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 1 2 46
Comovement and the financialization of commodities 0 0 0 10 0 0 1 69
Do Oil-Price Shocks Predict the Realized Variance of U.S. REITs? 0 0 0 13 0 1 1 34
Does Geopolitical Risks Predict Stock Returns and Volatility of Leading Defense Companies? Evidence from a Nonparametric Approach 0 0 0 19 2 8 20 221
El Nino, La Nina, and Forecastability of the Realized Variance of Agricultural Commodity Prices: Evidence from a Machine Learning Approach 0 0 0 0 2 3 7 48
Forecasting Realized (Co)Variances with a Bloc Structure Wishart Autoregressive Model 0 0 1 12 0 1 5 101
Forecasting Realized Volatility of International REITs: The Role of Realized Skewness and Realized Kurtosis 0 0 0 11 1 1 4 47
Forecasting realized (co)variances with a block structure Wishart autoregressive model 0 0 0 82 0 0 0 253
Geopolitical Risks and Stock Market Dynamics of the BRICS 0 0 0 31 1 3 12 252
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 1 2 3 30
Investor Sentiment and Crash Risk in Safe Havens 0 0 0 21 0 1 2 130
Moments-Based Spillovers across Gold and Oil Markets 0 0 0 17 0 1 2 88
Risk spillovers in international equity portfolios 0 0 0 57 0 0 4 191
The Effect of Investor Sentiment on Gold Market Dynamics 0 0 0 31 0 0 5 193
The Predictive Power of Industrial Electricity Usage Revisited: Evidence from Nonparametric Causality Tests 0 0 0 17 0 0 4 80
Uncertainty due to Infectious Diseases and Forecastability of the Realized Variance of US REITs: A Note 0 0 0 9 1 1 1 53
Total Working Papers 0 0 1 412 9 23 73 1,911
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 0 0 49
A note on investor happiness and the predictability of realized volatility of gold 0 1 1 5 1 2 4 20
Geopolitical risks and stock market dynamics of the BRICS 0 3 4 102 2 8 42 436
Gold futures returns and realized moments: A forecasting experiment using a quantile-boosting approach 0 0 0 3 0 3 4 45
Investor Happiness and Predictability of the Realized Volatility of Oil Price 0 0 0 3 0 0 0 19
Investor Sentiment and Crash Risk in Safe Havens 0 0 0 5 0 0 2 43
Modeling fat tails in stock returns: a multivariate stable-GARCH approach 0 0 1 8 0 0 6 46
Moments-based spillovers across gold and oil markets 0 0 0 7 0 2 3 46
Realized correlations, betas and volatility spillover in the agricultural commodity market: What has changed? 0 0 2 15 0 0 3 62
Risk spillovers in international equity portfolios 0 0 0 8 0 1 3 99
Robust estimation of skewness and kurtosis in distributions with infinite higher moments 0 0 0 33 0 1 2 165
The effect of investor sentiment on gold market return dynamics: Evidence from a nonparametric causality-in-quantiles approach 0 0 0 39 0 4 9 147
Total Journal Articles 0 4 8 237 3 21 78 1,177

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-05-12