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 1 19 0 1 17 28
A Hodrick-Prescott filter with automatically selected jumps 0 0 0 1 0 0 14 22
A Review of Balancing Costs in Italy before and after RES introduction 0 0 0 71 1 4 20 236
A Robust Multivariate Long Run Analysis of European Electricity Prices 0 0 0 2 0 1 11 32
A Robust Multivariate Long Run Analysis of European Electricity Prices 0 0 0 82 0 0 11 252
Assessing the effectiveness of the Italian risk-zones policy during the second wave of Covid-19 0 0 0 16 2 3 19 60
Business cycle and sector cycles 0 0 0 439 0 0 11 1,417
Common factors behind companies' Environmental ratings 0 0 2 7 0 0 13 27
Dynamic Conditional Correlation with Elliptical Distributions 0 0 0 323 1 1 17 710
Estimating high dimensional multivariate stochastic volatility models 0 0 0 56 1 2 12 95
Measures of variance for smoothed disturbances in linear state-space models: a clarification 0 0 1 124 0 1 19 248
Nonparametric tests for event studies under cross-sectional dependence 0 0 0 97 0 2 14 337
Spatio-temporal Event Studies for Air Quality Assessment under Cross-sectional Dependence 0 1 1 40 0 1 3 11
Statistical Learning and Exchange Rate Forecasting 2 3 3 83 2 3 21 167
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 0 0 5 75
Time Series Modeling with Duration Dependent Markov-Switching Vector Autoregressions: MCMC Inference, Software and Applications 1 1 1 409 1 2 12 1,035
Unpuzzling the Purchasing Power Parity Puzzle 0 0 0 125 0 0 9 455
Total Working Papers 3 5 9 1,924 8 21 228 5,207
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 3 0 0 27 31
A least squares approach to latent variables extraction in formative–reflective models 0 0 0 5 2 2 12 32
A review of balancing costs in Italy before and after RES introduction 0 0 2 10 2 3 20 227
ASSET (Age/Sex Standardised Estimates of Treatment): A Research Model to Improve the Governance of Prescribing Funds in Italy 0 0 0 0 1 1 8 18
Assessing the effectiveness of the Italian risk-zones policy during the second wave of COVID-19 0 0 0 0 0 0 4 8
Common factors behind companies’ Environmental ratings 0 0 3 4 1 6 26 28
Component estimation for electricity market data: Deterministic or stochastic? 0 0 0 13 1 1 89 151
Curbing systemic risk in the insurance sector: A mission impossible? 0 0 0 1 1 1 9 19
Deregulated Wholesale Electricity Prices in Italy: An Empirical Analysis 0 0 0 3 1 1 12 45
Estimating correlations among elliptically distributed random variables under any form of heteroskedasticity 0 0 1 1 2 2 12 14
Long-run relations in european electricity prices 0 3 3 175 2 6 29 528
Machine Learning Models and Intra-Daily Market Information for the Prediction of Italian Electricity Prices 0 0 1 3 2 3 14 23
Market coupling between electricity markets: theory and empirical evidence for the Italian–Slovenian interconnection 0 0 0 15 0 1 15 66
Modelling Good and Bad Volatility 1 1 1 52 1 1 10 154
On the Empirical Failure of Purchasing Power Parity Tests 0 0 0 11 0 0 5 73
Optimal hierarchical EWMA forecasting 0 0 2 8 2 2 17 25
Price Coordination in Vertically Integrated Electricity Markets: Theory and Empirical Evidence 0 0 1 2 0 0 10 13
Price-capping in partially monopolistic electricity markets with an application to Italy 0 0 0 14 0 0 13 67
Rank tests for short memory stationarity 0 0 0 13 0 0 5 73
Revisiting long-run relations in power markets with high RES penetration 0 0 1 9 0 1 12 62
Spatiotemporal Event Studies for Environmental Data Under Cross-Sectional Dependence: An Application to Air Quality Assessment in Lombardy 0 0 0 0 0 0 6 14
State Space Methods in Ox/SsfPack 0 0 1 23 0 1 11 114
Statistical Modeling of the Early-Stage Impact of a New Traffic Policy in Milan, Italy 0 0 0 0 0 0 8 11
Statistical learning and exchange rate forecasting 1 1 4 35 3 4 22 114
Strategic bidding in vertically integrated power markets with an application to the Italian electricity auctions 0 1 1 47 1 3 13 147
Testing for integration and cointegration when time series are observed with noise 0 0 1 6 0 2 24 47
The Impact of RES in the Italian Day-Ahead and Balancing Markets 0 0 0 1 0 1 14 15
The Industrial Cycle of Milan as an Accurate Leading Indicator for the Italian Business Cycle 0 0 0 8 0 0 6 60
The RES-Induced Switching Effect Across Fossil Fuels: An Analysis of Day-Ahead and Balancing Prices 0 0 0 0 0 0 7 8
The importance of being systemically important financial institutions 0 0 2 96 2 4 13 314
Total Journal Articles 2 6 26 558 24 46 473 2,501
3 registered items for which data could not be found


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 4 8
Total Chapters 0 0 0 0 0 0 4 8


Statistics updated 2026-08-07