), S44-S56 Downloads View citations (11)
    See also Working Paper (2014)
  3. On the economic determinants of oil production
    Energy Economics, 2014, 44, (C), 68-79 Downloads

2013

  1. Consumption and precautionary saving: An empirical analysis under both financial and environmental risks
    Economic Modelling, 2013, 30, (C), 157-166 Downloads View citations (4)
    See also Working Paper (2011)
  2. Exogenous oil shocks, fiscal policies and sector reallocations in oil producing countries
    Energy Economics, 2013, 35, (C), 42-57 Downloads View citations (6)
  3. Financial Speculation in Energy and Agriculture Futures Markets: A Multivariate GARCH Approach
    The Energy Journal, 2013, Volume 34, (Number 3) Downloads View citations (23)
  4. Introduction to a Special issue on "Financial Speculation in the Oil Markets and the Determinants of the Price of Oil"
    The Energy Journal, 2013, Volume 34, (Number 3) Downloads View citations (1)

2012

  1. Speculation, Returns, Volume and Volatility in Commodities Futures Markets
    Review of Environment, Energy and Economics - Re3, 2012 Downloads View citations (8)

2011

  1. Industrial coal demand in China: A provincial analysis
    Resource and Energy Economics, 2011, 33, (1), 12-35 Downloads View citations (10)
    See also Working Paper (2008)

2009

  1. On the Robustness of Robustness Checks of the Environmental Kuznets Curve Hypothesis
    Environmental & Resource Economics, 2009, 42, (4), 551-574 Downloads View citations (45)

2008

  1. Oil prices, inflation and interest rates in a structural cointegrated VAR model for the G-7 countries
    Energy Economics, 2008, 30, (3), 856-888 Downloads View citations (214)
    See also Working Paper (2005)
  2. Pricing and hedging illiquid energy derivatives: An application to the JCC index
    Journal of Futures Markets, 2008, 28, (5), 464-487 Downloads View citations (1)
    See also Working Paper (2006)

2007

  1. Asymmetric error correction models for the oil-gasoline price relationship
    Energy Policy, 2007, 35, (1), 156-177 Downloads View citations (73)
    See also Working Paper (2005)
  2. ECONOMETRIC MODELS OF ASYMMETRIC PRICE TRANSMISSION
    Journal of Economic Surveys, 2007, 21, (2), 349-415 Downloads View citations (127)
    See also Working Paper (2005)

2006

  1. Conditional correlations in the returns on oil companies stock prices and their determinants
    Empirica, 2006, 33, (4), 193-207 Downloads View citations (6)
    See also Working Paper (2004)
  2. Modeling dynamic conditional correlations in WTI oil forward and futures returns
    Finance Research Letters, 2006, 3, (2), 114-132 Downloads View citations (34)
    See also Working Paper (2004)
  3. Modelling factor demands with SEM and VAR: an empirical comparison
    Journal of Productivity Analysis, 2006, 26, (2), 121-146 Downloads
    See also Working Paper (2005)
  4. Modelling time-varying conditional correlations in the volatility of Tapis oil spot and forward returns
    Applied Financial Economics, 2006, 16, (7), 525-533 Downloads View citations (27)

2005

  1. Empirical factor demands and flexible functional forms: a bayesian approach
    Economic Systems Research, 2005, 17, (1), 57-75 Downloads
  2. Modeling and forecasting cointegrated relationships among heavy oil and product prices
    Energy Economics, 2005, 27, (6), 831-848 Downloads View citations (44)

2003

  1. Rockets and feathers revisited: an international comparison on European gasoline markets
    Energy Economics, 2003, 25, (2), 175-190 Downloads View citations (107)
    See also Working Paper (2001)

2002

  1. Book Reviews
    Journal of Economics, 2002, 75, (3), 262-267 Downloads
  2. Testing misspecified non-nested factor demand systems: Some Monte Carlo results
    Empirical Economics, 2002, 27, (4), 657-686 Downloads View citations (1)

1994

  1. Factor demands and substitution in the Italian manufacturing sector: a dynamic duality model
    Ricerche Economiche, 1994, 48, (2), 141-163 Downloads View citations (3)

Undated

  1. Current Issues on the Price of Oil: Decline, Forecasting, Volatility and Uncertainty
    Review of Environment, Energy and Economics - Re3 Downloads
 
Page updated 2019-07-18