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 4 13 59
Comovement and the financialization of commodities 0 0 0 10 2 3 11 80
Do Oil-Price Shocks Predict the Realized Variance of U.S. REITs? 0 0 0 13 3 8 19 53
Does Geopolitical Risks Predict Stock Returns and Volatility of Leading Defense Companies? Evidence from a Nonparametric Approach 0 0 0 19 9 26 70 291
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 4 15 63
Forecasting Realized (Co)Variances with a Bloc Structure Wishart Autoregressive Model 0 0 0 12 1 4 9 110
Forecasting Realized Volatility of International REITs: The Role of Realized Skewness and Realized Kurtosis 0 0 0 11 1 2 20 67
Forecasting realized (co)variances with a block structure Wishart autoregressive model 0 0 0 82 2 4 11 264
Geopolitical Risks and Stock Market Dynamics of the BRICS 0 0 0 31 7 11 30 282
Gold Futures Returns and Realized Moments: A Forecasting Experiment Using a Quantile-Boosting Approach 0 0 0 27 2 4 16 91
Investor Happiness and Predictability of the Realized Volatility of Oil Price 0 0 0 21 3 3 17 47
Investor Sentiment and Crash Risk in Safe Havens 0 0 0 21 3 5 17 147
Moments-Based Spillovers across Gold and Oil Markets 0 0 0 17 4 4 22 110
Risk spillovers in international equity portfolios 0 0 0 57 3 3 10 201
The Effect of Investor Sentiment on Gold Market Dynamics 0 0 0 31 1 2 14 207
The Predictive Power of Industrial Electricity Usage Revisited: Evidence from Nonparametric Causality Tests 0 0 0 17 3 4 14 94
Uncertainty due to Infectious Diseases and Forecastability of the Realized Variance of US REITs: A Note 0 0 0 9 2 4 8 61
Total Working Papers 0 0 0 412 51 95 316 2,227
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 3 3 5 54
A note on investor happiness and the predictability of realized volatility of gold 0 0 0 5 1 1 10 30
Geopolitical risks and stock market dynamics of the BRICS 1 2 12 114 12 26 78 514
Gold futures returns and realized moments: A forecasting experiment using a quantile-boosting approach 0 0 0 3 3 3 13 58
Investor Happiness and Predictability of the Realized Volatility of Oil Price 0 0 0 3 2 3 5 24
Investor Sentiment and Crash Risk in Safe Havens 0 0 0 5 6 8 22 65
Modeling fat tails in stock returns: a multivariate stable-GARCH approach 0 0 1 9 5 7 12 58
Moments-based spillovers across gold and oil markets 1 1 1 8 2 2 13 59
Realized correlations, betas and volatility spillover in the agricultural commodity market: What has changed? 0 0 1 16 5 9 25 87
Risk spillovers in international equity portfolios 0 0 0 8 0 3 8 107
Robust estimation of skewness and kurtosis in distributions with infinite higher moments 0 0 0 33 2 4 11 176
The effect of investor sentiment on gold market return dynamics: Evidence from a nonparametric causality-in-quantiles approach 0 1 6 45 2 8 28 175
Total Journal Articles 2 4 21 258 43 77 230 1,407

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Statistics updated 2026-05-06