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 2 5 7 52
Comovement and the financialization of commodities 0 0 0 10 1 4 4 73
Do Oil-Price Shocks Predict the Realized Variance of U.S. REITs? 0 0 0 13 2 5 10 43
Does Geopolitical Risks Predict Stock Returns and Volatility of Leading Defense Companies? Evidence from a Nonparametric Approach 0 0 0 19 3 9 30 243
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 4 9 54
Forecasting Realized (Co)Variances with a Bloc Structure Wishart Autoregressive Model 0 0 0 12 1 1 3 103
Forecasting Realized Volatility of International REITs: The Role of Realized Skewness and Realized Kurtosis 0 0 0 11 1 5 11 55
Forecasting realized (co)variances with a block structure Wishart autoregressive model 0 0 0 82 1 1 4 257
Geopolitical Risks and Stock Market Dynamics of the BRICS 0 0 0 31 0 4 18 265
Gold Futures Returns and Realized Moments: A Forecasting Experiment Using a Quantile-Boosting Approach 0 0 0 27 6 7 7 82
Investor Happiness and Predictability of the Realized Volatility of Oil Price 0 0 0 21 2 6 10 37
Investor Sentiment and Crash Risk in Safe Havens 0 0 0 21 0 2 4 132
Moments-Based Spillovers across Gold and Oil Markets 0 0 0 17 1 10 12 99
Risk spillovers in international equity portfolios 0 0 0 57 1 4 5 196
The Effect of Investor Sentiment on Gold Market Dynamics 0 0 0 31 1 4 12 203
The Predictive Power of Industrial Electricity Usage Revisited: Evidence from Nonparametric Causality Tests 0 0 0 17 2 5 9 87
Uncertainty due to Infectious Diseases and Forecastability of the Realized Variance of US REITs: A Note 0 0 0 9 1 1 2 54
Total Working Papers 0 0 0 412 26 77 157 2,035
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 1 2 2 51
A note on investor happiness and the predictability of realized volatility of gold 0 0 1 5 3 4 9 26
Geopolitical risks and stock market dynamics of the BRICS 2 3 13 112 10 22 54 480
Gold futures returns and realized moments: A forecasting experiment using a quantile-boosting approach 0 0 0 3 5 7 11 53
Investor Happiness and Predictability of the Realized Volatility of Oil Price 0 0 0 3 1 1 2 21
Investor Sentiment and Crash Risk in Safe Havens 0 0 0 5 2 7 11 52
Modeling fat tails in stock returns: a multivariate stable-GARCH approach 0 0 1 9 1 2 3 49
Moments-based spillovers across gold and oil markets 0 0 0 7 2 8 10 54
Realized correlations, betas and volatility spillover in the agricultural commodity market: What has changed? 0 1 1 16 3 12 15 77
Risk spillovers in international equity portfolios 0 0 0 8 0 1 3 100
Robust estimation of skewness and kurtosis in distributions with infinite higher moments 0 0 0 33 1 3 7 171
The effect of investor sentiment on gold market return dynamics: Evidence from a nonparametric causality-in-quantiles approach 3 3 5 44 7 12 21 164
Total Journal Articles 5 7 21 254 36 81 148 1,298

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Statistics updated 2026-01-09