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 0 0 2 47
Comovement and the financialization of commodities 0 0 0 10 1 1 1 70
Do Oil-Price Shocks Predict the Realized Variance of U.S. REITs? 0 0 0 13 2 4 7 40
Does Geopolitical Risks Predict Stock Returns and Volatility of Leading Defense Companies? Evidence from a Nonparametric Approach 0 0 0 19 2 9 29 236
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 2 7 52
Forecasting Realized (Co)Variances with a Bloc Structure Wishart Autoregressive Model 0 0 1 12 0 1 3 102
Forecasting Realized Volatility of International REITs: The Role of Realized Skewness and Realized Kurtosis 0 0 0 11 2 5 8 52
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 0 3 14 261
Gold Futures Returns and Realized Moments: A Forecasting Experiment Using a Quantile-Boosting Approach 0 0 0 27 1 1 1 76
Investor Happiness and Predictability of the Realized Volatility of Oil Price 0 0 0 21 2 3 6 33
Investor Sentiment and Crash Risk in Safe Havens 0 0 0 21 2 2 4 132
Moments-Based Spillovers across Gold and Oil Markets 0 0 0 17 3 4 5 92
Risk spillovers in international equity portfolios 0 0 0 57 2 3 4 194
The Effect of Investor Sentiment on Gold Market Dynamics 0 0 0 31 1 5 9 200
The Predictive Power of Industrial Electricity Usage Revisited: Evidence from Nonparametric Causality Tests 0 0 0 17 3 5 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 23 48 111 1,981
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 1 1 1 50
A note on investor happiness and the predictability of realized volatility of gold 0 0 1 5 1 2 7 23
Geopolitical risks and stock market dynamics of the BRICS 0 3 10 109 5 16 41 463
Gold futures returns and realized moments: A forecasting experiment using a quantile-boosting approach 0 0 0 3 2 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 4 4 8 49
Modeling fat tails in stock returns: a multivariate stable-GARCH approach 0 1 2 9 1 2 4 48
Moments-based spillovers across gold and oil markets 0 0 0 7 0 0 2 46
Realized correlations, betas and volatility spillover in the agricultural commodity market: What has changed? 0 0 0 15 5 7 8 70
Risk spillovers in international equity portfolios 0 0 0 8 0 0 2 99
Robust estimation of skewness and kurtosis in distributions with infinite higher moments 0 0 0 33 1 3 5 169
The effect of investor sentiment on gold market return dynamics: Evidence from a nonparametric causality-in-quantiles approach 0 2 2 41 3 5 12 155
Total Journal Articles 0 6 15 247 23 43 97 1,240

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Statistics updated 2025-11-08