Matteo Maria Pelagatti
Names
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Matteo |
| middle: |
Maria |
| last: |
Pelagatti |
Identifer
Contact
Affiliations
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Università degli Studi di Milano-Bicocca
/ Scuola di Economia e Statistica
/ Dipartimento di Economia, Metodi Quantitativi e Strategie d'Impresa (DEMS)
Research profile
author of:
- Price coordination in vertically integrated electricity markets. Theory and empirical evidence (repec:aen:journl:ej37-1-bosco)
by Bruno Bosco, Lucia Parisio and Matteo Pelagatti - The Impact of RES in the Italian DayAhead and Balancing Markets (repec:aen:journl:ej37-si2-parisio)
by Angelica Gianfreda, Lucia Parisio and Matteo Pelagatti - The RES-Induced Switching Effect Across Fossil Fuels: An Analysis of Day-Ahead and Balancing Prices (repec:aen:journl:ej40-si1-gianfreda)
by Angelica Gianfreda, Lucia Parisio, and Matteo Pelagatti - A Robust Multivariate Long Run Analysis of European Electricity Prices (repec:ags:feemie:7438)
by Bosco, Bruno & Parisio, Lucia & Pelagatti, Matteo & Baldi, Fabio - A Hodrick-Prescott filter with automatically selected jumps (repec:ags:feemwp:344134)
by Maranzano, Paolo & Pelagatti, Matteo - Measures of variance for smoothed disturbances in linear state-space models: a clarification (repec:anc:wgretl:3)
by Allin Cottrell & Riccardo (Jack) Lucchetti & Matteo Pelagatti - Spatio-temporal Event Studies for Air Quality Assessment under Cross-sectional Dependence (repec:arx:papers:2210.17529)
by Paolo Maranzano & Matteo Maria Pelagatti - Modelling Good and Bad Volatility (repec:bpj:sndecm:v:13:y:2009:i:1:n:2)
by Pelagatti Matteo M - A Review of Balancing Costs in Italy before and after RES introduction (repec:bzn:wpaper:bemps45)
by Angelica Gianfreda & Lucia Parisio & Matteo Pelagatti - Statistical Learning and Exchange Rate Forecasting (repec:dis:wpaper:dis1901)
by Emilio Colombo & Matteo Pelagatti - Curbing systemic risk in the insurance sector: A mission impossible? (repec:eee:bracre:v:49:y:2017:i:2:p:256-273)
by Bongini, Paola & Nieri, Laura & Pelagatti, Matteo & Piccini, Andrea - A least squares approach to latent variables extraction in formative–reflective models (repec:eee:csdana:v:120:y:2018:i:c:p:84-97)
by Fattore, Marco & Pelagatti, Matteo & Vittadini, Giorgio - Testing for integration and cointegration when time series are observed with noise (repec:eee:ecmode:v:125:y:2023:i:c:s0264999323001645)
by Gianfreda, Angelica & Maranzano, Paolo & Parisio, Lucia & Pelagatti, Matteo - A Hodrick–Prescott filter with automatically selected breaks (repec:eee:ecmode:v:150:y:2025:i:c:s0264999325001270)
by Maranzano, Paolo & Pelagatti, Matteo - Rank tests for short memory stationarity (repec:eee:econom:v:172:y:2013:i:1:p:90-105)
by Pelagatti, Matteo M. & Sen, Pranab K. - Strategic bidding in vertically integrated power markets with an application to the Italian electricity auctions (repec:eee:eneeco:v:34:y:2012:i:6:p:2046-2057)
by Bosco, Bruno & Parisio, Lucia & Pelagatti, Matteo - Component estimation for electricity market data: Deterministic or stochastic? (repec:eee:eneeco:v:74:y:2018:i:c:p:13-37)
by Lisi, Francesco & Pelagatti, Matteo M. - Price-capping in partially monopolistic electricity markets with an application to Italy (repec:eee:enepol:v:54:y:2013:i:c:p:257-266)
by Bosco, Bruno & Parisio, Lucia & Pelagatti, Matteo - Revisiting long-run relations in power markets with high RES penetration (repec:eee:enepol:v:94:y:2016:i:c:p:432-445)
by Gianfreda, Angelica & Parisio, Lucia & Pelagatti, Matteo - Common factors behind companies’ Environmental ratings (repec:eee:finana:v:100:y:2025:i:c:s1057521925000481)
by Gucciardi, Gianluca & Ossola, Elisa & Parisio, Lucia & Pelagatti, Matteo - Assessing the effectiveness of the Italian risk-zones policy during the second wave of COVID-19 (repec:eee:hepoli:v:125:y:2021:i:9:p:1188-1199)
by Pelagatti, Matteo & Maranzano, Paolo - Statistical learning and exchange rate forecasting (repec:eee:intfor:v:36:y:2020:i:4:p:1260-1289)
by Colombo, Emilio & Pelagatti, Matteo - Optimal hierarchical EWMA forecasting (repec:eee:intfor:v:40:y:2024:i:2:p:616-625)
by Sbrana, Giacomo & Pelagatti, Matteo - The importance of being systemically important financial institutions (repec:eee:jbfina:v:50:y:2015:i:c:p:562-574)
by Bongini, Paola & Nieri, Laura & Pelagatti, Matteo - A review of balancing costs in Italy before and after RES introduction (repec:eee:rensus:v:91:y:2018:i:c:p:549-563)
by Gianfreda, Angelica & Parisio, Lucia & Pelagatti, Matteo - A Robust Multivariate Long Run Analysis of European Electricity Prices (repec:fem:femwpa:2007.103)
by Matteo Pelagatti & Bruno Bosco & Lucia Parisio & Fabio Baldi - A Hodrick-Prescott filter with automatically selected jumps (repec:fem:femwpa:2024.18)
by Paolo Maranzano & Matteo Pelagatti - Machine Learning Models and Intra-Daily Market Information for the Prediction of Italian Electricity Prices (repec:gam:jforec:v:5:y:2022:i:1:p:3-101:d:1020016)
by Silvia Golia & Luigi Grossi & Matteo Pelagatti - Statistical Modeling of the Early-Stage Impact of a New Traffic Policy in Milan, Italy (repec:gam:jijerp:v:17:y:2020:i:3:p:1088-:d:318308)
by Paolo Maranzano & Alessandro Fassò & Matteo Pelagatti & Manfred Mudelsee - Long-run relations in european electricity prices (repec:jae:japmet:v:25:y:2010:i:5:p:805-832)
by Bruno Bosco & Lucia Parisio & Matteo Pelagatti & Fabio Baldi - State Space Methods in Ox/SsfPack (repec:jss:jstsof:v:041:i03)
by Pelagatti, Matteo M. - Deregulated Wholesale Electricity Prices in Italy: An Empirical Analysis (repec:kap:iaecre:v:13:y:2007:i:4:p:415-432:10.1007/s11294-007-9105-z)
by Bruno Bosco & Lucia Parisio & Matteo Pelagatti - Unpuzzling the Purchasing Power Parity Puzzle (repec:mib:wpaper:221)
by Matteo Pelagatti & Emilio Colombo - Nonparametric tests for event studies under cross-sectional dependence (repec:mib:wpaper:244)
by Matteo Pelagatti - The RES-induced Switching Effect Across Fossil Fuels: An Analysis of the Italian Day-Ahead and Balancing Prices and Their Connected Costs (repec:mib:wpaper:360)
by Angelica, Gianfreda & Lucia, Parisio & Matteo, Pelagatti - Estimating high dimensional multivariate stochastic volatility models (repec:mib:wpaper:428)
by Matteo Pelagatti & Giacomo Sbrana - Assessing the effectiveness of the Italian risk-zones policy during the second wave of Covid-19 (repec:mib:wpaper:457)
by Matteo Pelagatti - Common factors behind companies' Environmental ratings (repec:mib:wpaper:536)
by Gianluca Gucciardi & Elisa Ossola & Lucia Parisio & Matteo Pelagatti - Unknown
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- The Industrial Cycle of Milan as an Accurate Leading Indicator for the Italian Business Cycle (repec:oec:stdkab:5km37ft4zrns)
by Matteo M. Pelagatti & Valeria Negri - How Difficult Is It to Raise Money in Turbulent Times? (repec:pal:pmschp:978-1-137-53101-8_1)
by Paola Bongini & Arturo Patarnello & Matteo Pelagatti & Monica Rossolini - ASSET (Age/Sex Standardised Estimates of Treatment): A Research Model to Improve the Governance of Prescribing Funds in Italy (repec:plo:pone00:0000592)
by Giampiero Favato & Paolo Mariani & Roger W Mills & Alessandro Capone & Matteo Pelagatti & Vasco Pieri & Alberico Marcobelli & Maria G Trotta & Alberto Zucchi & Alberico L Catapano - Price Coordination in Vertically Integrated Electricity Markets: Theory and Empirical Evidence (repec:sae:enejou:v:37:y:2016:i:1:p:181-194)
by Bruno Bosco & Parisio Lucia & Matteo Pelagatti - The Impact of RES in the Italian Day-Ahead and Balancing Markets (repec:sae:enejou:v:37:y:2016:i:2_suppl:p:161-184)
by Angelica Gianfreda & Lucia Parisio & Matteo Pelagatti - The RES-Induced Switching Effect Across Fossil Fuels: An Analysis of Day-Ahead and Balancing Prices (repec:sae:enejou:v:40:y:2019:i:1_suppl:p:1-22)
by Angelica Gianfreda & Lucia Parisio & Matteo Pelagatti - Market coupling between electricity markets: theory and empirical evidence for the Italian–Slovenian interconnection (repec:spr:epolit:v:36:y:2019:i:2:d:10.1007_s40888-018-0126-2)
by Lucia Parisio & Matteo Pelagatti - Spatiotemporal Event Studies for Environmental Data Under Cross-Sectional Dependence: An Application to Air Quality Assessment in Lombardy (repec:spr:jagbes:v:29:y:2024:i:1:d:10.1007_s13253-023-00564-z)
by Paolo Maranzano & Matteo Pelagatti - Estimating correlations among elliptically distributed random variables under any form of heteroskedasticity (repec:taf:quantf:v:24:y:2024:i:3-4:p:451-464)
by Matteo Pelagatti & Giacomo Sbrana - On the Empirical Failure of Purchasing Power Parity Tests (repec:wly:japmet:v:30:y:2015:i:6:p:904-923)
by Matteo Pelagatti & Emilio Colombo - Business cycle and sector cycles (repec:wpa:wuwpem:0503006)
by Matteo M. Pelagatti - Dynamic Conditional Correlation with Elliptical Distributions (repec:wpa:wuwpem:0503007)
by Matteo M. Pelagatti & Stefania Rondena - Time Series Modeling with Duration Dependent Markov-Switching Vector Autoregressions: MCMC Inference, Software and Applications (repec:wpa:wuwpem:0503008)
by Matteo M. Pelagatti