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 0 6 17 27
A Hodrick-Prescott filter with automatically selected jumps 0 0 0 1 0 3 14 22
A Review of Balancing Costs in Italy before and after RES introduction 0 0 0 71 3 9 19 235
A Robust Multivariate Long Run Analysis of European Electricity Prices 0 0 0 82 0 2 11 252
A Robust Multivariate Long Run Analysis of European Electricity Prices 0 0 0 2 1 4 11 32
Assessing the effectiveness of the Italian risk-zones policy during the second wave of Covid-19 0 0 0 16 1 5 17 58
Business cycle and sector cycles 0 0 0 439 0 1 11 1,417
Common factors behind companies' Environmental ratings 0 2 2 7 0 3 14 27
Dynamic Conditional Correlation with Elliptical Distributions 0 0 0 323 0 8 16 709
Estimating high dimensional multivariate stochastic volatility models 0 0 0 56 1 3 12 94
Measures of variance for smoothed disturbances in linear state-space models: a clarification 0 0 1 124 1 5 20 248
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 0 1 2 10
Statistical Learning and Exchange Rate Forecasting 1 1 1 81 1 9 20 165
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 0 0 0 408 1 6 12 1,034
Unpuzzling the Purchasing Power Parity Puzzle 0 0 0 125 0 3 9 455
Total Working Papers 1 3 6 1,920 9 71 223 5,195
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 0 8 31 31
A least squares approach to latent variables extraction in formative–reflective models 0 0 0 5 0 6 10 30
A review of balancing costs in Italy before and after RES introduction 0 0 2 10 1 6 19 225
ASSET (Age/Sex Standardised Estimates of Treatment): A Research Model to Improve the Governance of Prescribing Funds in Italy 0 0 0 0 0 2 7 17
Assessing the effectiveness of the Italian risk-zones policy during the second wave of COVID-19 0 0 0 0 0 1 4 8
Common factors behind companies’ Environmental ratings 0 0 3 4 5 9 25 27
Component estimation for electricity market data: Deterministic or stochastic? 0 0 0 13 0 4 89 150
Curbing systemic risk in the insurance sector: A mission impossible? 0 0 0 1 0 0 8 18
Deregulated Wholesale Electricity Prices in Italy: An Empirical Analysis 0 0 0 3 0 5 12 44
Estimating correlations among elliptically distributed random variables under any form of heteroskedasticity 0 1 1 1 0 4 10 12
Long-run relations in european electricity prices 3 3 5 175 3 11 29 525
Machine Learning Models and Intra-Daily Market Information for the Prediction of Italian Electricity Prices 0 0 1 3 1 2 13 21
Market coupling between electricity markets: theory and empirical evidence for the Italian–Slovenian interconnection 0 0 0 15 1 5 15 66
Modelling Good and Bad Volatility 0 0 0 51 0 2 10 153
On the Empirical Failure of Purchasing Power Parity Tests 0 0 0 11 0 1 5 73
Optimal hierarchical EWMA forecasting 0 0 4 8 0 2 17 23
Price Coordination in Vertically Integrated Electricity Markets: Theory and Empirical Evidence 0 0 1 2 0 1 10 13
Price-capping in partially monopolistic electricity markets with an application to Italy 0 0 0 14 0 5 14 67
Rank tests for short memory stationarity 0 0 0 13 0 1 7 73
Revisiting long-run relations in power markets with high RES penetration 0 0 1 9 0 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 0 2 6 14
State Space Methods in Ox/SsfPack 0 0 1 23 0 2 11 113
Statistical Modeling of the Early-Stage Impact of a New Traffic Policy in Milan, Italy 0 0 0 0 0 1 8 11
Statistical learning and exchange rate forecasting 0 0 3 34 1 4 19 111
Strategic bidding in vertically integrated power markets with an application to the Italian electricity auctions 1 1 2 47 2 7 13 146
Testing for integration and cointegration when time series are observed with noise 0 1 1 6 1 13 23 46
The Impact of RES in the Italian Day-Ahead and Balancing Markets 0 0 0 1 1 4 14 15
The Industrial Cycle of Milan as an Accurate Leading Indicator for the Italian Business Cycle 0 0 0 8 0 2 7 60
The RES-Induced Switching Effect Across Fossil Fuels: An Analysis of Day-Ahead and Balancing Prices 0 0 0 0 0 1 7 8
The importance of being systemically important financial institutions 0 0 4 96 1 3 13 311
Total Journal Articles 4 7 32 556 17 119 467 2,472
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 2 4 8
Total Chapters 0 0 0 0 0 2 4 8


Statistics updated 2026-06-04