Matteo M. Pelagatti
Title
Cited by
Cited by
Year
Long‐run relations in European electricity prices
B Bosco, L Parisio, M Pelagatti, F Baldi
Journal of applied econometrics 25 (5), 805-832, 2010
1182010
The importance of being systemically important financial institutions
P Bongini, L Nieri, M Pelagatti
Journal of Banking & Finance 50, 562-574, 2015
882015
Deregulated wholesale electricity prices in Italy: an empirical analysis
BP Bosco, LP Parisio, MM Pelagatti
International Advances in Economic Research 13 (4), 415-432, 2007
592007
Internal and external equity in compensation systems, organizational absenteeism and the role of explained inequalities
ED Torre, M Pelagatti, L Solari
Human Relations 68 (3), 409-440, 2015
452015
Time Series Modelling with Unobserved Components
MM Pelagatti
Chapman & Hall / CRC Press, 2015
43*2015
The impact of RES in the Italian day–ahead and balancing markets
A Gianfreda, L Parisio, M Pelagatti
The Energy Journal 37 (Bollino-Madlener Special Issue), 2016
372016
Strategic bidding in vertically integrated power markets with an application to the Italian electricity auctions
B Bosco, L Parisio, M Pelagatti
Energy Economics 34 (6), 2046-2057, 2012
362012
Revisiting long-run relations in power markets with high RES penetration
A Gianfreda, L Parisio, M Pelagatti
Energy Policy 94, 432-445, 2016
342016
Dynamic conditional correlation with elliptical distributions
MM Pelagatti
Available at SSRN 888732, 2004
282004
Deregulated wholesale electricity prices in Europe
B Bosco, L Parisio, M Pelagatti, F Baldi
University of Milano, 2006
232006
A review of balancing costs in Italy before and after RES introduction
A Gianfreda, L Parisio, M Pelagatti
Renewable and Sustainable Energy Reviews 91, 549-563, 2018
212018
Rank tests for short memory stationarity
MM Pelagatti, PK Sen
Journal of Econometrics 172 (1), 90-105, 2013
212013
Gibbs sampling for a duration dependent Markov switching model with an application to the US business cycle
M Pelagatti
Quaderno di Dipartimento QD2001/2 (March), Dipartimento di Statistica …, 2001
192001
ASSET (Age/Sex Standardised Estimates of Treatment): a research model to improve the governance of prescribing funds in Italy
G Favato, P Mariani, RW Mills, A Capone, M Pelagatti, V Pieri, ...
PloS One 2 (7), e592, 2007
172007
Component estimation for electricity market data: Deterministic or stochastic?
F Lisi, MM Pelagatti
Energy Economics 74, 13-37, 2018
142018
Duration-dependent Markov-switching VAR models with applications to the business cycle analysis
M Pelagatti
Proceedings of the XLI scientific meeting of the Italian statistics society, 2002
132002
Duration dependent markov-switching vector autoregression: properties, bayesian inference, software and application
MM Pelagatti
Bayesian Inference, Software and Application (November 18, 2005), 2005
122005
Price-capping in partially monopolistic electricity markets with an application to Italy
B Bosco, L Parisio, M Pelagatti
Energy Policy 54, 257-266, 2013
112013
Estimating marginal costs and market power in the Italian electricity auctions
B Bosco, L Parisio, M Pelagatti
2010 7th International Conference on the European Energy Market, 1-6, 2010
112010
Modelling good and bad volatility
MM Pelagatti
Studies in Nonlinear Dynamics & Econometrics 13 (1), 2009
112009
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Articles 1–20