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 KPSS better than KPSS. Rank tests for short memory stationarity 0 0 2 63 1 2 8 224
A Review of Balancing Costs in Italy before and after RES introduction 0 0 6 56 2 5 31 131
A Robust Multivariate Long Run Analysis of European Electricity Prices 0 0 0 0 0 0 5 14
A Robust Multivariate Long Run Analysis of European Electricity Prices 0 1 1 81 0 1 4 237
A least squares approach to latent variables extraction in formative-reflective models 0 0 1 40 0 0 2 141
A robust multivariate long run analysis of European electricity prices 0 0 2 268 0 1 6 590
A robust version of the KPSS test based on ranks 0 0 0 110 2 4 15 391
Book Review: The Art of R Programming 0 1 2 86 0 4 15 255
Business cycle and sector cycles 0 0 2 434 0 1 7 1,388
Deregulated Wholesale Electricity Prices in Europe 0 0 0 780 0 0 7 2,797
Deregulated Wholesale Electricity Prices in Italy 0 0 0 626 0 0 7 2,612
Duration Dependent Markov-Switching Vector Autoregression: Properties, Bayesian Inference, Software and Application 1 1 2 301 2 3 12 775
Dynamic Conditional Correlation with Elliptical Distributions 0 0 1 482 0 0 3 1,022
Dynamic Conditional Correlation with Elliptical Distributions 0 0 0 323 1 2 8 680
Estimating Marginal Costs and Market Power in the Italian Electricity Auctions 0 0 6 312 1 3 18 521
Estimating high dimensional multivariate stochastic volatility models 2 3 47 47 6 10 41 41
Measures of variance for smoothed disturbances in linear state-space models: a clarification 0 2 11 111 2 5 22 190
Milan’s Cycle as an Accurate Leading Indicator for the Italian Business Cycle 1 1 1 82 2 6 11 351
Modelling good and bad volatility 0 0 0 316 0 0 1 823
Nonparametric tests for event studies under cross-sectional dependence 0 0 1 91 0 1 25 309
On the empirical failure of purchasing power parity tests 0 0 1 64 1 3 4 235
Statistical Learning and Exchange Rate Forecasting 2 13 27 65 4 23 55 103
Statistical investigation on the relation between car accidents and warm katabatic winds 0 0 0 78 0 0 4 848
Supply Function Prediction in Electricity Auctions 0 0 0 43 0 1 12 121
The RES-induced Switching Effect Across Fossil Fuels: An Analysis of the Italian Day-Ahead and Balancing Prices and Their Connected Costs 0 0 1 28 2 3 9 58
Time Series Modeling with Duration Dependent Markov-Switching Vector Autoregressions: MCMC Inference, Software and Applications 0 0 1 402 0 1 8 1,001
Unpuzzling the Purchasing Power Parity Puzzle 0 0 1 121 2 2 6 435
Total Working Papers 6 22 116 5,410 28 81 346 16,293


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 4 1 1 3 15
A review of balancing costs in Italy before and after RES introduction 0 0 0 4 2 2 10 185
ASSET (Age/Sex Standardised Estimates of Treatment): A Research Model to Improve the Governance of Prescribing Funds in Italy 0 0 0 0 1 2 8 8
Component estimation for electricity market data: Deterministic or stochastic? 0 0 2 6 1 2 12 37
Deregulated Wholesale Electricity Prices in Italy: An Empirical Analysis 0 0 0 1 0 1 6 24
Long-run relations in european electricity prices 1 1 3 150 1 2 19 423
Market coupling between electricity markets: theory and empirical evidence for the Italian–Slovenian interconnection 0 0 1 2 1 1 8 14
Modelling Good and Bad Volatility 0 1 3 50 0 1 3 136
On the Empirical Failure of Purchasing Power Parity Tests 0 0 0 7 0 0 1 50
Price coordination in vertically integrated electricity markets. Theory and empirical evidence 0 0 2 10 0 0 3 42
Price-capping in partially monopolistic electricity markets with an application to Italy 0 0 2 12 0 0 3 45
Rank tests for short memory stationarity 0 0 0 10 0 0 1 57
Revisiting long-run relations in power markets with high RES penetration 0 0 2 7 0 1 6 41
State Space Methods in Ox/SsfPack 0 0 0 19 0 0 5 90
Strategic bidding in vertically integrated power markets with an application to the Italian electricity auctions 0 0 3 36 0 1 12 114
The Impact of RES in the Italian DayAhead and Balancing Markets 0 1 5 12 1 5 17 48
The Industrial Cycle of Milan as an Accurate Leading Indicator for the Italian Business Cycle 0 0 0 6 0 1 4 47
The RES-Induced Switching Effect Across Fossil Fuels: An Analysis of Day-Ahead and Balancing Prices 0 2 3 3 0 3 16 25
The importance of being systemically important financial institutions 2 2 13 79 4 12 39 234
Total Journal Articles 3 7 39 418 12 35 176 1,635


Statistics updated 2021-01-03