PELAGATTI MATTEO MARIA

Room: 
U07, Piano: P02, Stanza: 2092A
Via Bicocca degli Arcimboldi 8 - 20126 MILANO
Role: 
Full professor
Academic disciplines: 
ECONOMIC STATISTICS (SECS-S/03)
Telephone: 
0264485834
Reception Hours: 

By appointment

Biography

Matteo Pelagatti is professor of Economic and Business Statistics (Statistica Economica) at the Department of Economics, Management and Statistics of the University of Milano-Bicocca. He holds a PhD in Statistics from the University of Milan enriched by a semester of training and research at the Humboldt University of Berlin. 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. His research has been published in international outlets such as Journal of EconometricsJournal of Applied EconometricsEnergy Journal, Energy EconomicsJournal of Banking & FinancePLOS One, and he is author of the book Time Series Modelling with Unobserved Components published by Chapman & Hall/CRC.

orcid.org/0000-0002-1860-7535

Publications

  • Fattore, M., Pelagatti, M., & Vittadini, G. (2018). A least squares approach to latent variables extraction in formative–reflective models. COMPUTATIONAL STATISTICS & DATA ANALYSIS, 120, 84-97. Detail
  • Gianfreda, A., Parisio, L., & Pelagatti, M. (2018). A review of balancing costs in Italy before and after RES introduction. RENEWABLE & SUSTAINABLE ENERGY REVIEWS, 91, 549-563. Detail
  • Lisi, F., & Pelagatti, M. (2018). Component estimation for electricity market data: Deterministic or stochastic?. ENERGY ECONOMICS, 74, 13-37. Detail
  • Schiavella, M., Pelagatti, M., Westin, J., Lepore, G., & Cherubini, P. (2018). Profiling Online Poker Players: Are Executive Functions Correlated with Poker Ability and Problem Gambling?. JOURNAL OF GAMBLING STUDIES, 34(3). Detail
  • Bongini, P., Nieri, L., Pelagatti, M., & Piccini, A. (2017). Curbing systemic risk in the insurance sector: a mission impossible?. THE BRITISH ACCOUNTING REVIEW, 49(2), 256-273. Detail