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 2 19 1 8 12 21
A Hodrick-Prescott filter with automatically selected jumps 0 0 0 1 5 8 12 19
A Review of Balancing Costs in Italy before and after RES introduction 0 0 0 71 4 10 10 226
A Robust Multivariate Long Run Analysis of European Electricity Prices 0 0 0 82 1 5 9 250
A Robust Multivariate Long Run Analysis of European Electricity Prices 0 0 0 2 0 5 7 28
Assessing the effectiveness of the Italian risk-zones policy during the second wave of Covid-19 0 0 0 16 4 12 12 53
Business cycle and sector cycles 0 0 0 439 3 8 10 1,416
Common factors behind companies' Environmental ratings 0 0 0 5 1 5 12 24
Dynamic Conditional Correlation with Elliptical Distributions 0 0 0 323 3 5 8 701
Estimating high dimensional multivariate stochastic volatility models 0 0 0 56 0 7 9 91
Measures of variance for smoothed disturbances in linear state-space models: a clarification 0 1 3 124 1 5 27 243
Nonparametric tests for event studies under cross-sectional dependence 0 0 1 97 0 4 11 332
Spatio-temporal Event Studies for Air Quality Assessment under Cross-sectional Dependence 0 0 0 39 0 1 1 9
Statistical Learning and Exchange Rate Forecasting 0 0 0 80 2 8 12 156
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 4 5 75
Time Series Modeling with Duration Dependent Markov-Switching Vector Autoregressions: MCMC Inference, Software and Applications 0 0 0 408 0 4 9 1,028
Unpuzzling the Purchasing Power Parity Puzzle 0 0 0 125 1 5 6 452
Total Working Papers 0 2 6 1,917 27 104 172 5,124
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 4 9 23 23
A least squares approach to latent variables extraction in formative–reflective models 0 0 0 5 0 4 4 24
A review of balancing costs in Italy before and after RES introduction 0 0 2 10 2 7 14 219
ASSET (Age/Sex Standardised Estimates of Treatment): A Research Model to Improve the Governance of Prescribing Funds in Italy 0 0 0 0 2 5 5 15
Assessing the effectiveness of the Italian risk-zones policy during the second wave of COVID-19 0 0 0 0 1 2 3 7
Common factors behind companies’ Environmental ratings 0 1 4 4 3 11 18 18
Component estimation for electricity market data: Deterministic or stochastic? 0 0 0 13 0 81 86 146
Curbing systemic risk in the insurance sector: A mission impossible? 0 0 0 1 2 3 8 18
Deregulated Wholesale Electricity Prices in Italy: An Empirical Analysis 0 0 0 3 0 3 9 39
Estimating correlations among elliptically distributed random variables under any form of heteroskedasticity 0 0 0 0 1 5 6 8
Long-run relations in european electricity prices 0 0 3 172 1 6 21 514
Machine Learning Models and Intra-Daily Market Information for the Prediction of Italian Electricity Prices 0 0 1 3 1 6 11 19
Market coupling between electricity markets: theory and empirical evidence for the Italian–Slovenian interconnection 0 0 0 15 0 9 10 61
Modelling Good and Bad Volatility 0 0 0 51 2 6 8 151
On the Empirical Failure of Purchasing Power Parity Tests 0 0 1 11 0 4 5 72
Optimal hierarchical EWMA forecasting 0 0 4 8 2 9 16 21
Price Coordination in Vertically Integrated Electricity Markets: Theory and Empirical Evidence 0 1 1 2 1 7 9 12
Price coordination in vertically integrated electricity markets. Theory and empirical evidence 0 0 0 11 0 4 7 57
Price-capping in partially monopolistic electricity markets with an application to Italy 0 0 0 14 1 6 9 62
Rank tests for short memory stationarity 0 0 0 13 1 3 6 72
Revisiting long-run relations in power markets with high RES penetration 0 1 1 9 0 3 6 56
Spatiotemporal Event Studies for Environmental Data Under Cross-Sectional Dependence: An Application to Air Quality Assessment in Lombardy 0 0 0 0 1 4 4 12
State Space Methods in Ox/SsfPack 0 0 1 23 0 5 9 111
Statistical Modeling of the Early-Stage Impact of a New Traffic Policy in Milan, Italy 0 0 0 0 3 6 7 10
Statistical learning and exchange rate forecasting 0 1 4 34 2 11 17 107
Strategic bidding in vertically integrated power markets with an application to the Italian electricity auctions 0 0 2 46 1 3 7 139
Testing for integration and cointegration when time series are observed with noise 0 0 0 5 2 8 11 33
The Impact of RES in the Italian Day-Ahead and Balancing Markets 0 0 0 1 0 7 10 11
The Impact of RES in the Italian DayAhead and Balancing Markets 0 0 1 17 1 4 7 82
The Industrial Cycle of Milan as an Accurate Leading Indicator for the Italian Business Cycle 0 0 0 8 0 3 6 58
The RES-Induced Switching Effect Across Fossil Fuels: An Analysis of Day-Ahead and Balancing Prices 0 0 0 0 0 6 6 7
The RES-Induced Switching Effect Across Fossil Fuels: An Analysis of Day-Ahead and Balancing Prices 0 0 0 5 1 6 7 46
The importance of being systemically important financial institutions 0 0 4 96 0 5 16 308
Total Journal Articles 0 4 31 582 35 261 391 2,538


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 1 2 2 6
Total Chapters 0 0 0 0 1 2 2 6


Statistics updated 2026-03-04