Cerqueti, R., & Mattera, R. (2025). Measuring unit relevance and stability in hierarchical spatio-temporal clustering. Spatial Statistics, 66, 100880.

Mattera, R., & Franses, P. H. (2024). Spatio-temporal hierarchical clustering of interval time series with application to suicide rates in Europe. Statistical Modelling, 1–33.

D'Urso, P., De Giovanni, L., Mattera, R., & Vitale, V. (2024). Entropy-based fuzzy clustering of interval-valued time series. Advances in Data Analysis and Classification, 1–27.

Cerqueti, R., Mattera, R., & Scepi, G. (2024). Multiway clustering with time-varying parameters. Computational Statistics, 39(1), 51–92.

Cerqueti, R., D'Urso, P., De Giovanni, L., Mattera, R., & Vitale, V. (2024). Fuzzy clustering of time series based on weighted conditional higher moments. Computational Statistics, 39(1), 3091–3114.

Cerqueti, R., D'Urso, P., De Giovanni, L., Mattera, R., & Vitale, V. (2023). Fuzzy clustering of financial time series based on volatility spillovers. Annals of Operations Research, 1–20.

Cerqueti, R., & Mattera, R. (2023). Fuzzy clustering of time series with time-varying memory. International Journal of Approximate Reasoning, 153, 193–218.

Cerqueti, R., D'Urso, P., De Giovanni, L., Giacalone, M., & Mattera, R. (2022). Weighted score-driven fuzzy clustering of time series with a financial application. Expert Systems with Applications, 198, 116752.

Cerqueti, R., Giacalone, M., & Mattera, R. (2021). Model-based fuzzy time series clustering of conditional higher moments. International Journal of Approximate Reasoning, 134, 34–52.

Colombo, P., Mattera, R., & Otto, P. (2025). Simple yet effective: a comparative study of statistical models for yearly hurricane forecasting. Environmetrics, 36 (3), e70009.

Mattera, R. (2025). Forecasting high-dimensional portfolios. Journal of Time Series Econometrics.

Mattera, R., & Franses, P. H. (2025). Forecasting house price growth rates with factor models and spatio-temporal clustering. International Journal of Forecasting, 41(1), 398–417.

Mattera, R., Scepi, G., & Kaur, P. (2025). Forecasting human development with an improved theta method based on forecast combination. Annals of Operations Research.

Cerqueti, R., Iovanella, A., Mattera, R., & Storani, S. (2024). Improving the explainability of autoencoder factors for commodities through forecast-based Shapley values. Scientific Reports, 14(1), 19622.

Mattera, R., Athanasopoulos, G., & Hyndman, R. (2024). Improving out-of-sample forecasts of stock price indexes with forecast reconciliation and clustering. Quantitative Finance, 24(11), 1641–1667.

Mattera, R., & Otto, P. (2024). Network log-ARCH models for forecasting stock market volatility. International Journal of Forecasting, 40(4), 1539–1555.

Cerqueti, R., Ficcadenti, V., & Mattera, R. (2024). Investors' attention and network spillover for commodity market forecasting. Socio-Economic Planning Sciences, 95, 102023.

Mattera, R. (2023). Forecasting binary outcomes in soccer. Annals of Operations Research, 325(1), 115–134.

Cerqueti, R., D'Urso, P., & Mattera, R. (2025). Fuzzy group fixed effects estimation with spatial clustering. AStA Advances in Statistical Analysis, 1–32.

Cerqueti, R., Maranzano, P., & Mattera, R. (2025). Spatially-clustered spatial autoregressive models with application to agricultural market concentration in Europe. Journal of Agricultural, Biological and Environmental Statistics, 1–35.

Cerqueti, R., Mattera, R., & Storani, S. (2025). Systemic resilience of networked commodities. Energy Economics, 143, 108270.

Mattera, R. (2025). Improved precision matrix estimation for mean-variance portfolio selection. Statistics, 1–21.

Mattera, R. & Sanchez Garcia, J. (2025). Another look into tail risk connectedness using network modelling: evidence from European stock markets. Studies in Nonlinear Dynamics & Econometrics.

Molero Gonzalez, L., Cerqueti, R., Mattera, R. & Trinidad Segovia, J. (2025). The Random Matrix-based informative content of correlation matrices in stock markets. Chaos.

Morelo Gonzalez, L., Cerqueti, R., Mattera, R., Sanchez Granero, M., & Trinidad Segovia, J. (2025). Analyzing clustered factors in the cryptocurrency market with Random Matrix Theory. Physica A: Statistical Mechanics and its Applications, 665, 130473.

Sanchez Garcia, J., Cruz Rambaud, S., Cerqueti, R., & Mattera, R. (2024). Measuring financial stability in the presence of energy shocks. Energy Economics, 139(1), 107922.

Mattera, R., & Franses, P. H. (2023). Are African business cycles synchronized? Evidence from spatio-temporal modelling. Economic Modelling, 128(1), 106485.