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Details about Luigi Riso

Workplace:Dipartimento di Politica Economica (Department of Economic Policy), Dipartimenti e Istituti di Scienze Economiche (Departments and Institutes of Economics), Università Cattolica del Sacro Cuore (Catholic University of the Sacred Heart), (more information at EDIRC)

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

  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) Downloads
  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) Downloads

2023

  1. The Law of Proportionate Effect: A test based on the graphical model methodology
    GLO Discussion Paper Series, Global Labor Organization (GLO) Downloads
    Also in Working Papers, University of Milano-Bicocca, Department of Economics (2023) Downloads
  2. Was Robert Gibrat Right? A Test Based on the Graphical Model Methodology
    IZA Discussion Papers, Institute of Labor Economics (IZA) Downloads
    Also in DISCE - Working Papers del Dipartimento di Politica Economica, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE) (2023) Downloads

    See also Journal Article Was Robert Gibrat right? A test based on the graphical model methodology, Small Business Economics, Springer (2025) Downloads (2025)
  3. Was Robert Gibrat right?
    MERIT Working Papers, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT) Downloads

Journal Articles

2025

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

2024

  1. 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 Downloads
  2. Forecasting innovative start-ups through automatic variable selection and MIDAS regressions
    Economics of Innovation and New Technology, 2024, 33, (8), 1179-1213 Downloads
  3. Sentiment dynamics and volatility: A study based on GARCH-MIDAS and machine learning
    Finance Research Letters, 2024, 62, (PB) Downloads View citations (1)
  4. 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 Downloads
 
Page updated 2025-03-31