Michele Bufalo

415 total citations
42 papers, 220 citations indexed

About

Michele Bufalo is a scholar working on Finance, Economics and Econometrics and Electrical and Electronic Engineering. According to data from OpenAlex, Michele Bufalo has authored 42 papers receiving a total of 220 indexed citations (citations by other indexed papers that have themselves been cited), including 27 papers in Finance, 21 papers in Economics and Econometrics and 5 papers in Electrical and Electronic Engineering. Recurrent topics in Michele Bufalo's work include Stochastic processes and financial applications (16 papers), Financial Risk and Volatility Modeling (12 papers) and Complex Systems and Time Series Analysis (6 papers). Michele Bufalo is often cited by papers focused on Stochastic processes and financial applications (16 papers), Financial Risk and Volatility Modeling (12 papers) and Complex Systems and Time Series Analysis (6 papers). Michele Bufalo collaborates with scholars based in Italy, Russia and Switzerland. Michele Bufalo's co-authors include Giuseppe Orlando, Rosa Maria Mininni, Ruedi Stoop, Giovanni Villani, Brunero Liseo, Giacomo Ascione, Claudia Ceci, Francesco Cesarone, Fabio Della Rossa and Silvia Romanelli and has published in prestigious journals such as Scientific Reports, Energy Economics and Journal of Mathematical Analysis and Applications.

In The Last Decade

Michele Bufalo

37 papers receiving 214 citations

Peers — A (Enhanced Table)

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

Name	h						Papers	Cites
Michele Bufalo Italy	10	123	116	32	25	23	42	220
Silvia Mayoral Spain	8	109 0.9×	83 0.7×	30 0.9×	112 4.5×	15 0.7×	40	243
Jules Sadefo Kamdem France	9	108 0.9×	132 1.1×	20 0.6×	151 6.0×	33 1.4×	38	310
Xiao-Li Gong China	11	181 1.5×	329 2.8×	23 0.7×	44 1.8×	48 2.1×	26	426
Alexander Szimayer Germany	8	207 1.7×	133 1.1×	8 0.3×	29 1.2×	37 1.6×	33	296
Arturo Leccadito Italy	9	146 1.2×	212 1.8×	11 0.3×	26 1.0×	63 2.7×	42	312
Tiemen Woutersen United States	8	69 0.6×	142 1.2×	5 0.2×	22 0.9×	80 3.5×	24	271
Vasileios Siakoulis Greece	8	102 0.8×	92 0.8×	14 0.4×	74 3.0×	39 1.7×	17	242
Francisco Blasques Netherlands	10	256 2.1×	266 2.3×	9 0.3×	31 1.2×	114 5.0×	42	391
Timothy Christensen United States	7	66 0.5×	112 1.0×	27 0.8×	34 1.4×	65 2.8×	17	260
Karan Bhanot United States	11	245 2.0×	99 0.9×	44 1.4×	15 0.6×	49 2.1×	31	376

Countries citing papers authored by Michele Bufalo

Since Specialization

Citations

This map shows the geographic impact of Michele Bufalo'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 Michele Bufalo with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Michele Bufalo more than expected).

Fields of papers citing papers by Michele Bufalo

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Michele Bufalo. 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 Michele Bufalo. The network helps show where Michele Bufalo may publish in the future.

Co-authorship network of co-authors of Michele Bufalo

This figure shows the co-authorship network connecting the top 25 collaborators of Michele Bufalo. A scholar is included among the top collaborators of Michele Bufalo 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 Michele Bufalo. Michele Bufalo 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

Cesarone, Francesco, et al.. (2025). A benchmark-asset principal component factorization for index tracking on large investment universes. Finance research letters. 79. 107244–107244.

Bufalo, Michele, Brunero Liseo, & Giuseppe Orlando. (2024). Skew–Brownian processes for estimating the volatility of crude oil Brent. International Journal of Forecasting. 41(2). 763–780.

Bufalo, Michele, et al.. (2024). A strategic options game approach to support PPP investment decisions under risk-sharing mechanisms. Annals of Operations Research. 356(1). 581–599. 1 indexed citations

Ceci, Claudia, Michele Bufalo, & Giuseppe Orlando. (2024). Modelling the industrial production of electric and gas utilities through the $$CIR^3$$ model. Mathematics and Financial Economics. 18(1). 1–25. 1 indexed citations

Bufalo, Michele & Andrea Nigri. (2024). Forecasting vital rates by a trimodal extension of the flexible generalized skew normal probability density function. Statistics. 58(6). 1506–1530.

Ascione, Giacomo, et al.. (2024). Balancing Energy: Addressing the Impact of Renewable Energy in Italy through Skew Forecasting. SSRN Electronic Journal. 1 indexed citations

Bufalo, Michele, Claudia Ceci, & Giuseppe Orlando. (2024). Addressing the financial impact of natural disasters in the era of climate change. The North American Journal of Economics and Finance. 73. 102152–102152. 5 indexed citations

Ascione, Giacomo, Michele Bufalo, & Giuseppe Orlando. (2024). Strong Solutions and Positivity of the CIR3 Model. SSRN Electronic Journal. 1 indexed citations

Ascione, Giacomo, et al.. (2024). Balancing the grid: mitigating the effects of renewable energy in Italy via skew modeling and forecasting. Annals of Operations Research. 2 indexed citations

10.

Bufalo, Michele, et al.. (2023). A Compound Up-and-In Call like Option for Wind Projects Pricing. Risks. 11(5). 90–90. 1 indexed citations

11.

Bufalo, Michele, et al.. (2023). A valuation of a corn ethanol plant through a compound options model under skew-Brownian motions. Annals of Operations Research. 336(1-2). 1063–1087. 1 indexed citations

12.

Bufalo, Michele, et al.. (2023). A new algorithm to find prime numbers with less memory requirements. Journal of Discrete Mathematical Sciences and Cryptography. 26(4). 1213–1236. 1 indexed citations

13.

Ascione, Giacomo, Michele Bufalo, & Giuseppe Orlando. (2023). On the ergodicity of a three-factor CIR model. SSRN Electronic Journal. 1 indexed citations

14.

Ascione, Giacomo, Michele Bufalo, & Giuseppe Orlando. (2023). Modeling Volatility of Disaster-Affected Populations: A Non-Homogeneous Geometric-Skew Brownian Motion Approach. SSRN Electronic Journal.

15.

Orlando, Giuseppe & Michele Bufalo. (2023). TIME SERIES FORECASTING WITH THE CIR# MODEL: FROM HECTIC MARKETS SENTIMENTS TO REGULAR SEASONAL TOURISM. Technological and Economic Development of Economy. 29(4). 1216–1238. 9 indexed citations

16.

Bufalo, Michele, et al.. (2023). Some Properties of the Computation of the Modular Inverse with Applications in Cryptography. Computation. 11(4). 70–70. 3 indexed citations

17.

Bufalo, Michele, et al.. (2022). Multi-stage real option evaluation with double barrier under stochastic volatility and interest rate. Annals of Finance. 18(2). 247–266. 3 indexed citations

18.

Bufalo, Michele, et al.. (2022). Flexibility to switch project size: A real option application for photovoltaic investment valuation. Communications in Nonlinear Science and Numerical Simulation. 116. 106869–106869. 12 indexed citations

19.

Bufalo, Michele, et al.. (2022). Expected vs. real transaction costs in European option pricing. Discrete and Continuous Dynamical Systems - S. 15(12). 3517–3539. 2 indexed citations

20.

Orlando, Giuseppe, Michele Bufalo, & Ruedi Stoop. (2022). Financial markets’ deterministic aspects modeled by a low-dimensional equation. Scientific Reports. 12(1). 1693–1693. 16 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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