Dr. Luca Vincenzo Ballestra

Department of Statistical Sciences

The University of Bologna, Italy

Associate Professor

Email: luca.ballestra@unibo.it

Qualifications

2002 Ph.D, Applied Mathematics, Politecnico University of Milan, Italy

1998-2001 M.D., Aerospace Engineering, Politecnico of Milan, Italy

Publications (Selected)

1. Ballestra, L. V., De Blasis, R., & Pacelli, G. (2025). Multivariate GARCH models with spherical parameterizations: an oil price application. Financial Innovation, 11(1), 37.
2. Parvini, N., Ahmadian, D., & Ballestra, L. V. (2024). Forecasting Cryptocurrency Prices Using Support Vector Regression Enhanced by Particle Swarm Optimization. Computational Economics, 1-30.
3. Shokrollahi, F., Ahmadian, D., & Ballestra, L. V. (2024). Pricing Asian options under the mixed fractional Brownian motion with jumps. Mathematics and Computers in Simulation, 226, 172-183.
4. Ahmadian, D., & Ballestra, L. V. (2024). Construction and mean-square stability analysis of a new family of stochastic Runge-Kutta methods. Applied Mathematics and Computation, 470, 128570.
5. Ballestra, L. V., D’Innocenzo, E., & Guizzardi, A. (2024). Score-driven modeling with jumps: An application to S&P500 returns and options. Journal of Financial Econometrics, 22(2), 375-406.
6. Ballestra, L. V., D’Innocenzo, E., & Guizzardi, A. (2024). 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, 314(3), 1185-1194.
7. Ballestra, L. V. (2024). Modeling economic growth with spatial migration: A stability analysis of the long-run equilibrium based on semigroup theory. Journal Of Mathematical Analysis And Applications, 531(1), 127794.
8. Del Giudice, M., Scuotto, V., Ballestra, L. V., & Pironti, M. (2023). Humanoid robot adoption and labour productivity: a perspective on ambidextrous product innovation routines. In Artificial Intelligence and International HRM (pp. 33-59). Routledge.
9. Gibellato, S., Ballestra, L. V., Fiano, F., Graziano, D., & Gregori, G. L. (2023). The impact of education on the Energy Trilemma Index: A sustainable innovativeness perspective for resilient energy systems. Applied Energy, 330, 120352.
10. Papa, A., Mazzucchelli, A., Ballestra, L. V., & Usai, A. (2022). The open innovation journey along heterogeneous modes of knowledge-intensive marketing collaborations: a cross-sectional study of innovative firms in Europe. International Marketing Review, 39(3), 602-625.
11. Ahmadian, D., Ballestra, L. V., & Shokrollahi, F. (2022). A Monte-Carlo approach for pricing arithmetic Asian rainbow options under the mixed fractional Brownian motion. Chaos, Solitons & Fractals, 158, 112023.
12. Papa, A., Chierici, R., Ballestra, L. V., Meissner, D., & Orhan, M. A. (2021). Harvesting reflective knowledge exchange for inbound open innovation in complex collaborative networks: an empirical verification in Europe. Journal of Knowledge Management, 25(4), 669-692.
13. Orlando, B., Ballestra, L. V., Magni, D., & Ciampi, F. (2021). Open innovation and patenting activity in health care. Journal of Intellectual Capital, 22(2), 384-402.
14. Orlando, B., Ballestra, L. V., Scuotto, V., Pironti, M., & Del Giudice, M. (2020). The impact of R&D investments on eco-innovation: A cross-cultural perspective of green technology management. IEEE Transactions on Engineering Management, 69(5), 2275-2284.
15. Karimi, N., Kazem, S., Ahmadian, D., Adibi, H., & Ballestra, L. V. (2020). On a generalized Gaussian radial basis function: Analysis and applications. Engineering analysis with boundary elements, 112, 46-57.
16. Ballestra, L. V., Guizzardi, A., & Palladini, F. (2019). Forecasting and trading on the VIX futures market: A neural network approach based on open to close returns and coincident indicators. International Journal of Forecasting, 35(4), 1250-1262.
17. Ballestra, L. V. (2018). Fast and accurate calculation of American option prices. Decisions in Economics and Finance, 41(2), 399-426.

Profile Details

WoS Researcher: ABB-6093-2020

https://orcid.org/0000-0001-7205-6319

https://www.unibo.it/sitoweb/luca.ballestra/en

https://scholar.google.com.hk/citations?user=lVezUXUAAAAJ&hl=zh-CN&oi=sra

https://www.researchgate.net/profile/Luca-Ballestra