Professor Roy Cerqueti


NameProfessor Roy Cerqueti
Job titleProfessor
Organisational UnitAccounting, Finance and Economics
ORCIDhttps://orcid.org/0000-0002-1871-7371

Research outputs

Exploring the financial risk of a temperature index: a fractional integrated approach

Castellano, R., Cerqueti, R. and Rotundo, G. (2020). Exploring the financial risk of a temperature index: a fractional integrated approach. Annals of Operations Research. 284 (1), pp. 225-242.

The Skew Normal multivariate risk measurement framework

Bernardi, M., Cerqueti, R. and Palestini, A. (2020). The Skew Normal multivariate risk measurement framework. Computational Management Science. 17 (1), pp. 105-119.

Sustainable consumption behaviours in P2P accommodation platforms: an exploratory study

Ceptureanu, E.G., Ceptureanu, S., Herteliu, C. and Cerqueti, R. (2020). Sustainable consumption behaviours in P2P accommodation platforms: an exploratory study. Soft Computing. pp. 1-8.

Systemic risk assessment through high order clustering coefficient

Cerqueti, R, Clemente, GP and Grassi, R (2020). Systemic risk assessment through high order clustering coefficient. Annals of Operations Research.

Teams in New Ventures: Gender, Human Capital and Motivation

Cerqueti, R., Lucarelli, C., Marinelli, N. and Micozzi, A. (2020). Teams in New Ventures: Gender, Human Capital and Motivation. International Journal of Gender and Entrepreneurship.

A Network-Based Measure of the Socio-Economic Roots of the Migration Flows

Cerqueti, R., Clemente, G.P. and Grassi, R. (2019). A Network-Based Measure of the Socio-Economic Roots of the Migration Flows. Social Indicators Research. 146 (1-2), pp. 187-204.

Measuring network resilience through connection patterns

Cerqueti, R., Ferraro, G. and Iovanella, A. (2019). Measuring network resilience through connection patterns. Reliability Engineering & System Safety. 188, pp. 320-329.

Civic capital and support for the welfare state

Cerqueti, R, Sabatini, F and Ventura, M (2019). Civic capital and support for the welfare state. Social Choice and Welfare. 53 (2), pp. 313-336.

Public debt management and tax evasion

Argentiero, A and Cerqueti, R (2019). Public debt management and tax evasion. Macroeconomic Dynamics.

A Generalized Error Distribution Copula-based method for portfolios risk assessment

Cerqueti, R., Giacalone, M. and Panarello, D. (2019). A Generalized Error Distribution Copula-based method for portfolios risk assessment. Physica A: Statistical Mechanics and its Applications. 524, pp. 687-695.

An economic efficiency indicator for assessing income opportunities in sustainable waste management

Bartolacci, F., Cerqueti, R., Paolini, A. and Soverchia, M. (2019). An economic efficiency indicator for assessing income opportunities in sustainable waste management. Environmental Impact Assessment Review. 78, pp. 106279-106279.

Macro Asset Allocation with Social Impact Investments

Biasin, M., Cerqueti, R., Giacomini, E., Marinelli, N., Quaranta, A.G. and Riccetti, L. (2019). Macro Asset Allocation with Social Impact Investments. Sustainability. 11 (11), pp. 3140-3140.

Allocation of risk capital in a cost cooperative game induced by a modified expected shortfall

Bernardi, M., Cerqueti, R. and Palestini, A. (2019). Allocation of risk capital in a cost cooperative game induced by a modified expected shortfall. Journal of the Operational Research Society.

Long memory and crude oil’s price predictability

Cerqueti, R. and Fanelli, V. (2019). Long memory and crude oil’s price predictability. Annals of Operations Research. pp. 1-12.

Influence measures in subnetworks using vertex centrality

Cerqueti, R., Clemente, G.P. and Grassi, R. (2019). Influence measures in subnetworks using vertex centrality. Soft Computing.

A joint text mining-rank size investigation of the rhetoric structures of the US Presidents’ speeches

Ficcadenti, V, Cerqueti, R. and Ausloos, M. (2019). A joint text mining-rank size investigation of the rhetoric structures of the US Presidents’ speeches. Expert Systems with Applications. 123, pp. 127-142.

Regular paths in financial markets: Investigating the Benford's law

Riccioni, J and Cerqueti, R (2018). Regular paths in financial markets: Investigating the Benford's law. Chaos, Solitons and Fractals. 107, pp. 186-194.

Does the U.S. exercise contagion on Italy? A theoretical model and empirical evidence

Cerqueti, R, Fenga, L and Ventura, M (2018). Does the U.S. exercise contagion on Italy? A theoretical model and empirical evidence. Physica A: Statistical Mechanics and its Applications. 499, pp. 436-442.

Investigating the Configurations in Cross-Shareholding: A Joint Copula-Entropy Approach

Cerqueti, R, Rotundo, G and Ausloos, M (2018). Investigating the Configurations in Cross-Shareholding: A Joint Copula-Entropy Approach. Entropy. 20 (2), pp. 134-134.

Data on the annual aggregated income taxes of the Italian municipalities over the quinquennium 2007–2011

Ausloos, M, Cerqueti, R and Mir, T. A (2018). Data on the annual aggregated income taxes of the Italian municipalities over the quinquennium 2007–2011. Data in Brief. 18, pp. 156-159.

Copulas, uncertainty, and false discovery rate control

Cerqueti, R and Lupi, C (2018). Copulas, uncertainty, and false discovery rate control. International Journal of Approximate Reasoning. 100, pp. 105-114.

SME investment best strategies. Outliers for assessing how to optimize performance

Ausloos, M, Cerqueti, R, Bartolacci, F and Castellano, N. G (2018). SME investment best strategies. Outliers for assessing how to optimize performance. Physica A: Statistical Mechanics and its Applications. 509, pp. 754-765.

A new measure for community structures through indirect social connections

Cerqueti, R, Ferraro, G and Iovanella, A (2018). A new measure for community structures through indirect social connections. Expert Systems with Applications. 114, pp. 196-209.
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