Luca Barbaglia : Citation Profile

European Commission

4

H index

2

i10 index

72

Citations

RESEARCH PRODUCTION:

7

Articles

7

Papers

RESEARCH ACTIVITY:

   8 years (2016 - 2024). See details.
   Cites by year: 9
   Journals where Luca Barbaglia has often published
   Relations with other researchers
   Recent citing documents: 28.    Total self citations: 3 (4 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pba1702
   Updated: 2025-03-22    RAS profile: 2024-05-07    
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Relations with other researchers

Works with:

onorante, luca (3)

Tiozzo Pezzoli, Luca (3)

Pericoli, Filippo Maria (2)

Wilms, Ines (2)

Fatica, Serena (2)

Rho, Caterina (2)

Ratto, Marco (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Luca Barbaglia.

Is cited by:

Ben Amar, Amine (8)

Tiwari, Aviral (4)

Goutte, Stéphane (4)

Bauer, Michael (3)

Assenza, Tiziana (2)

Prigent, Jean-Luc (2)

Sarwar, Suleman (2)

Shahzad, Syed Jawad Hussain (2)

Abakah, Emmanuel (2)

Huber, Stefanie (2)

Baumohl, Eduard (2)

Cites to:

Diebold, Francis (13)

serra, teresa (11)

Poon, Aubrey (8)

Koop, Gary (8)

Yilmaz, Kamil (7)

Rezitis, Anthony (6)

Mariano, Roberto (6)

Lehmann, Robert (6)

Pindyck, Robert (5)

Wohlrabe, Klaus (5)

Medeiros, Marcelo (5)

Main data

Production by document typearticlepaper201620172018201920202021202220232024052.5Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published201620172018201920202021202220232024051015Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received20192020202120222023202420250102030Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year2016201720182019202020212022202320240204060Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 4Most cited documents1234560204060Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution2019112019122020012020022020032020042020052020062020072020082020092020102020112020122021012021022021032021042021052021062021072021082021092021102021112021122022012022022022032022042022052022062022072022082022092022102022112022122023012023022023032023042023052023062023072023082023092023102023112023122024012024022024032024042024052024062024072024082024092024102024112024122025012025022025030246h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Luca Barbaglia has published?

Journals with more than one article published# docs
Energy Economics2

Working Papers Series with more than one paper published# docs
Papers / arXiv.org4
JRC Working Papers in Economics and Finance / Joint Research Centre, European Commission2

Recent works citing Luca Barbaglia (2025 and 2024)

Year  ↓Title of citing document  ↓
2024From Reactive to Proactive Volatility Modeling with Hemisphere Neural Networks. (2023). Frenette, Mikael ; Coulombe, Philippe Goulet ; Klieber, Karin. In: Papers. RePEc:arx:papers:2311.16333.

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2024Integrating Natural Language Processing Techniques of Text Mining Into Financial System: Applications and Limitations. (2024). Baci, Nevila ; Vika, Blerina ; Millo, Denisa. In: Papers. RePEc:arx:papers:2412.20438.

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2025High-dimensional censored MIDAS logistic regression for corporate survival forecasting. (2025). van Keilegom, Ingrid ; Striaukas, Jonas ; Beyhum, Jad ; Miao, Wei. In: Papers. RePEc:arx:papers:2502.09740.

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2024Corporate Green Pledges. (2024). Bauer, Michael D ; Wilms, Ole ; Renkel, Marlene ; Offner, Eric ; Huber, Daniel. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11507.

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2024The economic impact of general vs. targeted lockdowns: New insights from Italian municipalities. (2024). Onorante, Luca ; le Blanc, Julia ; Kecht, Valentin ; Cseres-Gergely, Zsombor. In: Economic Modelling. RePEc:eee:ecmode:v:134:y:2024:i:c:s0264999324000592.

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2024Vulnerability of European electricity markets: A quantile connectedness approach. (2024). Uribe, Jorge ; Chuliá, Helena ; Chulia, Helena ; Muoz, Jorge A ; Klein, Tony. In: Energy Policy. RePEc:eee:enepol:v:184:y:2024:i:c:s0301421523004470.

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2024Quantile coherency across bonds, commodities, currencies, and equities. (2024). Stenvall, David ; Rahman, Md Lutfur ; Lucey, Brian ; Uddin, Gazi Salah. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:33:y:2024:i:c:s2405851323000697.

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2024Efficient likelihood estimation of Heston model for novel climate-related financial contracts valuation. (2024). Oviedo, Rodolfo ; Ortiz-Gracia, Luis ; Blanc-Blocquel, Augusto. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:225:y:2024:i:c:p:430-445.

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2024Commodity futures markets under stress and stress-free periods: Further insights from a quantile connectedness approach. (2024). Bellalah, Makram ; ben Amar, Amine ; Abricha, Amal. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:93:y:2024:i:c:p:229-246.

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2024How electricity and natural gas prices affect banking systemic risk. (2024). Giorgio, Saverio ; Marzioni, Stefano ; Paccione, Cosimo ; Mure, Pina. In: Research in International Business and Finance. RePEc:eee:riibaf:v:72:y:2024:i:pa:s0275531924003039.

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2024Corporate Green Pledges. (2024). Bauer, Michael ; Wilms, Ole ; Renkel, Marlene ; Offner, Eric ; Huber, Daniel. In: Working Paper Series. RePEc:fip:fedfwp:99236.

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2024On the dependence structure of European vegetable oil markets. (2023). Gohin, Alexandre ; Bagnarosa, Guillaume ; Menier, Romain. In: Post-Print. RePEc:hal:journl:hal-04523660.

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2024Deciphering volatility spillovers amidst crises: analyzing the interplay among commodities, equities and socially responsible investments during the COVID-19 shock and financial turbulence. (2024). Ben Amar, Amine ; Boubrahimi, Nabil ; Bellalah, Makram ; Dkhissi, Ilham ; Hasnaoui, Amir. In: Post-Print. RePEc:hal:journl:hal-04643053.

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2024Crypto news and policy innovations: Are European markets affected?. (2024). Bellia, Mario ; di Girolamo, Francesca ; Rho, Caterina ; Barbaglia, Luca. In: Working Papers. RePEc:jrs:wpaper:202407.

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2025Dynamics of the relationship between stock markets and exchange rates during quantitative easing and tightening. (2025). Sokhanvar, Amin ; Ahmadian-Yazdi, Farzaneh ; Tiwari, Aviral Kumar ; Roudari, Soheil. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-024-00694-4.

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2024Assessing Cryptomarket Risks: Macroeconomic Forces, Market Shocks and Behavioural Dynamics. (2024). Thlissaint, Josu. In: Economics Working Paper Archive (University of Rennes & University of Caen). RePEc:tut:cremwp:2024-14.

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2024Corporate green pledges. (2024). Bauer, Michael ; Renkel, Marlene ; Offner, Eric ; Wilms, Ole ; Huber, Daniel. In: IMFS Working Paper Series. RePEc:zbw:imfswp:306828.

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2024Forecasting economic activity using a neural network in uncertain times: Monte Carlo evidence and application to the German GDP. (2024). Holtemöller, Oliver ; Kozyrev, Boris ; Holtemoller, Oliver. In: IWH Discussion Papers. RePEc:zbw:iwhdps:287749.

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Works by Luca Barbaglia:

Year  ↓Title  ↓Type  ↓Cited  ↓
2024Flooded credit markets: physical climate risk and small business lending In: Mo.Fi.R. Working Papers.
[Full Text][Citation analysis]		paper0
2023Flooded credit markets: physical climate risk and small business lending.(2023) In: JRC Working Papers in Economics and Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2016Commodity Dynamics: A Sparse Multi-class Approach In: Papers.
[Full Text][Citation analysis]		paper7
2016Commodity dynamics: A sparse multi-class approach.(2016) In: Energy Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		article
2017Volatility Spillovers and Heavy Tails: A Large t-Vector AutoRegressive Approach In: Papers.
[Full Text][Citation analysis]		paper0
2022Detecting Anti-dumping Circumvention: A Network Approach In: Papers.
[Full Text][Citation analysis]		paper0
2024Nowcasting economic activity in European regions using a mixed-frequency dynamic factor model In: Papers.
[Full Text][Citation analysis]		paper0
2018Multiclass vector auto‐regressive models for multistore sales data In: Journal of the Royal Statistical Society Series C.
[Full Text][Citation analysis]		article1
2020Volatility spillovers in commodity markets: A large t-vector autoregressive approach In: Energy Economics.
[Full Text][Citation analysis]		article40
2023Testing big data in a big crisis: Nowcasting under Covid-19 In: International Journal of Forecasting.
[Full Text][Citation analysis]		article7
2022Testing big data in a big crisis: Nowcasting under COVID-19.(2022) In: JRC Working Papers in Economics and Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		paper
2023Forecasting Loan Default in Europe with Machine Learning* In: Journal of Financial Econometrics.
[Full Text][Citation analysis]		article2
2023Forecasting with Economic News In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article14
2024Forecasting GDP in Europe with textual data In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article1

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