Multiple seasonal cycles forecasting model: the Italian electricity demand. - Mauro Bernardi; Lea Petrella (Stat. Methods Appl., 2015)

Comparison of Value-at-Risk models using the MCS approach. - Mauro Bernardi; Leopoldo Catania (Comput. Stat., 2016)

Bayesian quantile regression using the skew exponential power distribution. - Mauro Bernardi; Marco Bottone; Lea Petrella (Comput. Stat. Data Anal., 2018)

The Skew Normal multivariate risk measurement framework. - Mauro Bernardi; Roy Cerqueti; Arsen Palestini (Comput. Manag. Sci., 2020)

Allocation of risk capital in a cost cooperative game induced by a modified expected shortfall. - Mauro Bernardi; Roy Cerqueti; Arsen Palestini (J. Oper. Res. Soc., 2021)

Locally Sparse Function-on-Function Regression. - Mauro Bernardi; Antonio Canale; Marco Stefanucci (J. Comput. Graph. Stat., 2023)

PDE-regularised spatial quantile regression. - Cristian Castiglione; Eleonora Arnone; Mauro Bernardi; Alessio Farcomeni; Laura M. Sangalli (J. Multivar. Anal., 2025)