Andrea Roncoroni

Economics and Econometrics · 2004–2008

A researcher in the Science corpus: 3 papers; trusts 1 researcher and is trusted by 7 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 8 citations into it; #7,703 of 23,481 by trust here, #10,133 by citations
• Finance — 6 citations into it; #3,719 of 10,518 by trust here, #4,482 by citations

Whom Andrea Roncoroni trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Robert S. Pindyck

Who trusts Andrea Roncoroni overall

1. Rafal Weron
2. T. Meyer‐Brandis
3. Fred Espen Benth
4. Peter Tankov

Papers from Andrea Roncoroni's perspective

Ordered by how strongly the researchers Andrea Roncoroni trusts endorse each paper. Same corpus, a different order for every researcher.

1. An empirical investigation of continuous-time equity return models
2. Understanding the Fine Structure of Electricity Prices
3. The Dynamics of Commodity Spot and Futures Markets: A Primer
4. Short-Term Variations and Long-Term Dynamics in Commodity Prices
5. Equilibrium Forward Curves for Commodities
6. Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk
7. Asset Pricing with Distorted Beliefs: Are Equity Returns Too Good To Be True?
8. Aggregation of Heterogeneous Time Preferences (Journal of Political Economy)
9. Declining discount rates: Economic justifications and implications for long-run policy
10. Relative Risk Aversion: What Do We Know?

Their papers

• Understanding the Fine Structure of Electricity Prices (2004) — 459 citations
• Analytical pricing of discretely monitored Asian-style options: Theory and application to commodity markets (2008) — 55 citations
• Implementing Models in Quantitative Finance: Methods and Cases (2008) — 133 citations