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Marina Resta

Personal Details

First Name:Marina
Middle Name:
Last Name:Resta
Suffix:
RePEc Short-ID:pre11

Affiliation

Dipartimento di Economia
Università degli Studi di Genova

Genova, Italy
http://www.economia.unige.it/
RePEc:edi:fegenit (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Marco Neffelli & Marina Resta, 2018. "Is VIX still the investor fear gauge? Evidence for the US and BRIC markets," Papers 1806.07556, arXiv.org, revised Jul 2018.
  2. Montefiori, Marcello & Resta, Marina, 2008. "Social influence and neighbourhood effects in the health care market," POLIS Working Papers 98, Institute of Public Policy and Public Choice - POLIS.
  3. Marina Resta, 2004. "Multifractal analysis of Power Markets. Some empirical evidence," Econometrics 0410002, University Library of Munich, Germany.
  4. Marina Resta & Davide Sciutti, 2003. "Spot price dynamics in deregulated power markets," Econometrics 0312002, University Library of Munich, Germany.
  5. Marina Resta, 2002. "Portfolio Optimization: which alternatives to standard gaussian model?," Computing in Economics and Finance 2002 122, Society for Computational Economics.
  6. Marina Resta, 2001. "Portfolio Selection Models Driven by Non Gaussian Price Dynamics," Computing in Economics and Finance 2001 239, Society for Computational Economics.
  7. Marina Resta, 2000. "A Computational Approach On Neighbourhood Structures In The Simulation Of Dichotomous Development," Computing in Economics and Finance 2000 63, Society for Computational Economics.
  8. Marina Resta & Davide Sciutti, "undated". "A characterization of self-affine processes in finance through the scaling function," Modeling, Computing, and Mastering Complexity 2003 13, Society for Computational Economics.

Articles

  1. Maria Elena De Giuli & Alessandro Greppi & Marina Resta, 2019. "An Object-Oriented Bayesian Framework for the Detection of Market Drivers," Risks, MDPI, vol. 7(1), pages 1-18, January.
  2. Gabriella Piscopo & Marina Resta, 2017. "Applying spectral biclustering to mortality data," Risks, MDPI, vol. 5(2), pages 1-13, April.
  3. Marina Resta, 2016. "Enhancing Self‐Organizing Map Capabilities with Graph Clustering: An Application to Financial Markets," Intelligent Systems in Accounting, Finance and Management, John Wiley & Sons, Ltd., vol. 23(1-2), pages 21-46, January.
  4. Marina Resta, 2016. "VaRSOM: A Tool to Monitor Markets' Stability Based on Value at Risk and Self‐Organizing Maps," Intelligent Systems in Accounting, Finance and Management, John Wiley & Sons, Ltd., vol. 23(1-2), pages 47-64, January.
  5. Marcello Montefiori & Marina Resta, 2009. "A computational approach for the health care market," Health Care Management Science, Springer, vol. 12(4), pages 344-350, December.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Marco Neffelli & Marina Resta, 2018. "Is VIX still the investor fear gauge? Evidence for the US and BRIC markets," Papers 1806.07556, arXiv.org, revised Jul 2018.

    Cited by:

    1. Bahram Adrangi & Arjun Chatrath & Madhuparna Kolay & Kambiz Raffiee, 2021. "Dynamic Responses of Standard and Poor’s Regional Bank Index to the U.S. Fear Index, VIX," JRFM, MDPI, vol. 14(3), pages 1-18, March.
    2. Bahram Adrangi & Arjun Chatrath & Joseph Macri & Kambiz Raffiee, 2019. "Dynamic Responses of Major Equity Markets to the US Fear Index," JRFM, MDPI, vol. 12(4), pages 1-23, September.

  2. Montefiori, Marcello & Resta, Marina, 2008. "Social influence and neighbourhood effects in the health care market," POLIS Working Papers 98, Institute of Public Policy and Public Choice - POLIS.

    Cited by:

    1. Stefania Ottone & Ferruccio Ponzano, 2011. "How people perceive the Welfare State: a real-effort experiment," International Review of Economics, Springer;Happiness Economics and Interpersonal Relations (HEIRS), vol. 58(2), pages 165-183, June.
    2. Acemoglu, Daron & Ticchi, Davide & Vindigni, Andrea, 2008. "A theory of military dictatorships," POLIS Working Papers 100, Institute of Public Policy and Public Choice - POLIS.
    3. Piero Cavaleri & Michael Keren & Giovanni B. Ramello & Vittorio Valli, 2009. "Publishing an E-Journal on a Shoe String: Is It a Sustainable Project?," Economic Analysis and Policy, Elsevier, vol. 39(1), pages 89-101, March.
    4. Privileggi, Fabio, 2007. "The cutoff policy of taxation when CRRA taxpayers differ in risk aversion coefficients and income: a proof," POLIS Working Papers 99, Institute of Public Policy and Public Choice - POLIS.
    5. Marchese, Carla, 2008. "The limits to growth then and now," POLIS Working Papers 105, Institute of Public Policy and Public Choice - POLIS.

  3. Marina Resta, 2004. "Multifractal analysis of Power Markets. Some empirical evidence," Econometrics 0410002, University Library of Munich, Germany.

    Cited by:

    1. Mihaela Curea & Marilena Mironiuc & Maria Carmen Huian, 2022. "Intangibles, Firm Performance, and CEO Characteristics: Spotlight on the EU Electricity and Gas Industry," Sustainability, MDPI, vol. 14(15), pages 1-17, July.

  4. Marina Resta & Davide Sciutti, 2003. "Spot price dynamics in deregulated power markets," Econometrics 0312002, University Library of Munich, Germany.

    Cited by:

    1. Simonsen, Ingve & Weron, Rafal & Mo, Birger, 2004. "Structure and stylized facts of a deregulated power market," MPRA Paper 1443, University Library of Munich, Germany.

Articles

  1. Gabriella Piscopo & Marina Resta, 2017. "Applying spectral biclustering to mortality data," Risks, MDPI, vol. 5(2), pages 1-13, April.

    Cited by:

    1. Luca Regis, 2017. "Special Issue “Actuarial and Financial Risks in Life Insurance, Pensions and Household Finance”," Risks, MDPI, vol. 5(4), pages 1-2, December.

  2. Marina Resta, 2016. "Enhancing Self‐Organizing Map Capabilities with Graph Clustering: An Application to Financial Markets," Intelligent Systems in Accounting, Finance and Management, John Wiley & Sons, Ltd., vol. 23(1-2), pages 21-46, January.

    Cited by:

    1. Dungey, Mardi & Islam, Raisul & Volkov, Vladimir, 2019. "Crisis transmission: visualizing vulnerability," Working Papers 2019-07, University of Tasmania, Tasmanian School of Business and Economics.
    2. Javier Bajo & Philippe Mathieu & María José Escalona, 2017. "Multi‐agent technologies in economics," Intelligent Systems in Accounting, Finance and Management, John Wiley & Sons, Ltd., vol. 24(2-3), pages 59-61, April.
    3. Islam, Raisul & Volkov, Vladimir, 2020. "Calm before the storm: an early warning approach before and during the COVID-19 crisis," Working Papers 2020-09, University of Tasmania, Tasmanian School of Business and Economics.

  3. Marina Resta, 2016. "VaRSOM: A Tool to Monitor Markets' Stability Based on Value at Risk and Self‐Organizing Maps," Intelligent Systems in Accounting, Finance and Management, John Wiley & Sons, Ltd., vol. 23(1-2), pages 47-64, January.

    Cited by:

    1. Adriano S. Koshiyama & Nikan Firoozye & Philip Treleaven, 2019. "A derivatives trading recommendation system: The mid‐curve calendar spread case," Intelligent Systems in Accounting, Finance and Management, John Wiley & Sons, Ltd., vol. 26(2), pages 83-103, April.

  4. Marcello Montefiori & Marina Resta, 2009. "A computational approach for the health care market," Health Care Management Science, Springer, vol. 12(4), pages 344-350, December.

    Cited by:

    1. Rosella Levaggi & Marcello Montefiori, 2013. "Patient selection in a mixed oligopoly market for health care: the role of the soft budget constraint," International Review of Economics, Springer;Happiness Economics and Interpersonal Relations (HEIRS), vol. 60(1), pages 49-70, March.
    2. Isabella Cattinelli & Elena Bolzoni & Carlo Barbieri & Flavio Mari & José Martin-Guerrero & Emilio Soria-Olivas & José Martinez-Martinez & Juan Gomez-Sanchis & Claudia Amato & Andrea Stopper & Emanuel, 2012. "Use of Self-Organizing Maps for Balanced Scorecard analysis to monitor the performance of dialysis clinic chains," Health Care Management Science, Springer, vol. 15(1), pages 79-90, March.
    3. Liyong Lu & Jay Pan, 2021. "Does hospital competition lead to medical equipment expansion? Evidence on the medical arms race," Health Care Management Science, Springer, vol. 24(3), pages 582-596, September.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 4 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-CMP: Computational Economics (1) 2008-02-02
  2. NEP-ETS: Econometric Time Series (1) 2003-07-21
  3. NEP-FMK: Financial Markets (1) 2018-07-23
  4. NEP-HEA: Health Economics (1) 2008-02-02
  5. NEP-RMG: Risk Management (1) 2004-10-18
  6. NEP-URE: Urban & Real Estate Economics (1) 2008-02-02

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