Details about Matteo Manera
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
- Causality, Connectedness, and Volatility Pass-through among Energy-Metal-Stock-Carbon Markets: New Evidence from the EU
Working Papers, Fondazione Eni Enrico Mattei 
Also in FEEM Working Papers, Fondazione Eni Enrico Mattei (FEEM) (2024)
2022
- A weekly structural VAR model of the US crude oil market
Working Papers, Fondazione Eni Enrico Mattei 
Also in FEEM Working Papers, Fondazione Eni Enrico Mattei (FEEM) 
See also Journal Article A weekly structural VAR model of the US crude oil market, Energy Economics, Elsevier (2023) View citations (1) (2023)
- ESG Factors and Firms' Credit Risk
Working Papers, University of Milano-Bicocca, Department of Economics 
Also in Working Papers, Fondazione Eni Enrico Mattei (2022)  FEEM Working Papers, Fondazione Eni Enrico Mattei (FEEM) (2022)
- Energy shocks in the Euro area: disentangling the pass-through from oil and gas prices to inflation
Working Papers, Fondazione Eni Enrico Mattei View citations (4)
Also in FEEM Working Papers, Fondazione Eni Enrico Mattei (FEEM) (2022) 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) View citations (3) (2024)
- Modelling the effects of climate change on economic growth: a Bayesian Structural Global Vector Autoregressive approach
FEEM Working Papers, Fondazione Eni Enrico Mattei (FEEM) View citations (5)
Also in Working Papers, Fondazione Eni Enrico Mattei (2022)
2021
- Information Diffusion and Spillover Dynamics in Renewable Energy Markets
Working Papers, Fondazione Eni Enrico Mattei 
Also in FEEM Working Papers, Fondazione Eni Enrico Mattei (FEEM) (2021)
- Oil Price Shocks and Economic Growth in Oil-Exporting Countries
Working Papers, Fondazione Eni Enrico Mattei View citations (3)
Also in FEEM Working Papers, Fondazione Eni Enrico Mattei (FEEM) (2021) View citations (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) View citations (1)
Also in Working Papers, Fondazione Eni Enrico Mattei (2021) View citations (1)
- Uncertainty and Stock Returns in Energy Markets: A Quantile Regression Approach
FEEM Working Papers, Fondazione Eni Enrico Mattei (FEEM) View citations (1)
Also in Working Papers, Fondazione Eni Enrico Mattei (2021) View citations (1)
2019
- 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) 
Also in Working Papers, Fondazione Eni Enrico Mattei (2019)
2018
- Economic impacts of El Niño Southern Oscillation: evidence from the Colombian coffee market
MPRA Paper, University Library of Munich, Germany View citations (20)
Also in Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano (2016)  Working Papers, Fondazione Eni Enrico Mattei (2016)  EIA: Climate Change: Economic Impacts and Adaptation, Fondazione Eni Enrico Mattei (FEEM) (2016) 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) View citations (23) (2018)
- How does stock market volatility react to oil shocks?
Papers, arXiv.org View citations (32)
Also in Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano (2015)  Energy: Resources and Markets, Fondazione Eni Enrico Mattei (FEEM) (2015)  Working Papers, Fondazione Eni Enrico Mattei (2015) View citations (9)
See also Journal Article HOW DOES STOCK MARKET VOLATILITY REACT TO OIL PRICE SHOCKS?, Macroeconomic Dynamics, Cambridge University Press (2018) View citations (38) (2018)
- Interpreting the Oil Risk Premium: do Oil Price Shocks Matter?
ETA: Economic Theory and Applications, Fondazione Eni Enrico Mattei (FEEM) 
Also in Working Papers, Fondazione Eni Enrico Mattei (2018) 
See also Journal Article Interpreting the oil risk premium: Do oil price shocks matter?, Energy Economics, Elsevier (2020) View citations (11) (2020)
- Investment-Uncertainty Relationship in the Oil and Gas Industry
Working Papers, University of Milano-Bicocca, Department of Economics 
Also in ETA: Economic Theory and Applications, Fondazione Eni Enrico Mattei (FEEM) (2018) View citations (1) Working Papers, Fondazione Eni Enrico Mattei (2018) View citations (1)
See also Journal Article The investment-uncertainty relationship in the oil and gas industry, Resources Policy, Elsevier (2019) View citations (7) (2019)
- Statistical and Economic Evaluation of Time Series Models for Forecasting Arrivals at Call Centers
Papers, arXiv.org 
Also in MPRA Paper, University Library of Munich, Germany (2016)  ETA: Economic Theory and Applications, Fondazione Eni Enrico Mattei (FEEM) (2017)  Working Papers, Fondazione Eni Enrico Mattei (2017) 
See also Journal Article Statistical and economic evaluation of time series models for forecasting arrivals at call centers, Empirical Economics, Springer (2019) (2019)
2016
- Global Oil Market and the U.S. Stock Returns
Energy: Resources and Markets, Fondazione Eni Enrico Mattei (FEEM) View citations (8)
Also in Working Papers, Fondazione Eni Enrico Mattei (2015) View citations (1)
See also Journal Article Global oil market and the U.S. stock returns, Energy, Elsevier (2016) View citations (9) (2016)
- How is Volatility in Commodity Markets Linked to Oil Price Shocks?
Energy: Resources and Markets, Fondazione Eni Enrico Mattei (FEEM) View citations (103)
Also in Working Papers, Fondazione Eni Enrico Mattei (2015) View citations (2)
See also Journal Article How is volatility in commodity markets linked to oil price shocks?, Energy Economics, Elsevier (2016) View citations (81) (2016)
- Introduction to Macroeconomic Dynamics Special Issue on Dynamics of Oil and Commodities Prices
Working Papers, Department of Economics, University of Calgary 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) View citations (1) (2018)
- The Impacts of Exogenous Oil Supply Shocks on Mediterranean Economies
Energy: Resources and Markets, Fondazione Eni Enrico Mattei (FEEM) 
Also in Working Papers, Fondazione Eni Enrico Mattei (2015)  IEFE Working Papers, IEFE, Center for Research on Energy and Environmental Economics and Policy, Universita' Bocconi, Milano, Italy (2015)  Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano (2015)
- The Impacts of Oil Price Shocks on Stock Market Volatility: Evidence from the G7 Countries
Energy: Resources and Markets, Fondazione Eni Enrico Mattei (FEEM) View citations (83)
Also in Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano (2015) View citations (1) Working Papers, Fondazione Eni Enrico Mattei (2015) 
See also Journal Article The impacts of oil price shocks on stock market volatility: Evidence from the G7 countries, Energy Policy, Elsevier (2016) View citations (63) (2016)
- Understanding Dynamic Conditional Correlations between Commodities Futures Markets
ESP: Energy Scenarios and Policy, Fondazione Eni Enrico Mattei (FEEM) View citations (2)
Also in Working Papers, Fondazione Eni Enrico Mattei (2016) View citations (2)
2015
- 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 
Also in Climate Change and Sustainable Development, Fondazione Eni Enrico Mattei (FEEM) (2014) View citations (2) IEFE Working Papers, IEFE, Center for Research on Energy and Environmental Economics and Policy, Universita' Bocconi, Milano, Italy (2014) View citations (3) Working Papers, Fondazione Eni Enrico Mattei (2014) View citations (3) Working Papers, University of Milano-Bicocca, Department of Economics (2014) View citations (3)
See also Journal Article Forecasting the oil–gasoline price relationship: Do asymmetries help?, Energy Economics, Elsevier (2014) View citations (19) (2014)
- The Role of Outliers and Oil Price Shocks on Volatility of Metal Prices
Energy: Resources and Markets, Fondazione Eni Enrico Mattei (FEEM) View citations (61)
Also in Working Papers, Fondazione Eni Enrico Mattei (2015) View citations (52)
See also Journal Article The role of outliers and oil price shocks on volatility of metal prices, Resources Policy, Elsevier (2015) View citations (61) (2015)
2014
- The Effects of Environmental Risk on Consumption: an Empirical Analysis on the Mediterranean Countries
Energy: Resources and Markets, Fondazione Eni Enrico Mattei (FEEM) 
Also in Working Papers, University of Milano-Bicocca, Department of Economics (2014)  Working Papers, Fondazione Eni Enrico Mattei (2014)
2013
- Biofuels and Food Prices: Searching for the Causal Link
Working Papers, Fondazione Eni Enrico Mattei View citations (8)
Also in Working Papers, University of Milano-Bicocca, Department of Economics (2013) View citations (8) Energy: Resources and Markets, Fondazione Eni Enrico Mattei (FEEM) (2013) View citations (7) IEFE Working Papers, IEFE, Center for Research on Energy and Environmental Economics and Policy, Universita' Bocconi, Milano, Italy (2013) View citations (8) Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano (2013) View citations (2)
See also Journal Article Ethanol and field crops: Is there a price connection?, Food Policy, Elsevier (2016) View citations (10) (2016)
- Detecting speculation in volatility of commodities futures markets
EcoMod2013, EcoMod View citations (3)
- Food versus Fuel: Causality and Predictability in Distribution
Working Papers, Fondazione Eni Enrico Mattei View citations (3)
Also in Working Papers, University of Milano-Bicocca, Department of Economics (2013) View citations (3) IEFE Working Papers, IEFE, Center for Research on Energy and Environmental Economics and Policy, Universita' Bocconi, Milano, Italy (2013) View citations (3) Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano (2013) View citations (3)
See also Journal Article Causality and predictability in distribution: The ethanol–food price relation revisited, Energy Economics, Elsevier (2014) View citations (28) (2014)
- Futures Price Volatility in Commodities Markets: The Role of Short Term vs Long Term Speculation
Working Papers, Fondazione Eni Enrico Mattei View citations (19)
Also in DEM Working Papers Series, University of Pavia, Department of Economics and Management (2013) View citations (20) Energy: Resources and Markets, Fondazione Eni Enrico Mattei (FEEM) (2013) View citations (20) Working Papers, University of Milano-Bicocca, Department of Economics (2013) View citations (20)
2012
- Oil Revenues, Ethnic Fragmentation and Political Transition of Authoritarian Regimes
Energy: Resources and Markets, Fondazione Eni Enrico Mattei (FEEM) 
Also in Working Papers, Fondazione Eni Enrico Mattei (2012)
- Returns in Commodities Futures Markets and Financial Speculation: A Multivariate GARCH Approach
Working Papers, Fondazione Eni Enrico Mattei View citations (9)
Also in Energy: Resources and Markets, Fondazione Eni Enrico Mattei (FEEM) (2012) View citations (10) Quaderni di Dipartimento, University of Pavia, Department of Economics and Quantitative Methods (2012) View citations (9)
2011
- Consumption and Precautionary Saving: An Empirical Analysis under Both Financial and Environmental Risks
Climate Change and Sustainable Development, Fondazione Eni Enrico Mattei (FEEM) 
Also in Working Papers, Fondazione Eni Enrico Mattei (2011) 
See also Journal Article Consumption and precautionary saving: An empirical analysis under both financial and environmental risks, Economic Modelling, Elsevier (2013) View citations (6) (2013)
- Exogenous Oil Shocks, Fiscal Policy and Sector Reallocations in Oil Producing Countries
Working Papers, Fondazione Eni Enrico Mattei View citations (1)
Also in Energy: Resources and Markets, Fondazione Eni Enrico Mattei (FEEM) (2011) View citations (1)
- 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 View citations (3)
Also in Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano (2011) View citations (3)
- Oil Price Forecast Evaluation with Flexible Loss Functions
Working Papers, Fondazione Eni Enrico Mattei View citations (4)
Also in Energy: Resources and Markets, Fondazione Eni Enrico Mattei (FEEM) (2011) View citations (4)
- 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) View citations (1)
Also in Working Papers, Fondazione Eni Enrico Mattei (2011) View citations (1)
2010
- The Health Effects of Climate Change: A Survey of Recent Quantitative Research
Working Papers, BC3 View citations (2)
See also Journal Article The Health Effects of Climate Change: A Survey of Recent Quantitative Research, IJERPH, MDPI (2012) View citations (1) (2012)
2009
- Energy efficiency in Europe: trends, convergence and policy effectiveness
MPRA Paper, University Library of Munich, Germany View citations (7)
2008
- Industrial Coal Demand in China: A Provincial Analysis
International Energy Markets Working Papers, Fondazione Eni Enrico Mattei (FEEM) View citations (1)
Also in Working Papers, Fondazione Eni Enrico Mattei (2008) View citations (3)
See also Journal Article Industrial coal demand in China: A provincial analysis, Resource and Energy Economics, Elsevier (2011) View citations (16) (2011)
- 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) View citations (5)
Also in Working Papers, Fondazione Eni Enrico Mattei (2008) View citations (5) LIUC Papers in Economics, Cattaneo University (LIUC) (2008) View citations (5)
2007
- Evaluating the Empirical Performance of Alternative Econometric Models for Oil Price Forecasting
International Energy Markets Working Papers, Fondazione Eni Enrico Mattei (FEEM) View citations (15)
Also in Working Papers, Fondazione Eni Enrico Mattei (2007) View citations (11)
2006
- On the Robustness of Robustness Checks of the Environmental Kuznets Curve
Working Papers, Fondazione Eni Enrico Mattei View citations (22)
Also in UNIMI - Research Papers in Economics, Business, and Statistics, Universitá degli Studi di Milano (2006) View citations (24) Climate Change Modelling and Policy Working Papers, Fondazione Eni Enrico Mattei (FEEM) (2006) View citations (18)
- Pricing and Hedging Illiquid Energy Derivatives: an Application to the JCC Index
International Energy Markets Working Papers, Fondazione Eni Enrico Mattei (FEEM) View citations (2)
Also in Working Papers, Fondazione Eni Enrico Mattei (2006) 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) View citations (1) (2008)
- The Asymmetric Effects of Oil Shocks on Output Growth: A Markov-Switching Analysis
International Energy Markets Working Papers, Fondazione Eni Enrico Mattei (FEEM) View citations (9)
- 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 (41)
2005
- Asymmetric Error Correction Models for the Oil-Gasoline Price Relationship
Working Papers, Fondazione Eni Enrico Mattei View citations (4)
See also Journal Article Asymmetric error correction models for the oil-gasoline price relationship, Energy Policy, Elsevier (2007) View citations (105) (2007)
- Econometric Models of Asymmetric Price Transmission
International Energy Markets Working Papers, Fondazione Eni Enrico Mattei (FEEM) View citations (12)
Also in Working Papers, Fondazione Eni Enrico Mattei (2005) View citations (10)
See also Journal Article ECONOMETRIC MODELS OF ASYMMETRIC PRICE TRANSMISSION, Journal of Economic Surveys, Wiley Blackwell (2007) View citations (189) (2007)
- Hunting the Living Dead A “Peso Problem” in Corporate Liabilities Data
Working Papers, Fondazione Eni Enrico Mattei
- Modeling Factor Demands with SEM and VAR: An Empirical Comparison
Working Papers, Fondazione Eni Enrico Mattei 
See also Journal Article Modelling factor demands with SEM and VAR: an empirical comparison, Journal of Productivity Analysis, Springer (2006) (2006)
- Oil Prices, Inflation and Interest Rates in a Structural Cointegrated VAR Model for the G-7 Countries
Working Papers, Fondazione Eni Enrico Mattei View citations (10)
Also in International Energy Markets Working Papers, Fondazione Eni Enrico Mattei (FEEM) (2005) 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) View citations (371) (2008)
2004
- Conditional Correlations in the Returns on Oil Companies Stock Prices and Their Determinants
Working Papers, Fondazione Eni Enrico Mattei View citations (2)
See also Journal Article Conditional correlations in the returns on oil companies stock prices and their determinants, Empirica, Springer (2006) View citations (12) (2006)
- Modelling Dynamic Conditional Correlations in WTI Oil Forward and Futures Returns
Working Papers, Fondazione Eni Enrico Mattei View citations (9)
See also Journal Article Modeling dynamic conditional correlations in WTI oil forward and futures returns, Finance Research Letters, Elsevier (2006) View citations (43) (2006)
2003
- Long-run Models of Oil Stock Prices
Working Papers, Fondazione Eni Enrico Mattei View citations (21)
- Modelling the Load Curve of Aggregate Electricity Consumption Using Principal Components
Working Papers, Fondazione Eni Enrico Mattei View citations (2)
- Oil and Product Price Dynamics in International Petroleum Markets
Working Papers, Fondazione Eni Enrico Mattei View citations (4)
- 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 (4)
- STAR-GARCH Models for Stock Market Interactions in the Pacific Basin Region, Japan and US
Working Papers, Fondazione Eni Enrico Mattei View citations (3)
2001
- 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 (1)
See also Journal Article Rockets and feathers revisited: an international comparison on European gasoline markets, Energy Economics, Elsevier (2003) View citations (152) (2003)
- Testing Multiple Non-nested Factor Demand Systems
ISER Discussion Paper, Institute of Social and Economic Research, Osaka University View citations (3)
See also Journal Article Testing Multiple Non‐Nested Factor Demand Systems, Bulletin of Economic Research, Wiley Blackwell (2005) View citations (1) (2005)
Journal Articles
2024
- 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) 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) View citations (4) (2022)
2023
- A weekly structural VAR model of the US crude oil market
Energy Economics, 2023, 121, (C) View citations (1)
See also Working Paper A weekly structural VAR model of the US crude oil market, Working Papers (2022) (2022)
2022
- 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 View citations (6)
2021
- A test of symmetry based on L-moments with an application to the business cycles of the G7 economies
Economics Letters, 2021, 198, (C)
- Financial Stress and Basis in Energy Markets
The Energy Journal, 2021, 42, (5), 67-88 View citations (2)
Also in The Energy Journal, 2021, Volume 42, (Number 5) (2021) View citations (4)
2020
- Interpreting the oil risk premium: Do oil price shocks matter?
Energy Economics, 2020, 91, (C) View citations (11)
See also Working Paper Interpreting the Oil Risk Premium: do Oil Price Shocks Matter?, ETA: Economic Theory and Applications (2018) (2018)
- The theory of storage in the crude oil futures market, the role of financial conditions
Journal of Futures Markets, 2020, 40, (7), 1160-1175 View citations (10)
2019
- Statistical and economic evaluation of time series models for forecasting arrivals at call centers
Empirical Economics, 2019, 57, (3), 923-955 
See also Working Paper Statistical and Economic Evaluation of Time Series Models for Forecasting Arrivals at Call Centers, Papers (2018) (2018)
- The investment-uncertainty relationship in the oil and gas industry
Resources Policy, 2019, 63, (C), - View citations (7)
See also Working Paper Investment-Uncertainty Relationship in the Oil and Gas Industry, Working Papers (2018) (2018)
- Understanding Dynamic Conditional Correlations between Oil, Natural Gas and Non-Energy Commodity Futures Markets
The Energy Journal, 2019, Volume 40, (Number 2) View citations (17)
Also in The Energy Journal, 2019, 40, (2), 55-76 (2019)
2018
- Economic impacts of El Niño southern oscillation: evidence from the Colombian coffee market
Agricultural Economics, 2018, 49, (5), 623-633 View citations (23)
See also Working Paper Economic impacts of El Niño Southern Oscillation: evidence from the Colombian coffee market, MPRA Paper (2018) View citations (20) (2018)
- HOW DOES STOCK MARKET VOLATILITY REACT TO OIL PRICE SHOCKS?
Macroeconomic Dynamics, 2018, 22, (3), 666-682 View citations (38)
See also Working Paper How does stock market volatility react to oil shocks?, Papers (2018) View citations (32) (2018)
- INTRODUCTION TO MACROECONOMIC DYNAMICS SPECIAL ISSUE ON DYNAMICS OF OIL AND COMMODITIES PRICES
Macroeconomic Dynamics, 2018, 22, (3), 541-545 View citations (1)
See also Working Paper Introduction to Macroeconomic Dynamics Special Issue on Dynamics of Oil and Commodities Prices, Working Papers (2016) View citations (2) (2016)
2017
- Oil supply shocks and economic growth in the Mediterranean
Energy Policy, 2017, 110, (C), 167-175 View citations (10)
2016
- Ethanol and field crops: Is there a price connection?
Food Policy, 2016, 63, (C), 53-61 View citations (10)
See also Working Paper Biofuels and Food Prices: Searching for the Causal Link, Working Papers (2013) View citations (8) (2013)
- Global oil market and the U.S. stock returns
Energy, 2016, 114, (C), 1277-1287 View citations (9)
See also Working Paper Global Oil Market and the U.S. Stock Returns, Energy: Resources and Markets (2016) View citations (8) (2016)
- How is volatility in commodity markets linked to oil price shocks?
Energy Economics, 2016, 59, (C), 11-23 View citations (81)
See also Working Paper How is Volatility in Commodity Markets Linked to Oil Price Shocks?, Energy: Resources and Markets (2016) View citations (103) (2016)
- Modelling futures price volatility in energy markets: Is there a role for financial speculation?
Energy Economics, 2016, 53, (C), 220-229 View citations (49)
- The effects of environmental risk on consumption dynamics: an empirical analysis on the Mediterranean countries
Environment and Development Economics, 2016, 21, (4), 439-463 View citations (2)
- The impacts of oil price shocks on stock market volatility: Evidence from the G7 countries
Energy Policy, 2016, 98, (C), 160-169 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) View citations (83) (2016)
2015
- Oil and Macroeconomic Uncertianty
Review of Environment, Energy and Economics - Re3, 2015
- The role of outliers and oil price shocks on volatility of metal prices
Resources Policy, 2015, 46, (P2), 139-150 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) View citations (61) (2015)
2014
- Causality and predictability in distribution: The ethanol–food price relation revisited
Energy Economics, 2014, 42, (C), 152-160 View citations (28)
See also Working Paper Food versus Fuel: Causality and Predictability in Distribution, Working Papers (2013) View citations (3) (2013)
- Forecasting the oil–gasoline price relationship: Do asymmetries help?
Energy Economics, 2014, 46, (S1), S44-S56 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) (2015)
- On the economic determinants of oil production
Energy Economics, 2014, 44, (C), 68-79 View citations (7)
2013
- Consumption and precautionary saving: An empirical analysis under both financial and environmental risks
Economic Modelling, 2013, 30, (C), 157-166 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) (2011)
- Exogenous oil shocks, fiscal policies and sector reallocations in oil producing countries
Energy Economics, 2013, 35, (C), 42-57 View citations (15)
- Financial Speculation in Energy and Agriculture Futures Markets: A Multivariate GARCH Approach
The Energy Journal, 2013, 34, (3), 55-82 
Also in The Energy Journal, 2013, Volume 34, (Number 3) (2013) View citations (53)
- 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) View citations (4)
- 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
2012
- Speculation, Returns, Volume and Volatility in Commodities Futures Markets
Review of Environment, Energy and Economics - Re3, 2012 View citations (10)
- The Health Effects of Climate Change: A Survey of Recent Quantitative Research
IJERPH, 2012, 9, (5), 1-25 View citations (1)
See also Working Paper The Health Effects of Climate Change: A Survey of Recent Quantitative Research, Working Papers (2010) View citations (2) (2010)
2011
- Industrial coal demand in China: A provincial analysis
Resource and Energy Economics, 2011, 33, (1), 12-35 View citations (16)
See also Working Paper Industrial Coal Demand in China: A Provincial Analysis, International Energy Markets Working Papers (2008) View citations (1) (2008)
2009
- Econometric Models for Oil Price Forecasting: A Critical Survey
CESifo Forum, 2009, 10, (01), 29-44 View citations (16)
- On the Robustness of Robustness Checks of the Environmental Kuznets Curve Hypothesis
Environmental & Resource Economics, 2009, 42, (4), 551-574 View citations (86)
2008
- 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 (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) View citations (10) (2005)
- Pricing and hedging illiquid energy derivatives: An application to the JCC index
Journal of Futures Markets, 2008, 28, (5), 464-487 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) View citations (2) (2006)
2007
- Asymmetric error correction models for the oil-gasoline price relationship
Energy Policy, 2007, 35, (1), 156-177 View citations (105)
See also Working Paper Asymmetric Error Correction Models for the Oil-Gasoline Price Relationship, Working Papers (2005) View citations (4) (2005)
- ECONOMETRIC MODELS OF ASYMMETRIC PRICE TRANSMISSION
Journal of Economic Surveys, 2007, 21, (2), 349-415 View citations (189)
See also Working Paper Econometric Models of Asymmetric Price Transmission, International Energy Markets Working Papers (2005) View citations (12) (2005)
2006
- Conditional correlations in the returns on oil companies stock prices and their determinants
Empirica, 2006, 33, (4), 193-207 View citations (12)
See also Working Paper Conditional Correlations in the Returns on Oil Companies Stock Prices and Their Determinants, Working Papers (2004) View citations (2) (2004)
- Modeling dynamic conditional correlations in WTI oil forward and futures returns
Finance Research Letters, 2006, 3, (2), 114-132 View citations (43)
See also Working Paper Modelling Dynamic Conditional Correlations in WTI Oil Forward and Futures Returns, Working Papers (2004) View citations (9) (2004)
- Modelling factor demands with SEM and VAR: an empirical comparison
Journal of Productivity Analysis, 2006, 26, (2), 121-146 
See also Working Paper Modeling Factor Demands with SEM and VAR: An Empirical Comparison, Working Papers (2005) (2005)
- 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 (31)
2005
- Empirical factor demands and flexible functional forms: a bayesian approach
Economic Systems Research, 2005, 17, (1), 57-75
- Modeling and forecasting cointegrated relationships among heavy oil and product prices
Energy Economics, 2005, 27, (6), 831-848 View citations (72)
- Testing Multiple Non‐Nested Factor Demand Systems
Bulletin of Economic Research, 2005, 57, (1), 37-66 View citations (1)
See also Working Paper Testing Multiple Non-nested Factor Demand Systems, ISER Discussion Paper (2001) View citations (3) (2001)
2003
- Rockets and feathers revisited: an international comparison on European gasoline markets
Energy Economics, 2003, 25, (2), 175-190 View citations (152)
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