3
H index
1
i10 index
46
Citations
European Commission | 3 H index 1 i10 index 46 Citations RESEARCH PRODUCTION: 5 Articles 4 Papers RESEARCH ACTIVITY: 7 years (2016 - 2023). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pba1702 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Luca Barbaglia. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Energy Economics | 2 |
Working Papers Series with more than one paper published | # docs |
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Papers / arXiv.org | 3 |
Year | Title of citing document |
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2023 | From Reactive to Proactive Volatility Modeling with Hemisphere Neural Networks. (2023). Frenette, Mikael ; Coulombe, Philippe Goulet ; Klieber, Karin. In: Papers. RePEc:arx:papers:2311.16333. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | Scrutinizing commodity markets by quantile spillovers: A case study of the Australian economy. (2023). Roubaud, David ; Tiwari, Aviral Kumar ; Roudari, Soheil ; Asadi, Mehrad. In: Energy Economics. RePEc:eee:eneeco:v:118:y:2023:i:c:s0140988322006119. Full description at Econpapers || Download paper |
2023 | Realized higher-order moments spillovers across cryptocurrencies. (2023). Apergis, Nicholas. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:85:y:2023:i:c:s1042443123000318. Full description at Econpapers || Download paper |
2023 | Dynamic connectedness in commodity futures markets during Covid-19 in India: New evidence from a TVP-VAR extended joint connectedness approach. (2023). Olson, Dennis ; Mishra, Aswini Kumar ; Patnaik, Debasis ; Arunachalam, Vairam. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723001988. Full description at Econpapers || Download paper |
2023 | Extreme risk spillover effect and dynamic linkages between uncertainty and commodity markets: A comparison between China and America. (2023). Guo, Lili ; Li, Yanjiao. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pa:s0301420723005500. Full description at Econpapers || Download paper |
2023 | Nowcasting Economic Activity Using Electricity Market Data: The Case of Lithuania. (2023). Grybauskas, Andrius ; Bruneckiene, Jurgita ; Pilinkiene, Vaida ; Stundziene, Alina ; Lukauskas, Mantas. In: Economies. RePEc:gam:jecomi:v:11:y:2023:i:5:p:134-:d:1137785. Full description at Econpapers || Download paper |
2023 | An Analysis of Dynamic Correlations among Oil, Natural Gas and Ethanol Markets: New Evidence from the Pre- and Post-COVID-19 Crisis. (2023). Ferreira, Paulo ; Oliveira, Marcia ; Ogino, Cristiane ; Quintino, Derick. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:5:p:2349-:d:1084017. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | High frequency volatility spillover between oil and non-energy commodities during crisis and tranquil periods. (2023). Peter, Jonathan Mukiza ; Marobhe, Mutaju Isaack. In: SN Business & Economics. RePEc:spr:snbeco:v:3:y:2023:i:4:d:10.1007_s43546-023-00463-y. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2016 | Commodity Dynamics: A Sparse Multi-class Approach In: Papers. [Full Text][Citation analysis] | paper | 6 |
2016 | Commodity dynamics: A sparse multi-class approach.(2016) In: Energy Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | article | |
2017 | Volatility Spillovers and Heavy Tails: A Large t-Vector AutoRegressive Approach In: Papers. [Full Text][Citation analysis] | paper | 0 |
2022 | Detecting Anti-dumping Circumvention: A Network Approach In: Papers. [Full Text][Citation analysis] | paper | 0 |
2018 | Multiclass vector auto?regressive models for multistore sales data In: Journal of the Royal Statistical Society Series C. [Full Text][Citation analysis] | article | 1 |
2020 | Volatility spillovers in commodity markets: A large t-vector autoregressive approach In: Energy Economics. [Full Text][Citation analysis] | article | 32 |
2023 | Testing big data in a big crisis: Nowcasting under Covid-19 In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 4 |
2022 | Testing big data in a big crisis: Nowcasting under COVID-19.(2022) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
2023 | Forecasting with Economic News In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 3 |
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