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 1 1 1 0 3 7 7
A Hodrick-Prescott filter with automatically selected jumps 0 0 17 17 1 1 9 9
A Review of Balancing Costs in Italy before and after RES introduction 0 0 1 71 0 1 6 216
A Robust Multivariate Long Run Analysis of European Electricity Prices 0 0 0 2 0 0 0 21
A Robust Multivariate Long Run Analysis of European Electricity Prices 0 0 0 82 0 0 0 241
Assessing the effectiveness of the Italian risk-zones policy during the second wave of Covid-19 0 0 0 16 0 0 3 41
Business cycle and sector cycles 0 0 1 439 0 0 2 1,406
Common factors behind companies' Environmental ratings 0 0 5 5 4 4 12 12
Dynamic Conditional Correlation with Elliptical Distributions 0 0 0 323 1 1 1 693
Estimating high dimensional multivariate stochastic volatility models 0 0 0 56 0 0 1 82
Measures of variance for smoothed disturbances in linear state-space models: a clarification 0 0 1 121 1 2 4 216
Nonparametric tests for event studies under cross-sectional dependence 0 0 0 96 0 0 1 321
Spatio-temporal Event Studies for Air Quality Assessment under Cross-sectional Dependence 0 0 0 39 1 1 2 8
Statistical Learning and Exchange Rate Forecasting 0 0 1 80 0 0 3 144
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 1 1 2 70
Time Series Modeling with Duration Dependent Markov-Switching Vector Autoregressions: MCMC Inference, Software and Applications 0 0 0 408 0 0 1 1,019
Unpuzzling the Purchasing Power Parity Puzzle 0 0 0 125 0 1 1 446
Total Working Papers 0 1 27 1,911 9 15 55 4,952
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 least squares approach to latent variables extraction in formative–reflective models 0 0 0 5 1 1 1 20
A review of balancing costs in Italy before and after RES introduction 0 0 1 8 0 0 4 205
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 0 0 2 4
Component estimation for electricity market data: Deterministic or stochastic? 0 0 2 13 0 0 4 60
Curbing systemic risk in the insurance sector: A mission impossible? 0 0 0 1 0 1 3 10
Deregulated Wholesale Electricity Prices in Italy: An Empirical Analysis 0 0 0 3 0 0 0 30
Estimating correlations among elliptically distributed random variables under any form of heteroskedasticity 0 0 0 0 1 1 2 2
Long-run relations in european electricity prices 0 1 1 169 1 2 4 493
Machine Learning Models and Intra-Daily Market Information for the Prediction of Italian Electricity Prices 0 0 0 2 0 1 4 8
Market coupling between electricity markets: theory and empirical evidence for the Italian–Slovenian interconnection 0 0 1 15 0 2 5 51
Modelling Good and Bad Volatility 0 0 0 51 2 2 2 143
On the Empirical Failure of Purchasing Power Parity Tests 0 0 1 10 0 0 3 67
Optimal hierarchical EWMA forecasting 0 1 4 4 0 1 5 5
Price Coordination in Vertically Integrated Electricity Markets: Theory and Empirical Evidence 0 0 1 1 1 1 3 3
Price coordination in vertically integrated electricity markets. Theory and empirical evidence 0 0 0 11 0 0 1 50
Price-capping in partially monopolistic electricity markets with an application to Italy 0 0 0 14 0 0 1 53
Rank tests for short memory stationarity 0 0 0 13 0 0 0 66
Revisiting long-run relations in power markets with high RES penetration 0 0 0 8 0 0 1 50
Spatiotemporal Event Studies for Environmental Data Under Cross-Sectional Dependence: An Application to Air Quality Assessment in Lombardy 0 0 0 0 1 2 8 8
State Space Methods in Ox/SsfPack 0 1 1 22 0 1 3 102
Statistical Modeling of the Early-Stage Impact of a New Traffic Policy in Milan, Italy 0 0 0 0 1 1 1 3
Statistical learning and exchange rate forecasting 0 1 5 30 1 2 14 90
Strategic bidding in vertically integrated power markets with an application to the Italian electricity auctions 1 1 2 44 2 2 4 132
Testing for integration and cointegration when time series are observed with noise 1 1 5 5 2 2 11 22
The Impact of RES in the Italian Day-Ahead and Balancing Markets 0 0 1 1 0 0 1 1
The Impact of RES in the Italian DayAhead and Balancing Markets 0 0 2 16 0 3 5 75
The Industrial Cycle of Milan as an Accurate Leading Indicator for the Italian Business Cycle 0 0 1 8 0 0 1 52
The RES-Induced Switching Effect Across Fossil Fuels: An Analysis of Day-Ahead and Balancing Prices 0 0 1 5 0 0 2 39
The RES-Induced Switching Effect Across Fossil Fuels: An Analysis of Day-Ahead and Balancing Prices 0 0 0 0 1 1 1 1
The importance of being systemically important financial institutions 0 0 3 92 0 1 9 292
Total Journal Articles 2 6 32 551 14 27 105 2,147


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 1 4
Total Chapters 0 0 0 0 0 0 1 4


Statistics updated 2025-03-03