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Andrea Bastianin

Personal Details

First Name:Andrea
Middle Name:
Last Name:Bastianin
Suffix:
RePEc Short-ID:pba417
https://sites.google.com/view/andrea-bastianin

Affiliation

Dipartimento di Economia, Metodi Quantitativi e Strategie d'Impresa (DEMS)
Scuola di Economia e Statistica
Università degli Studi di Milano-Bicocca

Milano, Italy
http://www.dems.unimib.it/

: +39 02 6448 3089
+39 02 6448 3085
Piazza Ateneo Nuovo, 1 Milano 20126
RePEc:edi:dpmibit (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Andrea, Bastianin, 2019. "Robust measures of skewness and kurtosis for macroeconomic and financial time series," Working Papers 408, University of Milano-Bicocca, Department of Economics, revised 06 May 2019.
  2. Andrea Bastianin & Paolo Castelnovo & Massimo Florio & Anna Giunta, 2019. "Technological Learning and Innovation Gestation Lags at the Frontier of Science: from CERN Procurement to Patent," Papers 1905.09552, arXiv.org.
  3. Andrea, Bastianin & Chiara F., Del Bo, 2019. "Procurement in Big Science Centres: politics or technology? Evidence from CERN," Working Papers 410, University of Milano-Bicocca, Department of Economics, revised 21 May 2019.
  4. Andrea, Bastianin & Marzio, Galeotti & Michele, Polo, 2018. "Convergence of European natural gas prices," Working Papers 394, University of Milano-Bicocca, Department of Economics, revised 06 Dec 2018.
  5. Bastianin, Andrea & Castelnovo, Paolo & Florio, Massimo, 2017. "The empirics of regulatory reforms proxied by categorical variables: recent findings and methodological issues," MPRA Paper 78256, University Library of Munich, Germany.
  6. Bastianin, Andrea & Lanza, Alessandro & Manera, Matteo, 2016. "Economic Impacts of El Niño Southern Oscillation: Evidence from the Colombian Coffee Market," EIA: Climate Change: Economic Impacts and Adaptation 250258, Fondazione Eni Enrico Mattei (FEEM).
  7. Bacchiocchi, Emanuele & Bastianin, Andrea & Missale, Alessandro & Rossi, Eduardo, 2016. "Structural analysis with mixed frequencies: monetary policy, uncertainty and gross capital flows," Working Papers 2016-04, Joint Research Centre, European Commission (Ispra site).
  8. Andrea Bastianin & Matteo Manera, 2015. "How Does Stock Market Volatility React to Oil Shocks?," Working Papers 2014.110, Fondazione Eni Enrico Mattei.
  9. Andrea Bastianin & Marzio Galeotti & Matteo Manera, 2015. "The Impacts of Exogenous Oil Supply Shocks on Mediterranean Economies," Working Papers 2015.100, Fondazione Eni Enrico Mattei.
  10. Andrea Bastianin & Francesca Conti & Matteo Manera, 2015. "The Impacts of Oil Price Shocks on Stock Market Volatility: Evidence from the G7 Countries," Working Papers 2015.99, Fondazione Eni Enrico Mattei.
  11. Andrea Bastianin & Marzio Galeotti & Matteo Manera, 2014. "Forecasting the oil-gasoline price relationship: should we care about the Rockets and the Feathers?," Working Papers 269, University of Milano-Bicocca, Department of Economics, revised Mar 2014.
  12. Andrea Bastianin & Marzio Galeotti & Matteo Manera, 2013. "Biofuels and Food Prices: Searching for the Causal Link," Working Papers 239, University of Milano-Bicocca, Department of Economics, revised Mar 2013.
  13. Andrea Bastianin & Marzio Galeotti & Matteo Manera, 2013. "Food versus Fuel: Causality and Predictability in Distribution," Working Papers 2013.23, Fondazione Eni Enrico Mattei.
  14. Andrea Bastianin & Matteo Manera & Anil Markandya & Elisa Scarpa, 2011. "Oil Price Forecast Evaluation with Flexible Loss Functions," Working Papers 2011.91, Fondazione Eni Enrico Mattei.
  15. Andrea Bastianin & Marzio Galeotti & Matteo Manera, 2011. "Forecast Evaluation in Call Centers: Combined Forecasts, Flexible Loss Functions and Economic Criteria," Working Papers 20110301, Università degli Studi di Milano-Bicocca, Dipartimento di Statistica.
  16. Emanuele Massetti & Andrea Bastianin & Alice Favero, 2010. "Investments and Financial Flows Induced by Climate Mitigation Policies," Working Papers 2010.13, Fondazione Eni Enrico Mattei.
  17. Andrea Bastianin, 2009. "Modelling Asymmetric Dependence Using Copula Functions: An application to Value-at-Risk in the Energy Sector," Working Papers 2009.24, Fondazione Eni Enrico Mattei.
  18. Arigoni Ortiz, Ramon & Bastianin, Andrea & Bigano, Andrea & Cattaneo, Cristina & Lanza, Alessandro & Manera, Matteo & Markandya, Anil & Plotegher, Michele & Sferra, Fabio, 2009. "Energy efficiency in Europe: trends, convergence and policy effectiveness," MPRA Paper 15763, University Library of Munich, Germany.

Articles

  1. Bastianin, Andrea & Galeotti, Marzio & Polo, Michele, 2019. "Convergence of European natural gas prices," Energy Economics, Elsevier, vol. 81(C), pages 793-811.
  2. Andrea Bastianin & Marzio Galeotti & Matteo Manera, 2019. "Statistical and economic evaluation of time series models for forecasting arrivals at call centers," Empirical Economics, Springer, vol. 57(3), pages 923-955, September.
  3. Andrea Bastianin & Alessandro Lanza & Matteo Manera, 2018. "Economic impacts of El Niño southern oscillation: evidence from the Colombian coffee market," Agricultural Economics, International Association of Agricultural Economists, vol. 49(5), pages 623-633, September.
  4. Bastianin, Andrea & Manera, Matteo, 2018. "How Does Stock Market Volatility React To Oil Price Shocks?," Macroeconomic Dynamics, Cambridge University Press, vol. 22(3), pages 666-682, April.
  5. Bastianin, Andrea & Castelnovo, Paolo & Florio, Massimo, 2018. "Evaluating regulatory reform of network industries: a survey of empirical models based on categorical proxies," Utilities Policy, Elsevier, vol. 55(C), pages 115-128.
  6. Bastianin, Andrea & Galeotti, Marzio & Manera, Matteo, 2017. "Oil supply shocks and economic growth in the Mediterranean," Energy Policy, Elsevier, vol. 110(C), pages 167-175.
  7. Bastianin, Andrea & Conti, Francesca & Manera, Matteo, 2016. "The impacts of oil price shocks on stock market volatility: Evidence from the G7 countries," Energy Policy, Elsevier, vol. 98(C), pages 160-169.
  8. Bastianin, Andrea & Galeotti, Marzio & Manera, Matteo, 2016. "Ethanol and field crops: Is there a price connection?," Food Policy, Elsevier, vol. 63(C), pages 53-61.
  9. Andrea Bastianin & Matteo Manera, 2015. "Oil and Macroeconomic Uncertianty," Review of Environment, Energy and Economics - Re3, Fondazione Eni Enrico Mattei, June.
  10. Bastianin, Andrea & Galeotti, Marzio & Manera, Matteo, 2014. "Forecasting the oil–gasoline price relationship: Do asymmetries help?," Energy Economics, Elsevier, vol. 46(S1), pages 44-56.
  11. Bastianin, Andrea & Galeotti, Marzio & Manera, Matteo, 2014. "Causality and predictability in distribution: The ethanol–food price relation revisited," Energy Economics, Elsevier, vol. 42(C), pages 152-160.
  12. Andrea Bastianin & Matteo Manera & Marcella Nicolini & Ilaria Vignati, 2012. "Speculation, Returns, Volume and Volatility in Commodities Futures Markets," Review of Environment, Energy and Economics - Re3, Fondazione Eni Enrico Mattei, January.
  13. Niaz Bashiri & Andrea Bastianin & Elisa Bortolussi & Francesca Conti & Matteo Manera & Marcella Nicolini, . "Current Issues on the Price of Oil: Decline, Forecasting, Volatility and Uncertainty," Review of Environment, Energy and Economics - Re3, Fondazione Eni Enrico Mattei, July.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Andrea, Bastianin & Marzio, Galeotti & Michele, Polo, 2018. "Convergence of European natural gas prices," Working Papers 394, University of Milano-Bicocca, Department of Economics, revised 06 Dec 2018.

    Cited by:

    1. Tadahiro Nakajima & Yuki Toyoshima, 2019. "Measurement of Connectedness and Frequency Dynamics in Global Natural Gas Markets," Energies, MDPI, Open Access Journal, vol. 12(20), pages 1-15, October.

  2. Bastianin, Andrea & Castelnovo, Paolo & Florio, Massimo, 2017. "The empirics of regulatory reforms proxied by categorical variables: recent findings and methodological issues," MPRA Paper 78256, University Library of Munich, Germany.

    Cited by:

    1. Bastianin, Andrea & Galeotti, Marzio & Polo, Michele, 2019. "Convergence of European natural gas prices," Energy Economics, Elsevier, vol. 81(C), pages 793-811.

  3. Bacchiocchi, Emanuele & Bastianin, Andrea & Missale, Alessandro & Rossi, Eduardo, 2016. "Structural analysis with mixed frequencies: monetary policy, uncertainty and gross capital flows," Working Papers 2016-04, Joint Research Centre, European Commission (Ispra site).

    Cited by:

    1. Chudik, Alexander & Georgiadis, Georgios, 2019. "Estimation of impulse response functions when shocks are observed at a higher frequency than outcome variables," Working Paper Series 2307, European Central Bank.

  4. Andrea Bastianin & Matteo Manera, 2015. "How Does Stock Market Volatility React to Oil Shocks?," Working Papers 2014.110, Fondazione Eni Enrico Mattei.

    Cited by:

    1. Bastianin, Andrea & Conti, Francesca & Manera, Matteo, 2016. "The Impacts of Oil Price Shocks on Stock Market Volatility: Evidence from the G7 Countries," Energy: Resources and Markets 230682, Fondazione Eni Enrico Mattei (FEEM).
    2. Brown, Patrick R. & O’Sullivan, Francis M., 2019. "Shaping photovoltaic array output to align with changing wholesale electricity price profiles," Applied Energy, Elsevier, vol. 256(C).
    3. Bastianin, Andrea & Galeotti, Marzio & Manera, Matteo, 2016. "The Impacts of Exogenous Oil Supply Shocks on Mediterranean Economies," Energy: Resources and Markets 230683, Fondazione Eni Enrico Mattei (FEEM).
    4. Degiannakis, Stavros & Filis, George & Arora, Vipin, 2018. "Oil Prices and Stock Markets: A Review of the Theory and Empirical Evidence," MPRA Paper 96270, University Library of Munich, Germany.
    5. Andrea BASTIANIN & Marzio GALEOTTI & Matteo MANERA, 2015. "The Impacts of Exogenous Oil Supply Shocks on Mediterranean Economies," Departmental Working Papers 2015-15, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
    6. Ron Alquist & Olivier Coibion, 2014. "Commodity Price Co-Movement and Global Economic Activity," Staff Working Papers 14-32, Bank of Canada.
    7. Sek, Siok Kun, 2019. "Unveiling the factors of oil versus non-oil sources in affecting the global commodity prices: A combination of threshold and asymmetric modeling approach," Energy, Elsevier, vol. 176(C), pages 272-280.
    8. Andrea Bucci & Giulio Palomba & Eduardo Rossi, 2019. "Does macroeconomics help in predicting stock markets volatility comovements? A nonlinear approach," Working Papers 440, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
    9. Andrea BASTIANIN & Francesca CONTI & Matteo MANERA, 2015. "The Impacts of Oil Price Shocks on Stock Market Volatility: Evidence from the G7 Countries," Departmental Working Papers 2015-17, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
    10. Zhenhua Liu & Zhihua Ding & Tao Lv & Jy S. Wu & Wei Qiang, 2019. "Financial factors affecting oil price change and oil-stock interactions: a review and future perspectives," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 95(1), pages 207-225, January.

  5. Andrea Bastianin & Marzio Galeotti & Matteo Manera, 2015. "The Impacts of Exogenous Oil Supply Shocks on Mediterranean Economies," Working Papers 2015.100, Fondazione Eni Enrico Mattei.

    Cited by:

    1. Brown, Stephen P.A., 2018. "New estimates of the security costs of U.S. oil consumption," Energy Policy, Elsevier, vol. 113(C), pages 171-192.
    2. Daniele Valenti & Matteo Manera & Alessandro Sbuelz, 2018. "Interpreting the Oil Risk Premium: do Oil Price Shocks Matter?," Working Papers 2018.03, Fondazione Eni Enrico Mattei.
    3. Dash, Devi Prasad & Sethi, Narayan & Bal, Debi Prasad, 2018. "Is the demand for crude oil inelastic for India? Evidence from structural VAR analysis," Energy Policy, Elsevier, vol. 118(C), pages 552-558.
    4. Walheer, Barnabé, 2018. "Labour productivity growth and energy in Europe: A production-frontier approach," Energy, Elsevier, vol. 152(C), pages 129-143.

  6. Andrea Bastianin & Francesca Conti & Matteo Manera, 2015. "The Impacts of Oil Price Shocks on Stock Market Volatility: Evidence from the G7 Countries," Working Papers 2015.99, Fondazione Eni Enrico Mattei.

    Cited by:

    1. Basher, Syed Abul & Haug, Alfred A. & Sadorsky, Perry, 2019. "The impact of economic policy uncertainty and commodity prices on CARB country stock market volatility," MPRA Paper 96577, University Library of Munich, Germany.
    2. Scott M. R. Mahadeo & Reinhold Heinlein & Gabriella Deborah Legrenzi, 2018. "Energy Contagion Analysis: A New Perspective with Application to a Small Petroleum Economy," CESifo Working Paper Series 7279, CESifo Group Munich.
    3. Afees Adebare Salisu & Idris A. Adediran, 2018. "The U.S. Shale Oil Revolution and the Behavior of Commodity Prices," Econometric Research in Finance, SGH Warsaw School of Economics, Collegium of Economic Analysis, vol. 3(1), pages 27-53, September.
    4. Hamdi, Besma & Aloui, Mouna & Alqahtani, Faisal & Tiwari, Aviral, 2019. "Relationship between the oil price volatility and sectoral stock markets in oil-exporting economies: Evidence from wavelet nonlinear denoised based quantile and Granger-causality analysis," Energy Economics, Elsevier, vol. 80(C), pages 536-552.
    5. Batten, Jonathan A. & Kinateder, Harald & Szilagyi, Peter G. & Wagner, Niklas F., 2019. "Liquidity, surprise volume and return premia in the oil market," Energy Economics, Elsevier, vol. 77(C), pages 93-104.
    6. Degiannakis, Stavros & Filis, George & Arora, Vipin, 2018. "Oil Prices and Stock Markets: A Review of the Theory and Empirical Evidence," MPRA Paper 96270, University Library of Munich, Germany.
    7. Andrea BASTIANIN & Marzio GALEOTTI & Matteo MANERA, 2015. "The Impacts of Exogenous Oil Supply Shocks on Mediterranean Economies," Departmental Working Papers 2015-15, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
    8. Tsuji, Chikashi, 2018. "New DCC analyses of return transmission, volatility spillovers, and optimal hedging among oil futures and oil equities in oil-producing countries," Applied Energy, Elsevier, vol. 229(C), pages 1202-1217.
    9. Swaray, Raymond & Salisu, Afees A., 2018. "A firm-level analysis of the upstream-downstream dichotomy in the oil-stock nexus," Global Finance Journal, Elsevier, vol. 37(C), pages 199-218.
    10. Nusair, Salah A., 2019. "Oil price and inflation dynamics in the Gulf Cooperation Council countries," Energy, Elsevier, vol. 181(C), pages 997-1011.
    11. Syed Jawad Hussain Shahzad & Elie Bouri & Naveed Raza & David Roubaud, 2019. "Asymmetric impacts of disaggregated oil price shocks on uncertainties and investor sentiment," Review of Quantitative Finance and Accounting, Springer, vol. 52(3), pages 901-921, April.
    12. Daniel Ştefan Armeanu & Camelia Cătălina Joldeş & Ştefan Cristian Gherghina, 2019. "On the Linkage between the Energy Market and Stock Returns: Evidence from Romania," Energies, MDPI, Open Access Journal, vol. 12(8), pages 1-21, April.
    13. Somayeh Kokabisaghi & Mohammadesmaeil Ezazi & Reza Tehrani & Nourmohammad Yaghoubi, 2019. "Sanction or Financial Crisis? An Artificial Neural Network-Based Approach to model the impact of oil price volatility on Stock and industry indices," Papers 1912.04015, arXiv.org.
    14. Ondřej Filip & Karel Janda & Ladislav Krištoufek, 2018. "Ceny biopaliv a souvisejících komodit: analýza s použitím metod minimální kostry grafu a hierarchických stromů
      [Prices of Biofuels and Related Commodities: an Analysis Using Methods of Minimum Span
      ," Politická ekonomie, University of Economics, Prague, vol. 2018(2), pages 218-239.
    15. Emrah İ. Çevik & Erdal Atukeren & Turhan Korkmaz, 2018. "Oil Prices and Global Stock Markets: A Time-Varying Causality-In-Mean and Causality-in-Variance Analysis," Energies, MDPI, Open Access Journal, vol. 11(10), pages 1-22, October.
    16. Ni, Yensen & Wu, Manhwa & Day, Min-Yuh & Huang, Paoyu, 2020. "Do sharp movements in oil prices matter for stock markets?," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 539(C).

  7. Andrea Bastianin & Marzio Galeotti & Matteo Manera, 2014. "Forecasting the oil-gasoline price relationship: should we care about the Rockets and the Feathers?," Working Papers 269, University of Milano-Bicocca, Department of Economics, revised Mar 2014.

    Cited by:

    1. Liao, Hua & Cai, Jia-Wei & Yang, Dong-Wei & Wei, Yi-Ming, 2016. "Why did the historical energy forecasting succeed or fail? A case study on IEA's projection," Technological Forecasting and Social Change, Elsevier, vol. 107(C), pages 90-96.
    2. Christiane Baumeister & Lutz Kilian & Thomas K. Lee, 2016. "Inside the Crystal Ball: New Approaches to Predicting the Gasoline Price at the Pump," CESifo Working Paper Series 5759, CESifo Group Munich.
    3. Andrea BASTIANIN & Matteo MANERA, 2015. "How Does Stock Market Volatility React to Oil Shocks?," Departmental Working Papers 2015-09, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
    4. Alberto Bagnai & Christian Alexander Mongeau Ospina, 2016. "Price asymmetries in the European gasoline market," a/ Working Papers Series 1602, Italian Association for the Study of Economic Asymmetries, Rome (Italy).
    5. Ederington, Louis H. & Fernando, Chitru S. & Hoelscher, Seth A. & Lee, Thomas K. & Linn, Scott C., 2019. "Characteristics of petroleum product prices: A survey," Journal of Commodity Markets, Elsevier, vol. 14(C), pages 1-15.
    6. Moses Tule & Afees A. Salisu & Charles Chimeke, 2018. "You are what you eat: The role of oil price in Nigeria inflation forecast," Working Papers 040, Centre for Econometric and Allied Research, University of Ibadan.
    7. Salisu, Afees A. & Isah, Kazeem O. & Oyewole, Oluwatomisin J. & Akanni, Lateef O., 2017. "Modelling oil price-inflation nexus: The role of asymmetries," Energy, Elsevier, vol. 125(C), pages 97-106.
    8. Ladislav Kristoufek & Karel Janda & David Zilberman, 2015. "Co-movements of Ethanol Related Prices: Evidence from Brazil and the USA," CAMA Working Papers 2015-11, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    9. Qin, Quande & Xie, Kangqiang & He, Huangda & Li, Li & Chu, Xianghua & Wei, Yi-Ming & Wu, Teresa, 2019. "An effective and robust decomposition-ensemble energy price forecasting paradigm with local linear prediction," Energy Economics, Elsevier, vol. 83(C), pages 402-414.
    10. Bumpass, Donald & Douglas, Christopher & Ginn, Vance & Tuttle, M.H., 2019. "Testing for short and long-run asymmetric responses and structural breaks in the retail gasoline supply chain," Energy Economics, Elsevier, vol. 83(C), pages 311-318.
    11. Bastianin, Andrea & Manera, Matteo, 2015. "How Does Stock Market Volatility React to Oil Shocks?," Energy: Resources and Markets 196919, Fondazione Eni Enrico Mattei (FEEM).
    12. Sam Olofin & Afees A. Salisu, 2017. "Modelling oil price-inflation nexus: The role of asymmetries and structural breaks," Working Papers 020, Centre for Econometric and Allied Research, University of Ibadan.

  8. Andrea Bastianin & Marzio Galeotti & Matteo Manera, 2013. "Biofuels and Food Prices: Searching for the Causal Link," Working Papers 239, University of Milano-Bicocca, Department of Economics, revised Mar 2013.

    Cited by:

    1. Silva, E. & Lima, R., 2018. "Examining the relationship between biofuel and food crops markets in Brazil," 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia 275883, International Association of Agricultural Economists.
    2. Doshi, Amar & Pascoe, Sean & Coglan, Louisa & Rainey, Thomas J., 2016. "Economic and policy issues in the production of algae-based biofuels: A review," Renewable and Sustainable Energy Reviews, Elsevier, vol. 64(C), pages 329-337.
    3. Carpio, Lucio Guido Tapia, 2019. "The effects of oil price volatility on ethanol, gasoline, and sugar price forecasts," Energy, Elsevier, vol. 181(C), pages 1012-1022.
    4. Eckert, C.T. & Frigo, E.P. & Albrecht, L.P. & Albrecht, A.J.P. & Christ, D. & Santos, W.G. & Berkembrock, E. & Egewarth, V.A., 2018. "Maize ethanol production in Brazil: Characteristics and perspectives," Renewable and Sustainable Energy Reviews, Elsevier, vol. 82(P3), pages 3907-3912.
    5. Andrea Bastianin & Marzio Galeotti & Matteo Manera, 2013. "Food versus Fuel: Causality and Predictability in Distribution," IEFE Working Papers 56, IEFE, Center for Research on Energy and Environmental Economics and Policy, Universita' Bocconi, Milano, Italy.
    6. Karel Janda & Ladislav Kristoufek, 2019. "The relationship between fuel and food prices: Methods, outcomes, and lessons for commodity price risk management," CAMA Working Papers 2019-20, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    7. Krzysztof Drachal, 2019. "Analysis of Agricultural Commodities Prices with New Bayesian Model Combination Schemes," Sustainability, MDPI, Open Access Journal, vol. 11(19), pages 1-23, September.
    8. Dar, William D., 2014. "Food versus energy: Crops for energy," 2014: Ethics, Efficiency and Food Security: Feeding the 9 Billion, Well, 26-28 August 2014 225568, Crawford Fund.
    9. Janda, Karel & Krska, Stepan & Prusa, Jan, 2014. "Odhad nákladů na podporu české fotovoltaické energie
      [The Estimation of the Cost of Promotion of the Czech Photovoltaic Energy]
      ," MPRA Paper 54108, University Library of Munich, Germany.

  9. Andrea Bastianin & Marzio Galeotti & Matteo Manera, 2013. "Food versus Fuel: Causality and Predictability in Distribution," Working Papers 2013.23, Fondazione Eni Enrico Mattei.

    Cited by:

    1. da Silveira, Rodrigo Lanna F. & Mattos, Fabio L., 2015. "Price And Volatility Transmission In Livestock And Grain Markets: Examining The Effect Of Increasing Ethanol Production Across Countries," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California 205684, Agricultural and Applied Economics Association.
    2. Bastianin, Andrea & Galeotti, Marzio & Manera, Matteo, 2017. "Statistical and Economic Evaluation of Time Series Models for Forecasting Arrivals at Call Centers," ETA: Economic Theory and Applications 253725, Fondazione Eni Enrico Mattei (FEEM).
    3. Andrea Bastianin & Marzio Galeotti & Matteo Manera, 2013. "Biofuels and Food Prices: Searching for the Causal Link," Working Papers 239, University of Milano-Bicocca, Department of Economics, revised Mar 2013.
    4. Maryam Ahmadi & Niaz Bashiri Behmiri & Matteo Manera, 2015. "How is Volatility in Commodity Markets Linked to Oil Price Shocks?," Working Papers 2015.101, Fondazione Eni Enrico Mattei.
    5. Troster, Victor & Shahbaz, Muhammad & Uddin, Gazi Salah, 2018. "Renewable Energy, Oil Prices, and Economic Activity: A Granger-causality in Quantiles Analysis," MPRA Paper 84194, University Library of Munich, Germany, revised 19 Jan 2018.
    6. Karel Janda & Ladislav Kristoufek, 2019. "The relationship between fuel and food prices: Methods, outcomes, and lessons for commodity price risk management," CAMA Working Papers 2019-20, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    7. Ladislav Kristoufek & Karel Janda & David Zilberman, 2015. "Co-movements of Ethanol Related Prices: Evidence from Brazil and the USA," CAMA Working Papers 2015-11, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    8. Janda, Karel & Krska, Stepan & Prusa, Jan, 2014. "Odhad nákladů na podporu české fotovoltaické energie
      [The Estimation of the Cost of Promotion of the Czech Photovoltaic Energy]
      ," MPRA Paper 54108, University Library of Munich, Germany.

  10. Andrea Bastianin & Matteo Manera & Anil Markandya & Elisa Scarpa, 2011. "Oil Price Forecast Evaluation with Flexible Loss Functions," Working Papers 2011.91, Fondazione Eni Enrico Mattei.

    Cited by:

    1. Winchester, Niven & Ledvina, Kirby, 2017. "The impact of oil prices on bioenergy, emissions and land use," Energy Economics, Elsevier, vol. 65(C), pages 219-227.
    2. Janda, Karel & Krska, Stepan & Prusa, Jan, 2014. "Odhad nákladů na podporu české fotovoltaické energie
      [The Estimation of the Cost of Promotion of the Czech Photovoltaic Energy]
      ," MPRA Paper 54108, University Library of Munich, Germany.

  11. Andrea Bastianin & Marzio Galeotti & Matteo Manera, 2011. "Forecast Evaluation in Call Centers: Combined Forecasts, Flexible Loss Functions and Economic Criteria," Working Papers 20110301, Università degli Studi di Milano-Bicocca, Dipartimento di Statistica.

    Cited by:

    1. Bastianin, Andrea & Galeotti, Marzio & Manera, Matteo, 2017. "Statistical and Economic Evaluation of Time Series Models for Forecasting Arrivals at Call Centers," ETA: Economic Theory and Applications 253725, Fondazione Eni Enrico Mattei (FEEM).
    2. Andrea Bastianin & Marzio Galeotti & Matteo Manera, 2011. "Forecast Evaluation in Call Centers: Combined Forecasts, Flexible Loss Functions and Economic Criteria," UNIMI - Research Papers in Economics, Business, and Statistics unimi-1109, Universitá degli Studi di Milano.

  12. Emanuele Massetti & Andrea Bastianin & Alice Favero, 2010. "Investments and Financial Flows Induced by Climate Mitigation Policies," Working Papers 2010.13, Fondazione Eni Enrico Mattei.

    Cited by:

    1. Alice Favero & Enrica De Cian, 2010. "Fairness, Credibility and Effectiveness in the Copenhagen Accord: An Economic Assessment," Working Papers 2010.21, Fondazione Eni Enrico Mattei.
    2. Enrica Cian & Valentina Bosetti & Massimo Tavoni, 2012. "Technology innovation and diffusion in “less than ideal” climate policies: An assessment with the WITCH model," Climatic Change, Springer, vol. 114(1), pages 121-143, September.

  13. Andrea Bastianin, 2009. "Modelling Asymmetric Dependence Using Copula Functions: An application to Value-at-Risk in the Energy Sector," Working Papers 2009.24, Fondazione Eni Enrico Mattei.

    Cited by:

    1. Zhu, Hui-Ming & Li, Rong & Li, Sufang, 2014. "Modelling dynamic dependence between crude oil prices and Asia-Pacific stock market returns," International Review of Economics & Finance, Elsevier, vol. 29(C), pages 208-223.
    2. Westner, Günther & Madlener, Reinhard, 2010. "Investment in New Power Generation under Uncertainty: Benefits of CHP vs Condensing Plants in a Copula-Based Analysis," FCN Working Papers 12/2010, E.ON Energy Research Center, Future Energy Consumer Needs and Behavior (FCN).
    3. Wanat, Stanisław & Papież, Monika & Śmiech, Sławomir, 2014. "Causality in distribution between European stock markets and commodity prices: Using independence test based on the empirical copula," MPRA Paper 57706, University Library of Munich, Germany.
    4. Xun Lu & Kin Lai & Liang Liang, 2014. "Portfolio value-at-risk estimation in energy futures markets with time-varying copula-GARCH model," Annals of Operations Research, Springer, vol. 219(1), pages 333-357, August.
    5. Wen, Xiaoqian & Wei, Yu & Huang, Dengshi, 2012. "Measuring contagion between energy market and stock market during financial crisis: A copula approach," Energy Economics, Elsevier, vol. 34(5), pages 1435-1446.
    6. Janda, Karel & Krska, Stepan & Prusa, Jan, 2014. "Odhad nákladů na podporu české fotovoltaické energie
      [The Estimation of the Cost of Promotion of the Czech Photovoltaic Energy]
      ," MPRA Paper 54108, University Library of Munich, Germany.

  14. Arigoni Ortiz, Ramon & Bastianin, Andrea & Bigano, Andrea & Cattaneo, Cristina & Lanza, Alessandro & Manera, Matteo & Markandya, Anil & Plotegher, Michele & Sferra, Fabio, 2009. "Energy efficiency in Europe: trends, convergence and policy effectiveness," MPRA Paper 15763, University Library of Munich, Germany.

    Cited by:

    1. Mahlia, T.M.I. & Tohno, S. & Tezuka, T., 2013. "International experience on incentive program in support of fuel economy standards and labelling for motor vehicle: A comprehensive review," Renewable and Sustainable Energy Reviews, Elsevier, vol. 25(C), pages 18-33.
    2. de la Rue du Can, Stephane & Leventis, Greg & Phadke, Amol & Gopal, Anand, 2014. "Design of incentive programs for accelerating penetration of energy-efficient appliances," Energy Policy, Elsevier, vol. 72(C), pages 56-66.
    3. Le Pen, Yannick & Sévi, Benoît, 2010. "On the non-convergence of energy intensities: Evidence from a pair-wise econometric approach," Ecological Economics, Elsevier, vol. 69(3), pages 641-650, January.
    4. Mazzanti, Massimiliano & Montini, Anna, 2010. "Embedding the drivers of emission efficiency at regional level -- Analyses of NAMEA data," Ecological Economics, Elsevier, vol. 69(12), pages 2457-2467, October.
    5. Mazzanti, M. & Musolesi, A., 2013. "Economic development and CO2 emissions: assessing the effect of policy and energy time events for advanced countries," Working Papers 2013-11, Grenoble Applied Economics Laboratory (GAEL).
    6. Massimiliano Mazzanti & Antonio Musolesi, 2012. "Breaking Environmental Kuznets Curves. Evaluating Energy and Policy Time Events Effects on CO2 Trends for Advanced Countries," Working Papers 201214, University of Ferrara, Department of Economics.

Articles

  1. Bastianin, Andrea & Galeotti, Marzio & Polo, Michele, 2019. "Convergence of European natural gas prices," Energy Economics, Elsevier, vol. 81(C), pages 793-811.
    See citations under working paper version above.
  2. Bastianin, Andrea & Manera, Matteo, 2018. "How Does Stock Market Volatility React To Oil Price Shocks?," Macroeconomic Dynamics, Cambridge University Press, vol. 22(3), pages 666-682, April.
    See citations under working paper version above.
  3. Bastianin, Andrea & Castelnovo, Paolo & Florio, Massimo, 2018. "Evaluating regulatory reform of network industries: a survey of empirical models based on categorical proxies," Utilities Policy, Elsevier, vol. 55(C), pages 115-128.

    Cited by:

    1. Bastianin, Andrea & Galeotti, Marzio & Polo, Michele, 2019. "Convergence of European natural gas prices," Energy Economics, Elsevier, vol. 81(C), pages 793-811.

  4. Bastianin, Andrea & Galeotti, Marzio & Manera, Matteo, 2017. "Oil supply shocks and economic growth in the Mediterranean," Energy Policy, Elsevier, vol. 110(C), pages 167-175.
    See citations under working paper version above.
  5. Bastianin, Andrea & Conti, Francesca & Manera, Matteo, 2016. "The impacts of oil price shocks on stock market volatility: Evidence from the G7 countries," Energy Policy, Elsevier, vol. 98(C), pages 160-169.
    See citations under working paper version above.
  6. Bastianin, Andrea & Galeotti, Marzio & Manera, Matteo, 2016. "Ethanol and field crops: Is there a price connection?," Food Policy, Elsevier, vol. 63(C), pages 53-61.
    See citations under working paper version above.
  7. Bastianin, Andrea & Galeotti, Marzio & Manera, Matteo, 2014. "Forecasting the oil–gasoline price relationship: Do asymmetries help?," Energy Economics, Elsevier, vol. 46(S1), pages 44-56.
    See citations under working paper version above.
  8. Bastianin, Andrea & Galeotti, Marzio & Manera, Matteo, 2014. "Causality and predictability in distribution: The ethanol–food price relation revisited," Energy Economics, Elsevier, vol. 42(C), pages 152-160.
    See citations under working paper version above.
  9. Andrea Bastianin & Matteo Manera & Marcella Nicolini & Ilaria Vignati, 2012. "Speculation, Returns, Volume and Volatility in Commodities Futures Markets," Review of Environment, Energy and Economics - Re3, Fondazione Eni Enrico Mattei, January.

    Cited by:

    1. Shalini, Velappan & Prasanna, Krishna, 2016. "Impact of the financial crisis on Indian commodity markets: Structural breaks and volatility dynamics," Energy Economics, Elsevier, vol. 53(C), pages 40-57.
    2. Stefan Ederer & Christine Heumesser & Cornelia Staritz, 2016. "Financialization and commodity prices -- an empirical analysis for coffee, cotton, wheat and oil," International Review of Applied Economics, Taylor & Francis Journals, vol. 30(4), pages 462-487, July.
    3. Beckmann, Joscha & Belke, Ansgar & Czudaj, Robert, 2014. "Regime-dependent adjustment in energy spot and futures markets," Economic Modelling, Elsevier, vol. 40(C), pages 400-409.
    4. Matteo Manera, 2013. "Introduction to a Special issue on "Financial Speculation in the Oil Markets and the Determinants of the Price of Oil"," The Energy Journal, International Association for Energy Economics, vol. 0(Number 3).
    5. Matteo Manera, Marcella Nicolini, and Ilaria Vignati, 2013. "Financial Speculation in Energy and Agriculture Futures Markets: A Multivariate GARCH Approach," The Energy Journal, International Association for Energy Economics, vol. 0(Number 3).
    6. Ederer, Stefan & Heumesser, Christine & Staritz, Cornelia, 2013. "The role of fundamentals and financialisation in recent commodity price developments: An empirical analysis for wheat, coffee, cotton, and oil," Working Papers 42, Österreichische Forschungsstiftung für Internationale Entwicklung (ÖFSE) / Austrian Foundation for Development Research.
    7. Konrad, Sebastian & Bartsch, Peter, 2015. "Rohstoffspekulation und Nahrungsmittelmarkt," Working Papers 86, Berlin School of Economics and Law, Institute of Management Berlin (IMB).
    8. Janda, Karel & Krska, Stepan & Prusa, Jan, 2014. "Odhad nákladů na podporu české fotovoltaické energie
      [The Estimation of the Cost of Promotion of the Czech Photovoltaic Energy]
      ," MPRA Paper 54108, University Library of Munich, Germany.

More information

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Statistics

Access and download statistics for all items

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 33 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ENE: Energy Economics (19) 2009-05-23 2009-07-03 2010-03-06 2012-02-01 2013-03-16 2013-03-23 2013-04-06 2014-03-15 2014-03-30 2014-11-17 2014-11-22 2014-11-22 2015-02-11 2015-10-25 2016-03-23 2016-03-29 2018-11-05 2019-01-07 2019-07-22. Author is listed
  2. NEP-FOR: Forecasting (11) 2011-10-15 2012-02-01 2013-03-16 2013-03-23 2013-04-06 2013-04-06 2014-03-15 2014-03-30 2017-01-29 2017-03-05 2018-05-14. Author is listed
  3. NEP-AGR: Agricultural Economics (8) 2013-03-16 2013-03-23 2013-04-06 2013-04-06 2014-11-22 2014-11-22 2017-01-15 2018-12-24. Author is listed
  4. NEP-MAC: Macroeconomics (5) 2015-02-11 2015-10-25 2016-03-23 2016-03-29 2017-08-27. Author is listed
  5. NEP-FMK: Financial Markets (3) 2015-02-11 2016-03-29 2019-01-07
  6. NEP-INO: Innovation (3) 2019-05-27 2019-08-19 2019-10-07
  7. NEP-ORE: Operations Research (3) 2017-01-29 2017-03-05 2019-10-07
  8. NEP-ARA: MENA - Middle East & North Africa (2) 2015-10-25 2016-03-23
  9. NEP-ENV: Environmental Economics (2) 2010-03-06 2018-12-24
  10. NEP-IPR: Intellectual Property Rights (2) 2019-05-27 2019-08-19
  11. NEP-MON: Monetary Economics (2) 2017-08-27 2018-02-12
  12. NEP-REG: Regulation (2) 2017-07-02 2018-11-05
  13. NEP-DEV: Development (1) 2018-12-24
  14. NEP-ECM: Econometrics (1) 2018-02-12
  15. NEP-EEC: European Economics (1) 2009-07-03
  16. NEP-ETS: Econometric Time Series (1) 2018-02-12
  17. NEP-EUR: Microeconomic European Issues (1) 2019-08-19
  18. NEP-KNM: Knowledge Management & Knowledge Economy (1) 2019-05-27
  19. NEP-RMG: Risk Management (1) 2009-05-23
  20. NEP-SBM: Small Business Management (1) 2019-08-19
  21. NEP-TID: Technology & Industrial Dynamics (1) 2019-10-07

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