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Hunting the living dead : a "peso problem" in corporate liabilities data

Cherubini, Umberto (contributor); Manera, Matteo (contributor) - 2005

Persistent link: https://www.econbiz.de/10003357089

Modeling factor demands with SEM and VAR : an empirical comparison

Manera, Matteo (contributor) - 2005

Persistent link: https://www.econbiz.de/10003357698

Asymmetric error correction models for the oil-gasoline price relationship

Grasso, Margherita (contributor); Manera, Matteo (contributor) - 2005

Persistent link: https://www.econbiz.de/10003357807

Econometric models of asymmetric price transmission

Frey, Giliola (contributor); Manera, Matteo (contributor) - 2005

Persistent link: https://www.econbiz.de/10003357847

Oil prices, inflation and interest rates in a structural cointegrated VAR model for the G-7 countries

Cologni, Alessandro (contributor); … - 2005

Persistent link: https://www.econbiz.de/10003357869

Economietric models for electricity prices : a critical survey

Serati, Massimiliano (contributor); … - 2008

Persistent link: https://www.econbiz.de/10008700137

Industrial coal demand in China : a provincial analysis

Cattaneo, Cristina (contributor); Manera, Matteo (contributor) - 2008

Persistent link: https://www.econbiz.de/10008700138

Pricing and hedging illiquid energy derivatives : an application to the JCC index

Scarpa, Elisa (contributor); Manera, Matteo (contributor) - 2006

Persistent link: https://www.econbiz.de/10003605624

Evaluating the empirical performance of alternative econometric models for oil price forecasting

Longo, Chiara; Manera, Matteo; Markandya, Anil; Scarpa, … - 2007

Persistent link: https://www.econbiz.de/10003546157

Global oil market and the US stock returns

Ahmad, Maryam; Manera, Matteo; Sadeghzadeh, Mehdi - 2015

This paper provides an analysis of the link between the oil market and the U.S. stock market returns at the aggregate as well as industry levels. We empirically model oil price changes as driven by speculative demand shocks along with consumption demand and supply shocks in the oil market. We...

Persistent link: https://www.econbiz.de/10011391816