Risk management of risk under the Basel Accord: A Bayesian approach to forecasting Value-at-Risk of VIX futures. - Roberto Casarin; Chia-Lin Chang; Juan-Angel Jimenez-Martin; Michael McAleer; Teodosio Pérez-Amaral (Math. Comput. Simul., 2013)

Interacting multiple try algorithms with different proposal distributions. - Roberto Casarin; Radu V. Craiu; Fabrizio Leisen (Stat. Comput., 2013)

Sticky proposal densities for adaptive MCMC methods. - Luca Martino; Roberto Casarin; David Luengo (SSP, 2016)

Efficient Gibbs sampling for Markov switching GARCH models. - Monica Billio; Roberto Casarin; Anthony Osuntuyi (Comput. Stat. Data Anal., 2016)

Resilience of an online financial community to market uncertainty shocks during the recent financial crisis. - Pablo Racca; Roberto Casarin; Flaminio Squazzoni; Pierpaolo Dondio (J. Comput. Sci., 2016)

Adaptive independent sticky MCMC algorithms. - Luca Martino; Roberto Casarin; Fabrizio Leisen; David Luengo (EURASIP J. Adv. Signal Process., 2018)

A Matrix-Variate t Model for Networks. - Monica Billio; Roberto Casarin; Michele Costola; Matteo Iacopini (Frontiers Artif. Intell., 2021)

What makes a tweet be retweeted? A Bayesian trigram analysis of tweet propagation during the 2015 Colombian political campaign. - Roberto Casarin; Juan C. Correa; Jorge E. Camargo; Silvana Dakduk; Enrique ter Horst; German Molina (J. Inf. Sci., 2021)

Media Bias and Polarization through the Lens of a Markov Switching Latent Space Network Model. - Roberto Casarin; Antonio Peruzzi; Mark F. J. Steel (CoRR, 2023)

Monte carlo within simulated annealing for integral constrained optimizations. - Roberto Casarin; Bertrand B. Maillet; Anthony Osuntuyi (Ann. Oper. Res., 2024)

Markov switching multiple-equation tensor regressions. - Roberto Casarin; Radu V. Craiu; Qing Wang (J. Multivar. Anal., 2025)

Structural changes in contagion channels: the impact of COVID-19 on the Italian electricity market. - Daniel Felix Ahelegbey; Roberto Casarin; Emmanuel Senyo Fianu; Luigi Grossi (Ann. Oper. Res., 2025)