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
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Working Papers
2025
- 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)
- 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
- 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)
- 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)
- Was Robert Gibrat right?
MERIT Working Papers, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT)
Journal Articles
2025
- 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
- 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
- Forecasting innovative start-ups through automatic variable selection and MIDAS regressions
Economics of Innovation and New Technology, 2024, 33, (8), 1179-1213
- Sentiment dynamics and volatility: A study based on GARCH-MIDAS and machine learning
Finance Research Letters, 2024, 62, (PB) View citations (1)
- 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
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