| Financial Modeling I Miao | 221 | 2012 |
| Forecasting energy commodity prices using neural networks M Panella, F Barcellona, RL D'ecclesia Advances in Decision Sciences 2012, 2012 | 77 | 2012 |
| Risk factor analysis and portfolio immunization in the Italian bond market RL D'ecclesia, SA Zenios The Journal of Fixed Income 4 (2), 51-58, 1994 | 56 | 1994 |
| ESG score prediction through random forest algorithm V D’Amato, R D’Ecclesia, S Levantesi Computational Management Science 19 (2), 347-373, 2022 | 47 | 2022 |
| Fundamental ratios as predictors of ESG scores: A machine learning approach V D’Amato, R D’Ecclesia, S Levantesi Decisions in Economics and Finance 44 (2), 1087-1110, 2021 | 38 | 2021 |
| Comovements and correlations in international stock markets RL D’Ecclesia, M Costantini The European Journal of Finance 12 (6-7), 567-582, 2006 | 38 | 2006 |
| Cepstral-based clustering of financial time series P D’Urso, L De Giovanni, R Massari, RL D’Ecclesia, EA Maharaj Expert Systems with Applications 161, 113705, 2020 | 37 | 2020 |
| Term structure of interest rates and the expectation hypothesis: The euro area S Musti, RL D’Ecclesia European Journal of Operational Research 185 (3), 1596-1606, 2008 | 33 | 2008 |
| Energy markets: crucial relationship between prices C Bencivenga, G Sargenti, RL D’Ecclesia Mathematical and statistical methods for actuarial sciences and finance, 23-32, 2010 | 32 | 2010 |
| Oil prices and the financial crisis C Bencivenga, RL D’Ecclesia, U Triulzi Review of Managerial Science 6, 227-238, 2012 | 31 | 2012 |
| Financial modeling M Kopa, R D'Ecclesia, T Tichy Finance a Uver-Czech Journal of Economics and Finance 62 (2), 104-105, 2012 | 30 | 2012 |
| Understanding recent oil price dynamics: A novel empirical approach RL D'Ecclesia, E Magrini, P Montalbano, U Triulzi Energy Economics 46, S11-S17, 2014 | 29 | 2014 |
| Unconditional return disturbances: A non-parametric simulation approach RG Tompkins, RL D’Ecclesia Journal of Banking & Finance 30 (1), 287-314, 2006 | 28 | 2006 |
| Volatility in the stock market: ANN versus parametric models RL D’Ecclesia, D Clementi Annals of Operations Research 299 (1), 1101-1127, 2021 | 26 | 2021 |
| CDS volatility: the key signal of credit quality R Castellano, RL D’Ecclesia Annals of Operations Research 205, 89-107, 2013 | 22 | 2013 |
| Euro bonds: Markets, infrastructure and trends M Bertocchi, G Consigli, R Giacometti, V Moriggia, S Ortobelli, ... World Scientific, 2013 | 17 | 2013 |
| A study on crude oil prices modeled by neurofuzzy networks M Panella, L Liparulo, F Barcellona, RL D'Ecclesia 2013 IEEE International Conference on Fuzzy Systems (FUZZ-IEEE), 1-7, 2013 | 13 | 2013 |
| Subband prediction of energy commodity prices M Panella, F Barcellona, RL D'Ecclesia 2012 IEEE 13th International Workshop on Signal Processing Advances in …, 2012 | 13 | 2012 |
| Integration of energy commodity markets in Europe and the USA C Bencivenga, G Sargenti, R D'Ecclesia Journal of Risk Management in Financial Institutions 4 (3), 301-313, 2011 | 13 | 2011 |
| The European gas market: new evidences V Jotanovic, RL D’Ecclesia Annals of Operations Research 299 (1), 963-999, 2021 | 10 | 2021 |
