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Publications

by alumni of

Istituto di Scienze Economiche e Statistiche
Università degli Studi di Milano
Milano, Italy

(Department of Economics and Statistics, University of Milan)

These are publications listed in RePEc written by alumni of the above institution who are registered with the RePEc Author Service and listed in the RePEc Genealogy. List of alumni. For a list of publications by current members of the department, see here. Register yourself.

This page is updated in the first days of each month.


| Working papers | Journal articles | Chapters |

Working papers

2020

  1. Matteo Pelagatti & Giacomo Sbrana, 2020. "Estimating high dimensional multivariate stochastic volatility models," Working Papers 428, University of Milano-Bicocca, Department of Economics, revised Jan 2020.
  2. Matteo Pelagatti, 2020. "Assessing the effectiveness of the Italian risk-zones policy during the second wave of Covid-19," Working Papers 457, University of Milano-Bicocca, Department of Economics, revised Dec 2020.

2019

  1. Emilio Colombo & Matteo Pelagatti, 2019. "Statistical Learning and Exchange Rate Forecasting," DISEIS - Quaderni del Dipartimento di Economia internazionale, delle istituzioni e dello sviluppo dis1901, Università Cattolica del Sacro Cuore, Dipartimento di Economia internazionale, delle istituzioni e dello sviluppo (DISEIS).

2018

  1. Angelica Gianfreda & Lucia Parisio & Matteo Pelagatti, 2018. "A Review of Balancing Costs in Italy before and after RES introduction," BEMPS - Bozen Economics & Management Paper Series BEMPS45, Faculty of Economics and Management at the Free University of Bozen.

2017

  1. Angelica, Gianfreda & Lucia, Parisio & Matteo, Pelagatti, 2017. "The RES-induced Switching Effect Across Fossil Fuels: An Analysis of the Italian Day-Ahead and Balancing Prices and Their Connected Costs," Working Papers 360, University of Milano-Bicocca, Department of Economics, revised 03 Feb 2017.

2016

  1. Allin Cottrell & Riccardo (Jack) Lucchetti & Matteo Pelagatti, 2016. "Measures of variance for smoothed disturbances in linear state-space models: a clarification," gretl working papers 3, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.

2013

  1. Matteo Pelagatti, 2013. "Nonparametric tests for event studies under cross-sectional dependence," Working Papers 244, University of Milano-Bicocca, Department of Economics, revised May 2013.

2012

  1. Matteo Pelagatti & Emilio Colombo, 2012. "Unpuzzling the Purchasing Power Parity Puzzle," Working Papers 221, University of Milano-Bicocca, Department of Economics, revised Mar 2012.
  2. Matteo Pelagatti, 2012. "Book Review: The Art of R Programming," Working Papers 20120303, Università degli Studi di Milano-Bicocca, Dipartimento di Statistica.
  3. Matteo Pelagatti & Emilio Colombo, 2012. "On the empirical failure of purchasing power parity tests," Working Papers 20120501, Università degli Studi di Milano-Bicocca, Dipartimento di Statistica.
  4. Marco Fattore & Matteo Pelagatti & Giorgio Vittadini, 2012. "A least squares approach to latent variables extraction in formative-reflective models," Working Papers 20120302, Università degli Studi di Milano-Bicocca, Dipartimento di Statistica.
  5. Matteo Pelagatti, 2012. "Supply Function Prediction in Electricity Auctions," Working Papers 20120301, Università degli Studi di Milano-Bicocca, Dipartimento di Statistica.

2010

  1. Bruno Bosco & Lucia Parisio & Matteo Pelagatti, 2010. "Estimating Marginal Costs and Market Power in the Italian Electricity Auctions," Working Papers 20100201, Università degli Studi di Milano-Bicocca, Dipartimento di Statistica.
  2. Matteo Pelagatti & Pranab Sen, 2010. "A KPSS better than KPSS. Rank tests for short memory stationarity," Working Papers 20110201, Università degli Studi di Milano-Bicocca, Dipartimento di Statistica.

2009

  1. Matteo Pelagatti & Pranab Sen, 2009. "A robust version of the KPSS test based on ranks," Working Papers 20090701, Università degli Studi di Milano-Bicocca, Dipartimento di Statistica.

2008

  1. Matteo Pelagatti & Valeria Negri, 2008. "Milan’s Cycle as an Accurate Leading Indicator for the Italian Business Cycle," Working Papers 20080601, Università degli Studi di Milano-Bicocca, Dipartimento di Statistica.

2007

  1. Matteo Pelagatti, 2007. "Modelling good and bad volatility," Working Papers 20071101, Università degli Studi di Milano-Bicocca, Dipartimento di Statistica.
  2. Matteo Pelagatti & Bruno Bosco & Lucia Parisio & Fabio Baldi, 2007. "A Robust Multivariate Long Run Analysis of European Electricity Prices," Working Papers 2007.103, Fondazione Eni Enrico Mattei.

2006

  1. Bruno Bosco & Lucia Parisio & Matteo Pelagatti, 2006. "Deregulated Wholesale Electricity Prices in Italy," Working Papers 20060301, Università degli Studi di Milano-Bicocca, Dipartimento di Statistica, revised Apr 2006.
  2. Bruno Bosco & Lucia Parisio & Matteo Pelagatti & Fabio Baldi, 2006. "Deregulated Wholesale Electricity Prices in Europe," Working Papers 20061001, Università degli Studi di Milano-Bicocca, Dipartimento di Statistica.

2005

  1. Matteo M. Pelagatti, 2005. "Time Series Modeling with Duration Dependent Markov-Switching Vector Autoregressions: MCMC Inference, Software and Applications," Econometrics 0503008, University Library of Munich, Germany.
  2. Matteo M. Pelagatti, 2005. "Business cycle and sector cycles," Econometrics 0503006, University Library of Munich, Germany.
  3. Matteo M. Pelagatti & Stefania Rondena, 2005. "Dynamic Conditional Correlation with Elliptical Distributions," Econometrics 0503007, University Library of Munich, Germany.

2004

  1. Matteo Pelagatti & Peter Daniele Fuà & Caterina Galliani & Vincenzo Condemi, 2004. "Statistical investigation on the relation between car accidents and warm katabatic winds," Working Papers 20060401, Università degli Studi di Milano-Bicocca, Dipartimento di Statistica, revised Feb 2006.

2003

  1. Matteo Pelagatti, 2003. "Duration Dependent Markov-Switching Vector Autoregression: Properties, Bayesian Inference, Software and Application," Working Papers 20051101, Università degli Studi di Milano-Bicocca, Dipartimento di Statistica, revised Nov 2005.

Journal articles

2021

  1. Pelagatti, Matteo & Maranzano, Paolo, 2021. "Assessing the effectiveness of the Italian risk-zones policy during the second wave of COVID-19," Health Policy, Elsevier, vol. 125(9), pages 1188-1199.

2020

  1. Colombo, Emilio & Pelagatti, Matteo, 2020. "Statistical learning and exchange rate forecasting," International Journal of Forecasting, Elsevier, vol. 36(4), pages 1260-1289.
  2. Paolo Maranzano & Alessandro Fassò & Matteo Pelagatti & Manfred Mudelsee, 2020. "Statistical Modeling of the Early-Stage Impact of a New Traffic Policy in Milan, Italy," IJERPH, MDPI, vol. 17(3), pages 1-22, February.

2019

  1. Lucia Parisio & Matteo Pelagatti, 2019. "Market coupling between electricity markets: theory and empirical evidence for the Italian–Slovenian interconnection," Economia Politica: Journal of Analytical and Institutional Economics, Springer;Fondazione Edison, vol. 36(2), pages 527-548, July.
  2. Angelica Gianfreda, Lucia Parisio, and Matteo Pelagatti, 2019. "The RES-Induced Switching Effect Across Fossil Fuels: An Analysis of Day-Ahead and Balancing Prices," The Energy Journal, International Association for Energy Economics, vol. 0(The New E).

2018

  1. Fattore, Marco & Pelagatti, Matteo & Vittadini, Giorgio, 2018. "A least squares approach to latent variables extraction in formative–reflective models," Computational Statistics & Data Analysis, Elsevier, vol. 120(C), pages 84-97.
  2. Gianfreda, Angelica & Parisio, Lucia & Pelagatti, Matteo, 2018. "A review of balancing costs in Italy before and after RES introduction," Renewable and Sustainable Energy Reviews, Elsevier, vol. 91(C), pages 549-563.
  3. Lisi, Francesco & Pelagatti, Matteo M., 2018. "Component estimation for electricity market data: Deterministic or stochastic?," Energy Economics, Elsevier, vol. 74(C), pages 13-37.

2017

  1. Bongini, Paola & Nieri, Laura & Pelagatti, Matteo & Piccini, Andrea, 2017. "Curbing systemic risk in the insurance sector: A mission impossible?," The British Accounting Review, Elsevier, vol. 49(2), pages 256-273.

2016

  1. Bruno Bosco, Lucia Parisio and Matteo Pelagatti, 2016. "Price coordination in vertically integrated electricity markets. Theory and empirical evidence," The Energy Journal, International Association for Energy Economics, vol. 0(Number 1).
  2. Gianfreda, Angelica & Parisio, Lucia & Pelagatti, Matteo, 2016. "Revisiting long-run relations in power markets with high RES penetration," Energy Policy, Elsevier, vol. 94(C), pages 432-445.
  3. Angelica Gianfreda, Lucia Parisio and Matteo Pelagatti, 2016. "The Impact of RES in the Italian DayAhead and Balancing Markets," The Energy Journal, International Association for Energy Economics, vol. 0(Bollino-M).

2015

  1. Bongini, Paola & Nieri, Laura & Pelagatti, Matteo, 2015. "The importance of being systemically important financial institutions," Journal of Banking & Finance, Elsevier, vol. 50(C), pages 562-574.
  2. Matteo Pelagatti & Emilio Colombo, 2015. "On the Empirical Failure of Purchasing Power Parity Tests," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 30(6), pages 904-923, September.

2013

  1. Pelagatti, Matteo M. & Sen, Pranab K., 2013. "Rank tests for short memory stationarity," Journal of Econometrics, Elsevier, vol. 172(1), pages 90-105.
  2. Bosco, Bruno & Parisio, Lucia & Pelagatti, Matteo, 2013. "Price-capping in partially monopolistic electricity markets with an application to Italy," Energy Policy, Elsevier, vol. 54(C), pages 257-266.

2012

  1. Bosco, Bruno & Parisio, Lucia & Pelagatti, Matteo, 2012. "Strategic bidding in vertically integrated power markets with an application to the Italian electricity auctions," Energy Economics, Elsevier, vol. 34(6), pages 2046-2057.

2011

  1. Pelagatti, Matteo M., 2011. "State Space Methods in Ox/SsfPack," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 41(i03).

2010

  1. Bruno Bosco & Lucia Parisio & Matteo Pelagatti & Fabio Baldi, 2010. "Long-run relations in european electricity prices," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(5), pages 805-832.
  2. Matteo M. Pelagatti & Valeria Negri, 2010. "The Industrial Cycle of Milan as an Accurate Leading Indicator for the Italian Business Cycle," OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, vol. 2010(2), pages 1-17.

2009

  1. Pelagatti Matteo M, 2009. "Modelling Good and Bad Volatility," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 13(1), pages 1-20, March.

2007

  1. Bruno Bosco & Lucia Parisio & Matteo Pelagatti, 2007. "Deregulated Wholesale Electricity Prices in Italy: An Empirical Analysis," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 13(4), pages 415-432, November.
  2. Giampiero Favato & Paolo Mariani & Roger W Mills & Alessandro Capone & Matteo Pelagatti & Vasco Pieri & Alberico Marcobelli & Maria G Trotta & Alberto Zucchi & Alberico L Catapano, 2007. "ASSET (Age/Sex Standardised Estimates of Treatment): A Research Model to Improve the Governance of Prescribing Funds in Italy," PLOS ONE, Public Library of Science, vol. 2(7), pages 1-8, July.

Chapters

2015

  1. Paola Bongini & Arturo Patarnello & Matteo Pelagatti & Monica Rossolini, 2015. "How Difficult Is It to Raise Money in Turbulent Times?," Palgrave Macmillan Studies in Banking and Financial Institutions, in: Elena Beccalli & Federica Poli (ed.), Lending, Investments and the Financial Crisis, chapter 1, pages 1-21, Palgrave Macmillan.

IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.