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On the economic determinants of oil production : theoretical analysis and empirical evidence for small exporting countries

Cologni, Alessandro; Manera, Matteo - 2011

In this paper, decisions regarding production in oil exporting countries are studied by means of theoretical analysis and empirical investigation. Under the assumptions of exogenous oil prices and world oil demand, we are able to describe the relationship between oil production levels and...

Persistent link: https://www.econbiz.de/10009231652

Statistical and economic evaluation of time series models for forecasting arrivals at call centers

Bastianin, Andrea; Galeotti, Marzio; Manera, Matteo - 2017

Call centers' managers are interested in obtaining accurate forecasts of call arrivals because these are a key input in staffing and scheduling decisions. Therefore their ability to achieve an optimal balance between service quality and operating costs ultimately hinges on forecast accuracy. We...

Persistent link: https://www.econbiz.de/10011599302

A weekly structural VAR model of the US crude oil market

Valenti, Daniele; Bastianin, Andrea; Manera, Matteo - 2022

We present a weekly structural Vector Autoregressive (VAR) model of the US crude oil market. Exploiting weekly data we can explain short-run crude oil price dynamics, including those related with the COVID-19 pandemic and with the Russia's invasion of Ukraine. The model is set identified with a...

Persistent link: https://www.econbiz.de/10013254444

Futures price volatility in commodities markets : the role of short term vs long term speculation

Manera, Matteo; Nicolini, Marcella; Vignati, Ilaria - 2013

This paper evaluates how different types of speculation affect the volatility of commodities' futures prices. We adopt …-2010 analyzed at weekly frequency. Using GARCH models we find that speculation significantly affects volatility of returns: short … term speculation has a positive and significant impact on volatility, while long term speculation generally has a negative …

Persistent link: https://www.econbiz.de/10009756298

Understanding dynamic conditional correlations between commodities futures markets

Behmiri, Niaz Bashiri; Manera, Matteo; Nicolini, Marcella - 2016

We estimate dynamic conditional correlations between 10 commodities futures returns in energy, metals and agriculture markets over the period 1998-2014 with a DCC-GARCH model. We look at the factors influencing those correlations, adopting a pooled mean group (PMG) estimator. Macroeconomic...

Persistent link: https://www.econbiz.de/10011451631

Causality, connectedness, and volatility pass-through among energy-metal-stock-carbon markets : new evidence from the EU

Pakrooh, Parisa; Manera, Matteo - 2024

volatility transmission from Brent Oil, UK Natural Gas, Rotterdam Coal, Gold, Silver, Copper, and EuroStoxx600 future prices to … models, and Time-Varying parameter Vector Auto Regressive models with Stochastic Volatility with the use of a comprehensive … markets significantly influencing volatility in EUA prices. The time-varying spillover effect is most pronounced with a one …

Persistent link: https://www.econbiz.de/10014634608

Uncertainty and stock returns in energy markets: a quantile regression approach

Cedic, Samir; Mahmoud, Alwan; Manera, Matteo; Uddin, … - 2021

The aim of this paper is to analyze the relationship between different types of uncertainty and stock returns of the renewable energy and the oil & gas sectors. We use the quantile regression approach developed by Koenker and d'Orey (1987; 1994) to assess which uncertainties are the potential...

Persistent link: https://www.econbiz.de/10012510024

The asymmetric effects of oil shocks on output growth : a Markov-switching analysis for the G-7 countries

Cologni, Alessandro (contributor); … - 2006

Persistent link: https://www.econbiz.de/10003364737

Modelling the effects of climate change on economic growth : a Bayesian Structural Global Vector Autoregressive approach

Ahmadi, Maryam; Casoli, Chiara; Manera, Matteo; … - 2022

The identification of the effects of climate shocks on economic growth is central to design effective policies aiming at managing the future global climate change challenge. In this study, we investigate the effects of temperature and precipitation shocks on economic growth across different...

Persistent link: https://www.econbiz.de/10013488603

The role of education and income inequality on environmental quality : a panel data analysis of the EKC hypothesis on OECD

Maranzano, Paolo; Bento, João Paulo Cerdeira; Manera, … - 2021

We study the impact of human capital and the level of education on the pollution-income relationship controlling for income inequality in 17 OECD countries. By applying an innovative approach to country grouping, based on the temporal evolution of income inequality and clustering techniques to...

Persistent link: https://www.econbiz.de/10012510015