Andrea Bucci : Citation Profile

Are you Andrea Bucci?

Università Politecnica delle Marche

4

H index

2

i10 index

55

Citations

RESEARCH PRODUCTION:

7

Articles

5

Papers

RESEARCH ACTIVITY:

   5 years (2017 - 2022). See details.
   Cites by year: 11
   Journals where Andrea Bucci has often published
   Relations with other researchers
   Recent citing documents: 36.    Total self citations: 4 (6.78 %)

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   Permalink: http://citec.repec.org/pbu464
   Updated: 2024-11-06    RAS profile: 2022-06-29    
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Relations with other researchers

Works with:

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

Is cited by:

Palomba, Giulio (3)

Farzanegan, Mohammad Reza (2)

Raoofi, Ali (1)

Hansen, Erwin (1)

SANTOLINI, RAFFAELLA (1)

Borra, Cristina (1)

Merkaj, Elvina (1)

Perote, Javier (1)

Creel, Michael (1)

Principe, Francesco (1)

Van Doorslaer, Eddy (1)

Cites to:

Bollerslev, Tim (16)

Engle, Robert (12)

Diebold, Francis (12)

Shephard, Neil (10)

Andersen, Torben (10)

Christiansen, Charlotte (8)

Schrimpf, Andreas (7)

Clements, Adam (6)

Schmeling, Maik (6)

Sheppard, Kevin (5)

bloom, nicholas (5)

Main data

Where Andrea Bucci has published?

Journals with more than one article published# docs
Journal of Financial Econometrics2
Applied Health Economics and Health Policy2

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany3

Recent works citing Andrea Bucci (2024 and 2023)

YearTitle of citing document
2024HEALTHCARE EFFICIENCY AND ELDERLY MORTALITY IN ITALY. (2024). SANTOLINI, RAFFAELLA ; Palomba, Giulio ; Merkaj, Elvina ; Yebetchou, Rostand Arland. In: Working Papers. RePEc:anc:wpaper:485.

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2023Volatility forecasting with machine learning and intraday commonality. (2022). Zhang, Chao ; Qian, Zhongmin ; Cucuringu, Mihai. In: Papers. RePEc:arx:papers:2202.08962.

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2023Realized recurrent conditional heteroskedasticity model for volatility modelling. (2023). Kohn, Robert ; Tran, Minh-Ngoc ; Wang, Chao ; Liu, Chen. In: Papers. RePEc:arx:papers:2302.08002.

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2023Comparing Deep Learning Models for the Task of Volatility Prediction Using Multivariate Data. (2023). Suominen, Hanna ; Lensky, Artem ; Isai, Leigh ; Lalbakhsh, Pooia ; Ge, Wenbo. In: Papers. RePEc:arx:papers:2306.12446.

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2024DeepVol: A Deep Transfer Learning Approach for Universal Asset Volatility Modeling. (2023). Kohn, Robert ; Gerlach, Richard ; Wang, Chao ; Tran, Minh-Ngoc ; Liu, Chen. In: Papers. RePEc:arx:papers:2309.02072.

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2023Constructing Efficient Simulated Moments Using Temporal Convolutional Networks. (2023). Creel, Michael ; Chassot, Jonathan. In: Working Papers. RePEc:bge:wpaper:1412.

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2023The role of uncertainty in forecasting volatility comovements across stock markets. (2023). Palomba, Giulio ; Rossi, Eduardo ; Bucci, Andrea. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001219.

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2023Building optimal regime-switching portfolios. (2023). Bucci, Andrea ; Ciciretti, Vito. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822001723.

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2023Are austerity measures really distressing? Evidence from Italy. (2023). Marini, Giorgia ; Cirulli, Vanessa. In: Economics & Human Biology. RePEc:eee:ehbiol:v:49:y:2023:i:c:s1570677x22001137.

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2023Forecasting realized volatility with machine learning: Panel data perspective. (2023). Liu, Zhi ; He, Lidan ; Bai, LU ; Zhu, Haibin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:73:y:2023:i:c:p:251-271.

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2023Forecasting stock index return and volatility based on GAVMD- Carbon-BiLSTM: How important is carbon emission trading?. (2023). Lai, Yongzeng ; Lu, Min ; Ouyang, Zisheng. In: Energy Economics. RePEc:eee:eneeco:v:128:y:2023:i:c:s0140988323006321.

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2023Forecasting stock market volatility with various geopolitical risks categories: New evidence from machine learning models. (2023). Zhang, Hongwei ; Wang, Chenlu ; Niu, Zibo. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002545.

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2024Volatility prediction for the energy sector with economic determinants: Evidence from a hybrid model. (2024). Liu, Xiaoquan ; Jiang, Ying ; Ye, Wuyi ; Wang, Yuejing. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000267.

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2024Prediction of realized volatility and implied volatility indices using AI and machine learning: A review. (2024). Risstad, Morten ; Kaloudis, Aristidis ; Isern, Hkon Ramon ; Gunnarsson, Elias Sovik ; Westgaard, Sjur ; Vigdel, Benjamin. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001534.

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2024Machine-learning stock market volatility: Predictability, drivers, and economic value. (2024). Cabrera, Gabriel ; Hansen, Erwin ; Diaz, Juan D. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002187.

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2023Do world stock markets “jump” together? A measure of high-frequency volatility risk spillover networks. (2023). Liu, Xiao-Xing ; Zhou, Dong-Hai. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:88:y:2023:i:c:s1042443123001117.

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2024Do industries predict stock market volatility? Evidence from machine learning models. (2024). Demirer, Riza ; Suleman, Muhammad Tahir ; Niu, Zibo ; Zhu, Xuehong ; Zhang, Hongwei. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:90:y:2024:i:c:s1042443123001713.

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2023The economic impact of daily volatility persistence on energy markets. (2023). Wang, Jianxin ; Thomas, Alice Carole ; Nikitopoulos, Christina Sklibosios. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851322000423.

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2023Trading strategies and the frequency of time-series. (2023). Isaenko, Sergey. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:90:y:2023:i:c:p:267-283.

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2024Forecasting Commodity Market Returns Volatility: A Hybrid Ensemble Learning GARCH?LSTM based Approach. (2022). Gupta, Shivang ; Ghate, Kshitish ; Mishra, Aswini Kumar ; Kakade, Kshitij. In: Intelligent Systems in Accounting, Finance and Management. RePEc:wly:isacfm:v:29:y:2022:i:2:p:103-117.

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2024Forecasting the volatility of agricultural commodity futures: The role of co?volatility and oil volatility. (2022). Luo, Jiawen ; Ji, Qiang ; Marfatia, Hardik A. In: Journal of Forecasting. RePEc:wly:jforec:v:41:y:2022:i:2:p:383-404.

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2023Forecasting stock volatility with a large set of predictors: A new forecast combination method. (2023). Zhang, Weiguo ; Gong, Xue ; Ye, Xin ; Zhao, Yuan. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:7:p:1622-1647.

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2023It never rains but it pours: Austerity and mortality rate in peripheral areas. (2023). Vidoli, Francesco ; Guccio, Calogero ; Pignatora, G. In: Health, Econometrics and Data Group (HEDG) Working Papers. RePEc:yor:hectdg:23/02.

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2023Forecasting realized volatility in turbulent times using temporal fusion transformers. (2023). Frank, Johannes. In: FAU Discussion Papers in Economics. RePEc:zbw:iwqwdp:032023.

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Works by Andrea Bucci:

YearTitleTypeCited
2019Does macroeconomics help in predicting stock markets volatility comovements? A nonlinear approach In: Working Papers.
[Full Text][Citation analysis]		paper0
2021Market Regime Detection via Realized Covariances: A Comparison between Unsupervised Learning and Nonlinear Models In: Papers.
[Full Text][Citation analysis]		paper0
2022Market regime detection via realized covariances In: Economic Modelling.
[Full Text][Citation analysis]		article1
2020Realized Volatility Forecasting with Neural Networks In: Journal of Financial Econometrics.
[Full Text][Citation analysis]		article31
Realized Volatility Forecasting with Neural Networks.() In: Journal of Financial Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 31		article
2019Realized Volatility Forecasting with Neural Networks.(2019) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 31		paper
2017Forecasting realized volatility: a review In: MPRA Paper.
[Full Text][Citation analysis]		paper4
2017Forecasting Realized Volatility A Review.(2017) In: Journal of Advanced Studies in Finance.
[Citation analysis]
This paper has nother version. Agregated cites: 4		article
2019Cholesky-ANN models for predicting multivariate realized volatility In: MPRA Paper.
[Full Text][Citation analysis]		paper8
2020Cholesky–ANN models for predicting multivariate realized volatility.(2020) In: Journal of Forecasting.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8		article
2017Health Expenditure and All-Cause Mortality in the ‘Galaxy’ of Italian Regional Healthcare Systems: A 15-Year Panel Data Analysis In: Applied Health Economics and Health Policy.
[Full Text][Citation analysis]		article11
2020Comment on: “The Italian NHS: What Lessons to Draw from COVID-19?” In: Applied Health Economics and Health Policy.
[Full Text][Citation analysis]		article0

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