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 2 19 5 7 17 27
A Hodrick-Prescott filter with automatically selected jumps 0 0 0 1 1 8 14 22
A Review of Balancing Costs in Italy before and after RES introduction 0 0 0 71 5 10 16 232
A Robust Multivariate Long Run Analysis of European Electricity Prices 0 0 0 82 2 3 11 252
A Robust Multivariate Long Run Analysis of European Electricity Prices 0 0 0 2 3 3 10 31
Assessing the effectiveness of the Italian risk-zones policy during the second wave of Covid-19 0 0 0 16 3 8 16 57
Business cycle and sector cycles 0 0 0 439 1 4 11 1,417
Common factors behind companies' Environmental ratings 0 2 2 7 1 4 15 27
Dynamic Conditional Correlation with Elliptical Distributions 0 0 0 323 4 11 16 709
Estimating high dimensional multivariate stochastic volatility models 0 0 0 56 1 2 11 93
Measures of variance for smoothed disturbances in linear state-space models: a clarification 0 0 1 124 4 5 20 247
Nonparametric tests for event studies under cross-sectional dependence 0 0 0 97 0 3 13 335
Spatio-temporal Event Studies for Air Quality Assessment under Cross-sectional Dependence 0 0 0 39 1 1 2 10
Statistical Learning and Exchange Rate Forecasting 0 0 0 80 8 10 20 164
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 1 5 75
Time Series Modeling with Duration Dependent Markov-Switching Vector Autoregressions: MCMC Inference, Software and Applications 0 0 0 408 3 5 13 1,033
Unpuzzling the Purchasing Power Parity Puzzle 0 0 0 125 2 4 9 455
Total Working Papers 0 2 5 1,919 44 89 219 5,186
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 1 3 3 5 12 31 31
A least squares approach to latent variables extraction in formative–reflective models 0 0 0 5 5 6 10 30
A review of balancing costs in Italy before and after RES introduction 0 0 2 10 3 7 18 224
ASSET (Age/Sex Standardised Estimates of Treatment): A Research Model to Improve the Governance of Prescribing Funds in Italy 0 0 0 0 2 4 7 17
Assessing the effectiveness of the Italian risk-zones policy during the second wave of COVID-19 0 0 0 0 0 2 4 8
Common factors behind companies’ Environmental ratings 0 0 4 4 4 7 22 22
Component estimation for electricity market data: Deterministic or stochastic? 0 0 0 13 1 4 89 150
Curbing systemic risk in the insurance sector: A mission impossible? 0 0 0 1 0 2 8 18
Deregulated Wholesale Electricity Prices in Italy: An Empirical Analysis 0 0 0 3 5 5 14 44
Estimating correlations among elliptically distributed random variables under any form of heteroskedasticity 0 1 1 1 2 5 10 12
Long-run relations in european electricity prices 0 0 2 172 6 9 28 522
Machine Learning Models and Intra-Daily Market Information for the Prediction of Italian Electricity Prices 0 0 1 3 0 2 12 20
Market coupling between electricity markets: theory and empirical evidence for the Italian–Slovenian interconnection 0 0 0 15 4 4 14 65
Modelling Good and Bad Volatility 0 0 0 51 1 4 10 153
On the Empirical Failure of Purchasing Power Parity Tests 0 0 0 11 1 1 5 73
Optimal hierarchical EWMA forecasting 0 0 4 8 2 4 18 23
Price Coordination in Vertically Integrated Electricity Markets: Theory and Empirical Evidence 0 0 1 2 0 2 10 13
Price-capping in partially monopolistic electricity markets with an application to Italy 0 0 0 14 4 6 14 67
Rank tests for short memory stationarity 0 0 0 13 1 2 7 73
Revisiting long-run relations in power markets with high RES penetration 0 0 1 9 5 5 11 61
Spatiotemporal Event Studies for Environmental Data Under Cross-Sectional Dependence: An Application to Air Quality Assessment in Lombardy 0 0 0 0 2 3 6 14
State Space Methods in Ox/SsfPack 0 0 1 23 1 2 11 113
Statistical Modeling of the Early-Stage Impact of a New Traffic Policy in Milan, Italy 0 0 0 0 1 4 8 11
Statistical learning and exchange rate forecasting 0 0 3 34 2 5 18 110
Strategic bidding in vertically integrated power markets with an application to the Italian electricity auctions 0 0 1 46 3 6 11 144
Testing for integration and cointegration when time series are observed with noise 0 1 1 6 8 14 22 45
The Impact of RES in the Italian Day-Ahead and Balancing Markets 0 0 0 1 2 3 13 14
The Industrial Cycle of Milan as an Accurate Leading Indicator for the Italian Business Cycle 0 0 0 8 1 2 7 60
The RES-Induced Switching Effect Across Fossil Fuels: An Analysis of Day-Ahead and Balancing Prices 0 0 0 0 1 1 7 8
The importance of being systemically important financial institutions 0 0 4 96 2 2 14 310
Total Journal Articles 0 3 29 552 74 135 459 2,455
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 2 3 4 8
Total Chapters 0 0 0 0 2 3 4 8


Statistics updated 2026-05-06