Filippo Petroni : Citation Profile


Are you Filippo Petroni?

Università degli Studi di Cagliari

7

H index

6

i10 index

100

Citations

RESEARCH PRODUCTION:

16

Articles

9

Papers

RESEARCH ACTIVITY:

   12 years (2003 - 2015). See details.
   Cites by year: 8
   Journals where Filippo Petroni has often published
   Relations with other researchers
   Recent citing documents: 14.    Total self citations: 8 (7.41 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/ppe725
   Updated: 2020-10-24    RAS profile: 2015-05-04    
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Relations with other researchers


Works with:

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

Is cited by:

Isphording, Ingo (6)

ausloos, marcel (3)

Rodriguez-Planas, Núria (3)

Otten, Sebastian (3)

Piopiunik, Marc (3)

Barreira da Silva Rocha, André (2)

ILEANU, BOGDAN (2)

Gören, Erkan (2)

Ibrahim, Mansor (1)

Gray, David (1)

Biondi, Yuri (1)

Cites to:

Scalas, Enrico (9)

Raberto, Marco (8)

Olsen, Richard (5)

Dacorogna, Michel (5)

ausloos, marcel (4)

Iannaccone, Laurence (2)

Mantegna, Rosario (1)

Stiroh, Kevin (1)

pagan, adrian (1)

Guillen, Montserrat (1)

ormerod, paul (1)

Main data


Where Filippo Petroni has published?


Journals with more than one article published# docs
Physica A: Statistical Mechanics and its Applications12
The European Physical Journal B: Condensed Matter and Complex Systems2

Working Papers Series with more than one paper published# docs
Papers / arXiv.org9

Recent works citing Filippo Petroni (2020 and 2019)


YearTitle of citing document
2020A micro-to-macro approach to returns, volumes and waiting times. (2020). Petroni, Filippo ; D'Amico, Guglielmo. In: Papers. RePEc:arx:papers:2007.06262.

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2020Bail-in regulation and stock market reaction. (2020). Fiordelisi, Franco ; Ricci, Ornella ; Previati, Daniele ; Minnucci, Federica. In: Economics Letters. RePEc:eee:ecolet:v:186:y:2020:i:c:s0165176519304069.

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2019The stylized facts of prediction markets: Analysis of price changes. (2019). Restocchi, Valerio ; Gerding, Enrico ; McGroarty, Frank. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:515:y:2019:i:c:p:159-170.

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2019Hydrological natural inflow and climate variables: Time and frequency causality analysis. (2019). Huang, XU ; Dhesi, Gurjeet ; Cyrino, Fernando Luiz ; Hassani, Hossein ; Maaira, Paula Medina. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:516:y:2019:i:c:p:480-495.

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2019Rise and fall of historic tram networks: Logistic approximation and discontinuous events. (2019). Domenech-Carbo, Antonio. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:522:y:2019:i:c:p:315-323.

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2019A new multistage short-term wind power forecast model using decomposition and artificial intelligence methods. (2019). Polat, Kemal ; Unka, Mehmet ; Evik, Hasan Huseyin. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:534:y:2019:i:c:s0378437119312622.

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2020Drawing the complexity of Colombian climate from non-extensive extreme behavior. (2020). Rodriguez, Boris Anghelo ; Hoyos, Isabel. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:548:y:2020:i:c:s0378437119320485.

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2020Universal and non-universal text statistics: Clustering coefficient for language identification. (2020). Larralde, Hernan ; Espitia, Diego. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:553:y:2020:i:c:s0378437119321673.

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2019Data-based continuous wind speed models with arbitrary probability distribution and autocorrelation. (2019). Milano, Federico ; Jonsdottir, Gurun Margret. In: Renewable Energy. RePEc:eee:renene:v:143:y:2019:i:c:p:368-376.

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2020Managing Wind Power Generation via Indexed Semi-Markov Model and Copula. (2020). Sobolewski, Robert Adam ; Petroni, Filippo ; Masala, Giovanni ; Damico, Guglielmo. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:16:p:4246-:d:399947.

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2020An Efficient Deep Learning Based Model to Predict Interest Rate Using Twitter Sentiment. (2020). Afzal, Sitara ; Yasir, Muhammad ; Song, Oh-Young ; Shahzad, Farhan ; Malik, Nazish Yameen ; Chaudhary, Ghulam Mujtaba ; Latif, Khalid. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:4:p:1660-:d:324085.

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2019Change point dynamics for financial data: an indexed Markov chain approach. (2019). Petroni, Filippo ; Lika, Ada ; Damico, Guglielmo. In: Annals of Finance. RePEc:kap:annfin:v:15:y:2019:i:2:d:10.1007_s10436-018-0337-0.

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2019Stock market daily volatility and information measures of predictability. (2019). Prattico, Flavio ; Petroni, Filippo ; Gismondi, Fulvio ; Damico, Guglielmo. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:518:y:2019:i:c:p:22-29.

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2019Which fear index matters for predicting US stock market volatilities: Text-counts or option based measurement?. (2019). Wei, Guiwu ; Wang, Yan ; Liu, Qiuhong ; Zhu, Sha. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:536:y:2019:i:c:s0378437119314645.

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Works by Filippo Petroni:


YearTitleTypeCited
2007Effectiveness of Measures of Performance During Speculative Bubbles In: Papers.
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paper1
2008Effectiveness of measures of performance during speculative bubbles.(2008) In: Physica A: Statistical Mechanics and its Applications.
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This paper has another version. Agregated cites: 1
article
2011A semi-Markov model for price returns In: Papers.
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2012A semi-Markov model for price returns.(2012) In: Physica A: Statistical Mechanics and its Applications.
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This paper has another version. Agregated cites: 7
article
2011A semi-Markov model with memory for price changes In: Papers.
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paper11
2012Weighted-indexed semi-Markov models for modeling financial returns In: Papers.
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paper11
2013Multivariate high-frequency financial data via semi-Markov processes In: Papers.
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paper4
2013Semi-Markov Models in High Frequency Finance: A Review In: Papers.
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paper0
2015Tornadoes and related damage costs: statistical modeling with a semi-Markov approach In: Papers.
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paper0
2015Observability of Market Daily Volatility In: Papers.
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paper5
2004Inverse Statistics in the Foreign Exchange Market In: Papers.
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paper3
2004Inverse statistics in the foreign exchange market.(2004) In: Physica A: Statistical Mechanics and its Applications.
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This paper has another version. Agregated cites: 3
article
2004Real prices from spot foreign exchange market In: Physica A: Statistical Mechanics and its Applications.
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article1
2006A Markov model of financial returns In: Physica A: Statistical Mechanics and its Applications.
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article1
2007Tsallis non-extensive statistical mechanics of El Niño southern oscillation index In: Physica A: Statistical Mechanics and its Applications.
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article1
2007Generating synthetic time series from Bak–Sneppen co-evolution model mixtures In: Physica A: Statistical Mechanics and its Applications.
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article2
2008High frequency intrinsic modes in El Niño/Southern Oscillation Index In: Physica A: Statistical Mechanics and its Applications.
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article1
2009Statistical dynamics of religion evolutions In: Physica A: Statistical Mechanics and its Applications.
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article10
2010Measures of lexical distance between languages In: Physica A: Statistical Mechanics and its Applications.
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article12
2013First and second order semi-Markov chains for wind speed modeling In: Physica A: Statistical Mechanics and its Applications.
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article10
2014Wind speed and energy forecasting at different time scales: A nonparametric approach In: Physica A: Statistical Mechanics and its Applications.
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2003Spot foreign exchange market and time series In: The European Physical Journal B: Condensed Matter and Complex Systems.
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article1
2006Investment strategies and hidden variables In: The European Physical Journal B: Condensed Matter and Complex Systems.
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article0
2015A test for the too-big-to-fail hypothesis for European banks during the financial crisis In: Applied Economics.
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article3
2013Wind speed modeled as an indexed semi‐Markov process In: Environmetrics.
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article6

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