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 3 3 5 50
Comovement and the financialization of commodities 0 0 0 10 2 3 3 72
Do Oil-Price Shocks Predict the Realized Variance of U.S. REITs? 0 0 0 13 1 4 8 41
Does Geopolitical Risks Predict Stock Returns and Volatility of Leading Defense Companies? Evidence from a Nonparametric Approach 0 0 0 19 4 9 28 240
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 8 53
Forecasting Realized (Co)Variances with a Bloc Structure Wishart Autoregressive Model 0 0 1 12 0 0 3 102
Forecasting Realized Volatility of International REITs: The Role of Realized Skewness and Realized Kurtosis 0 0 0 11 2 6 10 54
Forecasting realized (co)variances with a block structure Wishart autoregressive model 0 0 0 82 0 0 3 256
Geopolitical Risks and Stock Market Dynamics of the BRICS 0 0 0 31 4 6 18 265
Gold Futures Returns and Realized Moments: A Forecasting Experiment Using a Quantile-Boosting Approach 0 0 0 27 0 1 1 76
Investor Happiness and Predictability of the Realized Volatility of Oil Price 0 0 0 21 2 5 8 35
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 6 9 11 98
Risk spillovers in international equity portfolios 0 0 0 57 1 3 5 195
The Effect of Investor Sentiment on Gold Market Dynamics 0 0 0 31 2 6 11 202
The Predictive Power of Industrial Electricity Usage Revisited: Evidence from Nonparametric Causality Tests 0 0 0 17 0 3 7 85
Uncertainty due to Infectious Diseases and Forecastability of the Realized Variance of US REITs: A Note 0 0 0 9 0 0 1 53
Total Working Papers 0 0 1 412 28 63 134 2,009
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 1 1 50
A note on investor happiness and the predictability of realized volatility of gold 0 0 1 5 0 1 6 23
Geopolitical risks and stock market dynamics of the BRICS 1 3 11 110 7 17 44 470
Gold futures returns and realized moments: A forecasting experiment using a quantile-boosting approach 0 0 0 3 0 3 6 48
Investor Happiness and Predictability of the Realized Volatility of Oil Price 0 0 0 3 0 0 1 20
Investor Sentiment and Crash Risk in Safe Havens 0 0 0 5 1 5 9 50
Modeling fat tails in stock returns: a multivariate stable-GARCH approach 0 0 1 9 0 1 3 48
Moments-based spillovers across gold and oil markets 0 0 0 7 6 6 8 52
Realized correlations, betas and volatility spillover in the agricultural commodity market: What has changed? 1 1 1 16 4 11 12 74
Risk spillovers in international equity portfolios 0 0 0 8 1 1 3 100
Robust estimation of skewness and kurtosis in distributions with infinite higher moments 0 0 0 33 1 2 6 170
The effect of investor sentiment on gold market return dynamics: Evidence from a nonparametric causality-in-quantiles approach 0 1 2 41 2 6 14 157
Total Journal Articles 2 5 16 249 22 54 113 1,262

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Statistics updated 2025-12-06