Author

Luca Merlo

Observed names: Merlo Luca, Merlo, Luca

Institution: Link Campus University

Observed institutions: European University of Rome, Link Campus University, Sapienza University of Rome

ORCID: 0000-0001-5267-5390

Observed ORCID: 0000-0001-5267-5390

OpenAlex ID: A5033702084

Selection of Value at Risk Models for Energy Commodities

2018 · Alessandro G. Laporta, Luca Merlo, et al. · Energy Economics · 79

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

2021 · Luca Merlo, Lea Petrella, et al. · Journal of Banking & Finance · 40

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Cross-Country Assessment of Systemic Risk in the European Stock Market: Evidence from a CoVaR Analysis

2018 · Lea Petrella, Alessandro G. Laporta, et al. · Social Indicators Research · 23

Quantile hidden semi-Markov models for multivariate time series

2022 · Luca Merlo, Antonello Maruotti, et al. · Statistics and Computing · 21

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Two-part quantile regression models for semi-continuous longitudinal data: A finite mixture approach

2021 · Luca Merlo, Antonello Maruotti, et al. · Statistical Modelling · 13

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Marginal M-quantile regression for multivariate dependent data

2022 · Luca Merlo, Lea Petrella, et al. · Computational Statistics & Data Analysis · 9

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Quantile Mixed Hidden Markov Models for Multivariate Longitudinal Data: An Application to Children's Strengths and Difficulties Questionnaire Scores

2022 · Luca Merlo, Lea Petrella, et al. · Journal of the Royal Statistical Society Series C (Applied Statistics) · 9

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COVID-19 After Lung Resection in Northern Italy

2021 · Marco Scarci, Federico Raveglia, et al. · Seminars in Thoracic and Cardiovascular Surgery · 8

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Unified Unconditional Regression for Multivariate Quantiles, M-Quantiles, and Expectiles

2023 · Luca Merlo, Lea Petrella, et al. · Journal of the American Statistical Association · 7

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Childhood PM 2.5 exposure and upward mobility in the United States

2024 · Sophie-An Kingsbury Lee, Luca Merlo, et al. · Proceedings of the National Academy of Sciences · 6

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Sectoral Decomposition of CO2 World Emissions: A Joint Quantile Regression Approach

2020 · Luca Merlo, Lea Petrella, et al. · International Review of Environmental and Resource Economics · 3

Hidden Markov graphical models with state‐dependent generalized hyperbolic distributions

2025 · Beatrice Foroni, Luca Merlo, et al. · Canadian Journal of Statistics · 2

Ability and motivation profiles among chronically ill employees: using latent profile analysis to understand the impact of utilization HR practices on work engagement

2025 · Silvia Profili, Alessia Sammarra, et al. · The International Journal of Human Resource Management · 2

Mid-quantile mixed graphical models with an application to mass public shootings in the U.S.

2024 · Luca Merlo, Marco Geraci, et al. · Journal of the Royal Statistical Society Series A (Statistics in Society) · 2

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Inter-order relations between equivalence for L-quantiles of the Student's t distribution

2024 · Valeria Bignozzi, Luca Merlo, et al. · Insurance Mathematics and Economics · 2

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Matching-based estimation of causal quantile exposure response functions for continuous treatments

2026 · Luca Merlo, Francesca Dominici, et al. · Statistics and Computing · 1

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Strengthening work engagement and continuance commitment among chronically ill employees: the role of human resource development practices and intrinsic motivation

2026 · Alessia Sammarra, Silvia Profili, et al. · International Journal of Manpower · 1

Hidden Markov Quantile Graphical Models

2025 · Beatrice Foroni, Luca Merlo, et al. · Journal of Computational and Graphical Statistics · 1

Short-term outcomes after minimally invasive surgery: does sex make a difference?

2025 · Sara Ricciardi, Delia Giovanniello, et al. · Video-Assisted Thoracic Surgery · 1

COVID-19 Symptoms and Mental Health Outcomes among Italian Healthcare Workers: A Latent Class Analysis

2024 · Giulia Foti, Luca Merlo, et al. · Healthcare · 1

Multivariate M-extremiles

2026 · Merlo, Luca, Bignozzi, Valeria, et al. · arXiv (Cornell University)

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Beyond cause and effect: Mapping the complexity of mass public shootings

2026 · Marco Geraci, Luca Merlo, et al. · Significance

Nonparanormal hidden semi-Markov graphical models for analyzing financial markets interconnectivity

2026 · Emilio Ferrante, Beatrice Foroni, et al. · Journal of the Royal Statistical Society Series A (Statistics in Society)

Estimating the Impact of Socioeconomic Drivers on Land Degradation in Italy via Spatio‐Temporal Additive Expectile Regression

2026 · Luca Merlo, Beatrice Foroni, et al. · Environmetrics

Analyzing Multivariate Longitudinal Data with Three-Part Mixed-Effects Quantile Regression Models

2026 · Maria Saiz, Luca Merlo, et al. · Springer eBooks

Works count: 37

Citation count: 231

H-index: 8

I10-index: 5