Roy Cerqueti : Citation Profile


Are you Roy Cerqueti?

"Sapienza" Università di Roma

9

H index

8

i10 index

330

Citations

RESEARCH PRODUCTION:

50

Articles

54

Papers

RESEARCH ACTIVITY:

   15 years (2005 - 2020). See details.
   Cites by year: 22
   Journals where Roy Cerqueti has often published
   Relations with other researchers
   Recent citing documents: 35.    Total self citations: 32 (8.84 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pce67
   Updated: 2024-01-16    RAS profile: 2023-07-05    
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Relations with other researchers


Works with:

ausloos, marcel (2)

nicolosi, marco (2)

Ventura, Marco (2)

Ciciretti, Rocco (2)

giacalone, massimiliano (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)

Piga, Gustavo (5)

Fišar, Miloš (5)

Špalek, Jiří (5)

Reggiani, Tommaso (5)

Oancea, Bogdan (4)

Ventura, Marco (4)

Ciciretti, Rocco (4)

Pozzolo, Alberto (3)

Cites to:

ausloos, marcel (77)

Bai, Jushan (13)

Pakes, Ariel (12)

Algan, Yann (12)

Hommes, Cars (12)

Guiso, Luigi (11)

Sapienza, Paola (11)

Phillips, Peter (11)

Zingales, Luigi (10)

Wouters, Raf (10)

Castellano, Rosella (10)

Main data


Where Roy Cerqueti has published?


Journals with more than one article published# docs
Physica A: Statistical Mechanics and its Applications5
European Journal of Operational Research4
Economic Modelling4
Quality & Quantity: International Journal of Methodology4
Annals of Operations Research4
European Journal of Law and Economics2
Technological Forecasting and Social Change2
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
ISAE Working Papers / ISTAT - Italian National Institute of Statistics - (Rome, ITALY)3
CEIS Research Paper / Tor Vergata University, CEIS3

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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2023A 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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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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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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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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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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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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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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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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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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paper16
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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paper15
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: 15
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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paper7
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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paper7
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: 7
article
2018Data on the annual aggregated income taxes of the Italian municipalities over the quinquennium 2007-2011 In: Papers.
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paper0
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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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.
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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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paper22
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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article6
2009Tax revenues, fiscal corruption and shame costs In: Economic Modelling.
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article9
2011Economic growth, corruption and tax evasion In: Economic Modelling.
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article22
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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article2
2020Optimal concession contracts for oil exploitation In: Energy Policy.
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article1
2020Words ranking and Hirsch index for identifying the core of the hapaxes in political texts In: Journal of Informetrics.
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article4
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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article6
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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article9
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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2017Civic capital and support for the welfare state.(2017) In: EconStor Preprints.
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This paper has nother version. Agregated cites: 15
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2019Macro Asset Allocation with Social Impact Investments In: Sustainability.
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article7
2019Rational expectations and stochastic systems In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
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2019Rational expectations and stochastic systems.(2019) In: Post-Print.
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2019Rational expectations and stochastic systems.(2019) In: Documents de travail du Centre d'Economie de la Sorbonne.
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2009Why is the Tax Evasion so Persistent? In: ISAE Working Papers.
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2009A Discrete Model for Patent Valuation In: ISAE Working Papers.
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2007Non parametric Fractional Cointegration Analysis In: ISAE Working Papers.
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2010A Dynamic Stochastic Model of Asset Pricing with Heterogeneous Beliefs In: Computational Economics.
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article1
2008A dynamic stochastic model of asset pricing with heterogeneous beliefs.(2008) In: Working Papers.
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2012Illegal finance and usurers behaviour In: European Journal of Law and Economics.
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article4
2015Corruptibility and tax evasion In: European Journal of Law and Economics.
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article1
2012Corruption, growth and ethnic fractionalization: a theoretical model In: Journal of Economics.
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article9
2011Corruption, Growth and Ethnic Fractionalization: a Theoretical Model.(2011) In: CEIS Research Paper.
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This paper has nother version. Agregated cites: 9
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2008A stochastic model for financiers In: Working Papers.
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paper0
2009Optimal Dimension of Transition Probability Matrices for Markov Chain Bootstrapping In: Working Papers.
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2009New panel tests to assess inflation persistence In: Working Papers.
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paper1
2010A Disutility-Based Drift Control for Exchange Rates In: Working Papers.
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2010Corruption, growth and ethnolinguistic fractionalization: a theoretical model In: Working Papers.
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2010Roots and Effects of Investments Misperception In: Working Papers.
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2012A Mixed Integer Linear Programming Approach to Markov Chain Bootstrapping In: Working Papers.
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2005Generalization of a nonparametric co-integration analysis for multivariate integrated processes of an integer order. In: Economics & Statistics Discussion Papers.
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2005Asymptotic convergence of weighted random matrices: nonparametric cointegration analysis for I(2) processes. In: Economics & Statistics Discussion Papers.
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2006Testing for rational bubbles. In: Economics & Statistics Discussion Papers.
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2007Change in persistence tests for panels In: Economics & Statistics Discussion Papers.
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2008Change in persistence tests for panels: An update and some new results In: Economics & Statistics Discussion Papers.
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2009A Characterization of the Dickey-Fuller Distribution, With Some Extensions to the Multivariate Case In: Economics & Statistics Discussion Papers.
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2011FDR Control in the Presence of an Unknown Correlation Structure In: Economics & Statistics Discussion Papers.
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2012A copula-based analysis of false discovery rate control under dependence assumptions In: Economics & Statistics Discussion Papers.
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2014A new family of nonexchangeable copulas for positive dependence In: Economics & Statistics Discussion Papers.
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2015Consistent Risk Acceptance Criteria through Networks In: Economics & Statistics Discussion Papers.
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2015Total positivity for a class of non-exchangeable copulas In: Economics & Statistics Discussion Papers.
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2016A Universal Rank-Size Law In: PLOS ONE.
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2017Assessing the relationship between toxicity and economic cost of oncological target agents: A systematic review of clinical trials In: PLOS ONE.
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2012On the dynamics of innovators and imitators In: MPRA Paper.
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2015Over consumption. A horse race of Bayesian DSGE models In: MPRA Paper.
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2018Does social capital explain the Solow residual? A DSGE approach In: MPRA Paper.
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2020The Resilience of the Socially Responsible Investment Networks In: CEIS Research Paper.
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2020ESG Investing: A Chance To Reduce Systemic Risk In: CEIS Research Paper.
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2016A game theoretical analysis of the impact of income inequality and ethnic diversity on fiscal corruption In: Annals of Operations Research.
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2016Forecasting macroeconomic fundamentals in economic crises In: Annals of Operations Research.
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2017A mixed integer linear program to compress transition probability matrices in Markov chain bootstrapping In: Annals of Operations Research.
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2020Exploring the financial risk of a temperature index: a fractional integrated approach In: Annals of Operations Research.
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2020The Skew Normal multivariate risk measurement framework In: Computational Management Science.
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2012Financing policies via stochastic control: a dynamic programming approach In: Journal of Global Optimization.
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2016Optimal Investment in Research and Development Under Uncertainty In: Journal of Optimization Theory and Applications.
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2013Roots and effects of financial misperception in a stochastic dominance framework In: Quality & Quantity: International Journal of Methodology.
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2014A quantitative view on policymakers’ goal, institutions and tax evasion In: Quality & Quantity: International Journal of Methodology.
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2015A review of aggregation techniques for agent-based models: understanding the presence of long-term memory In: Quality & Quantity: International Journal of Methodology.
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2015Statistical assessment of regional wealth inequalities: the Italian case In: Quality & Quantity: International Journal of Methodology.
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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.
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article2
2019Panel stationary tests against changes in persistence In: Statistical Papers.
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2018Intriguing yet simple skewness: kurtosis relation in economic and demographic data distributions, pointing to preferential attachment processes In: Journal of Applied Statistics.
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2010OPTIONS WITH UNDERLYING ASSET DRIVEN BY A FRACTIONAL BROWNIAN MOTION: CROSSING BARRIERS ESTIMATES In: New Mathematics and Natural Computation (NMNC).
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