Matteo Pelagatti


Full professor - Economic and Business Statistics Department of Economics, Management and Statistics

Research activities and skills

His research interests are mainly in the fields of time series analysis, energy markets, robust statistics and financial econometrics, but occasionally cover also health sciences and other social sciences.

Most Relevant Publication

(with M. Fattore, G. Vittadini), “A least squares approach to latent variables extraction in formative-reflective models”, Computational Statistics & Data Analysis, 2017, in press

 (with A. Gianfreda, L. Parisio), “Revisiting long-run relations in power markets with high RES penetration”, Energy Policy, 2016, 94, pp. 432-445

(with B. Bosco, L. Parisio), “Price Coordination in Vertically Integrated Electricity Markets: Theory and Empirical Evidence”, The Energy Journal, 2016, 37(1), pp. 181-194

Time Series Modelling with Unobserved Components, 2015, Chapman & Hall/CRC

(with E. Colombo), “On the Empirical Failure of Purchasing Power Parity Tests”, Journal of Applied Econometrics, 2015, 30(6), pp. 904-923

(with E. della Torre, L. Solari) “Internal and external equity in compensation systems, organizational absenteeism, and the role of explained inequalities”, Human Relations, 2015, 68:  3. 409-440

 (with P. Bongini, L. Nieri), “The Importance of Being Systemically Important Financial Institutions”, Journal of Banking & Finance, 2014, 50, pp. 562-574

(with P.K. Sen), “Rank tests for short memory stationarity”, Journal of Econometrics, 2013, 17(1), pp. 90-105