← All authors Matteo Pelagatti University of Milano-Bicocca (from arXiv:2210.17529, 2022) · ORCID · OpenAlex
30 papers in scope · 29 published · 1 on the econ.EM arXiv · 700 citations · h-index 14 (over the papers listed here)
Papers (1 of 30)
Effects of climate change on pollen season features of herbaceous species in the Milan area, Northern Italy
published 2026 · Scientific Reports · 1 citations
with Maira Bonini, Elisa Cardarelli, Marino Faccini, Mikhail Sofiev, Julia Palamarchuk, Gianna Serafina Monti
A Hodrick–Prescott filter with automatically selected breaks
published 2025 · Economic Modelling · 7 citations · first circulated 2024
Common factors behind companies’ Environmental ratings
published 2025 · International Review of Financial Analysis · 4 citations · first circulated 2024
with Gianluca Gucciardi, Elisa Ossola, Lucia Parisio, Lucia Visconti-Parisio
Estimating correlations among elliptically distributed random variables under any form of heteroskedasticity
published 2024 · Quantitative Finance · 3 citations
with Giacomo Sbrana
Spatiotemporal Event Studies for Environmental Data Under Cross-Sectional Dependence: An Application to Air Quality Assessment in Lombardy
published 2023 · Journal of Agricultural Biological and Environmental Statistics · 6 citations
Testing for integration and cointegration when time series are observed with noise
published 2023 · Economic Modelling · 32 citations
Optimal hierarchical EWMA forecasting
published 2023 · International Journal of Forecasting · 4 citations
with Giacomo Sbrana
Machine Learning Models and Intra-Daily Market Information for the Prediction of Italian Electricity Prices
published 2022 · Forecasting · 5 citations
with Silvia Golia, Luigi Grossi
working paper 2022 · arXiv
Ragweed pollen concentration predicts seasonal rhino-conjunctivitis and asthma severity in patients allergic to ragweed
published 2022 · Scientific Reports · 22 citations
with Maira Bonini, Gianna Serafina Monti, Valentina Ceriotti, Elisabetta Elena Re, Barbara Bramè, Paolo Bottero, Anna Tosi, Adriano Vaghi, Alberto M. Martelli, Giovanni Traina, Loredana Rivolta, Federica Rivolta, …
Statistical learning and exchange rate forecasting
published 2020 · International Journal of Forecasting · 32 citations
with Emilio Colombo
The RES-Induced Switching Effect Across Fossil Fuels: An Analysis of Day-Ahead and Balancing Prices
published 2019 · The Energy Journal · 15 citations · first circulated 2016
A review of balancing costs in Italy before and after RES introduction
published 2018 · Renewable and Sustainable Energy Reviews · 35 citations
Component estimation for electricity market data: Deterministic or stochastic?
published 2018 · Energy Economics · 24 citations · first circulated 2015
with Francesco Lisi
A least squares approach to latent variables extraction in formative–reflective models
published 2017 · Computational Statistics & Data Analysis · 3 citations · first circulated 2012
with Marco Fattore, Giorgio Vittadini
Curbing systemic risk in the insurance sector: A mission impossible?
published 2016 · The British Accounting Review · 8 citations
with Paola Bongini, Laura Nieri, Andrea Piccini
Revisiting long-run relations in power markets with high RES penetration
published 2016 · Energy Policy · 43 citations
The Impact of RES in the Italian Day-Ahead and Balancing Markets
published 2016 · The Energy Journal · 71 citations
Price Coordination in Vertically Integrated Electricity Markets: Theory and Empirical Evidence
published 2015 · The Energy Journal · 5 citations
with Bruno Bosco, Parisio Lucia
On the Empirical Failure of Purchasing Power Parity Tests
published 2014 · Journal of Applied Econometrics · 10 citations · first circulated 2012
with Emilio Colombo
The Importance of Being Systemically Important Financial Institutions”, Journal of Banking & Finance
published 2014 · Journal of Banking & Finance · 111 citations
with Paola Bongini, Laura Nieri
Price-capping in partially monopolistic electricity markets with an application to Italy
published 2012 · Energy Policy · 11 citations
with Bruno Bosco, Lucia Parisio
Rank tests for short memory stationarity
published 2012 · Journal of Econometrics · 21 citations · first circulated 2010
with Pranab Kumar Sen
Strategic bidding in vertically integrated power markets with an application to the Italian electricity auctions
published 2011 · Energy Economics · 36 citations
with Bruno Bosco, Lucia Parisio
State Space Methods in Ox / SsfPack
published 2011 · Journal of Statistical Software · 5 citations
The Industrial Cycle of Milan as an Accurate Leading Indicator for the Italian Business Cycle
published 2010 · OECD Journal Journal of Business Cycle Measurement and Analysis · 1 citations · first circulated 2008
with Valeria Negri
Long‐run relations in European electricity prices
published 2009 · Journal of Applied Econometrics · 108 citations
with Bruno Bosco, Lucia Parisio, Fabio Baldi
Modelling Good and Bad Volatility
published 2009 · Studies in Nonlinear Dynamics and Econometrics · 8 citations · first circulated 2007
Deregulated Wholesale Electricity Prices in Italy: An Empirical Analysis
published 2007 · International Advances in Economic Research · 53 citations · first circulated 2006
with Bruno Bosco, Lucia Parisio
ASSET (Age/Sex Standardised Estimates of Treatment): A Research Model to Improve the Governance of Prescribing Funds in Italy
published 2007 · PLoS ONE · 16 citations
with Giampiero Favato, Paolo Mariani, Roger Mills, Alessandro Capone, Vasco Pieri, Alberico Marcobelli, Maria Giovanna Trotta, Alberto Zucchi, Alberico L. Catapano
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