Andréa Roncoroni

471 total citations
20 papers, 251 citations indexed

About

Andréa Roncoroni is a scholar working on Finance, Economics and Econometrics and Accounting. According to data from OpenAlex, Andréa Roncoroni has authored 20 papers receiving a total of 251 indexed citations (citations by other indexed papers that have themselves been cited), including 10 papers in Finance, 9 papers in Economics and Econometrics and 4 papers in Accounting. Recurrent topics in Andréa Roncoroni's work include Stochastic processes and financial applications (7 papers), Market Dynamics and Volatility (5 papers) and Electric Power System Optimization (4 papers). Andréa Roncoroni is often cited by papers focused on Stochastic processes and financial applications (7 papers), Market Dynamics and Volatility (5 papers) and Electric Power System Optimization (4 papers). Andréa Roncoroni collaborates with scholars based in France, Italy and United Kingdom. Andréa Roncoroni's co-authors include Gianluca Fusai, Hélyette Geman, Stefano Galluccio, Mark Cummins and Danko Turcic and has published in prestigious journals such as European Journal of Operational Research, Journal of Banking & Finance and Operations Research.

In The Last Decade

Andréa Roncoroni

18 papers receiving 245 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name	h						Papers	Cites
Andréa Roncoroni France	8	171	115	62	30	28	20	251
Michele Bufalo Italy	10	123 0.7×	116 1.0×	32 0.5×	23 0.8×	25 0.9×	42	220
Christina Sklibosios Nikitopoulos Australia	10	140 0.8×	179 1.6×	48 0.8×	59 2.0×	15 0.5×	50	280
James Chapman Canada	9	114 0.7×	106 0.9×	54 0.9×	33 1.1×	27 1.0×	24	212
A. Venturini Italy	4	108 0.6×	187 1.6×	104 1.7×	12 0.4×	33 1.2×	7	328
Xiao-Li Gong China	11	181 1.1×	329 2.9×	23 0.4×	48 1.6×	44 1.6×	26	426
Gero Schindlmayr Germany	7	143 0.8×	133 1.2×	183 3.0×	24 0.8×	20 0.7×	9	294
Tiziano Vargiolu Italy	10	187 1.1×	146 1.3×	57 0.9×	9 0.3×	40 1.4×	39	283
Petter Bjerksund Norway	8	252 1.5×	127 1.1×	12 0.2×	31 1.0×	16 0.6×	17	284
Francesco Audrino Switzerland	8	224 1.3×	198 1.7×	29 0.5×	24 0.8×	116 4.1×	13	330
Manuel Moreno Spain	10	230 1.3×	150 1.3×	10 0.2×	44 1.5×	34 1.2×	41	322

Countries citing papers authored by Andréa Roncoroni

Since Specialization

Citations

This map shows the geographic impact of Andréa Roncoroni's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Andréa Roncoroni with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Andréa Roncoroni more than expected).

Fields of papers citing papers by Andréa Roncoroni

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Andréa Roncoroni. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Andréa Roncoroni. The network helps show where Andréa Roncoroni may publish in the future.

Co-authorship network of co-authors of Andréa Roncoroni

This figure shows the co-authorship network connecting the top 25 collaborators of Andréa Roncoroni. A scholar is included among the top collaborators of Andréa Roncoroni based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Andréa Roncoroni. Andréa Roncoroni is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

Roncoroni, Andréa, et al.. (2021). Combined Custom Hedging: Optimal Design, Noninsurable Exposure, and Operational Risk Management. Operations Research. 70(1). 38–54. 3 indexed citations

Roncoroni, Andréa, et al.. (2020). The Term Structure of Optimal Operations. RePEc: Research Papers in Economics. 14(1–2). 155–177. 1 indexed citations

Roncoroni, Andréa, et al.. (2020). Combined Custom Hedging: Optimal Design, Noninsurable Exposure, and Operational Risk Management. SSRN Electronic Journal. 2 indexed citations

Roncoroni, Andréa, et al.. (2019). Optimal Positioning in the Derivative Market: Review, Foundations, and Trends. RePEc: Research Papers in Economics. 12(2-3). 254–279. 2 indexed citations

Fusai, Gianluca, et al.. (2017). Electricity forward curves with thin granularity: Theory and empirical evidence in the hourly EPEXspot market. European Journal of Operational Research. 261(2). 715–734. 12 indexed citations

Roncoroni, Andréa, et al.. (2016). Hedging size risk: Theory and application to the US gas market. Energy Economics. 64. 415–437. 10 indexed citations

Fusai, Gianluca, et al.. (2016). Electricity Forward Curves with Thin Granularity. SSRN Electronic Journal. 2 indexed citations

Roncoroni, Andréa, et al.. (2016). Static mitigation of volumetric risk. 9(2). 111–150. 8 indexed citations

Roncoroni, Andréa, et al.. (2015). Hedging Size Risk: Theory and Application to the US Gas Market. SSRN Electronic Journal. 1 indexed citations

10.

Roncoroni, Andréa, et al.. (2015). Handbook of Multi-Commodity Markets and Products: Structuring, Trading and Risk Management. 26 indexed citations

11.

Roncoroni, Andréa, et al.. (2013). Asian Options with Jumps. SSRN Electronic Journal. 2 indexed citations

12.

Roncoroni, Andréa, et al.. (2010). Shape factors and cross-sectional risk. Journal of Economic Dynamics and Control. 34(11). 2320–2340. 6 indexed citations

13.

Fusai, Gianluca, et al.. (2008). Analytical pricing of discretely monitored Asian-style options: Theory and application to commodity markets. Journal of Banking & Finance. 32(10). 2033–2045. 44 indexed citations

14.

Fusai, Gianluca & Andréa Roncoroni. (2007). Implementing Models in Quantitative Finance: Methods and Cases. CERN Document Server (European Organization for Nuclear Research). 71 indexed citations

15.

Roncoroni, Andréa, et al.. (2006). Flexible-Rate Mortgages. International Journal of Business. 11(2). 143.

16.

Geman, Hélyette & Andréa Roncoroni. (2006). Understanding the Fine Structure of Electricity Prices*. The Journal of Business. 79(3). 1225–1261. 44 indexed citations

17.

Galluccio, Stefano & Andréa Roncoroni. (2005). A new measure of cross-sectional risk and its empirical implications for portfolio risk management. Journal of Banking & Finance. 30(8). 2387–2408. 14 indexed citations

18.

Roncoroni, Andréa & Stefano Galluccio. (2005). A New Measure of Cross-Sectional Risk and its Empirical Implications for Portfolio Risk Management. SSRN Electronic Journal. 1 indexed citations

19.

Roncoroni, Andréa, et al.. (2005). Shape Factors and Cross-Sectional Risk. SSRN Electronic Journal. 1 indexed citations

20.

Geman, Hélyette & Andréa Roncoroni. (2003). A Family of Reduced-Form Models for Electricity Prices. SSRN Electronic Journal. 1 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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