Year of Publication | Title | Author(s) |
2009 | Modelling asymmetric dependence using copula functions: An application to value-at-risk in the energy sector | Bastianin, Andrea |
2010 | Investments and financial flows induced by climate mitigation policies | Bastianin, Andrea; Favero, Alice; Massetti, Emanuele |
2011 | Oil price forecast evaluation with flexible loss functions | Bastianin, Andrea; Manera, Matteo; Markandya, Anil; Scarpa, Elisa |
2013 | Food versus fuel: Causality and predictability in distribution | Bastianin, Andrea; Galeotti, Marzio; Manera, Matteo |
2013 | Biofuels and food prices: Searching for the causal link | Bastianin, Andrea; Galeotti, Marzio; Manera, Matteo |
2014 | Forecasting the Oil-gasoline Price Relationship: Should We Care about the Rockets and the Feathers? | Bastianin, Andrea; Galeotti, Marzio; Manera, Matteo |
2015 | How Does Stock Market Volatility React to Oil Shocks? | Bastianin, Andrea; Manera, Matteo |
2015 | The Impacts of Oil Price Shocks on Stock Market Volatility: Evidence from the G7 Countries | Bastianin, Andrea; Conti, Francesca; Manera, Matteo |
2015 | The Impacts of Exogenous Oil Supply Shocks on Mediterranean Economies | Bastianin, Andrea; Galeotti, Marzio; Manera, Matteo |
2016 | Structural analysis with mixed frequencies: monetary policy, uncertainty and gross capital flows | Bacchiocchi, Emanuele; Bastianin, Andrea; Missale, Alessandro; Rossi, Eduardo |
2016 | Economic Impacts of El NiƱo Southern Oscillation: Evidence from the Colombian Coffee Market | Bastianin, Andrea; Lanza, Alessandro; Manera, Matteo |
2017 | Statistical and Economic Evaluation of Time Series Models for Forecasting Arrivals at Call Centers | Bastianin, Andrea; Galeotti, Marzio; Manera, Matteo |
2017 | The Empirics of Regulatory Reforms Proxied by Categorical Variables: Recent Findings and Methodological Issues | Bastianin, Andrea; Castelnovo, Paolo; Florio, Massimo |
2018 | Convergence of European natural gas prices | Bastianin, Andrea; Galeotti, Marzio; Polo, Michele |
2022 | A weekly structural VAR model of the US crude oil market | Valenti, Daniele; Bastianin, Andrea; Manera, Matteo |
2023 | The connectedness of Energy Transition Metals | Bastianin, Andrea; Casoli, Chiara; Galeotti, Marzio |
2024 | Macroeconomic spillovers of weather shocks across U.S. states | Bacchiocchi, Emanuele; Bastianin, Andrea; Moramarco, Graziano |
2024 | Partially identified heteroskedastic SVARs | Bacchiocchi, Emanuele; Bastianin, Andrea; Kitagawa, Toru; Mirto, Elisabetta |
2024 | What drives the European carbon market? Macroeconomic factors and forecasts | Bastianin, Andrea; Mirto, Elisabetta; Qin, Yan; Rossini, Luca |