Access Statistics for Matteo Maria Pelagatti

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 Hodrick-Prescott filter with automatically selected jumps 0 0 0 1 0 3 5 11
A Hodrick-Prescott filter with automatically selected jumps 1 1 2 19 5 6 10 18
A Review of Balancing Costs in Italy before and after RES introduction 0 0 0 71 0 0 1 216
A Robust Multivariate Long Run Analysis of European Electricity Prices 0 0 0 2 1 2 3 24
A Robust Multivariate Long Run Analysis of European Electricity Prices 0 0 0 82 1 4 5 246
Assessing the effectiveness of the Italian risk-zones policy during the second wave of Covid-19 0 0 0 16 1 1 1 42
Business cycle and sector cycles 0 0 0 439 1 1 3 1,409
Common factors behind companies' Environmental ratings 0 0 0 5 3 5 14 22
Dynamic Conditional Correlation with Elliptical Distributions 0 0 0 323 0 3 4 696
Estimating high dimensional multivariate stochastic volatility models 0 0 0 56 1 1 3 85
Measures of variance for smoothed disturbances in linear state-space models: a clarification 0 0 2 123 1 9 24 239
Nonparametric tests for event studies under cross-sectional dependence 0 0 1 97 1 5 8 329
Spatio-temporal Event Studies for Air Quality Assessment under Cross-sectional Dependence 0 0 0 39 0 0 1 8
Statistical Learning and Exchange Rate Forecasting 0 0 0 80 1 2 5 149
The RES-induced Switching Effect Across Fossil Fuels: An Analysis of the Italian Day-Ahead and Balancing Prices and Their Connected Costs 0 0 0 30 2 2 4 73
Time Series Modeling with Duration Dependent Markov-Switching Vector Autoregressions: MCMC Inference, Software and Applications 0 0 0 408 2 2 7 1,026
Unpuzzling the Purchasing Power Parity Puzzle 0 0 0 125 2 3 3 449
Total Working Papers 1 1 5 1,916 22 49 101 5,042
16 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 Hodrick–Prescott filter with automatically selected breaks 0 0 2 2 1 4 15 15
A least squares approach to latent variables extraction in formative–reflective models 0 0 0 5 1 1 2 21
A review of balancing costs in Italy before and after RES introduction 0 2 2 10 1 6 8 213
ASSET (Age/Sex Standardised Estimates of Treatment): A Research Model to Improve the Governance of Prescribing Funds in Italy 0 0 0 0 0 0 0 10
Assessing the effectiveness of the Italian risk-zones policy during the second wave of COVID-19 0 0 0 0 1 1 2 6
Common factors behind companies’ Environmental ratings 0 1 3 3 3 7 10 10
Component estimation for electricity market data: Deterministic or stochastic? 0 0 0 13 44 46 49 109
Curbing systemic risk in the insurance sector: A mission impossible? 0 0 0 1 0 3 6 15
Deregulated Wholesale Electricity Prices in Italy: An Empirical Analysis 0 0 0 3 1 3 7 37
Estimating correlations among elliptically distributed random variables under any form of heteroskedasticity 0 0 0 0 1 2 3 4
Long-run relations in european electricity prices 0 0 4 172 0 8 17 508
Machine Learning Models and Intra-Daily Market Information for the Prediction of Italian Electricity Prices 0 1 1 3 1 4 7 14
Market coupling between electricity markets: theory and empirical evidence for the Italian–Slovenian interconnection 0 0 0 15 5 6 7 57
Modelling Good and Bad Volatility 0 0 0 51 1 2 5 146
On the Empirical Failure of Purchasing Power Parity Tests 0 0 1 11 2 2 3 70
Optimal hierarchical EWMA forecasting 0 1 5 8 1 4 9 13
Price Coordination in Vertically Integrated Electricity Markets: Theory and Empirical Evidence 1 1 1 2 3 5 6 8
Price coordination in vertically integrated electricity markets. Theory and empirical evidence 0 0 0 11 1 4 4 54
Price-capping in partially monopolistic electricity markets with an application to Italy 0 0 0 14 1 3 4 57
Rank tests for short memory stationarity 0 0 0 13 2 3 5 71
Revisiting long-run relations in power markets with high RES penetration 1 1 1 9 2 5 5 55
Spatiotemporal Event Studies for Environmental Data Under Cross-Sectional Dependence: An Application to Air Quality Assessment in Lombardy 0 0 0 0 1 1 2 9
State Space Methods in Ox/SsfPack 0 1 2 23 2 4 7 108
Statistical Modeling of the Early-Stage Impact of a New Traffic Policy in Milan, Italy 0 0 0 0 0 0 2 4
Statistical learning and exchange rate forecasting 1 3 5 34 6 9 14 102
Strategic bidding in vertically integrated power markets with an application to the Italian electricity auctions 0 0 3 46 1 2 7 137
Testing for integration and cointegration when time series are observed with noise 0 0 1 5 3 4 8 28
The Impact of RES in the Italian Day-Ahead and Balancing Markets 0 0 0 1 5 8 8 9
The Impact of RES in the Italian DayAhead and Balancing Markets 0 0 1 17 0 0 3 78
The Industrial Cycle of Milan as an Accurate Leading Indicator for the Italian Business Cycle 0 0 0 8 0 1 3 55
The RES-Induced Switching Effect Across Fossil Fuels: An Analysis of Day-Ahead and Balancing Prices 0 0 0 5 1 2 2 41
The RES-Induced Switching Effect Across Fossil Fuels: An Analysis of Day-Ahead and Balancing Prices 0 0 0 0 1 1 2 2
The importance of being systemically important financial institutions 0 2 4 96 3 5 15 306
Total Journal Articles 3 13 36 581 95 156 247 2,372


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
How Difficult Is It to Raise Money in Turbulent Times? 0 0 0 0 0 0 0 4
Total Chapters 0 0 0 0 0 0 0 4


Statistics updated 2026-01-08