Access Statistics for Luigi Riso

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Novel approach to portfolio construction 0 0 10 10 0 3 15 15
Forecasting the Impact of Extreme Weather Events on Electricity Prices in Italy: A GARCH-MIDAS Approach with Enhanced Variable Selection 0 0 3 12 0 2 43 72
The Law of Proportionate Effect: A test based on the graphical model methodology 0 0 1 6 0 1 11 15
The Law of Proportionate Effect: A test based on the graphical model methodology 0 0 0 19 0 1 14 36
The Theoretical Properties of Novel Risk-Based Asset Allocation Strategies using Portfolio Volatility and Kurtosis 0 0 4 13 1 5 29 46
Was Robert Gibrat Right? A Test Based on the Graphical Model Methodology 0 0 0 15 0 2 10 27
Was Robert Gibrat right? 0 1 1 13 0 8 27 46
Was Robert Gibrat right? A test based on the graphical model methodology 0 0 0 15 0 2 5 14
Total Working Papers 0 1 19 103 1 24 154 271


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Climate-induced geopolitical risk and financial interdependence in Europe: A systemic transition perspective 0 0 1 1 0 0 2 2
Correction: Time varying effects in survival analysis: a novel data-driven method for drift identification and variable selection 0 0 0 0 0 0 12 16
Digital adoption and human capital upscaling: a regional study of the manufacturing sector 0 0 2 2 0 2 34 35
Extreme weather events as the main driver of electricity price volatility in Italy: A GARCH-MIDAS approach with machine learning-based variable selection 0 1 2 2 0 7 22 22
Forecasting innovative start-ups through automatic variable selection and MIDAS regressions 0 0 0 3 0 1 13 27
Sentiment dynamics and volatility: A study based on GARCH-MIDAS and machine learning 0 3 11 19 0 11 43 63
The theoretical properties of novel risk-based asset allocation strategies using portfolio volatility and kurtosis 2 2 5 5 2 4 9 9
Time varying effects in survival analysis: a novel data-driven method for drift identification and variable selection 0 0 0 1 0 1 8 15
Was Robert Gibrat right? A test based on the graphical model methodology 0 0 0 0 1 3 15 18
Total Journal Articles 2 6 21 33 3 29 158 207


Statistics updated 2026-08-07