Handbook of Multi-Commodity Markets and Products: Structuring, Trading and Risk Management. (avec G. Fusai). London : Wiley & Sons, 2011
  Implementing Models in Quantitative Finance: Methods and Cases. (avec G. Fusai). (Berlin ‑ Heidelberg ‑ New York)  : Springer - Verlag, 2008


  "8. Shape Factors and Cross-Sectional Risk" (A. Roncoroni, S. Galluccio, P. Guiotto), Journal of Economic Dynamics and Control, nov. 2010, Vol. 34, Numéro 11, p. 2320‑2340
  "7. Commodity Price Models" (A. Roncoroni), in: R.Cont, "Encyclopedia of Quantitative Finance", Wiley & Sons
  "6. Analytical Pricing of Discretely Monitored Asian-Style Options: Theory and Application to Commodity Markets" (G. Fusai, M. Marena, A. Roncoroni), Journal of Banking and Finance, juil. 2008, Vol. 32, Numéro 10, p. 2033‑2045
  "5. A New Measure of Cross-Sectional Risk and its Empirical Implications for Portfolio Risk Management" (S. Galluccio, A. Roncoroni), Journal of Banking and Finance, août 2006, Vol. 30, Numéro 8, p. 2387‑2408
  "4. Understanding the Fine Structure of Electricity Prices" (H. Geman, A. Roncoroni), The Journal of Business, mai 2006, Vol. 79, Numéro 3, p. 1225‑1262
  "3. Flexible-Rate Mortgages" (A. Moro, A. Roncoroni), International Journal of Business, mars 2006, Vol. 11, Numéro 2, p. 143‑157
  "2. Theory and Calibration of HJM with Shape Factors" (P. Guiotto, A. Roncoroni), Mathematical Finance (Bachelier 2000), févr. 2002, p. 407‑426
  "1. Change of Numeraire for Affine Arbitrage Pricing Models Driven by Multifactor Marked Point Processes" (A. Roncoroni), International Center for Economic Research, juil. 2001, Vol. 22, p. 1‑35


  Modelos Dinamicos em Financas: O caso dos modelos de determinação do preço de commodities. In: A Dinâmica nas Ciências Econômicas e Empresariais - Contributos para uma Visão Abrangente. Lisboa : Escolar Editora, Renato Pereira. 2010, p. 183-194


  "Introduction to Energy and Commodity Finance" (A. Roncoroni), Banque de France, sept. 2009
  "Modeling, Pricing, and Hedging in Commodity Markets" (A. Roncoroni), Quant Risk USA, juil. 2008
  "Cross-Commodity Derivatives: Advanced Pricing and Hedging" (A. Roncoroni), Lecture Notes, Marcus Evans, London, mai 2007
  " Risk Management and Risk Measurement of Energy Portfolios" (A. Roncoroni), Lecture Notes, EnergyForum, London, sept. 2006
  "Simulation Modelling for Energy Portfolios" (A. Roncoroni), Lecture Notes, EnergyForum, Rotterdam, mai 2005
  "Models for Risk Management in the Energy Markets and the Italian 'Nuovo Mercato Elettrico'" (A. Roncoroni), Lecture Notes, Italian Stock Exchange, Milan, mai 2004
  "Securitization, Modeling and Risk Performance Measurement in Deregulated Electricity Markets" (A. Roncoroni), Lecture Notes, Authority for Deregulation of the Italian Electricity Market, Milan, avr. 2004
  "Derivative Securities for Risk Management in Deregulated Electricity Markets" (A. Roncoroni), Lecture Notes, Italian Stock Exchange, Milan, oct. 2003
  "Commodity Forward Prices: Dynamic Modelling and Calibration" (A. Roncoroni), Technical Report, Gaz de France, Paris, mai 2002
  "Continuous Time Stochastic Methods for Asset Allocation" (A. Roncoroni), Technical Report, Fideuram Asset Management, Milan, oct. 2001


  "A Unified Theory of Commodity Price Dynamics" (avec R. Id Brik). , déc. 09.
  "Does Commodity Model Framework Matter?" , déc. 09.
  "Extended Threshold Model: Theory and Application to the Stochastic Behavior of Electricity Prices in Southern America" (avec C. Ochoa). , déc. 09.
  "Control Variates for Arithmetic-Average Asian-Style Options under Stochastic Volatility and Jumps" (avec G. Fusai, M. Marena). , déc. 09.
  "Static Hedging of Volume and Price Risk Affecting Energy Load Deals" (avec J. Pantoja). , déc. 09.
  "Dynamic Backwardation of Commodity Prices: Evidence, Modelling, and Calibration" , déc. 09.
  "Collateralized Commodity Obligations" (avec V. Fanelli). , déc. 09.
  "Analytical Valuation of Shipping Freight Options" (avec G. Fusai, M. Kavussanos). , déc. 09.

  Journal of Energy Markets, Incisive Media (RISK Publications) (Associate Editor)