Roy Cerqueti : Citation Profile

"Sapienza" Università di Roma

11

H index

16

i10 index

452

Citations

RESEARCH PRODUCTION:

50

Articles

54

Papers

RESEARCH ACTIVITY:

   15 years (2005 - 2020). See details.
   Cites by year: 30
   Journals where Roy Cerqueti has often published
   Relations with other researchers
   Recent citing documents: 82.    Total self citations: 32 (6.61 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pce67
   Updated: 2025-12-20    RAS profile: 2024-04-27    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Ciciretti, Rocco (2)

ausloos, marcel (2)

nicolosi, marco (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Roy Cerqueti.

Is cited by:

ausloos, marcel (33)

Lupi, Claudio (11)

Sabatini, Fabio (10)

Reggiani, Tommaso (6)

Fišar, Miloš (5)

Arezzo, Maria Felice (5)

Špalek, Jiří (5)

Ventura, Marco (5)

Piga, Gustavo (5)

Oancea, Bogdan (4)

Ciciretti, Rocco (4)

Cites to:

ausloos, marcel (77)

Pakes, Ariel (16)

Shleifer, Andrei (13)

Bai, Jushan (13)

Algan, Yann (12)

Hommes, Cars (12)

Cahuc, Pierre (12)

Sapienza, Paola (11)

Phillips, Peter (11)

Guiso, Luigi (11)

Taylor, Robert (10)

Main data

Where Roy Cerqueti has published?

Journals with more than one article published# docs
Physica A: Statistical Mechanics and its Applications5
Quality & Quantity: International Journal of Methodology4
European Journal of Operational Research4
Annals of Operations Research4
Economic Modelling4
Chaos, Solitons & Fractals2
Technological Forecasting and Social Change2
PLOS ONE2
European Journal of Law and Economics2
Reliability Engineering and System Safety2

Working Papers Series with more than one paper published# docs
Papers / arXiv.org17
Working Papers / Macerata University, Department of Finance and Economic Sciences9
MPRA Paper / University Library of Munich, Germany5
ISAE Working Papers / ISTAT - Italian National Institute of Statistics - (Rome, ITALY)3
CEIS Research Paper / Tor Vergata University, CEIS3

Recent works citing Roy Cerqueti (2025 and 2024)

YearTitle of citing document
2024Intangible Assets and US Stock Returns: An analysis using the Index Method, Panel Regression, and Machine Learning. (2024). Haniev, Adil. In: Journal of Applied Economic Research. RePEc:aiy:jnjaer:v:23:y:2024:i:3:p:833-854.

Full description at Econpapers || Download paper

2024A hidden Markov model for statistical arbitrage in international crude oil futures markets. (2024). Fanelli, Viviana ; Rotondi, Francesco ; Fontana, Claudio. In: Papers. RePEc:arx:papers:2309.00875.

Full description at Econpapers || Download paper

2025Comparative Analysis of ESG Performance among ASEAN Firms: Evidence from Malaysia, Singapore, Thailand, and Indonesia. (2025). Zakaria, Nor Balkish ; Bakar, Zarina Abu ; Sarman, Siti Rahayu ; Daniel, Wan Imran ; Raja, Raja Adzrin. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:9:y:2025:i:10:p:3717-3730.

Full description at Econpapers || Download paper

2025Systemic Climate Risk. (2025). Jourde, Tristan ; Moreaux, Quentin. In: Working papers. RePEc:bfr:banfra:993.

Full description at Econpapers || Download paper

2025Geopolitical Risk and Environmental, Social, and Governance (ESG) practices of listed companies in Vietnam. (2025). Nguyen, Nghia Dang ; Trinh, Nghia Nguyen. In: HO CHI MINH CITY OPEN UNIVERSITY JOURNAL OF SCIENCE - ECONOMICS AND BUSINESS ADMINISTRATION. RePEc:bjw:econen:v:15:y:2025:i:5:p:150-168.

Full description at Econpapers || Download paper

2024Do impact investors live up to their promise? A systematic literature review on (im)proving investments impacts. (2024). Maas, Karen ; Roor, Annebeth. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:33:y:2024:i:4:p:3707-3732.

Full description at Econpapers || Download paper

2024Anatomy of the chimera: Environmental, Social, and Governance ratings beyond the myth. (2024). Severini, Sabrina ; Lucarelli, Caterina. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:33:y:2024:i:5:p:4198-4217.

Full description at Econpapers || Download paper

2024Missing the Impact in Impact Investing Research – A Systematic Review and Critical Reflection of the Literature. (2024). Schltter, Deike ; Schtzlein, Lena ; Hahn, Rdiger ; Waldner, Carolin. In: Journal of Management Studies. RePEc:bla:jomstd:v:61:y:2024:i:6:p:2694-2718.

Full description at Econpapers || Download paper

2025From Tweets to Trades: The Dynamic Dance of Investor Sentiment, Attention, and News Sentiment in ESG Stocks. (2025). Kok, Loang Ooi. In: China Finance and Economic Review. RePEc:bpj:cferev:v:14:y:2025:i:1:p:70-91:n:1004.

Full description at Econpapers || Download paper

2024Reciprocal Relationship between Taxpayer€™s Compliance and Governance Quality. (2024). Chasbiandani, Tryas ; Nuraaini, Nuraaini ; Masri, Indah ; Rasyid, Diandra Kamila. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2024-04-14.

Full description at Econpapers || Download paper

2025Benford and power law distributions: Representation and simulation. (2025). Lupi, Claudio. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:194:y:2025:i:c:s0960077925002668.

Full description at Econpapers || Download paper

2024Bribery, plant size and size dependent distortions. (2024). Tamkoc, M Nazim. In: Journal of Development Economics. RePEc:eee:deveco:v:171:y:2024:i:c:s030438782400110x.

Full description at Econpapers || Download paper

2024Can we rest easy under the registration-based IPO reform? Evidence from the Chinese growth enterprise market. (2024). Fu, Weizhong ; Xu, Qifa ; Jiang, Cuixia. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:83:y:2024:i:c:p:990-1006.

Full description at Econpapers || Download paper

2024Dimensional traps in evasion models and their effects on industrial structure. (2024). Scaccia, Luisa ; Coppier, Raffaella ; Michetti, Elisabetta. In: Economic Modelling. RePEc:eee:ecmode:v:132:y:2024:i:c:s0264999324000038.

Full description at Econpapers || Download paper

2025Do environmental taxes corrupt governments?. (2025). Nguyen, Canh Phuc ; le Tran, Duyen Thuy ; Doytch, Nadia. In: Economic Systems. RePEc:eee:ecosys:v:49:y:2025:i:2:s0939362524000906.

Full description at Econpapers || Download paper

2024Who can benefit from multi-license oil concessionaires valuation?. (2024). Ventura, Marco ; Oliva, I. In: Energy Economics. RePEc:eee:eneeco:v:135:y:2024:i:c:s0140988324003487.

Full description at Econpapers || Download paper

2024ESG ratings and the cost of equity capital in China. (2024). Zhao, YU ; Li, Yunzhong ; Tao, Yunqing ; Ye, Chengfang. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324003931.

Full description at Econpapers || Download paper

2024How financial derivatives affect energy firms ESG. (2024). Xiang, Junyi ; Liu, Chen ; Xiong, Mengxu. In: Energy Economics. RePEc:eee:eneeco:v:140:y:2024:i:c:s0140988324007370.

Full description at Econpapers || Download paper

2025Systemic resilience of networked commodities. (2025). Storani, Saverio ; Mattera, Raffaele ; Cerqueti, Roy. In: Energy Economics. RePEc:eee:eneeco:v:143:y:2025:i:c:s0140988325000933.

Full description at Econpapers || Download paper

2025Qualified foreign institutional investors and corporate ESG performance: Evidence from China. (2025). Li, Xiaoling ; Zhou, Bole ; Wang, Xiaoteng. In: International Review of Financial Analysis. RePEc:eee:finana:v:101:y:2025:i:c:s105752192500119x.

Full description at Econpapers || Download paper

2024ESG investment preference and fund vulnerability. (2024). Wang, HU. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005185.

Full description at Econpapers || Download paper

2024ESG scores and debt costs: Exploring indebtedness, agency costs, and financial system impact. (2024). Alves, Carlos ; Meneses, Lilian Lima. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001728.

Full description at Econpapers || Download paper

2024ESG rating results and corporate total factor productivity. (2024). Jin, Yifei ; Xue, Qinyuan ; Zhang, Cheng. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pa:s1057521924003132.

Full description at Econpapers || Download paper

2024Sustainable investments in volatile times: Nexus of climate change risk, ESG practices, and market volatility. (2024). bagh, tanveer ; Guo, Yongsheng ; Zhu, Xiaoxian ; Naseer, Mirza Muhammad. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924004241.

Full description at Econpapers || Download paper

2024The link between abnormal numbers and price movements of financial securities: How does Benford’s law predict stock returns?. (2024). Belkacem, Lotfi ; ben Hamida, Amal ; de Peretti, Christian. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pc:s1057521924004496.

Full description at Econpapers || Download paper

2025Can we enhance investment with ESG?. (2025). Cai, Charlie X ; Rudkin, Wanling ; Zhou, You. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007087.

Full description at Econpapers || Download paper

2025Interconnected dynamics of sustainable cryptocurrencies: Insights from transfer entropy analysis. (2025). Lee, Woojin. In: Finance Research Letters. RePEc:eee:finlet:v:76:y:2025:i:c:s1544612325001783.

Full description at Econpapers || Download paper

2024Social responsibility and bank resiliency. (2024). Iannino, Maria Chiara ; Gehrig, Thomas ; Unger, Stephan. In: Journal of Financial Stability. RePEc:eee:finsta:v:70:y:2024:i:c:s1572308923000918.

Full description at Econpapers || Download paper

2024Isolating defensive corporate ESG effects: Evidence from purely domestic anti-COVID-19 measures. (2024). HU, YANG ; Corbet, Shaen ; Hou, Yang ; Oxley, Les ; Goodell, John W. In: Journal of Financial Stability. RePEc:eee:finsta:v:71:y:2024:i:c:s1572308924000056.

Full description at Econpapers || Download paper

2024Spillovers in Europe: The role of ESG. (2024). Paterlini, Sandra ; Bax, Karoline ; Bonaccolto, Giovanni. In: Journal of Financial Stability. RePEc:eee:finsta:v:72:y:2024:i:c:s1572308924000068.

Full description at Econpapers || Download paper

2024Climate policy uncertainty and bank systemic risk: A creative destruction perspective. (2024). Liu, Yulin ; Wang, Junbo ; Wen, Fenghua ; Wu, Chunchi. In: Journal of Financial Stability. RePEc:eee:finsta:v:73:y:2024:i:c:s1572308924000743.

Full description at Econpapers || Download paper

2024Exploring multilevel data with deep learning and XAI: The effect of personal-care advertising spending on subjective happiness. (2024). Messner, Wolfgang. In: International Business Review. RePEc:eee:iburev:v:33:y:2024:i:1:s0969593123001038.

Full description at Econpapers || Download paper

2024Bivariate Tail Conditional Co-Expectation for elliptical distributions. (2024). Palestini, Arsen ; Cerqueti, Roy. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:119:y:2024:i:c:p:251-260.

Full description at Econpapers || Download paper

2025Identifying alternative airports in weighted air transport networks. (2025). Hanaoka, Shinya ; Sugishita, Kashin ; Leelaworaset, Woratat. In: Journal of Air Transport Management. RePEc:eee:jaitra:v:126:y:2025:i:c:s0969699725000559.

Full description at Econpapers || Download paper

2024Financial development and tax evasion: International evidence from OECD and non-OECD countries. (2024). Yamen, Ahmed ; Elmarzouky, Mahmoud ; Abou-El, Heba ; Allam, Amir. In: Journal of International Accounting, Auditing and Taxation. RePEc:eee:jiaata:v:57:y:2024:i:c:s1061951824000594.

Full description at Econpapers || Download paper

2024Blessings or curses? Exploring the impact of digital technology innovation on natural resource utilization efficiency in China. (2024). Dong, Kangyin ; Yang, Senmiao ; Wang, Jianda ; Taghizadeh-Hesary, Farhad. In: Resources Policy. RePEc:eee:jrpoli:v:98:y:2024:i:c:s030142072400686x.

Full description at Econpapers || Download paper

2024Dynamics of a stockless market through piecewise smooth models. (2024). Molina-Diaz, Oscar Emilio ; Olivar-Tost, Gerard ; Sotelo-Castelblanco, Deissy Milena. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:226:y:2024:i:c:p:246-269.

Full description at Econpapers || Download paper

2024Beyond Zipf’s law: Exploring the discrete generalized beta distribution in open-source repositories. (2024). Nowak, Przemysaw ; Santolini, Marc ; Tupikina, Liubov ; Siudem, Grzegorz ; Singh, Chakresh. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:649:y:2024:i:c:s0378437124004369.

Full description at Econpapers || Download paper

2024Social trust and the support for universal basic income. (2024). Gubello, Michele. In: European Journal of Political Economy. RePEc:eee:poleco:v:81:y:2024:i:c:s0176268023001398.

Full description at Econpapers || Download paper

2024Resilience analysis of metro stations integrating infrastructures and passengers. (2024). Xu, Xin ; Li, Gen ; Feng, Tao ; Lu, Qing-Chang. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:252:y:2024:i:c:s0951832024005398.

Full description at Econpapers || Download paper

2024Return and volatility connectedness across global ESG stock indexes: Evidence from the time-frequency domain analysis. (2024). Wu, You ; Yin, Libo ; Wan, Jieru. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pb:p:397-428.

Full description at Econpapers || Download paper

2024The term structure of yield curve and connectedness among ESG investments. (2024). Umar, Zaghum ; Jiang, Shaohua ; Iqbal, Najaf ; Ruman, Asif M. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pa:s0275531923002714.

Full description at Econpapers || Download paper

2024Do ESG scores affect financial systemic risk? Evidence from European banks and insurers. (2024). Gianfrancesco, Igor ; Onorato, Grazia ; Curcio, Domenico ; Vioto, Davide. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000436.

Full description at Econpapers || Download paper

2024The impact of banks’ climate engagement on systemic risk. Does committing a little or a lot make a difference?. (2024). Birindelli, Giuliana ; Pacelli, Vincenzo ; Dellatti, Stefano ; di Tommaso, Caterina ; Iannuzzi, Antonia Patrizia. In: Research in International Business and Finance. RePEc:eee:riibaf:v:70:y:2024:i:pb:s0275531924001855.

Full description at Econpapers || Download paper

2025Examining institutional investor preferences: The influence of ESG ratings on stock holding in Chinas stock market. (2025). Zou, Jin ; Zhong, Xiaoying ; Lu, Xiaoye ; Gong, Chi. In: Research in International Business and Finance. RePEc:eee:riibaf:v:73:y:2025:i:pa:s0275531924004021.

Full description at Econpapers || Download paper

2025Towards the estimation of ESG ratings: A machine learning approach using balance sheet ratios. (2025). Cini, Federico ; Ferrari, Annalisa. In: Research in International Business and Finance. RePEc:eee:riibaf:v:73:y:2025:i:pb:s027553192400446x.

Full description at Econpapers || Download paper

2024Modeling the resilience of interdependent networks: The role of function dependency in metro and bus systems. (2024). Cheong, Taesu ; Lu, Qing-Chang ; Xu, Peng-Cheng ; Xie, Chi. In: Transportation Research Part A: Policy and Practice. RePEc:eee:transa:v:179:y:2024:i:c:s0965856423003270.

Full description at Econpapers || Download paper

2024Twitter Economic Uncertainty and Herding Behavior in ESG Markets. (2024). Koutmos, Dimitrios. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:11:p:502-:d:1516484.

Full description at Econpapers || Download paper

2024The Relationship between Environmental, Social and Governance Factors, Economic Growth, and Banking Activity. (2024). Norocel, Ioan-Iulian ; Vierescu, Eugen-Marian. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:7:p:285-:d:1430411.

Full description at Econpapers || Download paper

2024Improving the Interpretability of Data-Driven Models for Additive Manufacturing Processes Using Clusterwise Regression. (2024). Giacalone, Massimiliano ; Longobardi, Maria ; Nele, Luigi ; Mattera, Giulio ; Piscopo, Gianfranco. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:16:p:2559-:d:1459302.

Full description at Econpapers || Download paper

2025Further Results on the Mathematical Theory of Motion of Researchers Between Research Organizations. (2025). Atanasova, Pavlina ; Georgiev, Valentin ; Veselinova, Magdalena ; Vitanov, Nikolay. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:18:p:2930-:d:1746167.

Full description at Econpapers || Download paper

2025Designing and Modeling Value-Added Production Sharing Contracts (VAPSC): From Offshore Gas to LNG in Lebanon. (2025). Ponomarenko, Tatiana ; Marin, Evgenii ; Dirani, Fatima. In: Resources. RePEc:gam:jresou:v:14:y:2025:i:5:p:79-:d:1657614.

Full description at Econpapers || Download paper

2024Mean-Reverting Statistical Arbitrage Strategies in Crude Oil Markets. (2024). Fanelli, Viviana. In: Risks. RePEc:gam:jrisks:v:12:y:2024:i:7:p:106-:d:1421417.

Full description at Econpapers || Download paper

2025Uncovering Systemic Risk in ASEAN Corporations: A Framework Based on Graph Theory and Hidden Models. (2025). Amorrich, Cecilia Kindeln ; Pidelaserra, Jordi Mart ; Ruf, Marc Corts. In: Risks. RePEc:gam:jrisks:v:13:y:2025:i:5:p:95-:d:1654518.

Full description at Econpapers || Download paper

2024Internal Conflicts and the Moderating Role of Property Rights in Sub-Saharan Africa: Implications for Property Taxation. (2024). Affroumou, Tiemele Aristide ; Amedanou, Isaac. In: Post-Print. RePEc:hal:journl:hal-04610777.

Full description at Econpapers || Download paper

2025Systemic resilience of networked commodities. (2025). Storani, Saverio ; Mattera, Raffaele ; Cerqueti, Roy. In: Post-Print. RePEc:hal:journl:hal-05109120.

Full description at Econpapers || Download paper

2025Inference of social media opinion trends in 2022 Italian elections. (2025). Quattrociocchi, Walter ; Cerqueti, Roy ; Etta, Gabriele ; Cinelli, Matteo ; Zollo, Simon. In: Post-Print. RePEc:hal:journl:hal-05109451.

Full description at Econpapers || Download paper

2024Probabilities of transitions among endogenous regimes in asset returns and Environmental, Social and Governance scores. (2024). Nicolosi, Marco ; da Fermo, Carmine ; Cerqueti, Roy. In: Post-Print. RePEc:hal:journl:hal-05114157.

Full description at Econpapers || Download paper

2025Forecasting the Volatility of CSI 300 Index with a Hybrid Model of LSTM and Multiple GARCH Models. (2025). Tian, BU ; Yin, Hong ; Yan, Tianyu. In: Computational Economics. RePEc:kap:compec:v:66:y:2025:i:3:d:10.1007_s10614-024-10785-0.

Full description at Econpapers || Download paper

2025Do environmental and social practices matter for the financial resilience of companies? Evidence from US firms during the COVID-19 pandemic. (2025). ben Ameur, Hachmi ; Boussetta, Selma. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:65:y:2025:i:1:d:10.1007_s11156-023-01218-4.

Full description at Econpapers || Download paper

2025The impact of ESG disclosure on mitigating financial distress: exploring the moderating role of firm life cycle. (2025). Suprabha, K R ; Sreepriya, J ; Prasad, Krishna. In: International Journal of Disclosure and Governance. RePEc:pal:ijodag:v:22:y:2025:i:3:d:10.1057_s41310-024-00225-8.

Full description at Econpapers || Download paper

2024Advances in risk management: optimum investment portfolios in tanker shipping. (2024). Meng, Bin ; Zhang, Xin ; Haralambides, Hercules ; Kuang, Haibo ; Chen, Shuiyang. In: Maritime Economics & Logistics. RePEc:pal:marecl:v:26:y:2024:i:4:d:10.1057_s41278-024-00292-2.

Full description at Econpapers || Download paper

2024The non-linear relationship between ESG performance and bank stability in the digital era: new evidence from a regime-switching approach. (2024). Helali, Kamel ; Kalai, Maha ; Bouattour, Afef. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-03876-8.

Full description at Econpapers || Download paper

2024Crowdfunding Social Ventures: Who Will Reward (or Punish) Hybridity?. (2024). Aouni, Zineb ; Wry, Tyler ; Hudon, Marek ; Prilleux, Anas. In: Entrepreneurship Theory and Practice. RePEc:sae:entthe:v:48:y:2024:i:5:p:1191-1222.

Full description at Econpapers || Download paper

2024Crowdfunding social ventures: Who will reward (or punish) hybridity?. (2024). Aouni, Zineb ; Wry, Tyler ; Hudon, Marek ; Perilleux, Anais A. In: Working Papers CEB. RePEc:sol:wpaper:2013/369203.

Full description at Econpapers || Download paper

2025Persistence and Pervasiveness of Tax Evasion: An Evolutionary Analytical Framework. (2025). Lima, Gilberto ; Silveira, Jaylson ; da Silveira, Jaylson Jair ; Torres, Leonardo Barros. In: Working Papers, Department of Economics. RePEc:spa:wpaper:2025wpecon1.

Full description at Econpapers || Download paper

2025Classes of probability measures built on the properties of Benford’s law. (2025). Maggi, Mario ; Cerqueti, Roy. In: AStA Advances in Statistical Analysis. RePEc:spr:alstar:v:109:y:2025:i:1:d:10.1007_s10182-024-00505-2.

Full description at Econpapers || Download paper

2025Environmental, social, and governance (ESG) factors and firm value: A systematic literature review of theories and empirical evidence. (2025). Oliveira, Jonas ; Azevedo, Graa ; Bani-Khaled, Sakhr. In: AMS Review. RePEc:spr:amsrev:v:15:y:2025:i:1:d:10.1007_s13162-025-00303-2.

Full description at Econpapers || Download paper

2024An integrated MCDM framework for evaluating the environmental, social, and governance (ESG) sustainable business performance. (2024). Yu, Kerui ; Wu, Qun ; Mardani, Abbas ; Wang, Weizhong ; Chen, Xiaoqing. In: Annals of Operations Research. RePEc:spr:annopr:v:342:y:2024:i:1:d:10.1007_s10479-023-05616-8.

Full description at Econpapers || Download paper

2024Statistical methods for decision support systems in finance: how Benford’s law predicts financial risk. (2024). Riccioni, Jessica ; Maggi, Mario ; Cerqueti, Roy. In: Annals of Operations Research. RePEc:spr:annopr:v:342:y:2024:i:3:d:10.1007_s10479-022-04742-z.

Full description at Econpapers || Download paper

2024Clustering networked funded European research activities through rank-size laws. (2024). Mattera, Raffaele ; Cerqueti, Roy ; Iovanella, Antonio. In: Annals of Operations Research. RePEc:spr:annopr:v:342:y:2024:i:3:d:10.1007_s10479-023-05321-6.

Full description at Econpapers || Download paper

2024Testing benford and universal laws on gambling and betting data in Romania. (2024). Herteliu, Claudiu ; Bente, Corneliu ; Cristescu, Marian Pompiliu ; Isaic-Maniu, Alexandru ; Jianu, Ionel ; Brandas, Claudiu. In: Annals of Operations Research. RePEc:spr:annopr:v:342:y:2024:i:3:d:10.1007_s10479-023-05739-y.

Full description at Econpapers || Download paper

2025Past, present, and future of sustainable finance: insights from big data analytics through machine learning of scholarly research. (2025). Lim, Weng Marc ; Kumar, Satish ; Rao, Sandeep ; Sharma, Dipasha ; Mangla, Sachin Kumar. In: Annals of Operations Research. RePEc:spr:annopr:v:345:y:2025:i:2:d:10.1007_s10479-021-04410-8.

Full description at Econpapers || Download paper

2025Minimizing the impact of geographical basis risk on weather derivatives. (2025). Daversa, Mina ; Stefani, Silvana ; Moretto, Enrico ; Mainini, Alessandra ; Uberti, Pierpaolo. In: Annals of Operations Research. RePEc:spr:annopr:v:347:y:2025:i:1:d:10.1007_s10479-023-05483-3.

Full description at Econpapers || Download paper

2025Volatility forecasting: a new GARCH-type model for fuzzy sets-valued time series. (2025). Dai, Xingyu ; Cerqueti, Roy ; Wang, Qunwei ; Xiao, Ling. In: Annals of Operations Research. RePEc:spr:annopr:v:348:y:2025:i:1:d:10.1007_s10479-023-05746-z.

Full description at Econpapers || Download paper

2025Circular Economy in European Countries: The Required Link for Green Foreign Financing Investment Policy. (2025). Ha, Le Thanh. In: Circular Economy and Sustainability. RePEc:spr:circec:v:5:y:2025:i:3:d:10.1007_s43615-024-00494-z.

Full description at Econpapers || Download paper

2024Altmetric data quality analysis using Benford’s law. (2024). Singh, Vivek Kumar ; Banshal, Sumit Kumar ; Gupta, Solanki. In: Scientometrics. RePEc:spr:scient:v:129:y:2024:i:7:d:10.1007_s11192-024-05061-9.

Full description at Econpapers || Download paper

2024Analysis of scientific cooperation at the international and intercontinental level. (2024). Malarz, Krzysztof ; Libirt, Mateusz ; Krawczyk, Malgorzata J. In: Scientometrics. RePEc:spr:scient:v:129:y:2024:i:8:d:10.1007_s11192-024-05107-y.

Full description at Econpapers || Download paper

2024Spanish scientific research by field and subject. Strategic analysis with ARWU indicators. (2024). Luque-Raya, Ignacio ; Luque-Martnez, Teodoro. In: Scientometrics. RePEc:spr:scient:v:129:y:2024:i:9:d:10.1007_s11192-024-05128-7.

Full description at Econpapers || Download paper

2025Environmental, Social, and Governance Sustainability Initiatives in Saudi Arabia: A Review. (2025). Badkook, Roaa Osama. In: Journal of Applied Finance & Banking. RePEc:spt:apfiba:v:15:y:2025:i:3:f:15_3_3.

Full description at Econpapers || Download paper

2024Crowdfunding social ventures: who rewards (or punishes) hybridity?. (2024). Aouni, Zineb ; Wry, Tyler ; Hudon, Marek ; Perilleux, Anais A. In: ULB Institutional Repository. RePEc:ulb:ulbeco:2013/367191.

Full description at Econpapers || Download paper

2024Strategic mapping of the environmental social governance landscape in finance – A bibliometric exploration through concepts and themes. (2024). Nair, Ajithakumari Vijayappan ; Jayachandran, Ambili ; Thomas, Ann Susan. In: Corporate Social Responsibility and Environmental Management. RePEc:wly:corsem:v:31:y:2024:i:5:p:4428-4453.

Full description at Econpapers || Download paper

Works by Roy Cerqueti:

YearTitleTypeCited
2014Benfords law predicted digit distribution of aggregated income taxes: the surprising conformity of Italian cities and regions In: Papers.
[Full Text][Citation analysis]		paper20
2014Assessing the Inequalities of Wealth in Regions: the Italian Case In: Papers.
[Full Text][Citation analysis]		paper0
2014Evidence of Economic Regularities and Disparities of Italian Regions From Aggregated Tax Income Size Data In: Papers.
[Full Text][Citation analysis]		paper18
2015Evidence of economic regularities and disparities of Italian regions from aggregated tax income size data.(2015) In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 18		article
2015Cross Ranking of Cities and Regions: Population vs. Income In: Papers.
[Full Text][Citation analysis]		paper4
2016Studies on Regional Wealth Inequalities: the case of Italy In: Papers.
[Full Text][Citation analysis]		paper1
2016Regularities and Discrepancies of Credit Default Swaps: a Data Science approach through Benfords Law In: Papers.
[Full Text][Citation analysis]		paper11
2016Allocation of risk capital in a cost cooperative game induced by a modified Expected Shortfall In: Papers.
[Full Text][Citation analysis]		paper0
2017Data science for assessing possible tax income manipulation: The case of Italy In: Papers.
[Full Text][Citation analysis]		paper12
2017Data science for assessing possible tax income manipulation: The case of Italy.(2017) In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12		article
2018Data on the annual aggregated income taxes of the Italian municipalities over the quinquennium 2007-2011 In: Papers.
[Full Text][Citation analysis]		paper0
2018Investigating the configurations in cross-shareholding: a joint copula-entropy approach In: Papers.
[Full Text][Citation analysis]		paper9
2018SME investment best strategies. Outliers for assessing how to optimize performance In: Papers.
[Full Text][Citation analysis]		paper1
2018SME investment best strategies. Outliers for assessing how to optimize performance.(2018) In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		article
2018Exploring how innovation strategies at time of crisis influence performance: a cluster analysis perspective In: Papers.
[Full Text][Citation analysis]		paper8
2020Systemic risk assessment through high order clustering coefficient In: Papers.
[Full Text][Citation analysis]		paper7
2020Segregation with Social Linkages: Evaluating Schellings Model with Networked Individuals In: Papers.
[Full Text][Citation analysis]		paper0
2020Skewed non-Gaussian GARCH models for cryptocurrencies volatility modelling In: Papers.
[Full Text][Citation analysis]		paper27
2020Anxiety for the pandemic and trust in financial markets In: Papers.
[Full Text][Citation analysis]		paper0
2020Simple approaches on how to discover promising strategies for efficient enterprise performance, at time of crisis in the case of SMEs : Voronoi clustering and outlier effects perspective In: Papers.
[Full Text][Citation analysis]		paper0
2015Patent Valuation under Spatial Point Processes with Delayed and Decreasing Jump Intensity In: The B.E. Journal of Theoretical Economics.
[Full Text][Citation analysis]		article1
2018Regular paths in financial markets: Investigating the Benfords law In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]		article12
2009Tax revenues, fiscal corruption and shame costs In: Economic Modelling.
[Full Text][Citation analysis]		article11
2011Economic growth, corruption and tax evasion In: Economic Modelling.
[Full Text][Citation analysis]		article28
2011Economic growth, corruption and tax evasion.(2011) In: Economic Modelling.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 28		article
2010Economic growth, corruption and tax evasion.(2010) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 28		paper
2011The optimal bid/ask spread in a Specialist System In: Economic Modelling.
[Full Text][Citation analysis]		article2
2013Economic interactions and social tolerance: A dynamic perspective In: Economics Letters.
[Full Text][Citation analysis]		article11
2013A Tabu Search heuristic procedure in Markov chain bootstrapping In: European Journal of Operational Research.
[Full Text][Citation analysis]		article1
2014Mean–Variance portfolio selection in presence of infrequently traded stocks In: European Journal of Operational Research.
[Full Text][Citation analysis]		article8
2016Sustainable management of fossil fuels: A dynamic stochastic optimization approach with jump-diffusion In: European Journal of Operational Research.
[Full Text][Citation analysis]		article2
2017Relevant states and memory in Markov chain bootstrapping and simulation In: European Journal of Operational Research.
[Full Text][Citation analysis]		article4
2013Relevant States and Memory in Markov Chain Bootstrapping and Simulation.(2013) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2019Long run analysis of crude oil portfolios In: Energy Economics.
[Full Text][Citation analysis]		article4
2020Optimal concession contracts for oil exploitation In: Energy Policy.
[Full Text][Citation analysis]		article4
2020Words ranking and Hirsch index for identifying the core of the hapaxes in political texts In: Journal of Informetrics.
[Full Text][Citation analysis]		article4
2009A spatial mixed Poisson framework for combination of excess-of-loss and proportional reinsurance contracts In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article3
2011Testing for rational bubbles in the presence of structural breaks: Evidence from nonstationary panels In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article10
2017Long-range properties and data validity for hydrogeological time series: The case of the Paglia river In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article8
2018Does the U.S. exercise contagion on Italy? A theoretical model and empirical evidence In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article7
2019A Generalized Error Distribution Copula-based method for portfolios risk assessment In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article7
2016Risk measures on networks and expected utility In: Reliability Engineering and System Safety.
[Full Text][Citation analysis]		article1
2019Measuring network resilience through connection patterns In: Reliability Engineering and System Safety.
[Full Text][Citation analysis]		article17
2008On the asymptotic behaviour of random matrices in a multivariate statistical model In: Statistics & Probability Letters.
[Full Text][Citation analysis]		article0
2016Innovation, imitation and policy inaction In: Technological Forecasting and Social Change.
[Full Text][Citation analysis]		article2
2015On the coexistence of innovators and imitators In: Technological Forecasting and Social Change.
[Full Text][Citation analysis]		article10
2017Civic capital and support for the welfare state In: EERI Research Paper Series.
[Full Text][Citation analysis]		paper16
2017Civic capital and support for the welfare state.(2017) In: Econometica Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 16		paper
2016Civic capital and support for the welfare state.(2016) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 16		paper
2019Civic capital and support for the welfare state.(2019) In: Social Choice and Welfare.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 16		article
2017Civic capital and support for the welfare state.(2017) In: EconStor Preprints.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 16		paper
2019Macro Asset Allocation with Social Impact Investments In: Sustainability.
[Full Text][Citation analysis]		article9
2019Rational expectations and stochastic systems In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
[Full Text][Citation analysis]		paper0
2019Rational expectations and stochastic systems.(2019) In: Post-Print.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2019Rational expectations and stochastic systems.(2019) In: Documents de travail du Centre d'Economie de la Sorbonne.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2009Why is the Tax Evasion so Persistent? In: ISAE Working Papers.
[Full Text][Citation analysis]		paper0
2009A Discrete Model for Patent Valuation In: ISAE Working Papers.
[Full Text][Citation analysis]		paper0
2007Non parametric Fractional Cointegration Analysis In: ISAE Working Papers.
[Full Text][Citation analysis]		paper0
2010A Dynamic Stochastic Model of Asset Pricing with Heterogeneous Beliefs In: Computational Economics.
[Full Text][Citation analysis]		article1
2008A dynamic stochastic model of asset pricing with heterogeneous beliefs.(2008) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2012Illegal finance and usurers behaviour In: European Journal of Law and Economics.
[Full Text][Citation analysis]		article4
2015Corruptibility and tax evasion In: European Journal of Law and Economics.
[Full Text][Citation analysis]		article1
2012Corruption, growth and ethnic fractionalization: a theoretical model In: Journal of Economics.
[Full Text][Citation analysis]		article11
2011Corruption, Growth and Ethnic Fractionalization: a Theoretical Model.(2011) In: CEIS Research Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11		paper
2008A stochastic model for financiers In: Working Papers.
[Full Text][Citation analysis]		paper0
2009Optimal Dimension of Transition Probability Matrices for Markov Chain Bootstrapping In: Working Papers.
[Full Text][Citation analysis]		paper0
2009New panel tests to assess inflation persistence In: Working Papers.
[Full Text][Citation analysis]		paper1
2010A Disutility-Based Drift Control for Exchange Rates In: Working Papers.
[Full Text][Citation analysis]		paper0
2010Corruption, growth and ethnolinguistic fractionalization: a theoretical model In: Working Papers.
[Full Text][Citation analysis]		paper4
2010Roots and Effects of Investments Misperception In: Working Papers.
[Full Text][Citation analysis]		paper0
2012A Mixed Integer Linear Programming Approach to Markov Chain Bootstrapping In: Working Papers.
[Full Text][Citation analysis]		paper0
2005Generalization of a nonparametric co-integration analysis for multivariate integrated processes of an integer order. In: Economics & Statistics Discussion Papers.
[Full Text][Citation analysis]		paper0
2005Asymptotic convergence of weighted random matrices: nonparametric cointegration analysis for I(2) processes. In: Economics & Statistics Discussion Papers.
[Full Text][Citation analysis]		paper0
2006Testing for rational bubbles. In: Economics & Statistics Discussion Papers.
[Full Text][Citation analysis]		paper1
2007Change in persistence tests for panels In: Economics & Statistics Discussion Papers.
[Full Text][Citation analysis]		paper0
2008Change in persistence tests for panels: An update and some new results In: Economics & Statistics Discussion Papers.
[Full Text][Citation analysis]		paper0
2009A Characterization of the Dickey-Fuller Distribution, With Some Extensions to the Multivariate Case In: Economics & Statistics Discussion Papers.
[Full Text][Citation analysis]		paper0
2011FDR Control in the Presence of an Unknown Correlation Structure In: Economics & Statistics Discussion Papers.
[Full Text][Citation analysis]		paper0
2012A copula-based analysis of false discovery rate control under dependence assumptions In: Economics & Statistics Discussion Papers.
[Full Text][Citation analysis]		paper1
2014A new family of nonexchangeable copulas for positive dependence In: Economics & Statistics Discussion Papers.
[Full Text][Citation analysis]		paper0
2015Consistent Risk Acceptance Criteria through Networks In: Economics & Statistics Discussion Papers.
[Full Text][Citation analysis]		paper0
2015Total positivity for a class of non-exchangeable copulas In: Economics & Statistics Discussion Papers.
[Full Text][Citation analysis]		paper0
2016A Universal Rank-Size Law In: PLOS ONE.
[Full Text][Citation analysis]		article14
2017Assessing the relationship between toxicity and economic cost of oncological target agents: A systematic review of clinical trials In: PLOS ONE.
[Full Text][Citation analysis]		article0
2012On the dynamics of innovators and imitators In: MPRA Paper.
[Full Text][Citation analysis]		paper3
2015Over consumption. A horse race of Bayesian DSGE models In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2018Does social capital explain the Solow residual? A DSGE approach In: MPRA Paper.
[Full Text][Citation analysis]		paper2
2020The Resilience of the Socially Responsible Investment Networks In: CEIS Research Paper.
[Full Text][Citation analysis]		paper1
2020ESG Investing: A Chance To Reduce Systemic Risk In: CEIS Research Paper.
[Full Text][Citation analysis]		paper74
2016A game theoretical analysis of the impact of income inequality and ethnic diversity on fiscal corruption In: Annals of Operations Research.
[Full Text][Citation analysis]		article1
2016Forecasting macroeconomic fundamentals in economic crises In: Annals of Operations Research.
[Full Text][Citation analysis]		article5
2017A mixed integer linear program to compress transition probability matrices in Markov chain bootstrapping In: Annals of Operations Research.
[Full Text][Citation analysis]		article0
2020Exploring the financial risk of a temperature index: a fractional integrated approach In: Annals of Operations Research.
[Full Text][Citation analysis]		article5
2020The Skew Normal multivariate risk measurement framework In: Computational Management Science.
[Full Text][Citation analysis]		article2
2012Financing policies via stochastic control: a dynamic programming approach In: Journal of Global Optimization.
[Full Text][Citation analysis]		article1
2016Optimal Investment in Research and Development Under Uncertainty In: Journal of Optimization Theory and Applications.
[Full Text][Citation analysis]		article3
2013Roots and effects of financial misperception in a stochastic dominance framework In: Quality & Quantity: International Journal of Methodology.
[Full Text][Citation analysis]		article4
2014A quantitative view on policymakers’ goal, institutions and tax evasion In: Quality & Quantity: International Journal of Methodology.
[Full Text][Citation analysis]		article1
2015A review of aggregation techniques for agent-based models: understanding the presence of long-term memory In: Quality & Quantity: International Journal of Methodology.
[Full Text][Citation analysis]		article1
2015Statistical assessment of regional wealth inequalities: the Italian case In: Quality & Quantity: International Journal of Methodology.
[Full Text][Citation analysis]		article8
2019A Network-Based Measure of the Socio-Economic Roots of the Migration Flows In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement.
[Full Text][Citation analysis]		article2
2019Panel stationary tests against changes in persistence In: Statistical Papers.
[Full Text][Citation analysis]		article0
2018Intriguing yet simple skewness: kurtosis relation in economic and demographic data distributions, pointing to preferential attachment processes In: Journal of Applied Statistics.
[Full Text][Citation analysis]		article1
2010OPTIONS WITH UNDERLYING ASSET DRIVEN BY A FRACTIONAL BROWNIAN MOTION: CROSSING BARRIERS ESTIMATES In: New Mathematics and Natural Computation (NMNC).
[Full Text][Citation analysis]		article0

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 20 2025. Contact: CitEc Team