Roy Cerqueti

University Sapienza Rome

Piazzale Aldo Moro 5

Roma, Rome 00185

Italy

  • University Sapienza Rome

SCHOLARLY PAPERS

9

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1,258

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31

Scholarly Papers (9)

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1.

ESG Investing: A Chance To Reduce Systemic Risk

CEIS Working Paper No. 498
Number of pages: 25 Posted: 25 Jun 2020 Last Revised: 04 Aug 2022
Roy Cerqueti, Rocco Ciciretti, Ambrogio Dalò and Marco Nicolosi
University Sapienza Rome, Tor Vergata University of Rome - Department of Economics and Finance, University of Groningen - Faculty of Economics and Business and Link Campus University
Downloads 784 (67,704)
Citation 25

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ESG investing, Systemic Risk, Market Impact, Network, Indirect Contagion

2.

The Resilience of the Socially Responsible Investment Networks

CEIS Working Paper No. 495
Number of pages: 24 Posted: 25 Jun 2020 Last Revised: 05 Aug 2020
Roy Cerqueti, Rocco Ciciretti, Ambrogio Dalò and Marco Nicolosi
University Sapienza Rome, Tor Vergata University of Rome - Department of Economics and Finance, University of Groningen - Faculty of Economics and Business and Link Campus University
Downloads 176 (355,569)
Citation 1

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Socially Responsible Investments, ESG criteria, Investment Funds, Financial networks, Resilience.

3.

Gas Price Caps and Volatility Transmission in Commodity and Equity Markets

Number of pages: 95 Posted: 12 Feb 2024
Corrado Botta, Roy Cerqueti and Roberto Savona
Bocconi University, University Sapienza Rome and University of Brescia - Department of Economics and Management
Downloads 80 (637,581)

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Gas Price, Price-cap mechanism, Volatility spillover, Commodity prices, Equity markets

4.

Bribes, Lobbying and Industrial Structure

CEIS Working Paper No. 511
Number of pages: 29 Posted: 19 Mar 2021
Roy Cerqueti, Raffaella Coppier and Gustavo Piga
University Sapienza Rome, Università degli Studi di Macerata - Department of Economics and Law and University of Rome
Downloads 53 (786,332)

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Bureaucratic Corruption, Lobbying, Industrial Organization.

5.

Rational Expectations as a Tool for Predicting Failure of Weighted K-Out-of-N Reliability Systems

Number of pages: 28 Posted: 18 Nov 2021
Jorgen Vitting Andersen, Roy Cerqueti and Jessica Riccioni
CES, Université Paris 1 Panthéon-Sorbonne, University Sapienza Rome and Sapienza University of Rome - Department of Earth Sciences and Forecasting Research Center, Prevention and Control of Geological Risks
Downloads 47 (829,629)

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Rational expectations, weighted k-out-of-n reliability systems, failure prediction, statistical measures[comma separated]

6.

Statistical Indicators for the Optimal Prediction of Failure Times of Reliability Stochastic Systems: A Rational Expectations-Like Approach

Number of pages: 37 Posted: 14 Sep 2022
Jorgen Vitting Andersen, Roy Cerqueti and Jessica Riccioni
CES, Université Paris 1 Panthéon-Sorbonne, University Sapienza Rome and Sapienza University of Rome - Department of Earth Sciences and Forecasting Research Center, Prevention and Control of Geological Risks
Downloads 45 (845,273)

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Reliability theory, rational expectations, optimal failure time prediction

7.

Segregation with Social Linkages: Evaluating Schelling's Model with Networked Individuals

arXiv:2001.02959v1
Number of pages: 38 Posted: 09 Mar 2020
Roy Cerqueti, Luca De Benedictis and Valerio Leone Sciabolazza
University Sapienza Rome, University of Macerata and University of Naples
Downloads 44 (853,322)

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Schelling’s Segregation Model, Networks, Network Externality

8.

INGARCH-Based Fuzzy Clustering of Count Time Series with a Football Application

Number of pages: 21 Posted: 13 Jul 2022
Roy Cerqueti, Pierpaolo D’Urso, Livia De Giovanni, Raffaele Mattera and Vincenzina Vitale
University Sapienza Rome, Sapienza University of Rome, Luiss Guido Carli University, Sapienza University of Rome and Sapienza University of Rome
Downloads 28 (1,004,598)
Citation 5

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Fuzzy C-medoids, INGARCH, Poisson distribution, Sport analytics

9.

The Random Matrix-based informative content of correlation matrices in stock markets

Number of pages: 15
Laura Molero González, Roy Cerqueti, Raffaele Mattera and J.E. Trinidad Segovia
University of Almeria, University Sapienza Rome, Sapienza University of Rome and Universidad de Almeria
Downloads 1

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Econophysics, Random Matrix Theory, Marchenko-Pastur distribution, Eigenvalue distribution, Financial Markets, Spillover