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 1 2 47
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 1 2 4 37
Does Geopolitical Risks Predict Stock Returns and Volatility of Leading Defense Companies? Evidence from a Nonparametric Approach 0 0 0 19 4 7 27 231
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 1 5 50
Forecasting Realized (Co)Variances with a Bloc Structure Wishart Autoregressive Model 0 0 1 12 1 1 5 102
Forecasting Realized Volatility of International REITs: The Role of Realized Skewness and Realized Kurtosis 0 0 0 11 1 1 5 48
Forecasting realized (co)variances with a block structure Wishart autoregressive model 0 0 0 82 0 3 3 256
Geopolitical Risks and Stock Market Dynamics of the BRICS 0 0 0 31 1 5 13 259
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 0 0 3 30
Investor Sentiment and Crash Risk in Safe Havens 0 0 0 21 0 0 2 130
Moments-Based Spillovers across Gold and Oil Markets 0 0 0 17 1 1 2 89
Risk spillovers in international equity portfolios 0 0 0 57 1 1 4 192
The Effect of Investor Sentiment on Gold Market Dynamics 0 0 0 31 1 3 7 196
The Predictive Power of Industrial Electricity Usage Revisited: Evidence from Nonparametric Causality Tests 0 0 0 17 2 2 4 82
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 13 28 88 1,946
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 0 1 5 1 2 6 22
Geopolitical risks and stock market dynamics of the BRICS 1 5 8 107 6 15 41 453
Gold futures returns and realized moments: A forecasting experiment using a quantile-boosting approach 0 0 0 3 0 0 3 45
Investor Happiness and Predictability of the Realized Volatility of Oil Price 0 0 0 3 0 1 1 20
Investor Sentiment and Crash Risk in Safe Havens 0 0 0 5 0 2 4 45
Modeling fat tails in stock returns: a multivariate stable-GARCH approach 1 1 2 9 1 1 5 47
Moments-based spillovers across gold and oil markets 0 0 0 7 0 0 3 46
Realized correlations, betas and volatility spillover in the agricultural commodity market: What has changed? 0 0 0 15 0 0 2 63
Risk spillovers in international equity portfolios 0 0 0 8 0 0 3 99
Robust estimation of skewness and kurtosis in distributions with infinite higher moments 0 0 0 33 2 2 5 168
The effect of investor sentiment on gold market return dynamics: Evidence from a nonparametric causality-in-quantiles approach 1 1 1 40 1 3 10 151
Total Journal Articles 3 7 12 244 11 26 83 1,208

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Statistics updated 2025-09-05