Matteo Manera has obtained his MSc in Economics at the University of Warwick, UK, and his PhD in Economics at the European University Institute, Fiesole, Italy. He is professor of Economics at the Faculty of Statistics, University of Milano-Bicocca, Italy. He is also: co-ordinator of the graduate course in Statistics and Economics at the Faculty of Statistics, University of Milano-Bicocca; member of the Programme committee of the PhD in Economics at the University of Milan; adjunct professor of Econometrics at the Faculty of Economics, Chiang Mai University, Thailand. He has been co-ordinator of the research programme on International Energy Markets at the Fondazione Eni Enrico Mattei, Milano, Italy. He has taught and he is teaching Econometrics, Applied econometrics, Time series econometrics, Financial econometrics and Microeconometrics in: the PhD programme in Economics, University of Milan; the Master programme in Energy and Environmental Management and Economics (MEDEA), Scuola Superiore Enrico Mattei, Eni Corporate University, San Donato, Italy; the Master programmes in Economics and Management of Public Utilities (MEGeS) and in Economics (MEc), Bocconi University, Milano; the Master programme in Financial Strategy, Graduate School in International Corporate Finance (ICS), Hitotsubashi University, Tokyo; the post-graduate courses organized by the Centro Interuniversitario di Econometria (CIDE), Bertinoro, Italy; the Faculty of Statistics, University of Milano-Bicocca; the Faculty of Business, Università Carlo Cattaneo of Castellanza (LIUC). His main research interests include: time series analysis; international markets for oil, gas and electricity; environmental Kuznets curves; model selection (non-nested tests); analysis of dynamic factor demands; financial econometrics; panel data models; models for qualitative and limited dependent variables.
Articles
The Asymmetric Effetcs of oil Shocks on Output Growth: a Markov-Switching Analysis for the G-7 Countries (with Alessandro Cologni), Economic Modelling (2009)
In this paper we specify and estimate different Markov-switching (MS) regime autoregressive models. The empirical...
Oil Prices, Inflation and Interest Rates in a Structural Cointegrated VAR Model for the G-7 Countries (with Alessandro Cologni), Energy Economics (2008)
Pricing and Hedging Illiquid Energy Derivatives: an Application to the JCC Index (with Elisa Scarpa), Journal of Futures Markets (2008)
In this paper we discuss a simple strategy for pricing and hedging a swap on...
On the robustness of robustness checks of the Environmental Kuznets Curve (with Marzio Galeotti and Alessandro Lanza), Environmental and Resource Economics (2008)
Asymmetric Error Correction Models for the Oil-Gasoline Price Relationship (with Margherita Grasso), Energy Policy (2007)
Books
Efficienza Energetica. Tendenze e Prospettive (with Andrea Bigano, Alessandro Lanza, Michele Plotegher, and Fabio Sferra) (2007)
Forecasting Patent Filings in the Telecommunication Industry (with Mario Calderini, Giuseppe Scellato, and Andrea Vezzulli) (2006)
Il Rischio Usura nelle Province Italiane (with Lucia Dalla Pellegrina, Giuseppe Macis, and Donato Masciandaro) (2004)
Contributions to Books
Foreword to "International Tourism Demand and Country Risk for Small Island Tourism Economies", International Tourism Demand and Country Risk for Small Island Tourism Economies, by Shareef R., Hoti S., McAleer M. (2007)
Effetti Macroeconomici di Variazioni del Prezzo del Petrolio (with Alessandro Cologni), L'Italia nell'Economia Internazionale. Rapporto ICE 2005-2006 (2006)
STAR-GARCH Models for Stock Market Interactions in the Pacific Basin Region, Japan and US (with Giorgio Busetti), International Finance and Monetary Policy (2006)
L'Usura nelle Province Italiane: un'Analisi Econometrica (with Lucia Dalla Pellegrina), Il Rischio Usura nelle Province Italiane (2004)
Modelli Dinamici di Domanda di Fattori Produttivi: un Confronto tra gli Approcci SEM e VAR, Studi in Ricordo di Marco Martini (2004)
Non-scientific Articles
Sherlock Holmes e l'Analisi Empirica dei Dati Economici, Cultura Economica nei Licei, ed. by T. Pedrizzi and E. Castovilli (2008)
The Impact of Financial Markets on the Price of Oil - The OPEC's View, Fondazione Eni Enrico Mattei Newsletter (2007)
Working Papers
On the Robustness of Robustness Checks of the Environmental Kuznets Curve (with Marzio Galeotti and Alessandro Lanza), IEFE - Centre for research on Energy and Environmental Economics and Policy, Bocconi University, IEFE Working Paper n. 11 (2008)
Since its first inception in the debate on the relationship between environment and growth in...
Industrial Coal Demand in China: a Provincial Analysis (with Cristina Cattaneo and Elisa Scarpa), FEEM Working Paper n. 8 (2008)
Modelling Electricity Prices: From the State of the Art to a Draft of a New Proposal (with Massimiliano Serati and Michele Plotegher), Liuc Papers n. 210, Series Economics and Business, 56, suppl. to november 2007 (2007)
In the last decades a liberalization of the electric market has started; prices are now...
Evaluating the Empirical Performance of Alternative Econometric Models for Oil Price Forecasting (with Chiara Longo, Anil Markandya, and Elisa Scarpa), Fondazione Eni Enrico Mattei Working Paper n. 4 (2007)
The relevance of oil in the world economy explains why considerable effort has been devoted...
On the Robustness of Robustness Checks of the Environmental Kuznets Curve (with Marzio Galeotti and Alessandro Lanza), Fondazione Eni Enrico Mattei Working Paper n. 22 (2006)
Since its first inception in the debate on the relationship between environment and growth in...