Details about Luigi Riso

Access statistics for papers by Luigi Riso.

Last updated 2025-03-16. Update your information in the RePEc Author Service.

Short-id: pri471

Working Papers

2025

1. Forecasting the Impact of Extreme Weather Events on Electricity Prices in Italy: A GARCH-MIDAS Approach with Enhanced Variable Selection
   DISCE - Working Papers del Dipartimento di Politica Economica, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE) View citations (1)
2. The Theoretical Properties of Novel Risk-Based Asset Allocation Strategies using Portfolio Volatility and Kurtosis
   DISCE - Working Papers del Dipartimento di Politica Economica, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE)

2023

3. The Law of Proportionate Effect: A test based on the graphical model methodology
   GLO Discussion Paper Series, Global Labor Organization (GLO)
   Also in Working Papers, University of Milano-Bicocca, Department of Economics (2023)
4. Was Robert Gibrat Right? A Test Based on the Graphical Model Methodology
   IZA Discussion Papers, Institute of Labor Economics (IZA)
   Also in DISCE - Working Papers del Dipartimento di Politica Economica, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE) (2023)
   See also Journal Article Was Robert Gibrat right? A test based on the graphical model methodology, Small Business Economics, Springer (2025) (2025)
5. Was Robert Gibrat right?
   MERIT Working Papers, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT)

Journal Articles

2025

1. Was Robert Gibrat right? A test based on the graphical model methodology
   Small Business Economics, 2025, 64, (2), 475-488
   See also Working Paper Was Robert Gibrat Right? A Test Based on the Graphical Model Methodology, IZA Discussion Papers (2023) (2023)

2024

2. Correction: Time varying effects in survival analysis: a novel data-driven method for drift identification and variable selection
   Eurasian Business Review, 2024, 14, (2), 547-549
3. Forecasting innovative start-ups through automatic variable selection and MIDAS regressions
   Economics of Innovation and New Technology, 2024, 33, (8), 1179-1213
4. Sentiment dynamics and volatility: A study based on GARCH-MIDAS and machine learning
   Finance Research Letters, 2024, 62, (PB) View citations (1)
5. Time varying effects in survival analysis: a novel data-driven method for drift identification and variable selection
   Eurasian Business Review, 2024, 14, (1), 285-318