Concepedia

Ilaria Vignati

IV

5

Publications

213

Citations

5

H-Index

2012

Active since

Affiliations

Fondazione Eni Enrico Mattei(Current)

University of Pavia

University of Milano-Bicocca

Ilaria Vignati is an author at Fondazione Eni Enrico Mattei specializing in asset pricing, economics, and volatility modeling.

Top concepts

FinanceBusinessEconomicsAsset PricingFinancial EconomicsVolatility ModelingEngineeringForecastingEconomic AnalysisTrade

Publications per year

2012–2014

5

Publications

5

Modelling futures price volatility in energy markets: Is there a role for financial speculation?

Matteo Manera, Marcella Nicolini, Ilaria Vignati · Energy Economics · 2014 · 90 citations · Full text

Economics, Volatility Modeling, Financial Economics +13

Financial Speculation in Energy and Agriculture Futures Markets: A Multivariate GARCH Approach

Matteo Manera, Marcella Nicolini, Ilaria Vignati · The Energy Journal · 2013 · 67 citations

Volatility Modeling, Engineering, Trade +23

Returns in Commodities Futures Markets and Financial Speculation: A Multivariate GARCH Approach

Matteo Manera, Marcella Nicolini, Ilaria Vignati · SSRN Electronic Journal · 2012 · 24 citations · Full text

Economics, Volatility Modeling, Financial Economics +9

Futures Price Volatility in Commodities Markets: The Role of Short Term vs Long Term Speculation

Matteo Manera, Marcella Nicolini, Ilaria Vignati · SSRN Electronic Journal · 2013 · 18 citations · Full text

Futures Price Volatility in Commodities Markets: The Role of Short Term vs Long Term Speculation

Matteo Manera, Marcella Nicolini, Ilaria Vignati · SSRN Electronic Journal · 2013 · 14 citations · Full text

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