IDEAS home Printed from https://ideas.repec.org/d/g/cerp9fr.html

Publications

by alumni of

Université Paris-Dauphine (Paris IX) → Centre de Recherches en Mathématiques de la Décision (CEREMADE)

University of Paris 9 → Research Center in Decision Mathematics

These are publications listed in RePEc written by alumni of the above institution who are registered with the RePEc Author Service and listed in the RePEc Genealogy. List of alumni. For a list of publications by current members of the department, see here. Register yourself.

This page is updated in the first days of each month.

| Working papers | Journal articles | Chapters |

Working papers

2026

  1. Albano, Donatella & Billio, Monica & De Bernardo, Gabriella & Gianni, Carlotta & Salvati, Luigi, 2026, "Do Firms Insure Where Physical Risk Is Highest? Evidence from Natural Catastrophe Insurance in Italy," MPRA Paper, University Library of Munich, Germany, number 128802, Apr.
  2. Matheus R. Grasselli & Adrien Nguyen-Huu, 2026, "From debt crises to financial crashes (and back): a stock-flow consistent model for stock price bubbles," Papers, arXiv.org, number 2603.07213, Mar.

2025

  1. Monica Billio & Roberto Casarin & Fausto Corradin & Antonio Peruzzi, 2025, "Bayesian Outlier Detection for Matrix-variate Models," Papers, arXiv.org, number 2503.19515, Mar, revised Aug 2025.
  2. Monica Billio & Roberto Casarin & Fausto Corradin & Antonio Peruzzi, 2025, "Bayesian Outlier Detection for Matrix–variate Models," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2025: 14.
  3. Coralie Kersulec & Hélène Gomes & Luc Doyen & Fabian Blanchard, 2025, "The role of illegal fishing on the sustainability of the coastal fishery in French Guiana," Post-Print, HAL, number hal-04438982, DOI: 10.1007/s10668-023-04413-4.
  4. Ivric Valaire Yatat–djeumen & Luc Doyen & Jean Jules Tewa & Bapan Ghosh, 2025, "Bioeconomic Viability and Resilience of Savanna," Post-Print, HAL, number hal-04691675, Feb, DOI: 10.1007/s10666-024-09989-3.
  5. Luc Doyen & M.D. Smith & Ussif Rashid Sumalia & Georges Zaccour & Ivar Ekeland & Philippe Cury & Christophe Lett & Olivier Thébaud & J.-C Poggiale & Ali Moussaoui & J.-M Fromentin & Sophie Gourguet & , 2025, "Mathematical Bio-Economics 2.0 for Sustainable Fisheries," Post-Print, HAL, number hal-05263028, DOI: 10.1111/nrm.70013.
  6. Capucine Pierrel & Adrien Nguyen-Huu & Cédric Gaucherel, 2025, "From Complexity to Clarity: Eden3's Novel Perspective on Limits to Growth," Post-Print, HAL, number hal-05023744, Apr, DOI: 10.1016/j.futures.2025.103597.
  7. Sébastien Duchêne & Adrien Nguyen-Huu & Dimitri Dubois & Marc Willinger, 2025, "How Environmental Attributes Shape Return and Risk Sensitivities in Portfolio Choices," Working Papers, HAL, number hal-03883121, Oct.
  8. Sébastien Duchêne & Adrien Nguyen-Huu & Dimitri Dubois & Marc Willinger, 2025, "Risk-return-environment trade-offs: a lab-in-the-field experiment with finance professionals," Working Papers, HAL, number hal-05058334, May.

2024

  1. Monica Billio & Massimo Guidolin & Francesco Rocciolo, 2024, "Responsible Investing under Climate Change Uncertainty," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2024: 15.
  2. Billio, Monica & Fitzpatrick, Aoife Claire & Latino, Carmelo & Pelizzon, Loriana, 2024, "Unpacking the ESG ratings: Does one size fit all?," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 415, DOI: 10.2139/ssrn.4742445.
  3. Roberto Casarin & Antonio Peruzzi, 2024, "Comment on 'Sparse Bayesian Factor Analysis when the Number of Factors is Unknown' by S. Fr\"uhwirth-Schnatter, D. Hosszejni, and H. Freitas Lopes," Papers, arXiv.org, number 2411.02531, Nov, revised Nov 2024.
  4. Bassetti, Federico & Casarin, Roberto & Del Negro, Marco, 2024, "A Bayesian Approach for Inference on Probabilistic Surveys," CEPR Discussion Papers, Centre for Economic Policy Research, number 19426, Sep.
  5. Roberto Casarin & Bertrand Maillet & Anthony Osuntuyi, 2024, "Monte carlo within simulated annealing for integral constrained optimizations," Post-Print, HAL, number hal-04514344, Mar, DOI: 10.1007/s10479-022-04994-9.
  6. Coralie Kersulec & Luc Doyen & Abdoul Ahad Cissé, 2024, "From fork to fish: The role of demand on the sustainability of multi-species fishery," Post-Print, HAL, number hal-04692202, Nov, DOI: 10.1016/j.ecolecon.2024.108320.
  7. I V Yatat-Djeumen & Luc Doyen & J J Tewa & B Ghosh, 2024, "Bioeconomic Sustainability and Resilience of Savanna," Working Papers, HAL, number hal-04391328, Jan.
  8. Mathieu Cuilleret & Luc Doyen & Fabian Blanchard, 2024, "Reducing IUU for Bioeconomic Resilience of Fisheries: Necessary but Not Sufficient," Working Papers, HAL, number hal-04439210, Feb.
  9. Magali Duchel Mandio Abomo & Eric Xaverie Possi Tebeng & Luc Doyen & Jean-Marie Gankou Fowagap, 2024, "Trade openness and vulnerability to climate change: empirical evidence from 156 countries," Working Papers, HAL, number hal-04609243.
  10. Bernur Acikgoz & Dimitri Dubois & Sébastien Duchêne & Adrien Nguyen-Huu & Marc Willinger, 2024, "Depth of reasoning in the 11-20 game differs between financial professionals and students. A lab-in-the-field experiment," Post-Print, HAL, number hal-04578910, DOI: 10.1016/j.econlet.2024.111754.

2023

  1. Billio, Monica & Casarin, Roberto & Costola, Michele & Veggente, Veronica, 2023, "Learning from experts: Energy efficiency in residential buildings," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 403, DOI: 10.2139/ssrn.4596682.
  2. Jamie L. Cross & Aubrey Poon & Dan Zhu, 2023, "Uncertainty and the Term Structure of Interest Rates," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 12/2023, Oct.
  3. Hilde C. Bjørnland & Roberto Casarin & Marco Lorusso & Francesco Ravazzolo, 2023, "Fiscal Policy Regimes in Resource-Rich Economies," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 13/2023, Oct.
  4. Luc Doyen, 2023, "Viability analysis," Post-Print, HAL, number hal-04055833, Feb, DOI: 10.4337/9781788974912.V.5.
  5. Luc Doyen, 2023, "Marine ecosystems," Post-Print, HAL, number hal-04055842, Feb, DOI: 10.4337/9781788974912.M.12.
  6. Celine Huber & Luc Doyen & Sylvie Ferrari, 2023, "When profitability meets conservation objectives through biodiversity offsets," Post-Print, HAL, number hal-04312260, Nov, DOI: 10.1111/nrm.12389.

2022

  1. Monica Billio & Lorenzo Frattarolo & Dominique Guégan, 2022, "High-Dimensional Radial Symmetry of Copula Functions: Multiplier Bootstrap vs. Randomization," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-04085236, Jan, DOI: 10.3390/sym14010097.
  2. Billio, Monica & Costola, Michele & Hristova, Iva & Latino, Carmelo & Pelizzon, Loriana, 2022, "Sustainable finance: A journey toward ESG and climate risk," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 349.
  3. Billio, Monica & Costola, Michele & Pelizzon, Loriana & Riedel, Max, 2022, "Creditworthiness and buildings' energy efficiency in the Italian mortgage market," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 352.
  4. Ovielt Baltodano Lopez & Federico Bassetti & Giulia Carallo & Roberto Casarin, 2022, "First-order integer-valued autoregressive processes with Generalized Katz innovations," Papers, arXiv.org, number 2202.02029, Feb, revised Dec 2024.
  5. Ovielt Baltodano L'opez & Roberto Casarin, 2022, "A Dynamic Stochastic Block Model for Multidimensional Networks," Papers, arXiv.org, number 2209.09354, Sep, revised Jul 2025.
  6. Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman van Dijk, 2022, "A Flexible Predictive Density Combination Model for Large Financial Data Sets in Regular and Crisis Periods," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 22-013/III, Feb.
  7. Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk, 2022, "A Flexible Predictive Density Combination for Large Financial Data Sets in Regular and Crisis Periods," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 22-053/III, Aug.
  8. Giulio Galdi & Roberto Casarin & Davide Ferrari & Carlo Fezzi & Francesco Ravazzolo, 2022, "Nowcasting industrial production using linear and non-linear models of electricity demand," DEM Working Papers, Department of Economics and Management, number 2022/2.
  9. Coralie KERSULEC & Luc DOYEN, 2022, "From fork to fish: The role of consumer preferences on the sustainability of fisheries," Bordeaux Economics Working Papers, Bordeaux School of Economics (BSE), number 2022-10.
  10. Ny Andraina Andriamanantena & Charly Gaufreteau & Jean-Sauveur Ay & Luc Doyen, 2022, "Climate-dependent scenarios of land use for biodiversity and ecosystem services in the New Aquitaine region," Post-Print, HAL, number halshs-03913031, Sep, DOI: 10.1007/s10113-022-01964-6.
  11. Mathieu Cuilleret & Luc Doyen & Hélène Gomes & Fabian Blanchard, 2022, "Resilience management for coastal fisheries facing with global changes and uncertainties," Post-Print, HAL, number halshs-03913033, DOI: 10.1016/j.eap.2022.03.016.

2021

  1. Billio Monica & Casarin Roberto & Costola Michele & Iacopini Matteo, 2021, "COVID-19 spreading in financial networks: A semiparametric matrix regression model," Papers, arXiv.org, number 2101.00422, Jan.
  2. Komla M. Agudze & Monica Billio & Roberto Casarin & Francesco Ravazzolo, 2021, "Markov Switching Panel with Endogenous Synchronization Effects," BEMPS - Bozen Economics & Management Paper Series, Faculty of Economics and Management at the Free University of Bozen, number BEMPS82, Mar.
  3. Monica Billio & Bertrand Maillet & Loriana Pelizzon, 2021, "A meta-measure of performance related to both investors and investments characteristics," Post-Print, HAL, number hal-02933252, Aug, DOI: 10.1007/s10479-020-03771-w.
  4. Billio, Monica & Lo, Andrew W. & Pelizzon, Loriana & Getmansky, Mila & Zareei, Abalfazl, 2021, "Global realignment in financial market dynamics: Evidence from ETF networks," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 304.
  5. Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk, 2021, "A Bayesian Dynamic Compositional Model for Large Density Combinations in Finance," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 21-016/III, Feb.
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  6. Coralie Kersulec & Luc Doyen & Hélène Gomes & Fabian Blanchard, 2021, "The effect of illegal fishing on the sustainability of small scale fisheries," Bordeaux Economics Working Papers, Bordeaux School of Economics (BSE), number 2021-17.
  7. Ny Andraina Andriamanantena & Charly Gaufreteau & Jean-Sauveur Ay & Luc Doyen, 2021, "Ecological-economic scenarios of land-use for biodiversity and ecosystem services in the New Aquitaine region," Bordeaux Economics Working Papers, Bordeaux School of Economics (BSE), number 2021-18.
  8. Céline Huber & Luc Doyen & Sylvie Ferrari, 2021, "Profitability and conservation goals reconciled through biodiversity offsets," Bordeaux Economics Working Papers, Bordeaux School of Economics (BSE), number 2021-19.
  9. Mathieu Cuilleret & Luc Doyen & Hélène Gomes & Fabian Blanchard, 2021, "Resilience-based management for small-scale fisheries in the face of global changes and uncertainties," Bordeaux Economics Working Papers, Bordeaux School of Economics (BSE), number 2021-20.
  10. Helene Gomes & Luc Doyen & Fabian Blanchard & Adrien Lagarde, 2021, "Viable and ecosystem-based management for tropical small-scale fisheries facing climate change," Bordeaux Economics Working Papers, Bordeaux School of Economics (BSE), number 2021-24.
  11. Coralie Kersulec & Luc Doyen & H. Gomes & Fabian Blanchard & A.A. Cisse & N. Sanz, 2021, "The Major Roles of Climate Warming and Ecological Competition in the Small-scale Coastal Fishery in French Guiana," Post-Print, HAL, number hal-03432904, May, DOI: 10.1007/s10666-021-09772-8.
  12. Eric Tromeur & Luc Doyen & Violaine Tarizzo & L. Richard Little & Sarah Jennings & Olivier Thébaud, 2021, "Risk averse policies foster bio-economic sustainability in mixed fisheries," Post-Print, HAL, number halshs-03913035, Dec, DOI: 10.1016/j.ecolecon.2021.107178.
  13. Sébastien Duchêne & Adrien Nguyen-Huu & Dimitri Dubois & Marc Willinger, 2021, "Why finance professionals hold green and brown assets? A lab-in-the-field experiment
    [Pourquoi investir dans le vert et le brun ? Une expérience sur des professionnels de la finance]    ," Working Papers, HAL, number hal-03285376, Jul.

2020

  1. Monica Billio & Roberto Casarin & Enrica De Cian & Malcolm Mistry & Anthony Osuntuyi, 2020, "The impact of Climate on Economic and Financial Cycles: A Markov-switching Panel Approach," Papers, arXiv.org, number 2012.14693, Dec.
  2. Daniel Felix Ahelegbey & Monica Billio & Roberto Casarin, 2020, "Modeling Turning Points In Global Equity Market," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 195, Nov.
  3. Monica Billio & Michele Costola & Loriana Pelizzon & Max Riedel, 2020, "Buildings' Energy Efficiency and the Probability of Mortgage Default: The Dutch Case," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2020:06.
  4. Irene Monasterolo & Monica Billio & Stefano Battiston, 2020, "The importance of compound risk in the nexus of COVID-19, climate change and finance," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2020:15.
  5. Monica Billio & Michele Costola & Iva Histova & Carmelo Latino & Loriana Pelizzon, 2020, "Inside the ESG Ratings: (Dis)agreement and performance," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2020:17.
  6. Giulia Carallo & Roberto Casarin & Christian P. Robert, 2020, "Generalized Poisson Difference Autoregressive Processes," Papers, arXiv.org, number 2002.04470, Feb.
  7. Hilde Christiane Bjørnland & Roberto Casarin & Marco Lorusso & Francesco Ravazzolo, 2020, "Oil and Fiscal Policy Regimes," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 11/2020, Dec.
    • Hilde C. Bjørnland & Roberto Casarin & Marco Lorusso & Francesco Ravazzolo, 2021, "Oil and fiscal policy regimes," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2021-10, Jan.
  8. Tullio Buccellato & Riccardo Busin & Roberto Casarin & Giancarlo Corò, 2020, "Endogeneity in Interlocks and Performance Analysis: A Firm Size Perspective," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2020:25.
  9. Adrien LAGARDE & Luc DOYEN & Joachim CLAUDET & Olivier THEBAUD, 2020, "Ecological-economic resilience of a fished coral reef through stochastic multi-species MSY," Bordeaux Economics Working Papers, Bordeaux School of Economics (BSE), number 2020-11.
  10. Helene Gomes & Coralie Kersulec & Luc Doyen & Fabian Blanchard & Abdoul Cisse & Nicolas Sanz, 2020, "Climate warming vs ecological competition for marine tropical biodiversity and fisheries," Bordeaux Economics Working Papers, Bordeaux School of Economics (BSE), number 2020-13.
  11. Adrien Nguyen-Huu & Antonin Pottier, 2020, "Hicksian Traverse Revisited: Conditions for the Energy Transition," Post-Print, HAL, number hal-03026476, Nov, DOI: 10.1016/j.strueco.2020.04.012.
  12. Antonin Pottier & Adrien Nguyen-Huu, 2020, "No-regret Pollution Abatement Options: A Correction of Bréchet and Jouvet (2009)," Post-Print, HAL, number halshs-02615284, DOI: 10.1016/j.ecolecon.2020.106686.

2019

  1. Bedin, Andrea & Billio, Monica & Costola, Michele & Pelizzon, Loriana, 2019, "Credit scoring in SME asset-backed securities: An Italian case study," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 262.
  2. Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk, 2019, "Forecast density combinations with dynamic learning for large data sets in economics and finance," Working Paper, Norges Bank, number 2019/7, Mar.
  3. Federico Bassetti & Roberto Casarin & Francesco Ravazzolo, 2019, "Density Forecasting," BEMPS - Bozen Economics & Management Paper Series, Faculty of Economics and Management at the Free University of Bozen, number BEMPS59, Feb.
  4. L. Mouysset & C. Rais Assa & Jean-Sauveur Ay & F. Jiguet & R. Lorrilière & L. Doyen, 2019, "Bioeconomic impacts of agroforestry policies in France," Post-Print, HAL, number hal-02101572, DOI: 10.1016/j.landusepol.2019.02.026.
  5. Luc Doyen, 2019, "Opérationnaliser la durabilité pour la gestion des écosystèmes tropicaux," Post-Print, HAL, number hal-02196622, Dec.
  6. Luc Doyen, 2019, "From Resistance to Transformation: A Generic Metric of Resilience Through Viability," Post-Print, HAL, number hal-02274034, Dec.
  7. Luc Doyen, 2019, "How fire risk aversion enhance landscape fragmentation," Post-Print, HAL, number hal-02274043, Nov.
  8. R. Quentin Grafton & Luc Doyen & Christophe Béné & Edoardo Borgomeo & Kate Brooks & Long Chu & Graeme S. Cumming & John Dixon & Stephen Dovers & Dustin Garrick & Ariella Helfgott & Qiang Jiang & Pamel, 2019, "Realizing resilience for decision-making," Post-Print, HAL, number hal-02733372, Oct, DOI: 10.1038/s41893-019-0376-1.
    • R. Quentin Grafton & Luc Doyen & Christophe Béné & Edoardo Borgomeo & Kate Brooks & Long Chu & Graeme S. Cumming & John Dixon & Stephen Dovers & Dustin Garrick & Ariella Helfgott & Qiang Jiang & Pamel, 2019, "Realizing resilience for decision-making," Nature Sustainability, Nature, volume 2, issue 10, pages 907-913, October, DOI: 10.1038/s41893-019-0376-1.
  9. Luc Doyen & Anne-Sophie Masure & Sébastien Lavaud, 2019, "RMA Newsletter - Spring 2019," Post-Print, HAL, number hal-02883851.
  10. Lauriane Mouysset & Rodolphe Sabatier & Félix Teillard & Luc Doyen & Frédéric Jiguet & Francois Leger & Muriel Tichit, 2019, "Solutions for a Win-Win Partnership between Agriculture and Biodiversity
    [Solutions pour un partenariat gagnant entre l'agriculture et la biodiversité]    ," Post-Print, HAL, number hal-02900435.
  11. Yanis Elalamy & Luc Doyen & Lauriane Mouysset, 2019, "Contribution of the land use allocation model for agroecosystems: The case of Torrecchia Vecchia," Post-Print, HAL, number hal-03143304, DOI: 10.1016/j.jenvman.2019.109607.
  12. Luc Doyen & Pedro Gajardo, 2019, "Sustainability standards, multicriteria maximin, and viability," Post-Print, HAL, number hal-03143840, DOI: 10.1111/nrm.12250.

2018

  1. Komla Mawulom Agudze & Monica Billio & Roberto Casarin & Francesco Ravazzolo, 2018, "Markov Switching Panel with Network Interaction Effects," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 1/2018, Jan.
  2. Daniele Bianchi & Monica Billio & Roberto Casarin & Massimo Guidolin, 2018, "Modeling Systemic Risk with Markov Switching Graphical SUR Models," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 626.
  3. Monica Billio & Roberto Casarin & Sylvia Kaufmann & Matteo Iacopini, 2018, "Bayesian Dynamic Tensor Regression," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2018:13.
  4. Monica Billio & Roberto Casarin & Matteo Iacopini, 2018, "Bayesian Markov Switching Tensor Regression for Time-varying Networks," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2018:14.
  5. Roberto Casarin & Fausto Corradin & Francesco Ravazzolo & Domenico Sartore, 2018, "A scoring rule for factor and autoregressive models under misspecification," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2018:18.
  6. Casarin, Roberto & Costola, Michele & Yenerdag, Erdem, 2018, "Financial bridges and network communities," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 208, revised 2018, DOI: 10.2139/ssrn.3178053.
  7. Luc Doyen & Christophe Béné, 2018, "A generic metric of resilience from resistance to transformation," Cahiers du GREThA (2007-2019), Groupe de Recherche en Economie Théorique et Appliquée (GREThA), number 2018-03.
  8. Pedro Gajardo & Luc Doyen, 2018, "Viability standards and multi-criteria maximin," Cahiers du GREThA (2007-2019), Groupe de Recherche en Economie Théorique et Appliquée (GREThA), number 2018-04.
  9. Violaine Tarizzo & Eric Tromeur & Olivier Thébaud & Richard Little & Sarah Jennings & Luc Doyen, 2018, "Risk averse policies foster bio-economic sustainability in mixed fisheries," Cahiers du GREThA (2007-2019), Groupe de Recherche en Economie Théorique et Appliquée (GREThA), number 2018-07.
  10. Bassirou Diop & Nicolas Sanz & Yves Jamont Junior Duplan & El Hadji Mama Guene & Fabian Blanchard & Jean-Christophe Pereau & Luc Doyen, 2018, "Maximum Economic Yield Fishery Management in the Face of Global Warming," Post-Print, HAL, number hal-01856160, Dec, DOI: 10.1016/j.ecolecon.2018.07.027.
  11. Laurianne Mouysset & Luc Doyen & Francois Leger & Frédéric Jiguet & Tim G Benton, 2018, "Operationalizing Sustainability as a Safe Policy Space," Post-Print, HAL, number hal-01965779, DOI: 10.3390/su10103682.
  12. Luc Doyen, 2018, "Tragedy of open ecosystems," Post-Print, HAL, number hal-02160806, Sep.
  13. Luc Doyen & Sébastien Lavaud & Anne-Sophie Masure, 2018, "RMA newsletter Spring 2018," Post-Print, HAL, number hal-02196599.
  14. Luc Doyen, 2018, "Plaine céréalière," Post-Print, HAL, number hal-02196614, Jun.
  15. Luc Doyen, 2018, "Ecological economic modeling and scenarios for biodiversity and ecosystems," Post-Print, HAL, number hal-02274069, May.
  16. Luc Doyen, 2018, "Bio-economic scenarios for biodiversity and land-uses," Post-Print, HAL, number hal-02274136.
  17. Luc Doyen, 2018, "Bio-economic scenarios for biodiversity," Post-Print, HAL, number hal-02274140.
  18. Luc Doyen, 2018, "The Right Job and the Job Right: Novelty, Impact and Journal Stratification in Science," Post-Print, HAL, number hal-02274528.
  19. Luc Doyen & Anne-Sophie Masure & Sébastien Lavaud, 2018, "RMA Newsletter - Fall 2018," Post-Print, HAL, number hal-02883861.
  20. Luc Doyen & Helene Gomes & Coralie Kersulec, 2018, "Développement de modèle pêcheries Guyane Française," Post-Print, HAL, number hal-02883910.
  21. Luc Doyen & Lauriane Mouysset, 2018, "Biodiversité en territoires de plaine et grandes cultures," Post-Print, HAL, number hal-02885374, Jan.
  22. Luc Doyen, 2018, "Mathematics for Scenarios of Biodiversity and Ecosystem Services," Post-Print, HAL, number hal-03118045, DOI: 10.1007/s10666-018-9632-4.
  23. Eric Tromeur & Luc Doyen, 2018, "Optimal Harvesting Policies Threaten Biodiversity in Mixed Fisheries," Post-Print, HAL, number hal-03118051, DOI: 10.1007/s10666-018-9618-2.
  24. Yu-Jui Huang & Adrien Nguyen-Huu, 2018, "Time-consistent stopping under decreasing impatience," Post-Print, HAL, number hal-01950058, Feb, DOI: 10.1007/s00780-017-0350-6.

2017

  1. Monica Billio & Anna Petronevich, 2017, "Dynamical Interaction between Financial and Business Cycles," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-01692239, Oct, DOI: 10.2139/ssrn.3054438.
  2. Monica Billio & Lorenzo Frattarolo & Dominique Guegan, 2017, "Multivariate Reflection Symmetry of Copula Functions," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-01592147, Jul.
  3. Billio, Monica & Caporin, Massimiliano & Panzica, Roberto Calogero & Pelizzon, Loriana, 2017, "The impact of network connectivity on factor exposures, asset pricing and portfolio diversification," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 166, DOI: 10.2139/ssrn.2914218.
  4. Marcellino, Massimiliano & Foroni, Claudia & Casarin, Roberto & Ravazzolo, Francesco, 2017, "Uncertainty Through the Lenses of A Mixed-Frequency Bayesian Panel Markov Switching Model," CEPR Discussion Papers, Centre for Economic Policy Research, number 12339, Sep.
  5. Lauriane MOUYSSET & Claire RAIS ASSA & Jean-Sauveur AY & Frédéric JIGUET & Romain LORRILIERE & Luc DOYEN, 2017, "A bio-economic analysis for land-uses and biodiversity in metropolitan France," Cahiers du GREThA (2007-2019), Groupe de Recherche en Economie Théorique et Appliquée (GREThA), number 2017-05.
  6. Luc DOYEN & Claire ARMSTRONG & Stefan BAUMGARTNER & Christophe BÉNÉ & Fabian BLANCHARD & Abdoul Ahad CISSÉ & Rachel COOPER & Léo DUTA & Debora FREITAS & Sophie GOURGUET & Felipe GUSMAO & Astrid JARRE , 2017, "From no whinge policy to viability tree," Cahiers du GREThA (2007-2019), Groupe de Recherche en Economie Théorique et Appliquée (GREThA), number 2017-12.
  7. Adrien Lagarde & Abdoul Ahad-Cissé & Sophie Gourguet & Olivier Le Pape & Olivier Thébaud & Nathalie Caill-Milly & Gilles Morandeau & Claire Macher & Luc Doyen, 2017, "How MMEY mitigates bio-economic impacts of climate change on mixed fisheries," Cahiers du GREThA (2007-2019), Groupe de Recherche en Economie Théorique et Appliquée (GREThA), number 2017-22.
  8. Luc Doyen & Sébastien Lavaud & Anne-Sophie Masure, 2017, "RMA newsletter Spring 2017," Post-Print, HAL, number hal-02196591.
  9. Luc Doyen & Sébastien Lavaud & Anne-Sophie Masure, 2017, "RMA newsletter Fall 2017," Post-Print, HAL, number hal-02196595.
  10. Luc Doyen, 2017, "Ecological Economic Viability," Post-Print, HAL, number hal-02274258.
  11. Luc Doyen, 2017, "Ecological Economic Viability for fisheries," Post-Print, HAL, number hal-02274269.
  12. Luc Doyen, 2017, "Introduction to Special Issue on Modeling and sustainability of biodiversity and ecosystem services: Natural Resource Modeling," Post-Print, HAL, number hal-02879146, Feb, DOI: 10.1111/nrm.12125.
  13. P.-Y. Hardy & C. Béné & L. Doyen & D. Mills, 2017, "Strengthening the resilience of small-scale fisheries: A modeling approach to explore the use of in-shore pelagic resources in Melanesia," Post-Print, HAL, number hal-02882464, Oct, DOI: 10.1016/j.envsoft.2017.06.001.
  14. Luc Doyen, 2017, "Introduction to Special Issue on Modeling and sustainability of biodiversity and ecosystem services," Post-Print, HAL, number hal-03118047.
  15. Yu-Jui Huang & Adrien Nguyen-Huu & Xun Yu Zhou, 2017, "General Stopping Behaviors of Naive and Non-Committed Sophisticated Agents, with Application to Probability Distortion," Papers, arXiv.org, number 1709.03535, Sep, revised Mar 2019.
  16. Yu-Jui Huang & Adrien Nguyen-Huu & Xun Yu Zhou, 2017, "Stopping Behaviors of Naïve and Non-Committed Sophisticated Agents when They Distort Probability
    [Comportement d'arrêt des agents naïfs et sophistiqués sous distorsion des probabilités perçues]    ," Working Papers, HAL, number hal-01586655, Sep.

2016

  1. Monica Billio & Roberto Casarin & Luca Rossini, 2016, "Bayesian nonparametric sparse VAR models," Papers, arXiv.org, number 1608.02740, Aug, revised Oct 2018.
  2. Monica Billio & Lorenzo Frattarolo & Hayette Gatfaoui & Philippe de Peretti, 2016, "Clustering in Dynamic Causal Networks as a Measure of Systemic Risk on the Euro Zone," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-01339826, Sep.
  3. Monica Billio & Lorenzo Frattarolo & Loriana Pelizzon, 2016, "Hedge Fund Tail Risk: An investigation in stressed markets, extended version with appendix," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2016:01.
  4. Monica Billio & Massimiliano Caporin & Lorenzo Frattarolo & Loriana Pelizzon, 2016, "Networks in risk spillovers: a multivariate GARCH perspective," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2016:03.
  5. Monica Billio & Roberto Casarin & Luca Rossini, 2016, "Bayesian nonparametric sparse seemingly unrelated regression model (SUR)," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2016:20.
  6. Billio, Monica & Donadelli, Michael & Paradiso, Antonio & Riedel, Max, 2016, "Which market integration measure?," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 159, DOI: 10.2139/ssrn.2883995.
  7. Jean-christophe PEREAU & Lauriane MOUYSSET & Luc DOYEN, 2016, "Groundwater management in food security context," Cahiers du GREThA (2007-2019), Groupe de Recherche en Economie Théorique et Appliquée (GREThA), number 2016-14.
  8. Eric TROMEUR & Luc DOYEN, 2016, "Optimal biodiversity erosion in multispecies fisheries," Cahiers du GREThA (2007-2019), Groupe de Recherche en Economie Théorique et Appliquée (GREThA), number 2016-20.
  9. Luc Doyen & P. Roche & Muriel Tichit, 2016, "Concepts et formalismes de la durabilité pour la biodiversité et les services écosystémiques," Post-Print, HAL, number hal-02160804.
  10. Laurianne Mouysset & M Miglianico & D Makowski & F Jiguet & L Doyen, 2016, "Dynamic models for bird community in farming landscapes," Post-Print, HAL, number hal-02234407.
  11. Luc Doyen, 2016, "Ecological economic for tropical ecosystems," Post-Print, HAL, number hal-02274318.
  12. Luc Doyen, 2016, "Challenges for Mathematics of Planet Earth," Post-Print, HAL, number hal-02274335.
  13. Sébastien Lavaud & Luc Doyen, 2016, "Réseau SEAVIEW," Post-Print, HAL, number hal-02883940.
  14. Matheus Grasselli & Adrien Nguyen-Huu, 2016, "Inventory growth cycles with debt-financed investment," Papers, arXiv.org, number 1610.00955, Oct.
  15. Adrien Nguyen-Huu & Antonin Pottier, 2016, "Debt and Investment in the Keen Model: a Reappraisal of Modeling Minsky
    [Dette et Investissement dans le modèle de Keen : quelle modélisation de Minsky ?]    ," Working Papers, HAL, number hal-01376552, Aug.
  16. Adrien Nguyen Huu & Antonin Pottier, 2016, "Credit and investment in the Goodwin-Keen model: a reappraisal," Working Papers, HAL, number hal-01448545.

2015

  1. Dominique Guegan & Monica Billio & Ludovic Calès, 2015, "A Rank-based Approach to Cross-Sectional Analysis," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00646073.
  2. Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2015, "Interconnections between Eurozone and US Booms and Busts using a Bayesian Panel Markov-Switching VAR Mode," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-111/III, Sep.
  3. Monica Billio & Roberto Casarin & Michele Costola & Andrea Pasqualini, 2015, "An entropy-based early warning indicator for systemic risk," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2015:09.
  4. Monica Billio & Michael Donadelli & Antonio Paradiso & Max Riedel, 2015, "Measuring Financial Integration: Lessons from the Correlation," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2015:23.
  5. Federico Bassetti & Roberto Casarin & Francesco Ravazzolo, 2015, "Bayesian nonparametric calibration and combination of predictive distributions," Working Paper, Norges Bank, number 2015/03, Feb.
  6. Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk, 2015, "Dynamic predictive density combinations for large data sets in economics and finance," Working Paper, Norges Bank, number 2015/12, Jul.
  7. CISSE Abdoul & SANZ Nicolas & BLANCHARD Fabien & DOYEN Luc & PEREAU Jean-Christophe, 2015, "The tragedy of ecosystems in open-access," Cahiers du GREThA (2007-2019), Groupe de Recherche en Economie Théorique et Appliquée (GREThA), number 2015-02.
  8. Michel de Lara & Vincent Martinet & Luc Doyen, 2015, "Satisficing versus optimality: criteria for sustainability," Post-Print, HAL, number hal-01123050, DOI: 10.1007/s11538-014-9944-8.
  9. Lauriane Mouysset & Luc Doyen & Jean-Christophe Pereau & Frédéric Jiguet, 2015, "Benefits and costs of biodiversity in agricultural public policies," Post-Print, HAL, number hal-01565811, DOI: 10.1093/erae/jbu005.
  10. Luc Doyen, 2015, "Viability for ecosystem based fisheries management," Post-Print, HAL, number hal-02274354.
  11. Luc Doyen, 2015, "EcoViability for ecosystem based fisheries management," Post-Print, HAL, number hal-02274415.
  12. Luc Doyen, 2015, "Introduction," Post-Print, HAL, number hal-02274419.
  13. Luc Doyen, 2015, "EcoViability for fisheries management in French Guiana," Post-Print, HAL, number hal-02274430.
  14. Luc Doyen, 2015, "Bio-economic scenarios for marine biodiversity and fisheries," Post-Print, HAL, number hal-02274518.
  15. Abdoul Ahad Cisse & L. Doyen & Fabian Blanchard & C. Béné & Jean-Christophe Pereau, 2015, "Ecoviability for small-scale fisheries in the context of food security constraints," Post-Print, HAL, number hal-02485117, DOI: 10.1016/j.ecolecon.2015.02.005.
  16. Luc Doyen & Adrien Lagarde & Abdoul Ahad Cisse & Sophie Gourguet, 2015, "Développement de modèle pêcheries Golfe de Gascogne," Post-Print, HAL, number hal-02883919.
  17. Luc Doyen & Adrien Lagarde, 2015, "Développement de modèle pêcheries Polynésie Française," Post-Print, HAL, number hal-02883934.
  18. Bassirou Diop & Nicolas Sanz & Yves Jamont Junior Duplan & Elhadji Mama Guene & Fabian Blanchard & Luc Doyen & Jean-Christophe Pereau, 2015, "Global warming and the collapse of the French Guiana shrimp fishery," Working Papers, HAL, number hal-01243305, Dec.

2014

  1. Peter Martey Addo & Monica Billio & Dominique Guegan, 2014, "Nonlinear Dynamics and Wavelets for Business Cycle Analysis," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-01310513, DOI: 10.1007/978-3-319-07061-2_4.
  2. Peter Martey Addo & Monica Billio & Dominique Guegan, 2014, "The univariate MT-STAR model and a new linearity and unit root test procedure," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-01310518, Aug, DOI: 10.1016/j.csda.2013.12.009.
  3. Peter Martey Addo & Monica Billio & Dominique Guegan, 2014, "Turning point chronology for the euro area: A distance plot approach," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-01310533, DOI: 10.1787/19952899.
  4. Roberto Casarin & Monica Billio & Anthony Osuntuyi, 2014, "Markov Switching GARCH models for Bayesian Hedging on Energy Futures Markets," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2014:07.
  5. Roberto Casarin & Komla Mawulom Agudze & Monica Billio & Eric Girardin, 2014, "Growth-cycle phases in China�s provinces: A panel Markov-switching approach," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2014:19.
  6. Roberto Casarin & Daniel Felix Ahelegbey & Monica Billio, 2014, "Sparse Graphical Vector Autoregression: A Bayesian Approach," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2014:29.
  7. Roberto Casarin & Fabrizio Leisen & German Molina & Enrique ter Horst, 2014, "A Bayesian Beta Markov Random Field Calibration of the Term Structure of Implied Risk Neutral Densities," Papers, arXiv.org, number 1409.1956, Sep.
  8. Roberto Casarin, 2014, "A Note on Tractable State-Space Model for Symmetric Positive-Definite Matrices," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2014:23.
  9. Luc Doyen & R. A Deng & C. M. Dichmont & Sophie Gourguet & S. Jennings & L. Richard Little & S. Pascoe & Olivier Thébaud, 2014, "Risk versus Economic Performance in a Mixed Fishery," Post-Print, HAL, number hal-01134866, DOI: 10.1016/j.ecolecon.2014.01.013.
  10. Jean-Sauveur Ay & Raja Chakir & Luc Doyen & Frédéric Jiguet & Paul Leadley, 2014, "Integrated models, scenarios and dynamics of climate, land use and common birds," Post-Print, HAL, number hal-01173053, DOI: 10.1007/s10584-014-1202-4.
  11. Olivier Thébaud & Nick Ellis & L. Richard Little & Luc Doyen & Ross J. Marriott, 2014, "Viability trade-offs in the evaluation of strategies to manage recreational fishing in a marine park," Post-Print, HAL, number hal-01725535, DOI: 10.1016/j.ecolind.2014.05.013.
  12. Luc Doyen, 2014, "Scénarios et modélisation écologico-économiques," Post-Print, HAL, number hal-02274524.
  13. Luc Doyen, 2014, "Co-Viability modelling for the resilience of socio-ecosystems," Post-Print, HAL, number hal-02274525.
  14. Laurianne Mouysset & Luc Doyen & Frederic Jiguet, 2014, "Sustainable agriculture with profitable farming and biodiversity conservation," Working Papers, HAL, number hal-02160800.
  15. Luc Doyen, 2014, "Pêches maritimes : comment concilier exploitation et préservation des ressources halieutiques ?," Working Papers, HAL, number hal-02160803.
  16. Adrien Nguyen Huu & Nadia Oudjane, 2014, "Hedging Expected Losses on Derivatives in Electricity Futures Markets," Papers, arXiv.org, number 1401.8271, Jan.
  17. Adrien Nguyen Huu & Oumar Mbodji & A Nguyen-Huu & Traian A. Pirvu, 2014, "Optimal Sharing Rule for a Household with a Portfolio Management Problem," Papers, arXiv.org, number 1402.1052, Feb, revised Jan 2019.
  18. Matheus Grasselli & Adrien Nguyen Huu, 2014, "Inflation and speculation in a dynamic macroeconomic model," Papers, arXiv.org, number 1412.7500, Dec.

2013

  1. Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2013, "Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model," Working Paper, Norges Bank, number 2013/20, Aug.
  2. Peter Martey Addo & Monica Billio & Dominique Guegan, 2013, "Nonlinear dynamics and recurrence plots for detecting financial crisis," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-00964975, Dec, DOI: 10.1016/j.najef.2013.02.014.
  3. Monica Billio & Laurent Ferrara & Dominique Guegan & Gian Luigi Mazzi, 2013, "Evaluation of Regime Switching Models for Real-Time Business Cycle Analysis of the Euro Area," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-00965005, Nov, DOI: 10.1002/for.2260.
  4. Peter Martey Addo & Monica Billio & Dominique Guegan, 2013, "Understanding Exchange Rates Dynamics," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00803447, Feb.
  5. Peter Martey Addo & Monica Billio & Dominique Guegan, 2013, "Turning point chronology for the Euro-Zone: A Distance Plot Approach," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00803457, Feb.
  6. Monica Billio & Gregory Jannin & Bertrand Maillet & Loriana Pelizzon, 2013, "Portfolio Performance Measure and A New Generalized Utility-based N-moment Measure," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2013:22.
  7. Monica Billio & Maddalena Cavicchioli, 2013, "�Markov Switching Models for Volatility: Filtering, Approximation and Duality�," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2013:24.
  8. Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk, 2013, "Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2013-09, Aug.
  9. Roberto Casarin & Marco Tronzano & Domenico Sartore, 2013, "Bayesian Markov Switching Stochastic Correlation Models," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2013:11.
  10. Federico Bassetti & Roberto Casarin & Fabrizio Leisen, 2013, "Beta-Product Dependent Pitman-Yor Processes for Bayesian Inference," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2013:13.
  11. Fabrizio Leisen & Roberto Casarin & David Luengo & Luca Martino, 2013, "Adaptive Sticky Generalized Metropolis," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2013:19.
  12. A.A. Cisse & L. Doyen & F. Blanchard & J.C. Pereau, 2013, "Stochastic viability of the coastal fishery in French Guiana," Documents de Travail, CEREGMIA, Université des Antilles et de la Guyane, number 2013-07, Mar.
  13. Lauriane MOUYSSET & Luc DOYEN & Jean-Christophe PEREAU & Fréderic JIGUET, 2013, "A double benefit of biodiversity in agriculture," Cahiers du GREThA (2007-2019), Groupe de Recherche en Economie Théorique et Appliquée (GREThA), number 2013-04.
  14. P. Y. Hardy & C. Bene & L. Doyen & J. C. Pereau & D. Miles, 2013, "Viability and resilience of small-scale fisheries through cooperative arrangements," Cahiers du GREThA (2007-2019), Groupe de Recherche en Economie Théorique et Appliquée (GREThA), number 2013-18.
  15. Marc Leandri & Jean-Christophe Pereau & Luc Doyen & Patrick Point, 2013, "L'apport des sciences humaines pour l'aide à la décision," Post-Print, HAL, number hal-00798293.
  16. Sophie Gourguet & Claire Macher & Luc Doyen & Olivier Thébaud & M. Bertignac & Olivier Guyader, 2013, "Managing mixed fisheries for bio-economic viability," Post-Print, HAL, number hal-00835634, Feb, DOI: 10.1016/j.fishres.2012.12.005.
  17. Lauriane Mouysset & Luc Doyen & Frédéric Jiguet, 2013, "Risk-averse behaviour may improve farmland biodiversity," Working Papers, HAL, number hal-01590490.
  18. Adrien Nguyen Huu, 2013, "Investment under uncertainty, competition and regulation," Papers, arXiv.org, number 1309.1844, Sep, revised Feb 2014.
  19. Bruno Bouchard & Adrien Nguyen Huu, 2013, "No marginal arbitrage of the second kind for high production regimes in discrete time production-investment models with proportional transaction costs," Post-Print, HAL, number hal-00487030, Apr, DOI: 10.1111/j.1467-9965.2011.00493.x.

2012

  1. Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2012, "Combination schemes for turning point predictions," Working Paper, Norges Bank, number 2012/04, Apr.
  2. Peter Martey Addo & Monica Billio & Dominique Guegan, 2012, "Alternative Methodology for Turning-Point Detection in Business Cycle : A Wavelet Approach," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00694420, Apr.
  3. Monica Billio & Ludovic Calès & Dominique Guegan, 2012, "Cross-Sectional Analysis through Rank-based Dynamic Portfolios," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00707430, May.
  4. Peter Martey Addo & Monica Billio & Dominique Guegan, 2012, "Studies in Nonlinear Dynamics and Wavelets for Business Cycle Analysis," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 12023r, Apr, revised Nov 2013.
  5. Monica Billio & Ludovic Calès & Dominique Guegan, 2012, "Cross-Sectional Analysis through Rank-based Dynamic," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 12036, May.
  6. Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2012, "Time-varying Combinations of Predictive Densities using Nonlinear Filtering," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 12-118/III, Nov.
  7. Monica Billio & Massimiliano Caporin & Loriana Pelizzon & Domenico Sartore, 2012, "CDS Industrial Sector Indices, credit and liquidity risk," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2012_09.
  8. Monica Billio & Massimiliano Caporin & Michele Costola, 2012, "Backward/forward optimal combination of performance measures for equity screening," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2012_13.
  9. Monica Billio & Roberto Casarin & Anthony Osuntuyi, 2012, "Efficient Gibbs Sampling for Markov Switching GARCH Models," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2012:35.
  10. Daniel Felix Ahelegbey & Monica Billio & Roberto Casarin, 2012, "Bayesian Graphical Models for Structural Vector Autoregressive Processes," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2012:36.
  11. Roberto Casarin & Flaminio Squazzoni, 2012, "Financial press and stock markets in times of crisis," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2012_04.
  12. Lauriane MOUYSSET & Luc DOYEN & Fréderic JIGUET, 2012, "How does the economic risk aversion affect biodiversity?," Cahiers du GREThA (2007-2019), Groupe de Recherche en Economie Théorique et Appliquée (GREThA), number 2012-03.

2011

  1. Dominique Guegan & Ludovic Calès & Monica Billio, 2011, "A Cross-Sectional Score for the Relative Performance of an Allocation," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00646070.
  2. Peter Martey Addo & Monica Billio & Dominique Guegan, 2011, "A test for a new modelling : The Univariate MT-STAR Model," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00659158, Nov.
  3. Peter Martey Addo & Monica Billio & Dominique Guegan, 2011, "A New Modelling Test: The Univariate MT-STAR Model," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 11083r, Dec, revised Aug 2013.
  4. Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2011, "Bayesian Combinations of Stock Price Predictions with an Application to the Amsterdam Exchange Index," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 11-082/4, May.
  5. Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2011, "Combining Predictive Densities using Nonlinear Filtering with Applications to US Economics Data," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 11-172/4, Dec.
  6. Monica Billio & Mila Getmansky & Andrew W. Lo & Loriana Pelizzon, 2011, "Econometric Measures of Connectedness and Systemic Risk in the Finance and Insurance Sectors," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2011_21.
  7. Roberto Casarin & Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez Amaral, 2011, "Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 11/26, Jul.
  8. Bassetti, Federico & Casarin, Roberto & Leisen, Fabrizio, 2011, "Beta-product Poisson-Dirichlet Processes," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number 12160, Sep.
  9. Casarin, Roberto & Craiu, Radu & Leisen, Fabrizio, 2011, "Interacting multiple -- Try algorithms with different proposal distributions," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number ws110402, Mar.
  10. Jean-Christophe PEREAU & Luc DOYEN & Rich LITTLE & Olivier THEBAUD, 2011, "The triple bottom line: Meeting ecological, economic and social goals with Individual Transferable Quotas," Cahiers du GREThA (2007-2019), Groupe de Recherche en Economie Théorique et Appliquée (GREThA), number 2011-01.
  11. Abdoul CISSE & Sophie GOURGUET & Luc DOYEN & Fabian BLANCHARD & Jean-Christophe PEREAU, 2011, "A bio-economic model for the ecosystem-based management of the coastal fishery in French Guiana," Cahiers du GREThA (2007-2019), Groupe de Recherche en Economie Théorique et Appliquée (GREThA), number 2011-38.
  12. Lauriane Mouysset & Luc Doyen & Frédéric Jiguet & Gilles Allaire & Francois Leger, 2011, "Bio economic modeling for a sustainable management of biodiversity in agricultural lands," Post-Print, HAL, number hal-01019733, DOI: 10.1016/j.ecolecon.2010.12.006.
  13. Adrien Nguyen Huu, 2011, "A note on super-hedging for investor-producers," Papers, arXiv.org, number 1112.4740, Dec, revised Mar 2012.

2010

  1. Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2010, "Combining predictive densities using Bayesian filtering with applications to US economics data," Working Paper, Norges Bank, number 2010/29, Dec.
  2. Monica Billio & Ludovic Calès & Dominique Guegan, 2010, "A Performance Measure of Zero-Dollar Long/Short Equally Weighted Portfolios," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00476038, Mar.
  3. Monica Billio & Ludovic Calès & Dominique Guegan, 2010, "A Cross-Sectional Performance Measure for Portfolio Management," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00523466, Aug.
  4. Monica Billio & Mila Getmansky & Andrew W. Lo & Loriana Pelizzon, 2010, "Econometric Measures of Systemic Risk in the Finance and Insurance Sectors," NBER Working Papers, National Bureau of Economic Research, Inc, number 16223, Jul.
  5. Monica Billio & Roberto Casarin, 2010, "Bayesian Estimation of Stochastic-Transition Markov-Switching Models for Business Cycle Analysis," Working Papers, University of Brescia, Department of Economics, number 1002.
  6. Michel De Lara & Vincent Martinet & Luc Doyen, 2010, "Risk and Sustainability: Is Viability that far from Optimality?," Working Papers, INRA, Economie Publique, number 2010/02, Feb.
  7. Vincent Martinet & Luc Doyen, 2010, "Maximin, Viability and Sustainability," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2010-19.

2009

  1. Monica Billio & Ludovic Calès & Dominique Guegan, 2009, "Portfolio Symmetry and Momentum," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00363383, Nov.
  2. Monica Billio & Laurent Ferrara & Dominique Guegan & Gian Luigi Mazzi, 2009, "Evaluation of Nonlinear time-series models for real-time business cycle analysis of the Euro area," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00423890, Aug.
  3. Luc DOYEN & Jean-Christophe PEREAU, 2009, "Sustainable coalitions in the commons," Cahiers du GREThA (2007-2019), Groupe de Recherche en Economie Théorique et Appliquée (GREThA), number 2009-15.
  4. J.C.J. Groot & W.H.A. Rossing & M. Tichit & N. Turpin & A. Jellema & J. Baudry & P.H. Verburg & L. Doyen & G.W.J. van de Ven, 2009, "On the contribution of modelling to multifunctional agriculture: Learning from comparisons," Post-Print, HAL, number hal-00455433, DOI: 10.1016/j.jenvman.2008.11.030.
  5. René Aïd & Luciano Campi & Adrien Nguyen Huu & Nizar Touzi, 2009, "A structural risk-neutral model of electricity prices," Post-Print, HAL, number hal-00390690, Nov.

2008

  1. Monica Billio & Roberto Casarin, 2008, "Identifying Business Cycle Turning Points with Sequential Monte Carlo Methods," Working Papers, University of Brescia, Department of Economics, number 0815.
  2. Loriana Pelizzon & Monica Billio & Mila Getmansky, 2008, "Crisis and Hedge Fund Risk," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2008_10.
  3. Loriana Pelizzon & Monica Billio & Mila Getmansky, 2008, "Non-Parametric Analysis of Hedge Fund Returns: New Insights from High Frequency Data," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2008_11.
  4. Gianni Amisano & Roberto Casarin, 2008, "Particle Filters for Markov-Switching Stochastic-Correlation Models," Working Papers, University of Brescia, Department of Economics, number 0814.
  5. Roberto Casarin & Domenico sartore, 2008, "Matrix-State Particle Filter for Wishart Stochastic Volatility Processes," Working Papers, University of Brescia, Department of Economics, number 0816.
  6. Roberto Casarin & Loriana Pelizzon & Andrea Piva, 2008, "Italian Equity Funds: Efficiency and Performance Persistence," Working Papers, University of Brescia, Department of Economics, number 0817.
  7. Luc Doyen & Christophe Béné & Olivier Thébaud & Fabian Blanchard & Vincent Martinet, 2008, "Co-viability modelling and the ecosystem approach to fisheries management," Post-Print, HAL, number hal-00368412, Jul.
  8. Vincent Martinet & Olivier Thébaud & Luc Doyen, 2008, "Selecting viable recovery paths towards sustainable fisheries," Post-Print, HAL, number hal-00368624, Nov.
  9. L. Doyen & Patrice Dumas & P. Ambrosi, 2008, "Optimal timing of CO2 mitigation policies for a cost-effectiveness model," Post-Print, HAL, number hal-00716356, DOI: 10.1016/j.mcm.2007.11.010.

2007

  1. Monica Billio & Mila Getmansky & Loriana Pelizzon, 2007, "Dynamic Risk Exposure in Hedge Funds," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2007_17.
  2. Monica Billio & Massimiliano Caporin, 2007, "Market linkages, variance spillovers and correlation stability: empirical evidences of financial contagion," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2007_18.
  3. Monica Billio & Massimiliano Caporin & Guido Cazzavillan, 2007, "Dating EU15 Monthly Business Cycle Jointly Using GDP and IPI," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2007_19.
  4. Monica Billio & Jacques Anas & Laurent Ferrara & Marco Lo Duca, 2007, "Business Cycle Analysis with Multivariate Markov Switching Models," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2007_32.
  5. Monica Billio & Jacques Anas & Laurent Ferrara & Marco Lo Duca, 2007, "A turning point chronology for the Euro-zone," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2007_33.
  6. Monica Billio & Roberto Casarin & Domenico Sartore, 2007, "Bayesian Inference on Dynamic Models with Latent Factors," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2007_34.
  7. Roberto Casarin & Jean-Michel Marin, 2007, "Online data processing: comparison of Bayesian regularized particle filters," Working Papers, University of Brescia, Department of Economics, number 0703.
  8. Vincent Martinet & Olivier Thébaud & Luc Doyen, 2007, "Defining viable recovery path toward sustainable fisheries," Post-Print, HAL, number hal-01186921, DOI: 10.1016/j.ecolecon.2007.02.036.
  9. Vincent Martinet & Luc Doyen, 2007, "Sustainability of an economy with an exhaustible resource: A viable control approach," Post-Print, HAL, number hal-01186925, DOI: 10.1016/j.reseneeco.2006.03.003.

2006

  1. Roberto Casarin & Monica Billio, 2006, "Stochastic Optimisation for Allocation Problems with Shortfall Risk Constraints," Working Papers, University of Brescia, Department of Economics, number ubs0618.
  2. Monica Billio & Silvestro Di Sanzo, 2006, "Granger-causality in Markov Switching Models," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2006_20.
  3. Monica Billio & Massimiliano Caporin, 2006, "A generalized Dynamic Conditional Correlation Model for Portfolio Risk Evaluation," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2006_53.
  4. Monica Billio & Mila Getmansky & Loriana Pelizzon, 2006, "Phase-Locking and Switching Volatility in Hedge Funds," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2006_54.
  5. Roberto Casarin & Carmine Trecroci, 2006, "Business Cycle and Stock Market Volatility: A Particle Filter Approach," Working Papers, University of Brescia, Department of Economics, number ubs0603.
  6. Luc Doyen & Vincent Martinet & Olivier Thebaud, 2006, "Recovering viable fisheries," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2006-5.
  7. L. Doyen & J.C. Pereau, 2006, "A sustainable management of renewable resource with a quota market," Computing in Economics and Finance 2006, Society for Computational Economics, number 10, Jul.
  8. Michel De Lara & Luc Doyen & Therese Guilbaud & Marie-Joelle Rochet, 2006, "Sustainable management of fisheries: an illustration of viability concepts and methods," Computing in Economics and Finance 2006, Society for Computational Economics, number 91, Jul.

2005

  1. Roberto Casarin, 2005, "Stochastic Processes in Credit Risk Modelling," Working Papers, University of Brescia, Department of Economics, number ubs0505.

2003

  1. V.Martinet & L. Doyen, 2003, "Sustainable management of an exhaustible resource:a viable control model," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2003-36.
  2. L. Doyen & C Bene, 2003, "Sustainability of fisheries through marine reserves: a robust modeling analysis," Post-Print, HAL, number hal-00716683, DOI: 10.1016/S0301-4797(03)00004-5.

1999

  1. Monica Billio & Alain Monfort, 1999, "Functional Indirect Inference," Working Papers, Center for Research in Economics and Statistics, number 99-01.

1998

  1. Monica Billio & Alain Monfort & Christian P, Robert, 1998, "The Simulated Likelihood Ratio (SLR) Method," Working Papers, Center for Research in Economics and Statistics, number 98-21.

Journal articles

2025

  1. Billio, Monica & Fitzpatrick, Aoife Claire & Latino, Carmelo & Pelizzon, Loriana, 2025, "Dissecting the ESG ratings: Does one size fit all?," Economics Letters, Elsevier, volume 256, issue C, DOI: 10.1016/j.econlet.2025.112606.
  2. Baltodano López, Ovielt & Billio, Monica & Casarin, Roberto & Costola, Michele, 2025, "Compounding geopolitical and energy risks: A clustered stochastic multi-COVOL model," Energy Economics, Elsevier, volume 149, issue C, DOI: 10.1016/j.eneco.2025.108700.
  3. Sina, A. & Billio, M. & Dufour, A. & Rocciolo, F. & Varotto, S., 2025, "The systemic risk of leveraged and covenant-lite loan syndications," International Review of Financial Analysis, Elsevier, volume 97, issue C, DOI: 10.1016/j.irfa.2024.103738.
  4. Billio, Monica & Butticè, Vincenzo & Pietro, Francesca Di & Tenca, Francesca & Vismara, Silvio, 2025, "Rising tides, rising funds: Floods and climate mitigation campaigns in equity crowdfunding," Finance Research Letters, Elsevier, volume 74, issue C, DOI: 10.1016/j.frl.2025.106747.
  5. Billio, M. & Busetto, F. & Dufour, A. & Varotto, S., 2025, "Bond supply expectations and the term structure of interest rates," Journal of International Money and Finance, Elsevier, volume 150, issue C, DOI: 10.1016/j.jimonfin.2024.103217.
  6. Coralie Kersulec & Hélène Gomes & Luc Doyen & Fabian Blanchard, 2025, "The role of illegal fishing on the sustainability of the coastal fishery in French Guiana," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, volume 27, issue 6, pages 13411-13437, June, DOI: 10.1007/s10668-023-04413-4.

2024

  1. Billio, Monica & Casarin, Roberto & Costola, Michele & Iacopini, Matteo, 2024, "COVID-19 spreading in financial networks: A semiparametric matrix regression model," Econometrics and Statistics, Elsevier, volume 29, issue C, pages 113-131, DOI: 10.1016/j.ecosta.2021.10.003.
  2. Ahelegbey, Daniel Felix & Billio, Monica & Casarin, Roberto, 2024, "Modeling Turning Points in the Global Equity Market," Econometrics and Statistics, Elsevier, volume 30, issue C, pages 60-75, DOI: 10.1016/j.ecosta.2021.10.004.
  3. Billio, Monica & Casarin, Roberto & Costola, Michele & Veggente, Veronica, 2024, "Learning from experts: Energy efficiency in residential buildings," Energy Economics, Elsevier, volume 136, issue C, DOI: 10.1016/j.eneco.2024.107650.
  4. Monica Billio & Michele Costola & Iva Hristova & Carmelo Latino & Loriana Pelizzon, 2024, "Sustainable Finance: A Journey Toward ESG and Climate Risk," International Review of Environmental and Resource Economics, now publishers, volume 18, issue 1-2, pages 1-75, January, DOI: 10.1561/101.00000156.
  5. Monica Billio & Maurizio Murgia & Silvio Vismara, 2024, "Sustainable and Climate Finance: An Integrative Framework from Corporates to Markets and Society," Review of Corporate Finance, now publishers, volume 4, issue 1–2, pages 1-16, April, DOI: 10.1561/114.00000058.
  6. Monica Billio & Roberto Casarin & Matteo Iacopini, 2024, "Bayesian Markov-Switching Tensor Regression for Time-Varying Networks," Journal of the American Statistical Association, Taylor & Francis Journals, volume 119, issue 545, pages 109-121, January, DOI: 10.1080/01621459.2022.2102502.
  7. Baltodano López Ovielt & Bulfone Giacomo & Casarin Roberto & Ravazzolo Francesco, 2024, "Modeling Corporate CDS Spreads Using Markov Switching Regressions," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 28, issue 2, pages 271-292, April, DOI: 10.1515/snde-2022-0106.
  8. Casarin Roberto & Peruzzi Antonio, 2024, "A Dynamic Latent-Space Model for Asset Clustering," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 28, issue 2, pages 379-402, April, DOI: 10.1515/snde-2022-0111.
  9. Carallo, Giulia & Casarin, Roberto & Robert, Christian P., 2024, "Generalized Poisson difference autoregressive processes," International Journal of Forecasting, Elsevier, volume 40, issue 4, pages 1359-1390, DOI: 10.1016/j.ijforecast.2023.11.009.
  10. Roberto Casarin & Bertrand B. Maillet & Anthony Osuntuyi, 2024, "Monte carlo within simulated annealing for integral constrained optimizations," Annals of Operations Research, Springer, volume 334, issue 1, pages 205-240, March, DOI: 10.1007/s10479-022-04994-9.
  11. Roberto Casarin & Mauro Costantini & Anthony Osuntuyi, 2024, "Bayesian Nonparametric Panel Markov-Switching GARCH Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 42, issue 1, pages 135-146, January, DOI: 10.1080/07350015.2023.2166049.
  12. Kersulec, Coralie & Doyen, Luc & Cissé, Abdoul Ahad, 2024, "From fork to fish: The role of demand on the sustainability of multi-species fishery," Ecological Economics, Elsevier, volume 225, issue C, DOI: 10.1016/j.ecolecon.2024.108320.
  13. Açıkgöz, Bernur & Dubois, Dimitri & Nguyen-Huu, Adrien & Duchêne, Sébastien & Willinger, Marc, 2024, "Depth of reasoning in the 11–20 game differs between financial professionals and students. A lab-in-the-field experiment," Economics Letters, Elsevier, volume 239, issue C, DOI: 10.1016/j.econlet.2024.111754.

2023

  1. Billio, Monica & Caporin, Massimiliano & Frattarolo, Lorenzo & Pelizzon, Loriana, 2023, "Networks in risk spillovers: A multivariate GARCH perspective," Econometrics and Statistics, Elsevier, volume 28, issue C, pages 1-29, DOI: 10.1016/j.ecosta.2020.12.003.
  2. Billio, Monica & Dufour, Alfonso & Segato, Samuele & Varotto, Simone, 2023, "Complexity and the default risk of mortgage-backed securities," Journal of Banking & Finance, Elsevier, volume 155, issue C, DOI: 10.1016/j.jbankfin.2023.106993.
  3. Billio, Monica & Caporin, Massimiliano & Panzica, Roberto & Pelizzon, Loriana, 2023, "The impact of network connectivity on factor exposures, asset pricing, and portfolio diversification," International Review of Economics & Finance, Elsevier, volume 84, issue C, pages 196-223, DOI: 10.1016/j.iref.2022.11.002.
  4. Monica Billio & Roberto Casarin & Matteo Iacopini & Sylvia Kaufmann, 2023, "Bayesian Dynamic Tensor Regression," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 41, issue 2, pages 429-439, April, DOI: 10.1080/07350015.2022.2032721.
  5. Casarin, Roberto & Grassi, Stefano & Ravazzolo, Francesco & van Dijk, Herman K., 2023, "A flexible predictive density combination for large financial data sets in regular and crisis periods," Journal of Econometrics, Elsevier, volume 237, issue 2, DOI: 10.1016/j.jeconom.2022.11.004.
  6. Galdi, Giulio & Casarin, Roberto & Ferrari, Davide & Fezzi, Carlo & Ravazzolo, Francesco, 2023, "Nowcasting industrial production using linear and non-linear models of electricity demand," Energy Economics, Elsevier, volume 126, issue C, DOI: 10.1016/j.eneco.2023.107006.

2022

  1. Agudze, Komla M. & Billio, Monica & Casarin, Roberto & Ravazzolo, Francesco, 2022, "Markov switching panel with endogenous synchronization effects," Journal of Econometrics, Elsevier, volume 230, issue 2, pages 281-298, DOI: 10.1016/j.jeconom.2021.04.004.
  2. Monica Billio & Michele Costola & Loriana Pelizzon & Max Riedel, 2022, "Buildings’ Energy Efficiency and the Probability of Mortgage Default: The Dutch Case," The Journal of Real Estate Finance and Economics, Springer, volume 65, issue 3, pages 419-450, October, DOI: 10.1007/s11146-021-09838-0.
  3. Monica Billio & Bertrand Maillet & Loriana Pelizzon, 2022, "A meta-measure of performance related to both investors and investments characteristics," Annals of Operations Research, Springer, volume 313, issue 2, pages 1405-1447, June, DOI: 10.1007/s10479-020-03771-w.
  4. Roberto Casarin & Jorge E. Camargo & German Molina & Enrique ter Horst, 2022, "A framework for information synthesis into sentiment indicators using text mining methods," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, volume 51, issue 15, pages 5265-5283, June, DOI: 10.1080/03610926.2020.1837878.
  5. Cuilleret, Mathieu & Doyen, Luc & Gomes, Hélène & Blanchard, Fabian, 2022, "Resilience management for coastal fisheries facing with global changes and uncertainties," Economic Analysis and Policy, Elsevier, volume 74, issue C, pages 634-656, DOI: 10.1016/j.eap.2022.03.016.

2021

  1. Billio Monica & Frattarolo Lorenzo & Guégan Dominique, 2021, "Multivariate radial symmetry of copula functions: finite sample comparison in the i.i.d case," Dependence Modeling, De Gruyter, volume 9, issue 1, pages 43-61, January, DOI: 10.1515/demo-2021-0102.
  2. Monica Billio & Michele Costola & Iva Hristova & Carmelo Latino & Loriana Pelizzon, 2021, "Inside the ESG ratings: (Dis)agreement and performance," Corporate Social Responsibility and Environmental Management, John Wiley & Sons, volume 28, issue 5, pages 1426-1445, September, DOI: 10.1002/csr.2177.
  3. Casarin, Roberto & Costantini, Mauro & Paradiso, Antonio, 2021, "On the role of dependence in sticky price and sticky information Phillips curve: Modelling and forecasting," Economic Modelling, Elsevier, volume 105, issue C, DOI: 10.1016/j.econmod.2021.105644.
  4. Tromeur, Eric & Doyen, Luc & Tarizzo, Violaine & Little, L. Richard & Jennings, Sarah & Thébaud, Olivier, 2021, "Risk averse policies foster bio-economic sustainability in mixed fisheries," Ecological Economics, Elsevier, volume 190, issue C, DOI: 10.1016/j.ecolecon.2021.107178.

2020

  1. M. Billio & M. Donadelli & G. Livieri & A. Paradiso, 2020, "On the role of domestic and international financial cyclical factors in driving economic growth," Applied Economics, Taylor & Francis Journals, volume 52, issue 11, pages 1272-1297, March, DOI: 10.1080/00036846.2019.1659934.
  2. Roberto Casarin & Fausto Corradin & Francesco Ravazzolo & Nguyen Domenico Sartore, 2020, "A Scoring Rule for Factor and Autoregressive Models Under Misspecification," Advances in Decision Sciences, Asia University, Taiwan, volume 24, issue 2, pages 66-103, June.
  3. Roberto Casarin & Matteo Iacopini & German Molina & Enrique ter Horst & Ramon Espinasa & Carlos Sucre & Roberto Rigobon, 2020, "Multilayer network analysis of oil linkages," The Econometrics Journal, Royal Economic Society, volume 23, issue 2, pages 269-296.
  4. Giacomo Bormetti & Roberto Casarin & Fulvio Corsi & Giulia Livieri, 2020, "A Stochastic Volatility Model With Realized Measures for Option Pricing," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 38, issue 4, pages 856-871, October, DOI: 10.1080/07350015.2019.1604371.
  5. Yu‐Jui Huang & Adrien Nguyen‐Huu & Xun Yu Zhou, 2020, "General stopping behaviors of naïve and noncommitted sophisticated agents, with application to probability distortion," Mathematical Finance, Wiley Blackwell, volume 30, issue 1, pages 310-340, January, DOI: 10.1111/mafi.12224.
  6. Nguyen-Huu, Adrien & Pottier, Antonin, 2020, "Hicksian traverse revisited: Conditions for the energy transition," Structural Change and Economic Dynamics, Elsevier, volume 54, issue C, pages 102-111, DOI: 10.1016/j.strueco.2020.04.012.

2019

  1. Monica Billio & Roberto Casarin & Michele Costola & Lorenzo Frattarolo, 2019, "Opinion Dynamics and Disagreements on Financial Networks," Advances in Decision Sciences, Asia University, Taiwan, volume 23, issue 4, pages 24-51, December.
  2. Bianchi, Daniele & Billio, Monica & Casarin, Roberto & Guidolin, Massimo, 2019, "Modeling systemic risk with Markov Switching Graphical SUR models," Journal of Econometrics, Elsevier, volume 210, issue 1, pages 58-74, DOI: 10.1016/j.jeconom.2018.11.005.
  3. Billio, Monica & Casarin, Roberto & Rossini, Luca, 2019, "Bayesian nonparametric sparse VAR models," Journal of Econometrics, Elsevier, volume 212, issue 1, pages 97-115, DOI: 10.1016/j.jeconom.2019.04.022.
  4. Andrea Bedin & Monica Billio & Michele Costola & Loriana Pelizzon, 2019, "Credit Scoring in SME Asset-Backed Securities: An Italian Case Study," JRFM, MDPI, volume 12, issue 2, pages 1-28, May.
  5. Roberto Casarin & German Molina & Enrique ter Horst, 2019, "A Bayesian time varying approach to risk neutral density estimation," Journal of the Royal Statistical Society Series A, Royal Statistical Society, volume 182, issue 1, pages 165-195, January, DOI: 10.1111/rssa.12386.
  6. Casarin, Roberto & Costola, Michele, 2019, "Structural changes in large economic datasets: A nonparametric homogeneity test," Economics Letters, Elsevier, volume 176, issue C, pages 55-59, DOI: 10.1016/j.econlet.2018.12.020.
  7. Doyen, L. & Armstrong, C. & Baumgärtner, S. & Béné, C. & Blanchard, F. & Cissé, A.A. & Cooper, R. & Dutra, L.X.C. & Eide, A. & Freitas, D. & Gourguet, S. & Gusmao, F. & Hardy, P.-Y. & Jarre, A. & Litt, 2019, "From no whinge scenarios to viability tree," Ecological Economics, Elsevier, volume 163, issue C, pages 183-188, DOI: 10.1016/j.ecolecon.2019.04.011.
  8. Mouysset, L. & Rais Assa, C. & Ay, J-S. & Jiguet, F. & Lorrilière, R. & Doyen, L., 2019, "Bioeconomic impacts of agroforestry policies in France," Land Use Policy, Elsevier, volume 85, issue C, pages 239-248, DOI: 10.1016/j.landusepol.2019.02.026.
  9. R. Quentin Grafton & Luc Doyen & Christophe Béné & Edoardo Borgomeo & Kate Brooks & Long Chu & Graeme S. Cumming & John Dixon & Stephen Dovers & Dustin Garrick & Ariella Helfgott & Qiang Jiang & Pamel, 2019, "Realizing resilience for decision-making," Nature Sustainability, Nature, volume 2, issue 10, pages 907-913, October, DOI: 10.1038/s41893-019-0376-1.
    • R. Quentin Grafton & Luc Doyen & Christophe Béné & Edoardo Borgomeo & Kate Brooks & Long Chu & Graeme S. Cumming & John Dixon & Stephen Dovers & Dustin Garrick & Ariella Helfgott & Qiang Jiang & Pamel, 2019, "Realizing resilience for decision-making," Post-Print, HAL, number hal-02733372, Oct, DOI: 10.1038/s41893-019-0376-1.
  10. Mbodji, O.S. & Nguyen-Huu, A. & Pirvu, T.A., 2019, "Optimal sharing rule for a household with a portfolio management problem," Mathematical Social Sciences, Elsevier, volume 101, issue C, pages 88-98, DOI: 10.1016/j.mathsocsci.2019.06.003.

2018

  1. Billio, Monica & Casarin, Roberto & Osuntuyi, Anthony, 2018, "Markov switching GARCH models for Bayesian hedging on energy futures markets," Energy Economics, Elsevier, volume 70, issue C, pages 545-562, DOI: 10.1016/j.eneco.2017.06.001.
  2. Racca, P. & Casarin, R. & Dondio, P. & Squazzoni, F., 2018, "Relating group size and posting activity of an online community of financial investors: Regularities and seasonal patterns," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 493, issue C, pages 458-466, DOI: 10.1016/j.physa.2017.11.143.
  3. Federico Bassetti & Roberto Casarin & Francesco Ravazzolo, 2018, "Bayesian Nonparametric Calibration and Combination of Predictive Distributions," Journal of the American Statistical Association, Taylor & Francis Journals, volume 113, issue 522, pages 675-685, April, DOI: 10.1080/01621459.2016.1273117.
  4. Roberto Casarin & Domenico Sartore & Marco Tronzano, 2018, "A Bayesian Markov-Switching Correlation Model for Contagion Analysis on Exchange Rate Markets," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 36, issue 1, pages 101-114, January, DOI: 10.1080/07350015.2015.1137757.
  5. Lagarde, A. & Doyen, L. & Ahad-Cissé, A. & Caill-Milly, N. & Gourguet, S. & Pape, O. Le & Macher, C. & Morandeau, G. & Thébaud, O., 2018, "How Does MMEY Mitigate the Bioeconomic Effects of Climate Change for Mixed Fisheries," Ecological Economics, Elsevier, volume 154, issue C, pages 317-332, DOI: 10.1016/j.ecolecon.2018.07.001.
  6. Diop, Bassirou & Sanz, Nicolas & Duplan, Yves Jamont Junior & Guene, El Hadji Mama & Blanchard, Fabian & Pereau, Jean-Christophe & Doyen, Luc, 2018, "Maximum Economic Yield Fishery Management in the Face of Global Warming," Ecological Economics, Elsevier, volume 154, issue C, pages 52-61, DOI: 10.1016/j.ecolecon.2018.07.027.
  7. Lauriane Mouysset & Luc Doyen & François Léger & Frédéric Jiguet & Tim G. Benton, 2018, "Operationalizing Sustainability as a Safe Policy Space," Sustainability, MDPI, volume 10, issue 10, pages 1-9, October.
  8. Jean-Christophe Pereau & Lauriane Mouysset & Luc Doyen, 2018, "Groundwater Management in a Food Security Context," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, volume 71, issue 2, pages 319-336, October, DOI: 10.1007/s10640-017-0154-3.
  9. L. Doyen & A. A. Cissé & N. Sanz & F. Blanchard & J.-C. Pereau, 2018, "The Tragedy of Open Ecosystems," Dynamic Games and Applications, Springer, volume 8, issue 1, pages 117-140, March, DOI: 10.1007/s13235-016-0205-3.
  10. Grasselli, Matheus R. & Nguyen-Huu, Adrien, 2018, "Inventory growth cycles with debt-financed investment," Structural Change and Economic Dynamics, Elsevier, volume 44, issue C, pages 1-13, DOI: 10.1016/j.strueco.2018.01.003.
  11. Yu-Jui Huang & Adrien Nguyen-Huu, 2018, "Time-consistent stopping under decreasing impatience," Finance and Stochastics, Springer, volume 22, issue 1, pages 69-95, January, DOI: 10.1007/s00780-017-0350-6.

2017

  1. Billio, M. & Donadelli, M. & Paradiso, A. & Riedel, M., 2017, "Which market integration measure?," Journal of Banking & Finance, Elsevier, volume 76, issue C, pages 150-174, DOI: 10.1016/j.jbankfin.2016.12.002.
  2. Antonin Pottier & Adrien Nguyen-Huu, 2017, "Debt and investment in the Keen model: a reappraisal of modelling Minsky," Review of Keynesian Economics, Edward Elgar Publishing, volume 5, issue 4, pages 631–647-6, October.

2016

  1. Daniel Felix Ahelegbey & Monica Billio & Roberto Casarin, 2016, "Sparse Graphical Vector Autoregression: A Bayesian Approach," Annals of Economics and Statistics, GENES, issue 123-124, pages 333-361, DOI: 10.15609/annaeconstat2009.123-124.0.
  2. Billio, Monica & Casarin, Roberto & Osuntuyi, Anthony, 2016, "Efficient Gibbs sampling for Markov switching GARCH models," Computational Statistics & Data Analysis, Elsevier, volume 100, issue C, pages 37-57, DOI: 10.1016/j.csda.2014.04.011.
  3. Billio, Monica & Casarin, Roberto & Costola, Michele & Pasqualini, Andrea, 2016, "An entropy-based early warning indicator for systemic risk," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 45, issue C, pages 42-59, DOI: 10.1016/j.intfin.2016.05.008.
  4. Daniel Felix Ahelegbey & Monica Billio & Roberto Casarin, 2016, "Bayesian Graphical Models for STructural Vector Autoregressive Processes," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 31, issue 2, pages 357-386, March.
  5. Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. Van Dijk, 2016, "Interconnections Between Eurozone and us Booms and Busts Using a Bayesian Panel Markov‐Switching VAR Model," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 31, issue 7, pages 1352-1370, November.
  6. Roberto Casarin & Giulia Mantoan & Francesco Ravazzolo, 2016, "Bayesian Calibration of Generalized Pools of Predictive Distributions," Econometrics, MDPI, volume 4, issue 1, pages 1-24, March.
  7. Nalan Baştürk & Roberto Casarin & Francesco Ravazzolo & Herman K. Van Dijk, 2016, "Computational Complexity and Parallelization in Bayesian Econometric Analysis," Econometrics, MDPI, volume 4, issue 1, pages 1-3, February.
  8. Hardy, P.-Y. & Béné, C. & Doyen, L. & Pereau, J.C. & Mills, D., 2016, "Viability and resilience of small-scale fisheries through cooperative arrangements," Environment and Development Economics, Cambridge University Press, volume 21, issue 6, pages 713-741, December.

2015

  1. Billio, Monica & Caporin, Massimiliano & Costola, Michele, 2015, "Backward/forward optimal combination of performance measures for equity screening," The North American Journal of Economics and Finance, Elsevier, volume 34, issue C, pages 63-83, DOI: 10.1016/j.najef.2015.08.002.
  2. Monica Billio & Silvio Di Sanzo, 2015, "Granger-causality in Markov switching models," Journal of Applied Statistics, Taylor & Francis Journals, volume 42, issue 5, pages 956-966, May, DOI: 10.1080/02664763.2014.993367.
  3. Casarin, Roberto & Grassi, Stefano & Ravazzolo, Francesco & van Dijk, Herman K., 2015, "Parallel Sequential Monte Carlo for Efficient Density Combination: The DeCo MATLAB Toolbox," Journal of Statistical Software, Foundation for Open Access Statistics, volume 68, issue i03, DOI: http://hdl.handle.net/10.18637/jss..
  4. Roberto Casarin & Niccolò Casnici & Pierpaolo Dondio & Flaminio Squazzoni, 2015, "Back to Basics! The Educational Gap of Online Investors and the Conundrum of Virtual Communities," Journal of Financial Management, Markets and Institutions, Società editrice il Mulino, issue 1, pages 51-69, June.
  5. Niccolò Casnici & Pierpaolo Dondio & Roberto Casarin & Flaminio Squazzoni, 2015, "Decrypting Financial Markets through E-Joint Attention Efforts: On-Line Adaptive Networks of Investors in Periods of Market Uncertainty," PLOS ONE, Public Library of Science, volume 10, issue 8, pages 1-15, August, DOI: 10.1371/journal.pone.0133712.
  6. Cissé, A.A. & Doyen, L. & Blanchard, F. & Béné, C. & Péreau, J.-C., 2015, "Ecoviability for small-scale fisheries in the context of food security constraints," Ecological Economics, Elsevier, volume 119, issue C, pages 39-52, DOI: 10.1016/j.ecolecon.2015.02.005.
  7. Lauriane Mouysset & Luc Doyen & Jean-Christophe Pereau & Frédéric Jiguet, 2015, "Benefits and costs of biodiversity in agricultural public policies," European Review of Agricultural Economics, Oxford University Press and the European Agricultural and Applied Economics Publications Foundation, volume 42, issue 1, pages 51-76.
  8. Matheus R. Grasselli & Adrien Nguyen Huu, 2015, "Inflation and Speculation in a Dynamic Macroeconomic Model," JRFM, MDPI, volume 8, issue 3, pages 1-26, July.

2014

  1. Monica Billio & Loriana Pelizzon, 2014, "Interconnectedness and systemic risk: hedge funds, banks, insurance companies," BANCARIA, Bancaria Editrice, volume 6, pages 81-91, June.
  2. Addo, Peter Martey & Billio, Monica & Guégan, Dominique, 2014, "The univariate MT-STAR model and a new linearity and unit root test procedure," Computational Statistics & Data Analysis, Elsevier, volume 76, issue C, pages 4-19, DOI: 10.1016/j.csda.2013.12.009.
  3. Monica Billio & Maddalena Cavicchioli, 2014, "Business Cycle and Markov Switching Models with Distributed Lags: A Comparison between US and Euro Area," Rivista italiana degli economisti, Società editrice il Mulino, issue 2, pages 253-276.
  4. Peter Martey Addo & Monica Billio & Dominique Guégan, 2014, "Turning point chronology for the euro area: A distance plot approach," OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, volume 2014, issue 1, pages 1-14, DOI: 10.1787/jbcma-2014-5jxwz80d73q8.
  5. Monica Billio & Lorenzon Frattarolo & Lauriana Pelizzon, 2014, "A Time-Varying Performance Evaluation of Hedge Fund Strategies through Aggregation," Bankers, Markets & Investors, ESKA Publishing, issue 129, pages 40-58, March-Apr.
  6. Bassetti, Federico & Casarin, Roberto & Leisen, Fabrizio, 2014, "Beta-product dependent Pitman–Yor processes for Bayesian inference," Journal of Econometrics, Elsevier, volume 180, issue 1, pages 49-72, DOI: 10.1016/j.jeconom.2014.01.007.
  7. Sabatier, Rodolphe & Doyen, Luc & Tichit, Muriel, 2014, "Heterogeneity and the trade-off between ecological and productive functions of agro-landscapes: A model of cattle–bird interactions in a grassland agroecosystem," Agricultural Systems, Elsevier, volume 126, issue C, pages 38-49, DOI: 10.1016/j.agsy.2013.02.008.
  8. Doyen, L., 2014, "Semi-parametric estimation of Brown–Proschan preventive maintenance effects and intrinsic wear-out," Computational Statistics & Data Analysis, Elsevier, volume 77, issue C, pages 206-222, DOI: 10.1016/j.csda.2014.02.022.
  9. Gourguet, S. & Thébaud, O. & Dichmont, C. & Jennings, S. & Little, L.R. & Pascoe, S. & Deng, R.A. & Doyen, L., 2014, "Risk versus economic performance in a mixed fishery," Ecological Economics, Elsevier, volume 99, issue C, pages 110-120, DOI: 10.1016/j.ecolecon.2014.01.013.
  10. Jean-Sauveur Ay & Raja Chakir & Luc Doyen & Frédéric Jiguet & Paul Leadley, 2014, "Integrated models, scenarios and dynamics of climate, land use and common birds," Climatic Change, Springer, volume 126, issue 1, pages 13-30, September, DOI: 10.1007/s10584-014-1202-4.

2013

  1. Addo, Peter Martey & Billio, Monica & Guégan, Dominique, 2013, "Nonlinear dynamics and recurrence plots for detecting financial crisis," The North American Journal of Economics and Finance, Elsevier, volume 26, issue C, pages 416-435, DOI: 10.1016/j.najef.2013.02.014.
  2. Billio, Monica & Casarin, Roberto & Ravazzolo, Francesco & van Dijk, Herman K., 2013, "Time-varying combinations of predictive densities using nonlinear filtering," Journal of Econometrics, Elsevier, volume 177, issue 2, pages 213-232, DOI: 10.1016/j.jeconom.2013.04.009.
  3. Robert C. Merton & Monica Billio & Mila Getmansky & Dale Gray & Andrew W. Lo & Loriana Pelizzon, 2013, "On a New Approach for Analyzing and Managing Macrofinancial Risks (corrected)," Financial Analysts Journal, Taylor & Francis Journals, volume 69, issue 2, pages 22-33, March, DOI: 10.2469/faj.v69.n2.5.
  4. Monica Billio & Laurent Ferrara & Dominique Guégan & Gian Luigi Mazzi, 2013, "Evaluation of Regime Switching Models for Real‐Time Business Cycle Analysis of the Euro Area," Journal of Forecasting, John Wiley & Sons, Ltd., volume 32, issue 7, pages 577-586, November.
  5. Casarin, Roberto & Chang, Chia-Lin & Jimenez-Martin, Juan-Angel & McAleer, Michael & Pérez-Amaral, Teodosio, 2013, "Risk management of risk under the Basel Accord: A Bayesian approach to forecasting Value-at-Risk of VIX futures," Mathematics and Computers in Simulation (MATCOM), Elsevier, volume 94, issue C, pages 183-204, DOI: 10.1016/j.matcom.2012.06.013.
  6. Roberto Casarin & Flaminio Squazzoni, 2013, "Being on the Field When the Game Is Still Under Way. The Financial Press and Stock Markets in Times of Crisis," PLOS ONE, Public Library of Science, volume 8, issue 7, pages 1-14, July, DOI: 10.1371/journal.pone.0067721.
  7. Cissé, A.A. & Gourguet, S. & Doyen, L. & Blanchard, F. & Péreau, J.-C., 2013, "A bio-economic model for the ecosystem-based management of the coastal fishery in French Guiana," Environment and Development Economics, Cambridge University Press, volume 18, issue 3, pages 245-269, June.
  8. L. Doyen & A. Cissé & S. Gourguet & L. Mouysset & P.-Y. Hardy & C. Béné & F. Blanchard & F. Jiguet & J.-C. Pereau & O. Thébaud, 2013, "Ecological-economic modelling for the sustainable management of biodiversity," Computational Management Science, Springer, volume 10, issue 4, pages 353-364, December, DOI: 10.1007/s10287-013-0194-2.

2012

  1. Billio, Monica & Getmansky, Mila & Pelizzon, Loriana, 2012, "Dynamic risk exposures in hedge funds," Computational Statistics & Data Analysis, Elsevier, volume 56, issue 11, pages 3517-3532, DOI: 10.1016/j.csda.2010.08.015.
  2. Billio, Monica & Getmansky, Mila & Lo, Andrew W. & Pelizzon, Loriana, 2012, "Econometric measures of connectedness and systemic risk in the finance and insurance sectors," Journal of Financial Economics, Elsevier, volume 104, issue 3, pages 535-559, DOI: 10.1016/j.jfineco.2011.12.010.
  3. Billio, Monica & Casarin, Roberto & Ravazzolo, Francesco & van Dijk, Herman K., 2012, "Combination schemes for turning point predictions," The Quarterly Review of Economics and Finance, Elsevier, volume 52, issue 4, pages 402-412, DOI: 10.1016/j.qref.2012.08.002.
  4. Doyen, L. & Martinet, V., 2012, "Maximin, viability and sustainability," Journal of Economic Dynamics and Control, Elsevier, volume 36, issue 9, pages 1414-1430, DOI: 10.1016/j.jedc.2012.03.004.
  5. Doyen, L. & Thébaud, O. & Béné, C. & Martinet, V. & Gourguet, S. & Bertignac, M. & Fifas, S. & Blanchard, F., 2012, "A stochastic viability approach to ecosystem-based fisheries management," Ecological Economics, Elsevier, volume 75, issue C, pages 32-42, DOI: 10.1016/j.ecolecon.2012.01.005.
  6. Péreau, J.-C. & Doyen, L. & Little, L.R. & Thébaud, O., 2012, "The triple bottom line: Meeting ecological, economic and social goals with individual transferable quotas," Journal of Environmental Economics and Management, Elsevier, volume 63, issue 3, pages 419-434, DOI: 10.1016/j.jeem.2012.01.001.
  7. Doyen, Luc & Péreau, Jean-Christophe, 2012, "Sustainable coalitions in the commons," Mathematical Social Sciences, Elsevier, volume 63, issue 1, pages 57-64, DOI: 10.1016/j.mathsocsci.2011.10.006.

2011

  1. Billio Monica & Casarin Roberto, 2011, "Beta Autoregressive Transition Markov-Switching Models for Business Cycle Analysis," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 15, issue 4, pages 1-32, September, DOI: 10.2202/1558-3708.1856.
  2. Billio, Monica & Calès, Ludovic & Guégan, Dominique, 2011, "Portfolio symmetry and momentum," European Journal of Operational Research, Elsevier, volume 214, issue 3, pages 759-767, November.
  3. Mouysset, L. & Doyen, L. & Jiguet, F. & Allaire, G. & Leger, F., 2011, "Bio economic modeling for a sustainable management of biodiversity in agricultural lands," Ecological Economics, Elsevier, volume 70, issue 4, pages 617-626, February.

2010

  1. Billio, Monica & Caporin, Massimiliano, 2010, "Market linkages, variance spillovers, and correlation stability: Empirical evidence of financial contagion," Computational Statistics & Data Analysis, Elsevier, volume 54, issue 11, pages 2443-2458, November.
  2. Monica Billio & Roberto Casarin, 2010, "Identifying business cycle turning points with sequential Monte Carlo methods: an online and real-time application to the Euro area," Journal of Forecasting, John Wiley & Sons, Ltd., volume 29, issue 1-2, pages 145-167, DOI: 10.1002/for.1148.
  3. Sabatier, R. & Doyen, L. & Tichit, M., 2010, "Modelling trade-offs between livestock grazing and wader conservation in a grassland agroecosystem," Ecological Modelling, Elsevier, volume 221, issue 9, pages 1292-1300, DOI: 10.1016/j.ecolmodel.2010.02.003.

2009

  1. Billio, Monica & Caporin, Massimiliano, 2009, "A generalized Dynamic Conditional Correlation model for portfolio risk evaluation," Mathematics and Computers in Simulation (MATCOM), Elsevier, volume 79, issue 8, pages 2566-2578, DOI: 10.1016/j.matcom.2008.12.011.
  2. René Aïd & Luciano Campi & Adrien Nguyen Huu & Nizar Touzi, 2009, "A Structural Risk-Neutral Model Of Electricity Prices," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., volume 12, issue 07, pages 925-947, DOI: 10.1142/S021902490900552X.

2008

  1. Jacques Anas & Monica Billio & Laurent Ferrara & Gian Luigi Mazzi, 2008, "A System For Dating And Detecting Turning Points In The Euro Area," Manchester School, University of Manchester, volume 76, issue 5, pages 549-577, September, DOI: 10.1111/j.1467-9957.2008.01076.x.
  2. Monica Billio & Massimiliano Caporin & Guido Cazzavillan, 2008, "Dating EU15 monthly business cycle jointly using GDP and IPI," Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, volume 2007, issue 3, pages 333-366, DOI: 10.1787/jbcma-v2007-art16-en.
  3. Béné, C. & Doyen, L., 2008, "Contribution values of biodiversity to ecosystem performances: A viability perspective," Ecological Economics, Elsevier, volume 68, issue 1-2, pages 14-23, December.

2007

  1. Roberto Casarin & Monica Billio, 2007, "Stochastic optimization for allocation problems with shortfall risk constraints," Applied Stochastic Models in Business and Industry, John Wiley & Sons, volume 23, issue 3, pages 247-271, May, DOI: 10.1002/asmb.671.
  2. Martinet, Vincent & Thebaud, Olivier & Doyen, Luc, 2007, "Defining viable recovery paths toward sustainable fisheries," Ecological Economics, Elsevier, volume 64, issue 2, pages 411-422, December.
  3. Tichit, M. & Doyen, L. & Lemel, J.Y. & Renault, O. & Durant, D., 2007, "A co-viability model of grazing and bird community management in farmland," Ecological Modelling, Elsevier, volume 206, issue 3, pages 277-293, DOI: 10.1016/j.ecolmodel.2007.03.043.
  4. Doyen, L. & De Lara, M. & Ferraris, J. & Pelletier, D., 2007, "Sustainability of exploited marine ecosystems through protected areas: A viability model and a coral reef case study," Ecological Modelling, Elsevier, volume 208, issue 2, pages 353-366, DOI: 10.1016/j.ecolmodel.2007.06.018.
  5. Martinet, V. & Doyen, L., 2007, "Sustainability of an economy with an exhaustible resource: A viable control approach," Resource and Energy Economics, Elsevier, volume 29, issue 1, pages 17-39, January.

2005

  1. Monica Billio & Massimiliano Caporin, 2005, "Multivariate Markov switching dynamic conditional correlation GARCH representations for contagion analysis," Statistical Methods & Applications, Springer;Società Italiana di Statistica, volume 14, issue 2, pages 145-161, November, DOI: 10.1007/s10260-005-0108-8.
  2. Roberto Casarin & Marco Lazzarin & Loriana Pelizzon & Domenico Sartore, 2005, "Relative benchmark rating and persistence analysis: Evidence from Italian equity funds," The European Journal of Finance, Taylor & Francis Journals, volume 11, issue 4, pages 297-308, DOI: 10.1080/1351847042000286658.

2003

  1. Billio, Monica & Pelizzon, Loriana, 2003, "Contagion and interdependence in stock markets: Have they been misdiagnosed?," Journal of Economics and Business, Elsevier, volume 55, issue 5-6, pages 405-426.
  2. Billio, Monica & Pelizzon, Loriana, 2003, "Volatility and shocks spillover before and after EMU in European stock markets," Journal of Multinational Financial Management, Elsevier, volume 13, issue 4-5, pages 323-340, December.
  3. Monica Billio & Alain Monfort, 2003, "Kernel-Based Indirect Inference," Journal of Financial Econometrics, Oxford University Press, volume 1, issue 3, pages 297-326.

2001

  1. Bene, C. & Doyen, L. & Gabay, D., 2001, "A viability analysis for a bio-economic model," Ecological Economics, Elsevier, volume 36, issue 3, pages 385-396, March.

2000

  1. Billio, Monica & Pelizzon, Loriana, 2000, "Value-at-Risk: a multivariate switching regime approach," Journal of Empirical Finance, Elsevier, volume 7, issue 5, pages 531-554, December.
  2. Monica Billio & Domenico Sartore & Carlo Toffano, 2000, "Combining forecasts: some results on exchange and interest rates," The European Journal of Finance, Taylor & Francis Journals, volume 6, issue 2, pages 126-145, DOI: 10.1080/13518470050020806.
  3. Christophe Béné & Luc Doyen, 2000, "Storage and Viability of a Fishery with Resource and Market Dephased Seasonalities," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, volume 15, issue 1, pages 1-26, January, DOI: 10.1023/A:1008336002697.

1999

  1. Billio, M. & Monfort, A. & Robert, C. P., 1999, "Bayesian estimation of switching ARMA models," Journal of Econometrics, Elsevier, volume 93, issue 2, pages 229-255, December.

1997

  1. L. Doyen & M. Quincampoix, 1997, "Multi-Target Control Problems," Journal of Optimization Theory and Applications, Springer, volume 93, issue 1, pages 121-139, April, DOI: 10.1023/A:1022601901895.

Chapters

2022

  1. Monica Billio & Roberto Casarin & Fausto Corradin, 2022, "Understanding Economic Instability during the Pandemic: A Factor Model Approach," Contributions to Economic Analysis, Emerald Group Publishing Limited, "The Economics of COVID-19", DOI: 10.1108/S0573-855520220000296003.

2021

  1. Giulia Carallo & Roberto Casarin & Christian P. Robert, 2021, "A Bayesian Generalized Poisson Model for Cyber Risk Analysis," Springer Books, Springer, in: Marco Corazza & Manfred Gilli & Cira Perna & Claudio Pizzi & Marilena Sibillo, "Mathematical and Statistical Methods for Actuarial Sciences and Finance", DOI: 10.1007/978-3-030-78965-7_19.

2018

  1. Monica Billio & Roberto Casarin & Michele Costola & Lorenzo Frattarolo, 2018, "Disagreement in Signed Financial Networks," Springer Books, Springer, in: Marco Corazza & María Durbán & Aurea Grané & Cira Perna & Marilena Sibillo, "Mathematical and Statistical Methods for Actuarial Sciences and Finance", DOI: 10.1007/978-3-319-89824-7_26.
  2. Monica Billio & Roberto Casarin & Matteo Iacopini, 2018, "Bayesian Tensor Binary Regression," Springer Books, Springer, in: Marco Corazza & María Durbán & Aurea Grané & Cira Perna & Marilena Sibillo, "Mathematical and Statistical Methods for Actuarial Sciences and Finance", DOI: 10.1007/978-3-319-89824-7_27.
  3. Monica Billio & Roberto Casarin & Matteo Iacopini, 2018, "Bayesian Tensor Regression Models," Springer Books, Springer, in: Marco Corazza & María Durbán & Aurea Grané & Cira Perna & Marilena Sibillo, "Mathematical and Statistical Methods for Actuarial Sciences and Finance", DOI: 10.1007/978-3-319-89824-7_28.
  4. Monica Billio & Roberto Casarin & Luca Rossini, 2018, "Bayesian Nonparametric Sparse Vector Autoregressive Models," Springer Books, Springer, in: Marco Corazza & María Durbán & Aurea Grané & Cira Perna & Marilena Sibillo, "Mathematical and Statistical Methods for Actuarial Sciences and Finance", DOI: 10.1007/978-3-319-89824-7_29.

2017

  1. Monica Billio & Maddalena Cavicchioli, 2017, "Markov Switching GARCH Models: Filtering, Approximations and Duality," Springer Books, Springer, in: Marco Corazza & Florence Legros & Cira Perna & Marilena Sibillo, "Mathematical and Statistical Methods for Actuarial Sciences and Finance", DOI: 10.1007/978-3-319-50234-2_5.

2014

  1. Peter Martey Addo & Monica Billio & Dominique Guégan, 2014, "Nonlinear Dynamics and Wavelets for Business Cycle Analysis," Dynamic Modeling and Econometrics in Economics and Finance, Springer, in: Marco Gallegati & Willi Semmler, "Wavelet Applications in Economics and Finance", DOI: 10.1007/978-3-319-07061-2_4.

2010

  1. Monica Billio & Mila Getmansky & Andrew W. Lo & Loriana Pelizzon, 2010, "Econometric Measures of Connectedness and Systemic Risk in the Finance and Insurance Sectors," NBER Chapters, National Bureau of Economic Research, Inc, "Market Institutions and Financial Market Risk".

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