Matteo Bonato
Personal Details
First Name: | Matteo |
Middle Name: | |
Last Name: | Bonato |
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RePEc Short-ID: | pbo992 |
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https://valdon.it/matteobonato/ | |
Affiliation
(80%) College of Business and Economics
University of Johannesburg
Auckland Park, South Africahttps://www.uj.ac.za/faculties/college-of-business-and-economics/
RePEc:edi:serauza (more details at EDIRC)
(20%) Institut de Préparation à l'Administration et à la Gestion (IPAG)
Paris, Francehttp://www.ipag.edu/
RePEc:edi:ipagpfr (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2021.
"El Nino, La Nina, and Forecastability of the Realized Variance of Agricultural Commodity Prices: Evidence from a Machine Learning Approach,"
Working Papers
202179, University of Pretoria, Department of Economics.
- Matteo Bonato & Oğuzhan Çepni & Rangan Gupta & Christian Pierdzioch, 2023. "El Niño, La Niña, and forecastability of the realized variance of agricultural commodity prices: Evidence from a machine learning approach," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 42(4), pages 785-801, July.
- Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2021.
"Forecasting Realized Volatility of International REITs: The Role of Realized Skewness and Realized Kurtosis,"
Working Papers
202114, University of Pretoria, Department of Economics.
- Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2022. "Forecasting realized volatility of international REITs: The role of realized skewness and realized kurtosis," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 41(2), pages 303-315, March.
- Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2020. "Uncertainty due to Infectious Diseases and Forecastability of the Realized Variance of US REITs: A Note," Working Papers 202099, University of Pretoria, Department of Economics.
- Matteo Bonato & Rangan Gupta & Christian Pierdzioch, 2020.
"Do Oil-Price Shocks Predict the Realized Variance of U.S. REITs?,"
Working Papers
2020100, University of Pretoria, Department of Economics.
- Bonato, Matteo & Çepni, Oğuzhan & Gupta, Rangan & Pierdzioch, Christian, 2021. "Do oil-price shocks predict the realized variance of U.S. REITs?," Energy Economics, Elsevier, vol. 104(C).
- Matteo Bonato & Konstantinos Gkillas & Rangan Gupta & Christian Pierdzioch, 2020.
"Investor Happiness and Predictability of the Realized Volatility of Oil Price,"
Working Papers
202009, University of Pretoria, Department of Economics.
- Matteo Bonato & Konstantinos Gkillas & Rangan Gupta & Christian Pierdzioch, 2020. "Investor Happiness and Predictability of the Realized Volatility of Oil Price," Sustainability, MDPI, vol. 12(10), pages 1-11, May.
- Matteo Bonato & Konstantinos Gkillas & Rangan Gupta & Christian Pierdzioch, 2020.
"A Note on Investor Happiness and the Predictability of Realized Volatility of Gold,"
Working Papers
202004, University of Pretoria, Department of Economics.
- Bonato, Matteo & Gkillas, Konstantinos & Gupta, Rangan & Pierdzioch, Christian, 2021. "A note on investor happiness and the predictability of realized volatility of gold," Finance Research Letters, Elsevier, vol. 39(C).
- Matteo Bonato & Rangan Gupta & Chi Keung Marco Lau & Shixuan Wang, 2019.
"Moments-Based Spillovers across Gold and Oil Markets,"
Working Papers
201966, University of Pretoria, Department of Economics.
- Bonato, Matteo & Gupta, Rangan & Lau, Chi Keung Marco & Wang, Shixuan, 2020. "Moments-based spillovers across gold and oil markets," Energy Economics, Elsevier, vol. 89(C).
- Adnen Ben Nasr & Matteo Bonato & Riza Demirer & Rangan Gupta, 2018.
"Investor Sentiment and Crash Risk in Safe Havens,"
Working Papers
201804, University of Pretoria, Department of Economics.
- Adnen Ben Nasr & Matteo Bonato & Riza Demirer & Rangan Gupta, 2019. "Investor Sentiment and Crash Risk in Safe Havens," Journal of Economics and Behavioral Studies, AMH International, vol. 10(6), pages 97-108.
- Nicholas Apergis & Matteo Bonato & Rangan Gupta & Clement Kyei, 2016. "Does Geopolitical Risks Predict Stock Returns and Volatility of Leading Defense Companies? Evidence from a Nonparametric Approach," Working Papers 201671, University of Pretoria, Department of Economics.
- Matteo Bonato, 2016. "Realized correlations, betas and volatility spillover in the commodity market: What has changed?," Working Papers 639, Economic Research Southern Africa.
- Mehmet Balcilar & Matteo Bonato & Riza Demirer & Rangan Gupta, 2016.
"Geopolitical Risks and Stock Market Dynamics of the BRICS,"
Working Papers
201648, University of Pretoria, Department of Economics.
- Balcilar, Mehmet & Bonato, Matteo & Demirer, Riza & Gupta, Rangan, 2018. "Geopolitical risks and stock market dynamics of the BRICS," Economic Systems, Elsevier, vol. 42(2), pages 295-306.
- Matteo Bonato & Luca Taschini, 2016.
"Comovement and the financialization of commodities,"
GRI Working Papers
215, Grantham Research Institute on Climate Change and the Environment.
- Luca Taschini & Matteo Bonato, 2016. "Comovement and the Financialization of Commodities," Working Papers 64, Economic Research Southern Africa.
- Matteo Bonato & Riza Demirer & Rangan Gupta & Christian Pierdzioch, 2016.
"Gold Futures Returns and Realized Moments: A Forecasting Experiment Using a Quantile-Boosting Approach,"
Working Papers
201645, University of Pretoria, Department of Economics.
- Bonato, Matteo & Demirer, Riza & Gupta, Rangan & Pierdzioch, Christian, 2018. "Gold futures returns and realized moments: A forecasting experiment using a quantile-boosting approach," Resources Policy, Elsevier, vol. 57(C), pages 196-212.
- Matteo Bonato & Riza Demirer & Rangan Gupta, 2016. "The Predictive Power of Industrial Electricity Usage Revisited: Evidence from Nonparametric Causality Tests," Working Papers 201679, University of Pretoria, Department of Economics.
- Mehmet Balcilar & Matteo Bonato & Riza Demirer & Rangan Gupta, 2016. "The Effect of Investor Sentiment on Gold Market Dynamics," Working Papers 201638, University of Pretoria, Department of Economics.
- Bonato, Matteo & Caporin, Massimiliano & Ranaldo, Angelo, 2012.
"Forecasting Realized (Co)Variances with a Bloc Structure Wishart Autoregressive Model,"
Working Papers on Finance
1211, University of St. Gallen, School of Finance.
- Matteo Bonato & Massimiliano Caporin & Angelo Ranaldo, 2009. "Forecasting realized (co)variances with a block structure Wishart autoregressive model," Working Papers 2009-03, Swiss National Bank.
- Matteo Bonato & Massimiliano Caporin & Angelo Ranaldo, 2012.
"Risk spillovers in international equity portfolios,"
Working Papers
2012-03, Swiss National Bank.
- Bonato, Matteo & Caporin, Massimiliano & Ranaldo, Angelo, 2013. "Risk spillovers in international equity portfolios," Journal of Empirical Finance, Elsevier, vol. 24(C), pages 121-137.
- Bonato, Mateo & Caporin, Massimiliano & Ranaldo, Angelo, 2012. "Risk Spillovers in International Equity Portfolios," Working Papers on Finance 1214, University of St. Gallen, School of Finance.
Articles
- Bonato, Matteo & Gkillas, Konstantinos & Gupta, Rangan & Pierdzioch, Christian, 2021.
"A note on investor happiness and the predictability of realized volatility of gold,"
Finance Research Letters, Elsevier, vol. 39(C).
- Matteo Bonato & Konstantinos Gkillas & Rangan Gupta & Christian Pierdzioch, 2020. "A Note on Investor Happiness and the Predictability of Realized Volatility of Gold," Working Papers 202004, University of Pretoria, Department of Economics.
- Bonato, Matteo & Gupta, Rangan & Lau, Chi Keung Marco & Wang, Shixuan, 2020.
"Moments-based spillovers across gold and oil markets,"
Energy Economics, Elsevier, vol. 89(C).
- Matteo Bonato & Rangan Gupta & Chi Keung Marco Lau & Shixuan Wang, 2019. "Moments-Based Spillovers across Gold and Oil Markets," Working Papers 201966, University of Pretoria, Department of Economics.
- Matteo Bonato & Konstantinos Gkillas & Rangan Gupta & Christian Pierdzioch, 2020.
"Investor Happiness and Predictability of the Realized Volatility of Oil Price,"
Sustainability, MDPI, vol. 12(10), pages 1-11, May.
- Matteo Bonato & Konstantinos Gkillas & Rangan Gupta & Christian Pierdzioch, 2020. "Investor Happiness and Predictability of the Realized Volatility of Oil Price," Working Papers 202009, University of Pretoria, Department of Economics.
- Bonato, Matteo, 2019. "Realized correlations, betas and volatility spillover in the agricultural commodity market: What has changed?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 62(C), pages 184-202.
- Adnen Ben Nasr & Matteo Bonato & Riza Demirer & Rangan Gupta, 2019.
"Investor Sentiment and Crash Risk in Safe Havens,"
Journal of Economics and Behavioral Studies, AMH International, vol. 10(6), pages 97-108.
- Adnen Ben Nasr & Matteo Bonato & Riza Demirer & Rangan Gupta, 2018. "Investor Sentiment and Crash Risk in Safe Havens," Working Papers 201804, University of Pretoria, Department of Economics.
- Balcilar, Mehmet & Bonato, Matteo & Demirer, Riza & Gupta, Rangan, 2018.
"Geopolitical risks and stock market dynamics of the BRICS,"
Economic Systems, Elsevier, vol. 42(2), pages 295-306.
- Mehmet Balcilar & Matteo Bonato & Riza Demirer & Rangan Gupta, 2016. "Geopolitical Risks and Stock Market Dynamics of the BRICS," Working Papers 201648, University of Pretoria, Department of Economics.
- Bonato, Matteo & Demirer, Riza & Gupta, Rangan & Pierdzioch, Christian, 2018.
"Gold futures returns and realized moments: A forecasting experiment using a quantile-boosting approach,"
Resources Policy, Elsevier, vol. 57(C), pages 196-212.
- Matteo Bonato & Riza Demirer & Rangan Gupta & Christian Pierdzioch, 2016. "Gold Futures Returns and Realized Moments: A Forecasting Experiment Using a Quantile-Boosting Approach," Working Papers 201645, University of Pretoria, Department of Economics.
- Balcilar, Mehmet & Bonato, Matteo & Demirer, Riza & Gupta, Rangan, 2017. "The effect of investor sentiment on gold market return dynamics: Evidence from a nonparametric causality-in-quantiles approach," Resources Policy, Elsevier, vol. 51(C), pages 77-84.
- Bonato, Matteo & Caporin, Massimiliano & Ranaldo, Angelo, 2013.
"Risk spillovers in international equity portfolios,"
Journal of Empirical Finance, Elsevier, vol. 24(C), pages 121-137.
- Matteo Bonato & Massimiliano Caporin & Angelo Ranaldo, 2012. "Risk spillovers in international equity portfolios," Working Papers 2012-03, Swiss National Bank.
- Bonato, Mateo & Caporin, Massimiliano & Ranaldo, Angelo, 2012. "Risk Spillovers in International Equity Portfolios," Working Papers on Finance 1214, University of St. Gallen, School of Finance.
- M. Bonato & M. Caporin & A. Ranaldo, 2012. "A forecast-based comparison of restricted Wishart autoregressive models for realized covariance matrices," The European Journal of Finance, Taylor & Francis Journals, vol. 18(9), pages 761-774, October.
- Matteo Bonato, 2012. "Modeling fat tails in stock returns: a multivariate stable-GARCH approach," Computational Statistics, Springer, vol. 27(3), pages 499-521, September.
- Bonato, Matteo, 2011. "Robust estimation of skewness and kurtosis in distributions with infinite higher moments," Finance Research Letters, Elsevier, vol. 8(2), pages 77-87, June.
More information
Research fields, statistics, top rankings, if available.Statistics
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Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 14 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-RMG: Risk Management (10) 2012-05-02 2016-06-14 2016-10-02 2018-02-19 2019-09-16 2020-02-10 2020-02-10 2020-11-16 2020-11-16 2021-03-08. Author is listed
- NEP-FOR: Forecasting (7) 2012-05-02 2016-06-18 2020-02-10 2020-02-10 2020-11-16 2020-11-16 2021-03-08. Author is listed
- NEP-ENE: Energy Economics (4) 2016-11-13 2019-09-16 2020-02-10 2020-11-16
- NEP-FMK: Financial Markets (3) 2012-05-02 2016-10-02 2021-03-08
- NEP-HAP: Economics of Happiness (2) 2020-02-10 2020-02-10
- NEP-AGR: Agricultural Economics (1) 2016-10-30
- NEP-CIS: Confederation of Independent States (1) 2016-07-02
- NEP-CSE: Economics of Strategic Management (1) 2012-05-02
- NEP-ETS: Econometric Time Series (1) 2019-09-16
- NEP-MST: Market Microstructure (1) 2016-06-14
- NEP-ORE: Operations Research (1) 2020-11-16
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