matteo manera
matteo manera
Professor of Econometrics, University of Milan-Bicocca, and Associate Researcher, Fondazione Eni Enrico Mattei
Email verificata su - Home page
Citata da
Citata da
Oil prices, inflation and interest rates in a structural cointegrated VAR model for the G-7 countries
A Cologni, M Manera
Energy economics 30 (3), 856-888, 2008
Econometric models of asymmetric price transmission
G Frey, M Manera
Journal of Economic surveys 21 (2), 349-415, 2007
The asymmetric effects of oil shocks on output growth: A Markov–Switching analysis for the G-7 countries
A Cologni, M Manera
Economic Modelling 26 (1), 1-29, 2009
Rockets and feathers revisited: an international comparison on European gasoline markets
M Galeotti, A Lanza, M Manera
Energy economics 25 (2), 175-190, 2003
On the robustness of robustness checks of the environmental Kuznets curve hypothesis
M Galeotti, M Manera, A Lanza
Environmental and Resource Economics 42, 551-574, 2009
Asymmetric error correction models for the oil–gasoline price relationship
M Grasso, M Manera
Energy Policy 35 (1), 156-177, 2007
Modeling and forecasting cointegrated relationships among heavy oil and product prices
A Lanza, M Manera, M Giovannini
Energy Economics 27 (6), 831-848, 2005
The impacts of oil price shocks on stock market volatility: Evidence from the G7 countries
A Bastianin, F Conti, M Manera
Energy Policy 98, 160-169, 2016
How is volatility in commodity markets linked to oil price shocks?
M Ahmadi, NB Behmiri, M Manera
Energy Economics 59, 11-23, 2016
The role of outliers and oil price shocks on volatility of metal prices
NB Behmiri, M Manera
Resources Policy 46, 139-150, 2015
How does stock market volatility react to oil price shocks?
A Bastianin, M Manera
Macroeconomic Dynamics 22 (3), 666-682, 2018
Modeling dynamic conditional correlations in WTI oil forward and futures returns
A Lanza, M Manera, M McAleer
Finance Research Letters 3 (2), 114-132, 2006
Financial speculation in energy and agriculture futures markets: A multivariate GARCH approach
M Manera, M Nicolini, I Vignati
The Energy Journal 34 (3), 55-82, 2013
Modelling futures price volatility in energy markets: Is there a role for financial speculation?
M Manera, M Nicolini, I Vignati
Energy Economics 53, 220-229, 2016
Long-run models of oil stock prices
A Lanza, M Manera, M Grasso, M Giovannini
Environmental Modelling & Software 20 (11), 1423-1430, 2005
Modelling the load curve of aggregate electricity consumption using principal components
M Manera, A Marzullo
Environmental Modelling & Software 20 (11), 1389-1400, 2005
Industrial coal demand in China: A provincial analysis
C Cattaneo, M Manera, E Scarpa
Resource and Energy Economics 33 (1), 12-35, 2011
Global oil market and the US stock returns
M Ahmadi, M Manera, M Sadeghzadeh
Energy 114, 1277-1287, 2016
Exogenous oil shocks, fiscal policies and sector reallocations in oil producing countries
A Cologni, M Manera
Energy economics 35, 42-57, 2013
Econometric models for oil price forecasting: A critical survey
G Frey, M Manera, A Markandya, E Scarpa
CESifo Forum 10 (1), 29-44, 2009
Il sistema al momento non pu eseguire l'operazione. Riprova pi tardi.
Articoli 1–20