Access Statistics for Matteo Bonato

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Note on Investor Happiness and the Predictability of Realized Volatility of Gold 0 0 0 34 1 1 13 60
Comovement and the financialization of commodities 0 0 0 10 1 1 12 81
Do Oil-Price Shocks Predict the Realized Variance of U.S. REITs? 0 0 0 13 2 3 20 56
Does Geopolitical Risks Predict Stock Returns and Volatility of Leading Defense Companies? Evidence from a Nonparametric Approach 0 0 0 19 2 10 74 301
El Nino, La Nina, and Forecastability of the Realized Variance of Agricultural Commodity Prices: Evidence from a Machine Learning Approach 0 0 0 0 1 2 15 65
Forecasting Realized (Co)Variances with a Bloc Structure Wishart Autoregressive Model 0 0 0 12 0 1 10 111
Forecasting Realized Volatility of International REITs: The Role of Realized Skewness and Realized Kurtosis 0 0 0 11 0 0 20 67
Forecasting realized (co)variances with a block structure Wishart autoregressive model 0 0 0 82 0 1 9 265
Geopolitical Risks and Stock Market Dynamics of the BRICS 0 0 0 31 0 6 30 288
Gold Futures Returns and Realized Moments: A Forecasting Experiment Using a Quantile-Boosting Approach 0 0 0 27 0 2 18 93
Investor Happiness and Predictability of the Realized Volatility of Oil Price 0 0 0 21 0 0 17 47
Investor Sentiment and Crash Risk in Safe Havens 0 0 0 21 0 0 17 147
Moments-Based Spillovers across Gold and Oil Markets 0 0 0 17 0 1 23 111
Risk spillovers in international equity portfolios 0 0 0 57 0 2 12 203
The Effect of Investor Sentiment on Gold Market Dynamics 0 0 0 31 0 1 13 208
The Predictive Power of Industrial Electricity Usage Revisited: Evidence from Nonparametric Causality Tests 0 0 0 17 0 1 15 95
Uncertainty due to Infectious Diseases and Forecastability of the Realized Variance of US REITs: A Note 0 0 0 9 0 0 8 61
Total Working Papers 0 0 0 412 7 32 326 2,259
1 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A forecast-based comparison of restricted Wishart autoregressive models for realized covariance matrices 0 0 0 9 0 0 5 54
A note on investor happiness and the predictability of realized volatility of gold 0 0 0 5 2 2 11 32
Geopolitical risks and stock market dynamics of the BRICS 0 3 11 117 8 24 91 538
Gold futures returns and realized moments: A forecasting experiment using a quantile-boosting approach 0 0 0 3 1 1 14 59
Investor Happiness and Predictability of the Realized Volatility of Oil Price 0 0 0 3 0 0 4 24
Investor Sentiment and Crash Risk in Safe Havens 0 0 0 5 0 0 20 65
Modeling fat tails in stock returns: a multivariate stable-GARCH approach 0 0 1 9 0 2 14 60
Moments-based spillovers across gold and oil markets 0 0 1 8 1 1 14 60
Realized correlations, betas and volatility spillover in the agricultural commodity market: What has changed? 0 1 2 17 0 1 25 88
Risk spillovers in international equity portfolios 0 0 0 8 0 1 9 108
Robust estimation of skewness and kurtosis in distributions with infinite higher moments 0 1 1 34 0 2 12 178
The effect of investor sentiment on gold market return dynamics: Evidence from a nonparametric causality-in-quantiles approach 0 1 7 46 2 14 39 189
Total Journal Articles 0 6 23 264 14 48 258 1,455

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Statistics updated 2026-08-07