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 1 1 45
Comovement and the financialization of commodities 0 0 0 10 0 0 2 68
Do Oil-Price Shocks Predict the Realized Variance of U.S. REITs? 0 0 0 13 0 0 1 33
Does Geopolitical Risks Predict Stock Returns and Volatility of Leading Defense Companies? Evidence from a Nonparametric Approach 0 0 0 19 1 2 13 203
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 3 5 44
Forecasting Realized (Co)Variances with a Bloc Structure Wishart Autoregressive Model 0 0 0 11 0 0 0 96
Forecasting Realized Volatility of International REITs: The Role of Realized Skewness and Realized Kurtosis 0 0 0 11 0 0 6 43
Forecasting realized (co)variances with a block structure Wishart autoregressive model 0 0 0 82 0 0 1 253
Geopolitical Risks and Stock Market Dynamics of the BRICS 0 0 0 31 0 3 7 242
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 0 0 3 27
Investor Sentiment and Crash Risk in Safe Havens 0 0 0 21 0 0 1 128
Moments-Based Spillovers across Gold and Oil Markets 0 0 0 17 0 1 3 87
Realized correlations, betas and volatility spillover in the commodity market: What has changed? 0 0 0 15 0 0 0 41
Risk spillovers in international equity portfolios 0 0 0 57 0 1 2 188
The Effect of Investor Sentiment on Gold Market Dynamics 0 0 0 31 0 1 3 188
The Predictive Power of Industrial Electricity Usage Revisited: Evidence from Nonparametric Causality Tests 0 0 0 17 2 8 18 78
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 0 426 4 20 66 1,891


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 0 0 1 4 0 0 3 16
Geopolitical risks and stock market dynamics of the BRICS 1 3 12 99 6 18 46 407
Gold futures returns and realized moments: A forecasting experiment using a quantile-boosting approach 0 0 0 3 0 1 1 42
Investor Happiness and Predictability of the Realized Volatility of Oil Price 0 0 0 3 0 0 2 19
Investor Sentiment and Crash Risk in Safe Havens 0 0 0 5 0 0 1 41
Modeling fat tails in stock returns: a multivariate stable-GARCH approach 0 0 0 7 1 2 4 41
Moments-based spillovers across gold and oil markets 0 0 0 7 0 0 4 43
Realized correlations, betas and volatility spillover in the agricultural commodity market: What has changed? 0 0 1 13 0 1 6 59
Risk spillovers in international equity portfolios 0 0 0 8 0 1 2 96
Robust estimation of skewness and kurtosis in distributions with infinite higher moments 0 0 4 33 0 0 8 163
The effect of investor sentiment on gold market return dynamics: Evidence from a nonparametric causality-in-quantiles approach 0 0 1 39 1 2 9 139
Total Journal Articles 1 3 19 230 8 25 86 1,115


Statistics updated 2024-07-03