Raffaele Mattera : Citation Profile

Are you Raffaele Mattera?

Università degli Studi di Napoli - "Federico II"

3

H index

2

i10 index

56

Citations

RESEARCH PRODUCTION:

9

Articles

8

Papers

RESEARCH ACTIVITY:

   5 years (2018 - 2023). See details.
   Cites by year: 11
   Journals where Raffaele Mattera has often published
   Relations with other researchers
   Recent citing documents: 26.    Total self citations: 4 (6.67 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pma2509
   Updated: 2024-11-06    RAS profile: 2024-01-06    
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Relations with other researchers

Works with:

giacalone, massimiliano (2)

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

Is cited by:

Panarello, Demetrio (6)

ausloos, marcel (3)

Tassinari, Giorgio (1)

Perote, Javier (1)

Krištoufek, Ladislav (1)

Gogas, Periklis (1)

Umar, Zaghum (1)

Pereira, Javier (1)

Papadimitriou, Theophilos (1)

Mora-Valencia, Andrés (1)

Laurini, Márcio (1)

Cites to:

Diebold, Francis (7)

Sucarrat, Genaro (7)

giacalone, massimiliano (6)

Marcellino, Massimiliano (6)

Castelnuovo, Efrem (6)

Caggiano, Giovanni (5)

Bollerslev, Tim (5)

Koopman, Siem Jan (5)

Gertler, Mark (4)

Mariano, Roberto (4)

Galí, Jordi (4)

Main data

Where Raffaele Mattera has published?

Journals with more than one article published# docs
Quality & Quantity: International Journal of Methodology3
Complexity2

Working Papers Series with more than one paper published# docs
Post-Print / HAL5
Papers / arXiv.org2

Recent works citing Raffaele Mattera (2024 and 2023)

YearTitle of citing document
2023Collective dynamics, diversification and optimal portfolio construction for cryptocurrencies. (2023). Menzies, Max ; James, Nick. In: Papers. RePEc:arx:papers:2304.08902.

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2023An exploration of the mathematical structure and behavioural biases of financial crises. (2023). Menzies, Max ; James, Nick. In: Papers. RePEc:arx:papers:2307.15402.

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2023Spatial and Spatiotemporal Volatility Models: A Review. (2023). Bera, Anil K ; Schmid, Wolfgang ; Tacspinar, Suleyman ; Dougan, Osman ; Otto, Philipp. In: Papers. RePEc:arx:papers:2308.13061.

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2023Nonlinear biases in the roughness of a Fractional Stochastic Regularity Model. (2023). Bianchi, Sergio ; Angelini, Daniele. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:172:y:2023:i:c:s0960077923004514.

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2023Volatility forecasting in the Bitcoin market: A new proposed measure based on the VS-ACARR approach. (2023). Iqbal, Najaf ; Umar, Zaghum ; Yin, Xuebao ; Wu, Xinyu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000712.

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2023Decarbonising Europe – EU citizens’ perception of renewable energy transition amidst the European Green Deal. (2023). Gatto, Andrea ; Panarello, Demetrio. In: Energy Policy. RePEc:eee:enepol:v:172:y:2023:i:c:s0301421522004918.

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2024Energy poverty prediction in the United Kingdom: A machine learning approach. (2024). Abdul, Zrar Khald ; Foley, Aoife ; al Kez, Dlzar ; del Rio, Dylan Furszyfer. In: Energy Policy. RePEc:eee:enepol:v:184:y:2024:i:c:s0301421523004949.

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2023Did cryptomarket chaos unleash Silvergates bankruptcy? investigating the high-frequency volatility and connectedness behind the collapse. (2023). Esparcia, Carlos ; Escribano, Ana ; Jareo, Francisco. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:89:y:2023:i:c:s1042443123001191.

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2023An exploration of the mathematical structure and behavioural biases of 21st century financial crises. (2023). Menzies, Max ; James, Nick. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:630:y:2023:i:c:s0378437123008117.

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2024Dynamic evolution of Chinas government environmental regulation capability and its impact on the coupling coordinated development of the economy-environment. (2024). Shi, Jianhua ; Kou, PO. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:91:y:2024:i:c:s0038012123002975.

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2024Measuring the impact of the EU health emergency response authority on the economic sectors and the public sentiment. (2024). Ahelegbey, Daniel Felix ; Cerchiello, Paola ; Celani, Alessandro. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:92:y:2024:i:c:s0038012124000417.

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2024.

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2023The Impact of News Related Covid-19 on Exchange Rate Volatility:A New Evidence From Generalized Autoregressive Score Model. (2023). Erer, Deniz. In: EKOIST Journal of Econometrics and Statistics. RePEc:ist:ekoist:v:0:y:2023:i:38:p:105-126.

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2023A new model for predicting the winner in tennis based on the eigenvector centrality. (2023). Grassi, Rosanna ; Candila, Vincenzo ; Arcagni, Alberto. In: Annals of Operations Research. RePEc:spr:annopr:v:325:y:2023:i:1:d:10.1007_s10479-022-04594-7.

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2023Influence of Red and Yellow cards on team performance in elite soccer. (2023). Casals, Marti ; Lago-Peas, Carlos ; Puig, Pedro ; Badiella, Lloren. In: Annals of Operations Research. RePEc:spr:annopr:v:325:y:2023:i:1:d:10.1007_s10479-022-04733-0.

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2023Time-varying higher moments in Bitcoin. (2023). Laurini, Marcio Poletti ; Vieira, Leonardo Ieracitano. In: Digital Finance. RePEc:spr:digfin:v:5:y:2023:i:2:d:10.1007_s42521-022-00072-8.

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2023Online risk-based portfolio allocation on subsets of crypto assets applying a prototype-based clustering algorithm. (2023). Arroyo, Javier ; Lorenzo, Luis. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-022-00438-2.

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2023Simultaneous raise regression: a novel approach to combating collinearity in linear regression models. (2023). Varadharajan, R ; Jacob, Jinse. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:57:y:2023:i:5:d:10.1007_s11135-022-01557-9.

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Works by Raffaele Mattera:

YearTitleTypeCited
2020Skewed non-Gaussian GARCH models for cryptocurrencies volatility modelling In: Papers.
[Full Text][Citation analysis]		paper25
2023Network log-ARCH models for forecasting stock market volatility In: Papers.
[Full Text][Citation analysis]		paper1
2023Are African business cycles synchronized? Evidence from spatio-temporal modeling In: Economic Modelling.
[Full Text][Citation analysis]		article1
2022Well-being analysis of Italian provinces with spatial principal components In: Socio-Economic Planning Sciences.
[Full Text][Citation analysis]		article1
2022Weighted score-driven fuzzy clustering of time series with a financial application In: Post-Print.
[Citation analysis]		paper2
2021Model-based fuzzy time series clustering of conditional higher moments In: Post-Print.
[Citation analysis]		paper5
2023Fuzzy clustering of time series with time-varying memory In: Post-Print.
[Citation analysis]		paper2
2022Multiway clustering with time-varying parameters In: Post-Print.
[Citation analysis]		paper0
2022INGARCH-based fuzzy clustering of count time series with a football application In: Post-Print.
[Citation analysis]		paper0
2022A Bibliometric Analysis on Agent-Based Models in Finance: Identification of Community Clusters and Future Research Trends In: Complexity.
[Full Text][Citation analysis]		article1
2022A Composite Index for Measuring Stock Market Inefficiency In: Complexity.
[Full Text][Citation analysis]		article1
2018Do sustainable well-being indicators affect GDP? Evidence from a longitudinal study in Italy based on BES approach In: RIEDS - Rivista Italiana di Economia, Demografia e Statistica - The Italian Journal of Economic, Demographic and Statistical Studies.
[Full Text][Citation analysis]		article0
2023Improving out-of-sample Forecasts of Stock Price Indexes with Forecast Reconciliation and Clustering In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]		paper0
2023Forecasting binary outcomes in soccer In: Annals of Operations Research.
[Full Text][Citation analysis]		article2
2018Multicollinearity in regression: an efficiency comparison between Lp-norm and least squares estimators In: Quality & Quantity: International Journal of Methodology.
[Full Text][Citation analysis]		article12
2020Economic indicators forecasting in presence of seasonal patterns: time series revision and prediction accuracy In: Quality & Quantity: International Journal of Methodology.
[Full Text][Citation analysis]		article2
2023Mixed frequency composite indicators for measuring public sentiment in the EU In: Quality & Quantity: International Journal of Methodology.
[Full Text][Citation analysis]		article1

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