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 0 0 1 45
Comovement and the financialization of commodities 0 0 0 10 0 0 1 69
Do Oil-Price Shocks Predict the Realized Variance of U.S. REITs? 0 0 0 13 1 1 1 34
Does Geopolitical Risks Predict Stock Returns and Volatility of Leading Defense Companies? Evidence from a Nonparametric Approach 0 0 0 19 3 6 18 219
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 1 5 46
Forecasting Realized (Co)Variances with a Bloc Structure Wishart Autoregressive Model 0 0 1 12 0 1 5 101
Forecasting Realized Volatility of International REITs: The Role of Realized Skewness and Realized Kurtosis 0 0 0 11 0 2 3 46
Forecasting realized (co)variances with a block structure Wishart autoregressive model 0 0 0 82 0 0 0 253
Geopolitical Risks and Stock Market Dynamics of the BRICS 0 0 0 31 1 4 12 251
Gold Futures Returns and Realized Moments: A Forecasting Experiment Using a Quantile-Boosting Approach 0 0 0 27 0 0 0 75
Investor Happiness and Predictability of the Realized Volatility of Oil Price 0 0 0 21 1 2 2 29
Investor Sentiment and Crash Risk in Safe Havens 0 0 0 21 1 2 2 130
Moments-Based Spillovers across Gold and Oil Markets 0 0 0 17 1 1 2 88
Realized correlations, betas and volatility spillover in the commodity market: What has changed? 0 0 0 15 0 2 2 43
Risk spillovers in international equity portfolios 0 0 0 57 0 0 4 191
The Effect of Investor Sentiment on Gold Market Dynamics 0 0 0 31 0 2 6 193
The Predictive Power of Industrial Electricity Usage Revisited: Evidence from Nonparametric Causality Tests 0 0 0 17 0 2 10 80
Uncertainty due to Infectious Diseases and Forecastability of the Realized Variance of US REITs: A Note 0 0 0 9 0 0 0 52
Total Working Papers 0 0 1 427 9 26 74 1,945

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 0 49
A note on investor happiness and the predictability of realized volatility of gold 1 1 1 5 1 2 3 19
Geopolitical risks and stock market dynamics of the BRICS 0 3 6 102 2 8 45 434
Gold futures returns and realized moments: A forecasting experiment using a quantile-boosting approach 0 0 0 3 2 3 4 45
Investor Happiness and Predictability of the Realized Volatility of Oil Price 0 0 0 3 0 0 0 19
Investor Sentiment and Crash Risk in Safe Havens 0 0 0 5 0 2 2 43
Modeling fat tails in stock returns: a multivariate stable-GARCH approach 0 0 1 8 0 0 7 46
Moments-based spillovers across gold and oil markets 0 0 0 7 1 2 3 46
Realized correlations, betas and volatility spillover in the agricultural commodity market: What has changed? 0 0 2 15 0 0 4 62
Risk spillovers in international equity portfolios 0 0 0 8 1 2 4 99
Robust estimation of skewness and kurtosis in distributions with infinite higher moments 0 0 0 33 0 1 2 165
The effect of investor sentiment on gold market return dynamics: Evidence from a nonparametric causality-in-quantiles approach 0 0 0 39 4 4 10 147
Total Journal Articles 1 4 10 237 11 24 84 1,174

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Statistics updated 2025-04-04