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Lea Petrella · Study

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Lea Petrella

9 works· latest 2021· 1 institutionscluster: provisionalORCID 0000-0002-1653-5443

h-index9

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Citations838

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Most cited in this library

A multivariate copula‐based framework for dealing with hazard scenarios and failure probabilities2016 · 276 citations
University drop-out: an Italian experience2009 · 146 citations
How individual characteristics affect university students drop-out: a semiparametric mixed-effects model for an Italian case study2011 · 82 citations
Selection of Value at Risk Models for Energy Commodities2018 · 75 citations
Skew mixture models for loss distributions: A Bayesian approach2012 · 69 citations

Works

9 shown

Forecasting VaR and ES using a joint quantile regression and its implications in portfolio allocation

Journal of Banking & Finance·2021·3 authors·Open access

36citations

Selection of Value at Risk Models for Energy Commodities

Energy Economics·2018·3 authors

75citations

Spare parts management for irregular demand items

Omega·2017·4 authors

64citations

Multiple risk measures for multivariate dynamic heavy–tailed models

Journal of Empirical Finance·2017·3 authors·Open access

44citations

A multivariate copula‐based framework for dealing with hazard scenarios and failure probabilities

Water Resources Research·2016·5 authors·Open access

276citations

Bayesian Tail Risk Interdependence Using Quantile Regression

Bayesian Analysis·2015·3 authors·Open access

46citations

Skew mixture models for loss distributions: A Bayesian approach

Insurance Mathematics and Economics·2012·3 authors

69citations

How individual characteristics affect university students drop-out: a semiparametric mixed-effects model for an Italian case study

Journal of Applied Statistics·2011·3 authors

82citations

University drop-out: an Italian experience

Higher Education·2009·3 authors

146citations