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Details about Matteo Manera

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Homepage:https://www.unimib.it/matteo-manera
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 2024-11-06. Update your information in the RePEc Author Service.

Short-id: pma580


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Working Papers

2024

  1. Causality, Connectedness, and Volatility Pass-through among Energy-Metal-Stock-Carbon Markets: New Evidence from the EU
    Working Papers, Fondazione Eni Enrico Mattei Downloads
    Also in FEEM Working Papers, Fondazione Eni Enrico Mattei (FEEM) (2024) Downloads

2022

  1. A weekly structural VAR model of the US crude oil market
    Working Papers, Fondazione Eni Enrico Mattei Downloads
    Also in FEEM Working Papers, Fondazione Eni Enrico Mattei (FEEM) Downloads

    See also Journal Article A weekly structural VAR model of the US crude oil market, Energy Economics, Elsevier (2023) Downloads View citations (1) (2023)
  2. ESG Factors and Firms' Credit Risk
    Working Papers, University of Milano-Bicocca, Department of Economics Downloads
    Also in Working Papers, Fondazione Eni Enrico Mattei (2022) Downloads
    FEEM Working Papers, Fondazione Eni Enrico Mattei (FEEM) (2022) Downloads
  3. Energy shocks in the Euro area: disentangling the pass-through from oil and gas prices to inflation
    Working Papers, Fondazione Eni Enrico Mattei Downloads View citations (4)
    Also in FEEM Working Papers, Fondazione Eni Enrico Mattei (FEEM) (2022) Downloads View citations (4)

    See also Journal Article Energy shocks in the Euro area: Disentangling the pass-through from oil and gas prices to inflation, Journal of International Money and Finance, Elsevier (2024) Downloads View citations (3) (2024)
  4. Modelling the effects of climate change on economic growth: a Bayesian Structural Global Vector Autoregressive approach
    FEEM Working Papers, Fondazione Eni Enrico Mattei (FEEM) Downloads View citations (5)
    Also in Working Papers, Fondazione Eni Enrico Mattei (2022) Downloads

2021

  1. Information Diffusion and Spillover Dynamics in Renewable Energy Markets
    Working Papers, Fondazione Eni Enrico Mattei Downloads
    Also in FEEM Working Papers, Fondazione Eni Enrico Mattei (FEEM) (2021) Downloads
  2. Oil Price Shocks and Economic Growth in Oil-Exporting Countries
    Working Papers, Fondazione Eni Enrico Mattei Downloads View citations (3)
    Also in FEEM Working Papers, Fondazione Eni Enrico Mattei (FEEM) (2021) Downloads View citations (3)
  3. The Role of Education and Income Inequality on Environmental Quality. A Panel Data Analysis of the EKC Hypothesis on OECD
    FEEM Working Papers, Fondazione Eni Enrico Mattei (FEEM) Downloads View citations (1)
    Also in Working Papers, Fondazione Eni Enrico Mattei (2021) Downloads View citations (1)
  4. Uncertainty and Stock Returns in Energy Markets: A Quantile Regression Approach
    FEEM Working Papers, Fondazione Eni Enrico Mattei (FEEM) Downloads View citations (1)
    Also in Working Papers, Fondazione Eni Enrico Mattei (2021) Downloads View citations (1)

2019

  1. Coaches on Fire or Firing the Coach? Evidence of the Impact of Coach Changes on Team Performance from Italian Serie A
    ETA: Economic Theory and Applications, Fondazione Eni Enrico Mattei (FEEM) Downloads
    Also in Working Papers, Fondazione Eni Enrico Mattei (2019) Downloads

2018

  1. Economic impacts of El Niño Southern Oscillation: evidence from the Colombian coffee market
    MPRA Paper, University Library of Munich, Germany Downloads View citations (20)
    Also in Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano (2016) Downloads
    Working Papers, Fondazione Eni Enrico Mattei (2016) Downloads
    EIA: Climate Change: Economic Impacts and Adaptation, Fondazione Eni Enrico Mattei (FEEM) (2016) Downloads View citations (1)

    See also Journal Article Economic impacts of El Niño southern oscillation: evidence from the Colombian coffee market, Agricultural Economics, International Association of Agricultural Economists (2018) Downloads View citations (23) (2018)
  2. How does stock market volatility react to oil shocks?
    Papers, arXiv.org Downloads View citations (32)
    Also in Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano (2015) Downloads
    Energy: Resources and Markets, Fondazione Eni Enrico Mattei (FEEM) (2015) Downloads
    Working Papers, Fondazione Eni Enrico Mattei (2015) Downloads View citations (9)

    See also Journal Article HOW DOES STOCK MARKET VOLATILITY REACT TO OIL PRICE SHOCKS?, Macroeconomic Dynamics, Cambridge University Press (2018) Downloads View citations (38) (2018)
  3. Interpreting the Oil Risk Premium: do Oil Price Shocks Matter?
    ETA: Economic Theory and Applications, Fondazione Eni Enrico Mattei (FEEM) Downloads
    Also in Working Papers, Fondazione Eni Enrico Mattei (2018) Downloads

    See also Journal Article Interpreting the oil risk premium: Do oil price shocks matter?, Energy Economics, Elsevier (2020) Downloads View citations (11) (2020)
  4. Investment-Uncertainty Relationship in the Oil and Gas Industry
    Working Papers, University of Milano-Bicocca, Department of Economics Downloads
    Also in ETA: Economic Theory and Applications, Fondazione Eni Enrico Mattei (FEEM) (2018) Downloads View citations (1)
    Working Papers, Fondazione Eni Enrico Mattei (2018) Downloads View citations (1)

    See also Journal Article The investment-uncertainty relationship in the oil and gas industry, Resources Policy, Elsevier (2019) Downloads View citations (7) (2019)
  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
    ETA: Economic Theory and Applications, Fondazione Eni Enrico Mattei (FEEM) (2017) Downloads
    Working Papers, Fondazione Eni Enrico Mattei (2017) Downloads

    See also Journal Article Statistical and economic evaluation of time series models for forecasting arrivals at call centers, Empirical Economics, Springer (2019) Downloads (2019)

2016

  1. Global Oil Market and the U.S. Stock Returns
    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 (1)

    See also Journal Article Global oil market and the U.S. stock returns, Energy, Elsevier (2016) Downloads View citations (9) (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 (103)
    Also in Working Papers, Fondazione Eni Enrico Mattei (2015) Downloads View citations (2)

    See also Journal Article How is volatility in commodity markets linked to oil price shocks?, Energy Economics, Elsevier (2016) Downloads View citations (81) (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 (2)
    See also Journal Article INTRODUCTION TO MACROECONOMIC DYNAMICS SPECIAL ISSUE ON DYNAMICS OF OIL AND COMMODITIES PRICES, Macroeconomic Dynamics, Cambridge University Press (2018) Downloads View citations (1) (2018)
  4. The Impacts of Exogenous Oil Supply Shocks on Mediterranean Economies
    Energy: Resources and Markets, Fondazione Eni Enrico Mattei (FEEM) Downloads
    Also in Working Papers, Fondazione Eni Enrico Mattei (2015) Downloads
    IEFE Working Papers, IEFE, Center for Research on Energy and Environmental Economics and Policy, Universita' Bocconi, Milano, Italy (2015) Downloads
    Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano (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 (83)
    Also in Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano (2015) Downloads View citations (1)
    Working Papers, Fondazione Eni Enrico Mattei (2015) Downloads

    See also Journal Article The impacts of oil price shocks on stock market volatility: Evidence from the G7 countries, Energy Policy, Elsevier (2016) Downloads View citations (63) (2016)
  6. Understanding Dynamic Conditional Correlations between Commodities Futures Markets
    ESP: Energy Scenarios and Policy, Fondazione Eni Enrico Mattei (FEEM) Downloads View citations (2)
    Also in Working Papers, Fondazione Eni Enrico Mattei (2016) Downloads View citations (2)

2015

  1. Forecasting the Oil-Gasoline Price Relationship: Should We Care about the Rockets and the Feathers?
    Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano Downloads
    Also in Climate Change and Sustainable Development, Fondazione Eni Enrico Mattei (FEEM) (2014) Downloads View citations (2)
    IEFE Working Papers, IEFE, Center for Research on Energy and Environmental Economics and Policy, Universita' Bocconi, Milano, Italy (2014) Downloads View citations (3)
    Working Papers, Fondazione Eni Enrico Mattei (2014) Downloads View citations (3)
    Working Papers, University of Milano-Bicocca, Department of Economics (2014) Downloads View citations (3)

    See also Journal Article Forecasting the oil–gasoline price relationship: Do asymmetries help?, Energy Economics, Elsevier (2014) Downloads View citations (19) (2014)
  2. 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 (61)
    Also in Working Papers, Fondazione Eni Enrico Mattei (2015) Downloads View citations (52)

    See also Journal Article The role of outliers and oil price shocks on volatility of metal prices, Resources Policy, Elsevier (2015) Downloads View citations (61) (2015)

2014

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

2013

  1. Biofuels and Food Prices: Searching for the Causal Link
    Working Papers, Fondazione Eni Enrico Mattei Downloads View citations (8)
    Also in Working Papers, University of Milano-Bicocca, Department of Economics (2013) Downloads View citations (8)
    Energy: Resources and Markets, Fondazione Eni Enrico Mattei (FEEM) (2013) Downloads View citations (7)
    IEFE Working Papers, IEFE, Center for Research on Energy and Environmental Economics and Policy, Universita' Bocconi, Milano, Italy (2013) Downloads View citations (8)
    Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano (2013) Downloads View citations (2)

    See also Journal Article Ethanol and field crops: Is there a price connection?, Food Policy, Elsevier (2016) Downloads View citations (10) (2016)
  2. Detecting speculation in volatility of commodities futures markets
    EcoMod2013, EcoMod Downloads View citations (3)
  3. Food versus Fuel: Causality and Predictability in Distribution
    Working Papers, Fondazione Eni Enrico Mattei Downloads View citations (3)
    Also in 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 (3)
    Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano (2013) Downloads View citations (3)

    See also Journal Article Causality and predictability in distribution: The ethanol–food price relation revisited, Energy Economics, Elsevier (2014) Downloads View citations (28) (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 (19)
    Also in DEM Working Papers Series, University of Pavia, Department of Economics and Management (2013) Downloads View citations (20)
    Energy: Resources and Markets, Fondazione Eni Enrico Mattei (FEEM) (2013) Downloads View citations (20)
    Working Papers, University of Milano-Bicocca, Department of Economics (2013) Downloads View citations (20)

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
    Working Papers, Fondazione Eni Enrico Mattei Downloads View citations (9)
    Also in Energy: Resources and Markets, Fondazione Eni Enrico Mattei (FEEM) (2012) Downloads View citations (10)
    Quaderni di Dipartimento, University of Pavia, Department of Economics and Quantitative Methods (2012) Downloads View citations (9)

2011

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

    See also Journal Article Consumption and precautionary saving: An empirical analysis under both financial and environmental risks, Economic Modelling, Elsevier (2013) Downloads View citations (6) (2013)
  2. Exogenous Oil Shocks, Fiscal Policy and Sector Reallocations in Oil Producing Countries
    Working Papers, Fondazione Eni Enrico Mattei Downloads View citations (1)
    Also in Energy: Resources and Markets, Fondazione Eni Enrico Mattei (FEEM) (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 View citations (3)
    Also in Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano (2011) Downloads View citations (3)
  4. Oil Price Forecast Evaluation with Flexible Loss Functions
    Working Papers, Fondazione Eni Enrico Mattei Downloads View citations (4)
    Also in Energy: Resources and Markets, Fondazione Eni Enrico Mattei (FEEM) (2011) Downloads View citations (4)
  5. On the Economic Determinants of Oil Production. Theoretical Analysis and Empirical Evidence for Small Exporting 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)

2010

  1. The Health Effects of Climate Change: A Survey of Recent Quantitative Research
    Working Papers, BC3 Downloads View citations (2)
    See also Journal Article The Health Effects of Climate Change: A Survey of Recent Quantitative Research, IJERPH, MDPI (2012) Downloads View citations (1) (2012)

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
    International Energy Markets Working Papers, Fondazione Eni Enrico Mattei (FEEM) Downloads View citations (1)
    Also in Working Papers, Fondazione Eni Enrico Mattei (2008) Downloads View citations (3)

    See also Journal Article Industrial coal demand in China: A provincial analysis, Resource and Energy Economics, Elsevier (2011) Downloads View citations (16) (2011)
  2. Modeling Electricity Prices: From the State of the Art to a Draft of a New Proposal
    International Energy Markets Working Papers, Fondazione Eni Enrico Mattei (FEEM) Downloads View citations (5)
    Also in Working Papers, Fondazione Eni Enrico Mattei (2008) Downloads View citations (5)
    LIUC Papers in Economics, Cattaneo University (LIUC) (2008) Downloads View citations (5)

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 (15)
    Also in Working Papers, Fondazione Eni Enrico Mattei (2007) Downloads View citations (11)

2006

  1. On the Robustness of Robustness Checks of the Environmental Kuznets Curve
    Working Papers, Fondazione Eni Enrico Mattei Downloads View citations (22)
    Also in UNIMI - Research Papers in Economics, Business, and Statistics, Universitá degli Studi di Milano (2006) Downloads View citations (24)
    Climate Change Modelling and Policy Working Papers, Fondazione Eni Enrico Mattei (FEEM) (2006) Downloads View citations (18)
  2. Pricing and Hedging Illiquid Energy Derivatives: an Application to the JCC Index
    International Energy Markets Working Papers, Fondazione Eni Enrico Mattei (FEEM) Downloads View citations (2)
    Also in Working Papers, Fondazione Eni Enrico Mattei (2006) Downloads View citations (3)

    See also Journal Article Pricing and hedging illiquid energy derivatives: An application to the JCC index, Journal of Futures Markets, John Wiley & Sons, Ltd. (2008) Downloads View citations (1) (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 (9)
  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 (41)

2005

  1. Asymmetric Error Correction Models for the Oil-Gasoline Price Relationship
    Working Papers, Fondazione Eni Enrico Mattei Downloads View citations (4)
    See also Journal Article Asymmetric error correction models for the oil-gasoline price relationship, Energy Policy, Elsevier (2007) Downloads View citations (105) (2007)
  2. Econometric Models of Asymmetric Price Transmission
    International Energy Markets Working Papers, Fondazione Eni Enrico Mattei (FEEM) Downloads View citations (12)
    Also in Working Papers, Fondazione Eni Enrico Mattei (2005) Downloads View citations (10)

    See also Journal Article ECONOMETRIC MODELS OF ASYMMETRIC PRICE TRANSMISSION, Journal of Economic Surveys, Wiley Blackwell (2007) Downloads View citations (189) (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 Modelling factor demands with SEM and VAR: an empirical comparison, Journal of Productivity Analysis, Springer (2006) Downloads (2006)
  5. Oil Prices, Inflation and Interest Rates in a Structural Cointegrated VAR Model for the G-7 Countries
    Working Papers, Fondazione Eni Enrico Mattei Downloads View citations (10)
    Also in International Energy Markets Working Papers, Fondazione Eni Enrico Mattei (FEEM) (2005) Downloads View citations (11)

    See also Journal Article Oil prices, inflation and interest rates in a structural cointegrated VAR model for the G-7 countries, Energy Economics, Elsevier (2008) Downloads View citations (371) (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 Conditional correlations in the returns on oil companies stock prices and their determinants, Empirica, Springer (2006) Downloads View citations (12) (2006)
  2. Modelling Dynamic Conditional Correlations in WTI Oil Forward and Futures Returns
    Working Papers, Fondazione Eni Enrico Mattei Downloads View citations (9)
    See also Journal Article Modeling dynamic conditional correlations in WTI oil forward and futures returns, Finance Research Letters, Elsevier (2006) Downloads View citations (43) (2006)

2003

  1. Long-run Models of Oil Stock Prices
    Working Papers, Fondazione Eni Enrico Mattei Downloads View citations (21)
  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 (4)
  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 Rockets and feathers revisited: an international comparison on European gasoline markets, Energy Economics, Elsevier (2003) Downloads View citations (152) (2003)
  2. Testing Multiple Non-nested Factor Demand Systems
    ISER Discussion Paper, Institute of Social and Economic Research, Osaka University Downloads View citations (3)
    See also Journal Article Testing Multiple Non‐Nested Factor Demand Systems, Bulletin of Economic Research, Wiley Blackwell (2005) Downloads View citations (1) (2005)

Journal Articles

2024

  1. Energy shocks in the Euro area: Disentangling the pass-through from oil and gas prices to inflation
    Journal of International Money and Finance, 2024, 147, (C) Downloads View citations (3)
    See also Working Paper Energy shocks in the Euro area: disentangling the pass-through from oil and gas prices to inflation, Working Papers (2022) Downloads View citations (4) (2022)

2023

  1. A weekly structural VAR model of the US crude oil market
    Energy Economics, 2023, 121, (C) Downloads View citations (1)
    See also Working Paper A weekly structural VAR model of the US crude oil market, Working Papers (2022) Downloads (2022)

2022

  1. The Role of Education and Income Inequality on Environmental Quality: A Panel Data Analysis of the EKC Hypothesis on OECD Countries
    Sustainability, 2022, 14, (3), 1-24 Downloads View citations (6)

2021

  1. A test of symmetry based on L-moments with an application to the business cycles of the G7 economies
    Economics Letters, 2021, 198, (C) Downloads
  2. Financial Stress and Basis in Energy Markets
    The Energy Journal, 2021, 42, (5), 67-88 Downloads View citations (2)
    Also in The Energy Journal, 2021, Volume 42, (Number 5) (2021) Downloads View citations (4)

2020

  1. Interpreting the oil risk premium: Do oil price shocks matter?
    Energy Economics, 2020, 91, (C) Downloads View citations (11)
    See also Working Paper Interpreting the Oil Risk Premium: do Oil Price Shocks Matter?, ETA: Economic Theory and Applications (2018) Downloads (2018)
  2. The theory of storage in the crude oil futures market, the role of financial conditions
    Journal of Futures Markets, 2020, 40, (7), 1160-1175 Downloads View citations (10)

2019

  1. Statistical and economic evaluation of time series models for forecasting arrivals at call centers
    Empirical Economics, 2019, 57, (3), 923-955 Downloads
    See also Working Paper Statistical and Economic Evaluation of Time Series Models for Forecasting Arrivals at Call Centers, Papers (2018) Downloads (2018)
  2. The investment-uncertainty relationship in the oil and gas industry
    Resources Policy, 2019, 63, (C), - Downloads View citations (7)
    See also Working Paper Investment-Uncertainty Relationship in the Oil and Gas Industry, Working Papers (2018) Downloads (2018)
  3. Understanding Dynamic Conditional Correlations between Oil, Natural Gas and Non-Energy Commodity Futures Markets
    The Energy Journal, 2019, Volume 40, (Number 2) Downloads View citations (17)
    Also in The Energy Journal, 2019, 40, (2), 55-76 (2019) Downloads

2018

  1. Economic impacts of El Niño southern oscillation: evidence from the Colombian coffee market
    Agricultural Economics, 2018, 49, (5), 623-633 Downloads View citations (23)
    See also Working Paper Economic impacts of El Niño Southern Oscillation: evidence from the Colombian coffee market, MPRA Paper (2018) Downloads View citations (20) (2018)
  2. HOW DOES STOCK MARKET VOLATILITY REACT TO OIL PRICE SHOCKS?
    Macroeconomic Dynamics, 2018, 22, (3), 666-682 Downloads View citations (38)
    See also Working Paper How does stock market volatility react to oil shocks?, Papers (2018) Downloads View citations (32) (2018)
  3. INTRODUCTION TO MACROECONOMIC DYNAMICS SPECIAL ISSUE ON DYNAMICS OF OIL AND COMMODITIES PRICES
    Macroeconomic Dynamics, 2018, 22, (3), 541-545 Downloads View citations (1)
    See also Working Paper Introduction to Macroeconomic Dynamics Special Issue on Dynamics of Oil and Commodities Prices, Working Papers (2016) Downloads View citations (2) (2016)

2017

  1. Oil supply shocks and economic growth in the Mediterranean
    Energy Policy, 2017, 110, (C), 167-175 Downloads View citations (10)

2016

  1. Ethanol and field crops: Is there a price connection?
    Food Policy, 2016, 63, (C), 53-61 Downloads View citations (10)
    See also Working Paper Biofuels and Food Prices: Searching for the Causal Link, Working Papers (2013) Downloads View citations (8) (2013)
  2. Global oil market and the U.S. stock returns
    Energy, 2016, 114, (C), 1277-1287 Downloads View citations (9)
    See also Working Paper Global Oil Market and the U.S. Stock Returns, Energy: Resources and Markets (2016) Downloads View citations (8) (2016)
  3. How is volatility in commodity markets linked to oil price shocks?
    Energy Economics, 2016, 59, (C), 11-23 Downloads View citations (81)
    See also Working Paper How is Volatility in Commodity Markets Linked to Oil Price Shocks?, Energy: Resources and Markets (2016) Downloads View citations (103) (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 (49)
  5. The effects of environmental risk on consumption dynamics: an empirical analysis on the Mediterranean countries
    Environment and Development Economics, 2016, 21, (4), 439-463 Downloads View citations (2)
  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 (63)
    See also Working Paper The Impacts of Oil Price Shocks on Stock Market Volatility: Evidence from the G7 Countries, Energy: Resources and Markets (2016) Downloads View citations (83) (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 (61)
    See also Working Paper The Role of Outliers and Oil Price Shocks on Volatility of Metal Prices, Energy: Resources and Markets (2015) Downloads View citations (61) (2015)

2014

  1. Causality and predictability in distribution: The ethanol–food price relation revisited
    Energy Economics, 2014, 42, (C), 152-160 Downloads View citations (28)
    See also Working Paper Food versus Fuel: Causality and Predictability in Distribution, Working Papers (2013) Downloads View citations (3) (2013)
  2. Forecasting the oil–gasoline price relationship: Do asymmetries help?
    Energy Economics, 2014, 46, (S1), S44-S56 Downloads View citations (19)
    See also Working Paper Forecasting the Oil-Gasoline Price Relationship: Should We Care about the Rockets and the Feathers?, Departmental Working Papers (2015) Downloads (2015)
  3. On the economic determinants of oil production
    Energy Economics, 2014, 44, (C), 68-79 Downloads View citations (7)

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 (6)
    See also Working Paper Consumption and Precautionary Saving: An Empirical Analysis under Both Financial and Environmental Risks, Climate Change and Sustainable Development (2011) Downloads (2011)
  2. Exogenous oil shocks, fiscal policies and sector reallocations in oil producing countries
    Energy Economics, 2013, 35, (C), 42-57 Downloads View citations (15)
  3. Financial Speculation in Energy and Agriculture Futures Markets: A Multivariate GARCH Approach
    The Energy Journal, 2013, 34, (3), 55-82 Downloads
    Also in The Energy Journal, 2013, Volume 34, (Number 3) (2013) Downloads View citations (53)
  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 (4)
  5. Introduction to a Special issue on “Financial Speculation in the Oil Markets and the Determinants of the Price of Oilâ€
    The Energy Journal, 2013, 34, (3), 1-6 Downloads

2012

  1. Speculation, Returns, Volume and Volatility in Commodities Futures Markets
    Review of Environment, Energy and Economics - Re3, 2012 Downloads View citations (10)
  2. The Health Effects of Climate Change: A Survey of Recent Quantitative Research
    IJERPH, 2012, 9, (5), 1-25 Downloads View citations (1)
    See also Working Paper The Health Effects of Climate Change: A Survey of Recent Quantitative Research, Working Papers (2010) Downloads View citations (2) (2010)

2011

  1. Industrial coal demand in China: A provincial analysis
    Resource and Energy Economics, 2011, 33, (1), 12-35 Downloads View citations (16)
    See also Working Paper Industrial Coal Demand in China: A Provincial Analysis, International Energy Markets Working Papers (2008) Downloads View citations (1) (2008)

2009

  1. Econometric Models for Oil Price Forecasting: A Critical Survey
    CESifo Forum, 2009, 10, (01), 29-44 Downloads View citations (16)
  2. On the Robustness of Robustness Checks of the Environmental Kuznets Curve Hypothesis
    Environmental & Resource Economics, 2009, 42, (4), 551-574 Downloads View citations (86)

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 (371)
    See also Working Paper Oil Prices, Inflation and Interest Rates in a Structural Cointegrated VAR Model for the G-7 Countries, Working Papers (2005) Downloads View citations (10) (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 Pricing and Hedging Illiquid Energy Derivatives: an Application to the JCC Index, International Energy Markets Working Papers (2006) Downloads View citations (2) (2006)

2007

  1. Asymmetric error correction models for the oil-gasoline price relationship
    Energy Policy, 2007, 35, (1), 156-177 Downloads View citations (105)
    See also Working Paper Asymmetric Error Correction Models for the Oil-Gasoline Price Relationship, Working Papers (2005) Downloads View citations (4) (2005)
  2. ECONOMETRIC MODELS OF ASYMMETRIC PRICE TRANSMISSION
    Journal of Economic Surveys, 2007, 21, (2), 349-415 Downloads View citations (189)
    See also Working Paper Econometric Models of Asymmetric Price Transmission, International Energy Markets Working Papers (2005) Downloads View citations (12) (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 (12)
    See also Working Paper Conditional Correlations in the Returns on Oil Companies Stock Prices and Their Determinants, Working Papers (2004) Downloads View citations (2) (2004)
  2. Modeling dynamic conditional correlations in WTI oil forward and futures returns
    Finance Research Letters, 2006, 3, (2), 114-132 Downloads View citations (43)
    See also Working Paper Modelling Dynamic Conditional Correlations in WTI Oil Forward and Futures Returns, Working Papers (2004) Downloads View citations (9) (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 Modeling Factor Demands with SEM and VAR: An Empirical Comparison, Working Papers (2005) Downloads (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 (31)

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 (72)
  3. Testing Multiple Non‐Nested Factor Demand Systems
    Bulletin of Economic Research, 2005, 57, (1), 37-66 Downloads View citations (1)
    See also Working Paper Testing Multiple Non-nested Factor Demand Systems, ISER Discussion Paper (2001) Downloads View citations (3) (2001)

2003

  1. Rockets and feathers revisited: an international comparison on European gasoline markets
    Energy Economics, 2003, 25, (2), 175-190 Downloads View citations (152)
    See also Working Paper Rockets and feathers revisited: an international comparison on European gasoline markets, Working Paper CRENoS (2001) Downloads View citations (1) (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 (2)

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
 
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