Roy Cerqueti : Citation Profile


Are you Roy Cerqueti?

"Sapienza" Università di Roma

10

H index

11

i10 index

378

Citations

RESEARCH PRODUCTION:

50

Articles

54

Papers

RESEARCH ACTIVITY:

   15 years (2005 - 2020). See details.
   Cites by year: 25
   Journals where Roy Cerqueti has often published
   Relations with other researchers
   Recent citing documents: 78.    Total self citations: 32 (7.8 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pce67
   Updated: 2024-12-03    RAS profile: 2024-04-27    
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Relations with other researchers


Works with:

nicolosi, marco (2)

ausloos, marcel (2)

giacalone, massimiliano (2)

Ciciretti, Rocco (2)

Ventura, 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)

Sabatini, Fabio (10)

Lupi, Claudio (8)

Reggiani, Tommaso (6)

Piga, Gustavo (5)

Fišar, Miloš (5)

Ventura, Marco (5)

Špalek, Jiří (5)

Arezzo, Maria Felice (5)

Ciciretti, Rocco (4)

Oancea, Bogdan (4)

Cites to:

ausloos, marcel (77)

Pakes, Ariel (16)

Shleifer, Andrei (13)

Bai, Jushan (13)

Algan, Yann (12)

Hommes, Cars (12)

Sapienza, Paola (11)

Phillips, Peter (11)

Guiso, Luigi (11)

Castellano, Rosella (10)

Smets, Frank (10)

Main data


Where Roy Cerqueti has published?


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

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
CEIS Research Paper / Tor Vergata University, CEIS3
ISAE Working Papers / ISTAT - Italian National Institute of Statistics - (Rome, ITALY)3

Recent works citing Roy Cerqueti (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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2023Bitcoin: A life in crises. (2023). Houli, Nicolas ; Tarassov, Jevgeni. In: Papers. RePEc:arx:papers:2304.09939.

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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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2024A hidden Markov model for statistical arbitrage in international crude oil futures markets. (2023). Rotondi, Francesco ; Fontana, Claudio ; Fanelli, Viviana. In: Papers. RePEc:arx:papers:2309.00875.

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2023L’exposition des fonds d’investissement français aux risques climatiques de transition. (2023). Kone, Kolotcholoma ; Jourde, Tristan. In: Bulletin de la Banque de France. RePEc:bfr:bullbf:2023:248:07.

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2023Environmental, Social and Governance investing: Does rating matter?. (2023). Quaranta, Anna Grazia ; Pampurini, Francesca ; Pacelli, Vincenzo. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:32:y:2023:i:1:p:30-41.

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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.

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2023When trackers are aware of ESG: Do ESG ratings matter to tracking error portfolio performance?. (2023). Zhang, YI ; Wen, Limin ; Li, Junxue ; Ling, Aifan. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s026499932300158x.

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2023Optimal tax enforcement with productive public inputs. (2023). LEVAGGI, ROSELLA ; Menoncin, Francesco ; Dzhumashev, Ratbek. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323002560.

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

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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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2023Bank diversification and ESG activities: A global perspective. (2023). Alshammari, Turki Rashed ; Saha, Asish ; Azeez, Abdul. In: Economic Systems. RePEc:eee:ecosys:v:47:y:2023:i:3:s0939362523000237.

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2023Uncovering risk transmission between socially responsible investments, alternative energy investments and the implied volatility of major commodities. (2023). Aun, Syed ; Islam, Muhammad Umar ; Ali, Mohsin ; Azmi, Wajahat ; Shahid, Muhammad Naeem. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001329.

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2023Green transformation of the building industry and the government policy effects: Policy simulation based on the DSGE model. (2023). Zheng, Hongwei ; Xu, Zhehong ; Sun, Chuanwang. In: Energy. RePEc:eee:energy:v:268:y:2023:i:c:s0360544223001159.

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2023A novel crude oil futures trading strategy based on volume-price time-frequency decomposition with ensemble deep reinforcement learning. (2023). Chen, Kaijie ; Tang, Zhenpeng ; Du, Xiaoxu. In: Energy. RePEc:eee:energy:v:285:y:2023:i:c:s0360544223027883.

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2023Fund ESG performance and downside risk: Evidence from China. (2023). Zong, Zhe ; Zhang, Yue. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s105752192300042x.

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2023Fund flows and performance: New evidence from retail and institutional SRI mutual funds. (2023). Zhao, Yuan ; Klinkowska, Olga. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001126.

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2023Environmental engagement and stock price crash risk: Evidence from the European banking industry. (2023). Santilli, Gianluca ; Ricci, Ornella ; Fiordelisi, Franco. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923002053.

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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.

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

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2023Do diverse and inclusive workplaces benefit investors? An Empirical Analysis on Europe and the United States. (2023). Bax, Karoline. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322006857.

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

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

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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.

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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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2023The contingency impact of culture on health security capacities for pandemic preparedness: A moderated Bayesian inference analysis. (2023). Messner, Wolfgang. In: Journal of International Management. RePEc:eee:intman:v:29:y:2023:i:5:s1075425323000534.

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2023Does ESG impact systemic risk? Evidencing an inverted U-shape relationship for major energy firms. (2023). Migliavacca, Milena ; Goodell, John W ; Anwer, Zaheer ; Paltrinieri, Andrea. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:216:y:2023:i:c:p:10-25.

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2023Modeling the exploitation of common oil and gas resources under different conditions of resource distribution and extraction power: A game theory approach. (2023). Salimian, Salah ; Mamipour, Siab. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pa:s0301420723005731.

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2023Designing a decision support tool for integrating ESG into the natural resource extraction industry for sustainable development using the ordinal priority approach. (2023). Omoruyi, Osayuwamen ; Chen, Wei ; Hu, Weihao ; Mahmoudi, Amin ; Bai, Chunguang ; Quayson, Matthew. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pa:s0301420723006992.

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2023Promoting mineral resources consumption efficiency: Evidence from technology of big data. (2023). Ren, Daowen ; Yu, Huaying ; Wang, Jing ; Zhang, Jocelyn. In: Resources Policy. RePEc:eee:jrpoli:v:86:y:2023:i:pb:s0301420723009212.

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2023Revealing stock liquidity determinants by means of explainable AI: The role of ESG before and during the COVID-19 pandemic. (2023). Kissa, David ; Sokolova, Tatiana ; Teplova, Tamara. In: Resources Policy. RePEc:eee:jrpoli:v:86:y:2023:i:pb:s0301420723009649.

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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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2023A Benford’s Law view of inspections’ reasonability. (2023). Arezzo, Maria Felice ; Cerqueti, Roy. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:632:y:2023:i:p1:s037843712300849x.

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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.

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2023Uncertain mean–variance portfolio model with inflation taking linear uncertainty distributions. (2023). Choe, Kwang-Il ; Ma, DI ; Huang, Xiaoxia. In: International Review of Economics & Finance. RePEc:eee:reveco:v:87:y:2023:i:c:p:203-217.

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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.

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

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

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2023A Point Processes approach to bicycle sharing systems’ design and management. (2023). Foschi, Rachele. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:87:y:2023:i:pb:s0038012123001088.

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2023Identifying ESG investment key indicators and selecting investment trust companies by using a Z-fuzzy-based decision-making model. (2023). Lin, Sheng-Wei ; Lo, Huai-Wei. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:90:y:2023:i:c:s0038012123002719.

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

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2023A Hybrid Approach for the Assessment of Risk Spillover to ESG Investment in Financial Networks. (2023). Wu, Desheng ; Qin, Kun ; Li, Lei. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:7:p:6123-:d:1114244.

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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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2023Do Gas Price and Uncertainty Indices Forecast Crude Oil Prices? Fresh Evidence Through XGBoost Modeling. (2023). Nsaibi, Mariem ; Hakimi, Abdelaziz ; Zaghdoudi, Taha ; Tissaoui, Kais. In: Computational Economics. RePEc:kap:compec:v:62:y:2023:i:2:d:10.1007_s10614-022-10305-y.

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2023Media Bias and Tax Compliance: Experimental Evidence. (2020). Sabatini, Fabio ; Reggiani, Tommaso ; Špalek, Jiří ; Fišar, Miloš ; Fiar, Milo. In: MUNI ECON Working Papers. RePEc:mub:wpaper:2020-01.

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2023Minimum wage and tolerance for inequality. (2022). Reggiani, Tommaso ; Fazio, Andrea. In: MUNI ECON Working Papers. RePEc:mub:wpaper:2022-07.

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2023ESG Transformation: A Roadmap for Russia’s Sustainable Development /– Tallinn : OPEN EUROPEAN ACADEMY OF PUBLIC SCIENCES OÜ, 2023.. (2023). Kudryashov, Alexander. In: OSF Preprints. RePEc:osf:osfxxx:6j8ux.

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2023A rank-size approach to analyse soccer competitions and teams: the case of the Italian football league “Serie A. (2023). Vardei, Ciro Hosseini ; Cerqueti, Roy ; Ficcadenti, Valerio. In: Annals of Operations Research. RePEc:spr:annopr:v:325:y:2023:i:1:d:10.1007_s10479-022-04609-3.

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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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2023Is analytical tax research alive and kicking? Insights from 2000 until 2022. (2023). Sailer, Mariana ; Niemann, Rainer. In: Journal of Business Economics. RePEc:spr:jbecon:v:93:y:2023:i:6:d:10.1007_s11573-023-01157-5.

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2023The weighted cross-shareholding complex network: a copula approach to concentration and control in financial markets. (2023). Rotundo, Giulia ; Cerqueti, Roy. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:18:y:2023:i:2:d:10.1007_s11403-022-00364-7.

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2023Does natural resource abundance breed corruption? The role of political institutions. (2023). Ahmed, Monir Uddin ; Munim, Mohammad Abdul. In: SN Business & Economics. RePEc:spr:snbeco:v:3:y:2023:i:9:d:10.1007_s43546-023-00545-x.

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2023Do lower environmental, social, and governance (ESG) rated companies have higher systemic impact? Empirical evidence from Europe and the United States. (2023). Paterlini, Sandra ; Bonaccolto, Giovanni ; Bax, Karoline. In: Corporate Social Responsibility and Environmental Management. RePEc:wly:corsem:v:30:y:2023:i:3:p:1406-1420.

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2023Green finance instruments: Exploring minibonds issuance in Italy. (2023). Storani, Saverio ; Deffainscrapsky, Catherine ; Cerqueti, Roy. In: Corporate Social Responsibility and Environmental Management. RePEc:wly:corsem:v:30:y:2023:i:4:p:1965-1986.

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2023Do investors incorporate financial materiality? Remapping the environmental information in corporate sustainability reporting. (2023). Xie, Jun ; Managi, Shunsuke ; Fujii, Hidemichi ; Keeley, Alexander Ryota ; Tanaka, Yoshitaka. In: Corporate Social Responsibility and Environmental Management. RePEc:wly:corsem:v:30:y:2023:i:6:p:2924-2952.

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2023Who benefits from corruption; the private individual or the public purse?. (2023). Zakari, Abdulrasheed ; Tawiah, Vincent ; Xede, James. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:3:p:2900-2914.

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2023The impact of ethnic fractionalisation on labor productivity: Does firm size matter?. (2023). Amin, Mohammad ; Khalid, Usman. In: Journal of International Development. RePEc:wly:jintdv:v:35:y:2023:i:7:p:2213-2249.

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2023Protests, Long-term Preferences, and Populism. Evidence from 1968 in Europe. (2023). Fazio, Andrea. In: GLO Discussion Paper Series. RePEc:zbw:glodps:1329.

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Works by Roy Cerqueti:


YearTitleTypeCited
2014Benfords law predicted digit distribution of aggregated income taxes: the surprising conformity of Italian cities and regions In: Papers.
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paper17
2014Assessing the Inequalities of Wealth in Regions: the Italian Case In: Papers.
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paper0
2014Evidence of Economic Regularities and Disparities of Italian Regions From Aggregated Tax Income Size Data In: Papers.
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paper16
2015Evidence of economic regularities and disparities of Italian regions from aggregated tax income size data.(2015) In: Physica A: Statistical Mechanics and its Applications.
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This paper has nother version. Agregated cites: 16
article
2015Cross Ranking of Cities and Regions: Population vs. Income In: Papers.
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paper3
2016Studies on Regional Wealth Inequalities: the case of Italy In: Papers.
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paper1
2016Regularities and Discrepancies of Credit Default Swaps: a Data Science approach through Benfords Law In: Papers.
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paper9
2016Allocation of risk capital in a cost cooperative game induced by a modified Expected Shortfall In: Papers.
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paper0
2017Data science for assessing possible tax income manipulation: The case of Italy In: Papers.
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paper8
2017Data science for assessing possible tax income manipulation: The case of Italy.(2017) In: Chaos, Solitons & Fractals.
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This paper has nother version. Agregated cites: 8
article
2018Data on the annual aggregated income taxes of the Italian municipalities over the quinquennium 2007-2011 In: Papers.
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2018Investigating the configurations in cross-shareholding: a joint copula-entropy approach In: Papers.
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paper9
2018SME investment best strategies. Outliers for assessing how to optimize performance In: Papers.
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paper1
2018SME investment best strategies. Outliers for assessing how to optimize performance.(2018) In: Physica A: Statistical Mechanics and its Applications.
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article
2018Exploring how innovation strategies at time of crisis influence performance: a cluster analysis perspective In: Papers.
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paper7
2020Systemic risk assessment through high order clustering coefficient In: Papers.
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paper5
2020Segregation with Social Linkages: Evaluating Schellings Model with Networked Individuals In: Papers.
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paper0
2020Skewed non-Gaussian GARCH models for cryptocurrencies volatility modelling In: Papers.
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paper25
2020Anxiety for the pandemic and trust in financial markets In: Papers.
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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.
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paper0
2015Patent Valuation under Spatial Point Processes with Delayed and Decreasing Jump Intensity In: The B.E. Journal of Theoretical Economics.
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article1
2018Regular paths in financial markets: Investigating the Benfords law In: Chaos, Solitons & Fractals.
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article8
2009Tax revenues, fiscal corruption and shame costs In: Economic Modelling.
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article10
2011Economic growth, corruption and tax evasion In: Economic Modelling.
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article24
2011Economic growth, corruption and tax evasion.(2011) In: Economic Modelling.
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2010Economic growth, corruption and tax evasion.(2010) In: Working Papers.
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2011The optimal bid/ask spread in a Specialist System In: Economic Modelling.
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article2
2013Economic interactions and social tolerance: A dynamic perspective In: Economics Letters.
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article11
2013A Tabu Search heuristic procedure in Markov chain bootstrapping In: European Journal of Operational Research.
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article1
2014Mean–Variance portfolio selection in presence of infrequently traded stocks In: European Journal of Operational Research.
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article7
2016Sustainable management of fossil fuels: A dynamic stochastic optimization approach with jump-diffusion In: European Journal of Operational Research.
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article2
2017Relevant states and memory in Markov chain bootstrapping and simulation In: European Journal of Operational Research.
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article3
2013Relevant States and Memory in Markov Chain Bootstrapping and Simulation.(2013) In: MPRA Paper.
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2019Long run analysis of crude oil portfolios In: Energy Economics.
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article4
2020Optimal concession contracts for oil exploitation In: Energy Policy.
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article3
2020Words ranking and Hirsch index for identifying the core of the hapaxes in political texts In: Journal of Informetrics.
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2009A spatial mixed Poisson framework for combination of excess-of-loss and proportional reinsurance contracts In: Insurance: Mathematics and Economics.
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article3
2011Testing for rational bubbles in the presence of structural breaks: Evidence from nonstationary panels In: Journal of Banking & Finance.
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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.
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article7
2018Does the U.S. exercise contagion on Italy? A theoretical model and empirical evidence In: Physica A: Statistical Mechanics and its Applications.
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article7
2019A Generalized Error Distribution Copula-based method for portfolios risk assessment In: Physica A: Statistical Mechanics and its Applications.
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article7
2016Risk measures on networks and expected utility In: Reliability Engineering and System Safety.
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article1
2019Measuring network resilience through connection patterns In: Reliability Engineering and System Safety.
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article10
2008On the asymptotic behaviour of random matrices in a multivariate statistical model In: Statistics & Probability Letters.
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article0
2016Innovation, imitation and policy inaction In: Technological Forecasting and Social Change.
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article2
2015On the coexistence of innovators and imitators In: Technological Forecasting and Social Change.
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article9
2017Civic capital and support for the welfare state In: EERI Research Paper Series.
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2017Civic capital and support for the welfare state.(2017) In: Econometica Working Papers.
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2016Civic capital and support for the welfare state.(2016) In: MPRA Paper.
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2019Civic capital and support for the welfare state.(2019) In: Social Choice and Welfare.
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