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Futures Price Volatility in Commodities Markets: The Role of Short Term vs Long Term Speculation 智库出版物
2013
作者:  Matteo Manera;  Marcella Nicolini;  Ilaria Vignati
JPEG(71Kb)  |  收藏  |  浏览/下载：6/0  |  提交时间：2019/06/14
Commodities Futures Markets  Speculation  Scalping  Working’s T  Data Frequency  GARCH Models  
Modeling Electricity Prices: From the State of the Art to a Draft of a New Proposal 智库出版物
2008
作者:  Matteo Manera;  Massimiliano Serati;  Michele Plotegher
Adobe PDF(474Kb)  |  收藏  |  浏览/下载：1/0  |  提交时间：2019/06/14
Electricity Spot Prices,Autoregressive Models,GARCH Models,Regime Switching Models,Dynamic Factor Models  
Conditional Correlations in the Returns on Oil Companies Stock Prices and Their Determinants 智库出版物
2004
作者:  Matteo Manera;  Massimo Giovannini;  Margherita Grasso;  Alessandro Lanza
Adobe PDF(371Kb)  |  收藏  |  浏览/下载：3/0  |  提交时间：2019/06/14
Constant conditional correlations,Dynamic conditional correlations,Multivariate GARCH models,Stock price indexes,Brent oil prices,Spot and futures prices,Multivariate cointegration,VECM  
STAR-GARCH Models for Stock Market Interactions in the Pacific Basin Region, Japan and US 智库出版物
2003
作者:  Matteo Manera;  Giorgio Busetti
收藏  |  浏览/下载：2/0  |  提交时间：2019/06/14
STAR-GARCH models,stock market integration,Pacific-Basin capital markets,outliers