73 citations · 125 across the 12 of their papers we have counts for
5 papers · 1 filter
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…
Evaluating regulatory reform of network industries: a survey of empirical models based on categorical proxies
Andrea Bastianin, Paolo Castelnovo, Massimo Florio
Proxies for regulatory reforms based on categorical variables are increasingly used in empirical evaluation models. We surveyed 63 studies that rely on such indices to analyze the…
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…
The socio-economic impact of a breakthrough in the particle accelerators' technology: a research agenda
Massimo Florio, Andrea Bastianin, Paolo Castelnovo
Preliminary evidence on the long--run trajectory of the accelerator industry suggests that it may be close to the maturity phase of its cycle. If this is the case, how can we measu…
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…