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 1 6 11 56
Comovement and the financialization of commodities 0 0 0 10 0 5 8 77
Do Oil-Price Shocks Predict the Realized Variance of U.S. REITs? 0 0 0 13 0 4 12 45
Does Geopolitical Risks Predict Stock Returns and Volatility of Leading Defense Companies? Evidence from a Nonparametric Approach 0 0 0 19 12 37 61 277
El Nino, La Nina, and Forecastability of the Realized Variance of Agricultural Commodity Prices: Evidence from a Machine Learning Approach 0 0 0 0 0 6 14 59
Forecasting Realized (Co)Variances with a Bloc Structure Wishart Autoregressive Model 0 0 0 12 3 7 8 109
Forecasting Realized Volatility of International REITs: The Role of Realized Skewness and Realized Kurtosis 0 0 0 11 0 11 19 65
Forecasting realized (co)variances with a block structure Wishart autoregressive model 0 0 0 82 2 6 9 262
Geopolitical Risks and Stock Market Dynamics of the BRICS 0 0 0 31 1 7 22 272
Gold Futures Returns and Realized Moments: A Forecasting Experiment Using a Quantile-Boosting Approach 0 0 0 27 1 12 13 88
Investor Happiness and Predictability of the Realized Volatility of Oil Price 0 0 0 21 0 9 16 44
Investor Sentiment and Crash Risk in Safe Havens 0 0 0 21 2 12 15 144
Moments-Based Spillovers across Gold and Oil Markets 0 0 0 17 0 8 19 106
Risk spillovers in international equity portfolios 0 0 0 57 0 3 7 198
The Effect of Investor Sentiment on Gold Market Dynamics 0 0 0 31 1 4 13 206
The Predictive Power of Industrial Electricity Usage Revisited: Evidence from Nonparametric Causality Tests 0 0 0 17 1 6 11 91
Uncertainty due to Infectious Diseases and Forecastability of the Realized Variance of US REITs: A Note 0 0 0 9 1 5 6 58
Total Working Papers 0 0 0 412 25 148 264 2,157
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 2 51
A note on investor happiness and the predictability of realized volatility of gold 0 0 1 5 0 6 11 29
Geopolitical risks and stock market dynamics of the BRICS 1 3 11 113 8 26 64 496
Gold futures returns and realized moments: A forecasting experiment using a quantile-boosting approach 0 0 0 3 0 7 12 55
Investor Happiness and Predictability of the Realized Volatility of Oil Price 0 0 0 3 0 1 2 21
Investor Sentiment and Crash Risk in Safe Havens 0 0 0 5 1 8 15 58
Modeling fat tails in stock returns: a multivariate stable-GARCH approach 0 0 1 9 0 3 5 51
Moments-based spillovers across gold and oil markets 0 0 0 7 0 5 12 57
Realized correlations, betas and volatility spillover in the agricultural commodity market: What has changed? 0 0 1 16 1 5 17 79
Risk spillovers in international equity portfolios 0 0 0 8 3 7 9 107
Robust estimation of skewness and kurtosis in distributions with infinite higher moments 0 0 0 33 0 2 7 172
The effect of investor sentiment on gold market return dynamics: Evidence from a nonparametric causality-in-quantiles approach 1 4 6 45 3 13 27 170
Total Journal Articles 2 7 20 256 16 84 183 1,346

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Statistics updated 2026-03-04