Access Statistics for Matteo Maria Pelagatti

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 Hodrick-Prescott filter with automatically selected jumps 1 1 18 18 1 1 11 11
A Hodrick-Prescott filter with automatically selected jumps 0 0 1 1 0 1 8 8
A Review of Balancing Costs in Italy before and after RES introduction 0 0 0 71 0 0 4 216
A Robust Multivariate Long Run Analysis of European Electricity Prices 0 0 0 2 0 0 0 21
A Robust Multivariate Long Run Analysis of European Electricity Prices 0 0 0 82 0 0 0 241
Assessing the effectiveness of the Italian risk-zones policy during the second wave of Covid-19 0 0 0 16 0 0 2 41
Business cycle and sector cycles 0 0 0 439 0 0 1 1,406
Common factors behind companies' Environmental ratings 0 0 2 5 0 1 9 13
Dynamic Conditional Correlation with Elliptical Distributions 0 0 0 323 0 0 1 693
Estimating high dimensional multivariate stochastic volatility models 0 0 0 56 0 0 0 82
Measures of variance for smoothed disturbances in linear state-space models: a clarification 0 0 3 123 0 2 16 228
Nonparametric tests for event studies under cross-sectional dependence 0 1 1 97 0 1 1 322
Spatio-temporal Event Studies for Air Quality Assessment under Cross-sectional Dependence 0 0 0 39 0 0 2 8
Statistical Learning and Exchange Rate Forecasting 0 0 1 80 1 2 5 146
The RES-induced Switching Effect Across Fossil Fuels: An Analysis of the Italian Day-Ahead and Balancing Prices and Their Connected Costs 0 0 0 30 0 0 2 70
Time Series Modeling with Duration Dependent Markov-Switching Vector Autoregressions: MCMC Inference, Software and Applications 0 0 0 408 0 2 3 1,022
Unpuzzling the Purchasing Power Parity Puzzle 0 0 0 125 0 0 1 446
Total Working Papers 1 2 26 1,915 2 10 66 4,974
16 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 least squares approach to latent variables extraction in formative–reflective models 0 0 0 5 0 0 1 20
A review of balancing costs in Italy before and after RES introduction 0 0 1 8 0 0 4 206
ASSET (Age/Sex Standardised Estimates of Treatment): A Research Model to Improve the Governance of Prescribing Funds in Italy 0 0 0 0 0 0 0 10
Assessing the effectiveness of the Italian risk-zones policy during the second wave of COVID-19 0 0 0 0 0 0 2 4
Component estimation for electricity market data: Deterministic or stochastic? 0 0 2 13 1 1 5 62
Curbing systemic risk in the insurance sector: A mission impossible? 0 0 0 1 0 0 2 10
Deregulated Wholesale Electricity Prices in Italy: An Empirical Analysis 0 0 0 3 0 2 2 32
Estimating correlations among elliptically distributed random variables under any form of heteroskedasticity 0 0 0 0 0 0 2 2
Long-run relations in european electricity prices 0 0 2 170 1 3 7 497
Machine Learning Models and Intra-Daily Market Information for the Prediction of Italian Electricity Prices 0 0 0 2 0 0 3 8
Market coupling between electricity markets: theory and empirical evidence for the Italian–Slovenian interconnection 0 0 0 15 0 0 3 51
Modelling Good and Bad Volatility 0 0 0 51 0 0 2 143
On the Empirical Failure of Purchasing Power Parity Tests 0 0 1 11 0 0 1 68
Optimal hierarchical EWMA forecasting 1 1 4 5 1 2 6 7
Price Coordination in Vertically Integrated Electricity Markets: Theory and Empirical Evidence 0 0 1 1 0 0 3 3
Price coordination in vertically integrated electricity markets. Theory and empirical evidence 0 0 0 11 0 0 1 50
Price-capping in partially monopolistic electricity markets with an application to Italy 0 0 0 14 1 1 2 54
Rank tests for short memory stationarity 0 0 0 13 0 0 0 66
Revisiting long-run relations in power markets with high RES penetration 0 0 0 8 0 0 0 50
Spatiotemporal Event Studies for Environmental Data Under Cross-Sectional Dependence: An Application to Air Quality Assessment in Lombardy 0 0 0 0 0 0 3 8
State Space Methods in Ox/SsfPack 0 0 1 22 0 0 2 102
Statistical Modeling of the Early-Stage Impact of a New Traffic Policy in Milan, Italy 0 0 0 0 0 0 1 3
Statistical learning and exchange rate forecasting 0 0 4 31 0 0 9 92
Strategic bidding in vertically integrated power markets with an application to the Italian electricity auctions 1 1 4 46 1 1 6 134
Testing for integration and cointegration when time series are observed with noise 0 0 2 5 0 1 6 23
The Impact of RES in the Italian Day-Ahead and Balancing Markets 0 0 1 1 0 0 1 1
The Impact of RES in the Italian DayAhead and Balancing Markets 1 1 3 17 1 1 6 76
The Industrial Cycle of Milan as an Accurate Leading Indicator for the Italian Business Cycle 0 0 0 8 0 0 1 53
The RES-Induced Switching Effect Across Fossil Fuels: An Analysis of Day-Ahead and Balancing Prices 0 0 1 5 0 0 1 39
The RES-Induced Switching Effect Across Fossil Fuels: An Analysis of Day-Ahead and Balancing Prices 0 0 0 0 0 0 1 1
The importance of being systemically important financial institutions 1 1 1 93 1 6 11 299
Total Journal Articles 4 4 28 559 7 18 94 2,174


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
How Difficult Is It to Raise Money in Turbulent Times? 0 0 0 0 0 0 1 4
Total Chapters 0 0 0 0 0 0 1 4


Statistics updated 2025-07-04