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institution

Fondazione Eni Enrico Mattei

Italy

11 papers here190 citations across 11
fields
  • stat.AP6
  • econ.EM2
  • math.NA2
  • stat.ME1
ROR 03bvx5w91OpenAlex

affiliations via OpenAlex

output
20182026
most citedHow does stock market volatility react to oil shocks?

73 citations

researchers with a paper here

Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.

  • Paolo Maranzano3 profiles7 · h 9
  • Philipp Otto3 · h 14
  • A. Bastianin2 · h 18
  • A. Fassò2 · h 20
  • F. Mattei2 · h 8
  • Alessandro Moro1 · h 4
  • A. Moiola1 · h 21
  • Caterina Morelli1 · h 3
  • D. O. Earth1 · h 22
  • D. O. Mathematics1 · h 27
  • D. Prada1 · h 9
  • E. Bacchiocchi1 · h 17
collaborating institutions
  • University of Milano-BicoccaIT7 papers
  • Istituto di Matematica Applicata e Tecnologie InformaticheIT2 papers
  • Leibniz University HannoverDE2 papers
  • University of BergamoIT2 papers
  • University of GlasgowGB2 papers
  • University of MilanIT2 papers
  • Consiglio per la ricerca in agricoltura e l’analisi dell’economia agrariaIT1 paper
  • Keio UniversityJP1 paper
  • L3S Research CenterDE1 paper
  • Università Cattolica del Sacro CuoreIT1 paper
  • University of BolognaIT1 paper
  • University of CagliariIT1 paper
Showing 2018Show all

1 paper · 1 filter

econ.EM2018★ 73 cited

How does stock market volatility react to oil shocks?

Andrea Bastianin, Matteo Manera

We study the impact of oil price shocks on the U.S. stock market volatility. We jointly analyze three different structural oil market shocks (i.e., aggregate demand, oil supply, an…

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