All Stories

  1. Effects of climate change on pollen season features of herbaceous species in the Milan area, Northern Italy

    Article • Scientific Reports, February 2026, Springer Science + Business Media

    Professor Matteo M Pelagatti

  2. Find jumps in the trend of a time series.

    Article • Economic Modelling, September 2025, Elsevier

    Professor Matteo M Pelagatti

  3. Common factors behind companies’ Environmental ratings

    Article • International Review of Financial Analysis, April 2025, Elsevier

    Professor Matteo M Pelagatti

  4. Detecting Association in Microbiome Compositional Data: A Novel Approach

    Article • January 2025, Springer Science + Business Media

    Professor Matteo M Pelagatti

  5. Optimal hierarchical EWMA forecasting

    Article • International Journal of Forecasting, April 2024, Elsevier

    Professor Matteo M Pelagatti

  6. Estimating correlations among elliptically distributed random variables under any form of heteroskedasticity

    Article • Quantitative Finance, January 2024, Taylor & Francis

    Professor Matteo M Pelagatti

  7. Spatiotemporal Event Studies for Environmental Data Under Cross-Sectional Dependence: An Application to Air Quality Assessment in Lombardy

    Article • Journal of Agricultural Biological and Environmental Statistics, August 2023, Springer Science + Business Media

    Professor Matteo M Pelagatti

  8. Testing for integration and cointegration when time series are observed with noise

    Article • Economic Modelling, August 2023, Elsevier

    Professor Matteo M Pelagatti

  9. Machine Learning Models and Intra-Daily Market Information for the Prediction of Italian Electricity Prices

    Article • Forecasting, December 2022, MDPI AG

    Professor Matteo M Pelagatti

  10. Ragweed pollen concentration predicts seasonal rhino-conjunctivitis and asthma severity in patients allergic to ragweed

    Article • Scientific Reports, September 2022, Springer Science + Business Media

    Professor Matteo M Pelagatti

  11. Assessing the effectiveness of the Italian risk-zones policy during the second wave of COVID-19

    Article • Health Policy, September 2021, Elsevier

    Professor Matteo M Pelagatti

  12. Statistical Modeling of the Early-Stage Impact of a New Traffic Policy in Milan, Italy

    Article • International Journal of Environmental Research and Public Health, February 2020, MDPI AG

    Professor Matteo M Pelagatti

  13. Statistical learning and exchange rate forecasting

    Article • International Journal of Forecasting, February 2020, Elsevier

    Professor Matteo M Pelagatti

  14. The RES-Induced Switching Effect Across Fossil Fuels: An Analysis of Day-Ahead and Balancing Prices

    Article • The Energy Journal, June 2019, SAGE Publications

    Professor Matteo M Pelagatti

  15. Should you model electricity time series using UCM or spline-based nonlinear REGARIMA?

    Article • Energy Economics, August 2018, Elsevier

    Professor Matteo M Pelagatti

  16. A review of balancing costs in Italy before and after RES introduction

    Article • Renewable and Sustainable Energy Reviews, August 2018, Elsevier

    Professor Matteo M Pelagatti

  17. Market coupling between electricity markets: theory and empirical evidence for the Italian–Slovenian interconnection

    Article • Economia Politica, June 2018, Springer Science + Business Media

    Professor Matteo M Pelagatti

  18. Profiling Online Poker Players: Are Executive Functions Correlated with Poker Ability and Problem Gambling?

    Article • Journal of Gambling Studies, January 2018, Springer Science + Business Media

    Professor Matteo M Pelagatti

  19. A least squares approach to latent variables extraction in formative–reflective models

    Article • Computational Statistics & Data Analysis, November 2017, Elsevier

    Professor Matteo M Pelagatti

  20. The Impact of RES in the Italian Day–Ahead and Balancing Markets

    Article • The Energy Journal, September 2016, International Association for Energy Economics (IAEE)

    Professor Matteo M Pelagatti

  21. Curbing systemic risk in the insurance sector: A mission impossible?

    Article • The British Accounting Review, August 2016, Elsevier

    Professor Matteo M Pelagatti

  22. Revisiting long-run relations in power markets with high RES penetration

    Article • Energy Policy, July 2016, Elsevier

    Professor Matteo M Pelagatti

  23. Price coordination in vertically integrated electricity markets. Theory and empirical evidence

    Article • The Energy Journal, January 2016, International Association for Energy Economics (IAEE)

    Professor Matteo M Pelagatti

  24. Some theory and many applications of the unobserved component models

    Article • July 2015, Taylor & Francis

    Professor Matteo M Pelagatti

  25. Component estimation for electricity market data: Deterministic or stochastic?

    Article • July 2015, Institute of Electrical & Electronics Engineers (IEEE)

    Professor Matteo M Pelagatti

  26. Italian wholesale electricity market: RES effects across day-ahead and balancing markets

    Article • July 2015, Institute of Electrical & Electronics Engineers (IEEE)

    Professor Matteo M Pelagatti

  27. The importance of being systemically important financial institutions

    Article • Journal of Banking & Finance, January 2015, Elsevier

    Professor Paola Bongini, Professor Matteo M Pelagatti

  28. How Difficult Is It to Raise Money in Turbulent Times?

    Article • January 2015, Nature

    Professor Matteo M Pelagatti

  29. Why statistical tests should reject the purchasing power parity hypothesis even when it holds

    Article • Journal of Applied Econometrics, September 2014, Wiley

    Professor Matteo M Pelagatti

  30. Internal and external equity in compensation systems, organizational absenteeism and the role of explained inequalities

    Article • Human Relations, June 2014, SAGE Publications

    Professor Matteo M Pelagatti, Luca Solari

  31. Market coupling between electricity markets: Theory and empirical evidence for the Italian-Slovenian interconnection

    Article • May 2014, Institute of Electrical & Electronics Engineers (IEEE)

    Professor Matteo M Pelagatti

  32. Optimal pricing behavior of vertically integrated utilities: Theory and evidence from the Italian electricity wholesale market

    Article • May 2013, Institute of Electrical & Electronics Engineers (IEEE)

    Professor Matteo M Pelagatti

  33. Price-capping in partially monopolistic electricity markets with an application to Italy

    Article • Energy Policy, March 2013, Elsevier

    Professor Matteo M Pelagatti

  34. Rank tests for short memory stationarity

    Article • Journal of Econometrics, January 2013, Elsevier

    Professor Matteo M Pelagatti

  35. Nonparametric Tests for Event Studies Under Cross-Sectional Dependence

    Article • SSRN Electronic Journal, January 2013, Elsevier

    Professor Matteo M Pelagatti

  36. Supply Function Prediction in Electricity Auctions

    Article • December 2012, Springer Science + Business Media

    Professor Matteo M Pelagatti

  37. Strategic bidding in vertically integrated power markets with an application to the Italian electricity auctions

    Article • Energy Economics, November 2012, Elsevier

    Professor Matteo M Pelagatti

  38. Price capping in partially monopolistic electricity markets

    Article • May 2012, Institute of Electrical & Electronics Engineers (IEEE)

    Professor Matteo M Pelagatti

  39. The Industrial Cycle of Milan as an Accurate Leading Indicator for the Italian Business Cycle

    Article • OECD Journal Journal of Business Cycle Measurement and Analysis, February 2011, OECD

    Professor Matteo M Pelagatti

  40. Article • OECD Journal Journal of Business Cycle Measurement and Analysis, February 2011, OECD

    Professor Matteo M Pelagatti

  41. Get started with state-space models using the SsfPack library of Ox

    Article • Journal of Statistical Software, January 2011, Foundation for Open Access Statistic

    Professor Matteo M Pelagatti

  42. Estimating marginal costs and market power in the Italian electricity auctions

    Article • June 2010, Institute of Electrical & Electronics Engineers (IEEE)

    Professor Matteo M Pelagatti

  43. Price Indexes across Space and Time and the Stochastic Properties of Prices

    Article • November 2009, Springer Science + Business Media

    Professor Matteo M Pelagatti

  44. Long-run relations in European electricity prices

    Article • Journal of Applied Econometrics, July 2009, Wiley

    Professor Matteo M Pelagatti

  45. Modelling Good and Bad Volatility

    Article • Studies in Nonlinear Dynamics & Econometrics, January 2009, De Gruyter

    Professor Matteo M Pelagatti

  46. Effetto dei fabbisogni terapeutici sesso ed età correlati sui costi di prescrizione nella medicina generale

    Article • PharmacoEconomics Italian Research Articles, July 2008, Springer Science + Business Media

    Professor Matteo M Pelagatti

  47. Deregulated Wholesale Electricity Prices in Italy: An Empirical Analysis

    Article • International Advances in Economic Research, July 2007, Springer Science + Business Media

    Professor Matteo M Pelagatti

  48. ASSET (Age/Sex Standardised Estimates of Treatment): A Research Model to Improve the Governance of Prescribing Funds in Italy

    Article • PLOS One, July 2007, PLOS

    Professor Matteo M Pelagatti

  49. A Robust Multivariate Long Run Analysis of European Electricity Prices

    Article • SSRN Electronic Journal, January 2007, Elsevier

    Professor Matteo M Pelagatti

  50. Deregulated Wholesale Electricity Prices in Italy

    Article • SSRN Electronic Journal, January 2006, Elsevier

    Professor Matteo M Pelagatti

  51. Duration Dependent Markov-Switching Vector Autoregression: Properties, Bayesian Inference, Software and Application

    Article • SSRN Electronic Journal, January 2005, Elsevier

    Professor Matteo M Pelagatti

  52. Business Cycle and Sector Cycles: Model-Based Filtering and Application to Italian Data

    Article • SSRN Electronic Journal, January 2005, Elsevier

    Professor Matteo M Pelagatti

  53. Dynamic Conditional Correlation with Elliptical Distributions

    Article • SSRN Electronic Journal, January 2004, Elsevier

    Professor Matteo M Pelagatti

  54. Effect of Age and Sex Related Therapeutic Needs on General Practices' Prescribing Cost: The ASSET (Age/Sex Standardised Estimates of Treatment) Research Model

    Article • SSRN Electronic Journal, Elsevier

    Professor Matteo M Pelagatti

  55. Knowledge-Based Governance Can Improve the Elderly Population's Equity of Access to Public Pharmaceutical Funding: The ASSET (Age/Sex Standardised Estimates of Treatment) Research Model

    Article • SSRN Electronic Journal, Elsevier

    Professor Matteo M Pelagatti