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 8 10 55
Comovement and the financialization of commodities 0 0 0 10 4 7 8 77
Do Oil-Price Shocks Predict the Realized Variance of U.S. REITs? 0 0 0 13 2 5 12 45
Does Geopolitical Risks Predict Stock Returns and Volatility of Leading Defense Companies? Evidence from a Nonparametric Approach 0 0 0 19 22 29 52 265
El Nino, La Nina, and Forecastability of the Realized Variance of Agricultural Commodity Prices: Evidence from a Machine Learning Approach 0 0 0 0 5 7 14 59
Forecasting Realized (Co)Variances with a Bloc Structure Wishart Autoregressive Model 0 0 0 12 3 4 6 106
Forecasting Realized Volatility of International REITs: The Role of Realized Skewness and Realized Kurtosis 0 0 0 11 10 13 19 65
Forecasting realized (co)variances with a block structure Wishart autoregressive model 0 0 0 82 3 4 7 260
Geopolitical Risks and Stock Market Dynamics of the BRICS 0 0 0 31 6 10 22 271
Gold Futures Returns and Realized Moments: A Forecasting Experiment Using a Quantile-Boosting Approach 0 0 0 27 5 11 12 87
Investor Happiness and Predictability of the Realized Volatility of Oil Price 0 0 0 21 7 11 16 44
Investor Sentiment and Crash Risk in Safe Havens 0 0 0 21 10 10 13 142
Moments-Based Spillovers across Gold and Oil Markets 0 0 0 17 7 14 19 106
Risk spillovers in international equity portfolios 0 0 0 57 2 4 7 198
The Effect of Investor Sentiment on Gold Market Dynamics 0 0 0 31 2 5 12 205
The Predictive Power of Industrial Electricity Usage Revisited: Evidence from Nonparametric Causality Tests 0 0 0 17 3 5 10 90
Uncertainty due to Infectious Diseases and Forecastability of the Realized Variance of US REITs: A Note 0 0 0 9 3 4 5 57
Total Working Papers 0 0 0 412 97 151 244 2,132
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 3 6 11 29
Geopolitical risks and stock market dynamics of the BRICS 0 3 13 112 8 25 60 488
Gold futures returns and realized moments: A forecasting experiment using a quantile-boosting approach 0 0 0 3 2 7 13 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 5 8 14 57
Modeling fat tails in stock returns: a multivariate stable-GARCH approach 0 0 1 9 2 3 5 51
Moments-based spillovers across gold and oil markets 0 0 0 7 3 11 13 57
Realized correlations, betas and volatility spillover in the agricultural commodity market: What has changed? 0 1 1 16 1 8 16 78
Risk spillovers in international equity portfolios 0 0 0 8 4 5 6 104
Robust estimation of skewness and kurtosis in distributions with infinite higher moments 0 0 0 33 1 3 8 172
The effect of investor sentiment on gold market return dynamics: Evidence from a nonparametric causality-in-quantiles approach 0 3 5 44 3 12 24 167
Total Journal Articles 0 7 21 254 32 90 174 1,330

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Statistics updated 2026-02-12