Roberto Casarin

2.2k total citations
108 papers, 1.3k citations indexed

About

Roberto Casarin is a scholar working on Finance, Economics and Econometrics and General Economics, Econometrics and Finance. According to data from OpenAlex, Roberto Casarin has authored 108 papers receiving a total of 1.3k indexed citations (citations by other indexed papers that have themselves been cited), including 55 papers in Finance, 50 papers in Economics and Econometrics and 33 papers in General Economics, Econometrics and Finance. Recurrent topics in Roberto Casarin's work include Financial Risk and Volatility Modeling (44 papers), Monetary Policy and Economic Impact (33 papers) and Market Dynamics and Volatility (26 papers). Roberto Casarin is often cited by papers focused on Financial Risk and Volatility Modeling (44 papers), Monetary Policy and Economic Impact (33 papers) and Market Dynamics and Volatility (26 papers). Roberto Casarin collaborates with scholars based in Italy, Netherlands and Norway. Roberto Casarin's co-authors include Monica Billio, Francesco Ravazzolo, Daniel Felix Ahelegbey, Herman K. van Dijk, Fabrizio Leisen, Federico Bassetti, Michele Costola, Flaminio Squazzoni, Jean‐Michel Marin and Daniele Bianchi and has published in prestigious journals such as SHILAP Revista de lepidopterología, Journal of the American Statistical Association and PLoS ONE.

In The Last Decade

Roberto Casarin

99 papers receiving 1.2k citations

Peers — A (Enhanced Table)

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

Name h Career Trend Papers Cites
Roberto Casarin Italy 20 755 578 361 219 191 108 1.3k
Dominique Guégan France 22 803 1.1× 742 1.3× 269 0.7× 162 0.7× 103 0.5× 132 1.5k
Tae‐Hwy Lee United States 19 1.2k 1.6× 960 1.7× 763 2.1× 308 1.4× 170 0.9× 48 1.8k
Chung‐Ming Kuan Taiwan 19 1.2k 1.6× 801 1.4× 642 1.8× 510 2.3× 213 1.1× 63 2.0k
Yuan Liao United States 14 713 0.9× 490 0.8× 263 0.7× 152 0.7× 696 3.6× 48 1.7k
Drew Creal United States 15 1.1k 1.4× 1.1k 2.0× 600 1.7× 142 0.6× 201 1.1× 42 1.7k
Svetlozar T. Rachev United States 24 911 1.2× 1.2k 2.2× 169 0.5× 477 2.2× 234 1.2× 84 1.8k
Umberto Cherubini Italy 13 670 0.9× 1.1k 1.8× 263 0.7× 248 1.1× 239 1.3× 53 1.5k
Katsumi Shimotsu Canada 14 1.0k 1.4× 721 1.2× 491 1.4× 104 0.5× 170 0.9× 29 1.4k
Jouchi Nakajima Japan 15 663 0.9× 530 0.9× 350 1.0× 143 0.7× 132 0.7× 37 1.1k
Matteo Barigozzi Italy 18 1.0k 1.4× 545 0.9× 622 1.7× 90 0.4× 166 0.9× 62 1.5k

Countries citing papers authored by Roberto Casarin

Since Specialization
Citations

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

Fields of papers citing papers by Roberto Casarin

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Roberto Casarin

This figure shows the co-authorship network connecting the top 25 collaborators of Roberto Casarin. A scholar is included among the top collaborators of Roberto Casarin 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 Roberto Casarin. Roberto Casarin is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Casarin, Roberto, Radu V. Craiu, & Qīng Wáng. (2025). Markov switching multiple-equation tensor regressions. Journal of Multivariate Analysis. 208. 105427–105427.
2.
Ahelegbey, Daniel Felix, Monica Billio, & Roberto Casarin. (2024). Modeling Turning Points in the Global Equity Market. ARCA (Università Ca' Foscari Venezia). 3 indexed citations
3.
Casarin, Roberto, et al.. (2024). Generalized Poisson difference autoregressive processes. ARCA (Università Ca' Foscari Venezia). 5 indexed citations
4.
Casarin, Roberto, et al.. (2024). Living on the Edge: An Unified Approach to Antithetic Sampling. Statistical Science. 39(1). 1 indexed citations
5.
Casarin, Roberto, et al.. (2023). Nowcasting industrial production using linear and non-linear models of electricity demand. Energy Economics. 126. 107006–107006. 4 indexed citations
6.
Casarin, Roberto, et al.. (2023). A Dynamic Latent-Space Model for Asset Clustering. Studies in Nonlinear Dynamics and Econometrics. 28(2). 379–402. 1 indexed citations
7.
Billio, Monica, et al.. (2021). The Impact of Climate on Economic and Financial Cycles: A Markov-switching Panel Approach. ARCA (Università Ca' Foscari Venezia). 4 indexed citations
8.
Billio, Monica, et al.. (2021). A Matrix-Variate t Model for Networks. Frontiers in Artificial Intelligence. 4. 674166–674166. 2 indexed citations
9.
Bianchi, Daniele, Monica Billio, Roberto Casarin, & Massimo Guidolin. (2019). Modeling Systemic Risk with Markov Switching Graphical SUR Models. ARCA (Università Ca' Foscari Venezia). 39 indexed citations
10.
Billio, Monica, Roberto Casarin, & Luca Rossini. (2019). Bayesian nonparametric sparse VAR models. ARCA (Università Ca' Foscari Venezia). 36 indexed citations
11.
Casarin, Roberto, Juan C. Correa, Jorge E. Camargo, et al.. (2019). What makes a tweet be retweeted? A Bayesian trigram analysis of tweet propagation during the 2015 Colombian political campaign. Journal of Information Science. 47(3). 297–305. 6 indexed citations
12.
Bormetti, Giacomo, et al.. (2019). A Stochastic Volatility Model With Realized Measures for Option Pricing. Journal of Business and Economic Statistics. 38(4). 856–871. 8 indexed citations
13.
Casarin, Roberto, Claudia Foroni, Massimiliano Marcellino, & Francesco Ravazzolo. (2018). Economic Uncertainty Through the Lenses of A Mixed-Frequency Bayesian Panel Markov Switching Model. ARCA (Università Ca' Foscari Venezia). 19 indexed citations
14.
Casarin, Roberto & Mauro Bernardi. (2016). Dynamic Model Averaging for Quantile Regression. 1 indexed citations
15.
Casarin, Roberto, et al.. (2016). Resilience of an online financial community to market uncertainty shocks during the recent financial crisis. Journal of Computational Science. 16. 190–199. 5 indexed citations
16.
Bassetti, Federico, Roberto Casarin, & Fabrizio Leisen. (2014). Beta-product dependent Pitman-Yor Process Prior for Bayesian Inference. ARCA (Università Ca' Foscari Venezia). 33 indexed citations
17.
Billio, Monica, Roberto Casarin, Francesco Ravazzolo, & Herman K. van Dijk. (2013). Time-varying combinations of predictive densities using nonlinear filtering. Data Archiving and Networked Services (DANS). 103 indexed citations
18.
Casarin, Roberto, et al.. (2013). A Bayesian Stochastic Correlation Model for Exchange Rates. ARCA (Università Ca' Foscari Venezia). 1–6. 1 indexed citations
19.
Casarin, Roberto & Carmine Trecroci. (2006). Business Cycle and Stock Market Volatility: A Particle Filter Approach. ARCA (Università Ca' Foscari Venezia). 1–36. 23 indexed citations
20.
Pelizzon, Loriana, et al.. (2005). Relative Benchmark Rating and Persistence Analysis: Evidence from Italian Equity Funds. SSRN Electronic Journal.

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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