Details about Luigi Riso

Access statistics for papers by Luigi Riso.

Last updated 2026-05-20. Update your information in the RePEc Author Service.

Short-id: pri471

Working Papers

2026

1. A Novel approach to portfolio construction
   Papers, arXiv.org

2025

2. 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 (4)
3. 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) View citations (2)
   See also Journal Article The theoretical properties of novel risk-based asset allocation strategies using portfolio volatility and kurtosis, International Review of Financial Analysis, Elsevier (2026) (2026)

2023

4. The Law of Proportionate Effect: A test based on the graphical model methodology
   Working Papers, University of Milano-Bicocca, Department of Economics
   Also in GLO Discussion Paper Series, Global Labor Organization (GLO) (2023)
5. Was Robert Gibrat Right? A Test Based on the Graphical Model Methodology
   IZA Discussion Papers, IZA Network @ LISER
   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)
6. Was Robert Gibrat right?
   MERIT Working Papers, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT)

Journal Articles

2026

1. Climate-induced geopolitical risk and financial interdependence in Europe: A systemic transition perspective
   Structural Change and Economic Dynamics, 2026, 77, (C), 23-42
2. Extreme weather events as the main driver of electricity price volatility in Italy: A GARCH-MIDAS approach with machine learning-based variable selection
   The North American Journal of Economics and Finance, 2026, 81, (C)
3. The theoretical properties of novel risk-based asset allocation strategies using portfolio volatility and kurtosis
   International Review of Financial Analysis, 2026, 109, (C)
   See also Working Paper The Theoretical Properties of Novel Risk-Based Asset Allocation Strategies using Portfolio Volatility and Kurtosis, DISCE - Working Papers del Dipartimento di Politica Economica (2025) View citations (2) (2025)

2025

4. Digital adoption and human capital upscaling: a regional study of the manufacturing sector
   Small Business Economics, 2025, 64, (4), 2061-2103
5. 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

6. Forecasting innovative start-ups through automatic variable selection and MIDAS regressions
   Economics of Innovation and New Technology, 2024, 33, (8), 1179-1213
7. Sentiment dynamics and volatility: A study based on GARCH-MIDAS and machine learning
   Finance Research Letters, 2024, 62, (PB) View citations (2)
8. 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
   Also in Eurasian Business Review, 2024, 14, (2), 547-549 (2024)