Ruolo editoriale nella rivista «Advances and Applications in Statistics»
Ruolo editoriale nella rivista «Applications and Applied Mathematics: An International Journal»
Ruolo editoriale nella rivista «Computational Methods for Differential Equations»
Ruolo editoriale nella rivista «Engineering Analysis with Boundary Elements»
Ruolo editoriale nella rivista «Engineering Analysis with Boundary Elements»
Ruolo editoriale nella rivista «International Journal of Advanced Mathematical Sciences»
Ruolo editoriale nella rivista «International Journal of Scientific World»
Ruolo editoriale nella rivista «International Mathematical Forum»
Coordination of a Research Project: Modeling and valuation of financial instruments for climate and energy risk mitigation.
Ruolo editoriale nella rivista «Risk Governance and Control: Financial Markets & Institutions»
Ballestra, Luca Vincenzo; De Blasis, Riccardo; Pacelli, Graziella, Multivariate GARCH models with spherical parameterizations: an oil price application, «FINANCIAL INNOVATION», 2025, 11, Article number: 37 , pp. 1 - 20 [Scientific article]Open Access
Ballestra, LUCA VINCENZO; D'Innocenzo, Enzo; Tezza, Christian, A GARCH model with two volatility components and two stochastic factors, in: PROGRAMME AND ABSTRACTS CFE-CMStatistics 2024, 2024, pp. 89 - 89 (atti di: CFE-CMStatistics 2024, Londra, 14-16 Dicembre 2024) [Contribution to conference proceedings]
Tezza, Christian; Ballestra, Luca Vincenzo; Foschi, Paolo, A comparison of multi-factor stochastic models for commodity price, in: Proceedings of the Statistics and Data Science 2024 Conference, 2024, pp. 238 - 245 (atti di: SDS 2024, Palermo, 11-12 Aprile 2024) [Contribution to conference proceedings]
Ballestra, Luca Vincenzo; D’Innocenzo, Enzo; Guizzardi, Andrea, A new bivariate approach for modeling the interaction between stock volatility and interest rate: An application to S&P500 returns and options, «EUROPEAN JOURNAL OF OPERATIONAL RESEARCH», 2024, 314, pp. 1185 - 1194 [Scientific article]Open Access
Ballestra L.V.; Guardasoni C., Boundary Elements and other mesh reduction methods for Finance, Economics, Probability and Statistics, «ENGINEERING ANALYSIS WITH BOUNDARY ELEMENTS», 2024, 164, pp. 1 - 1 [Comment or similar]
