73 citations · 125 across the 12 of their papers we have counts for
8 papers · 1 filter
Quantifying Demand Shocks in the Green and Digital Transition
Andrea Bastianin, Luca Rossini, Marco Zoso
We use web search data to construct monthly indexes of derived demand for cobalt, copper, and nickel, which are key inputs in technologies driving the energy and digital transition…
A Real-Time Framework for Forecasting Metal Prices
Andrea Bastianin, Luca Rossini, Lorenzo Tonni
This paper develops a real-time forecasting framework for the monthly real prices of four key industrial metals -- aluminum, copper, nickel, and zinc -- whose demand is rising due…
Macroeconomic Spillovers of Weather Shocks across U.S. States
Emanuele Bacchiocchi, Andrea Bastianin, Graziano Moramarco
We estimate the short-run effects of weather-related disasters on local economic activity and cross-border spillovers that operate through economic linkages between U.S. states. To…
Partially identified heteroskedastic SVARs
Emanuele Bacchiocchi, Andrea Bastianin, Toru Kitagawa +1
This paper studies the identification of Structural Vector Autoregressions (SVARs) exploiting a break in the variances of the structural shocks. Point-identification for this class…
Forecasting the Price of Carbon with Macroeconomic and Financial variables
Andrea Bastianin, Elisabetta Mirto, Yan Qin +1
We tackle the issue of producing point, sign, and density forecasts for the monthly real price of carbon in the European Union Emissions Trading System (EU ETS). We show that Bayes…
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…
Statistical and Economic Evaluation of Time Series Models for Forecasting Arrivals at Call Centers
Andrea Bastianin, Marzio Galeotti, Matteo Manera
Call centers' managers are interested in obtaining accurate point and distributional forecasts of call arrivals in order to achieve an optimal balance between service quality and o…
Structural analysis with mixed-frequency data: A MIDAS-SVAR model of US capital flows
Emanuele Bacchiocchi, Andrea Bastianin, Alessandro Missale +1
We develop a new VAR model for structural analysis with mixed-frequency data. The MIDAS-SVAR model allows to identify structural dynamic links exploiting the information contained…