Luca De Angelis : Citation Profile

Alma Mater Studiorum - Università di Bologna

7

H index

7

i10 index

238

Citations

RESEARCH PRODUCTION:

19

Articles

14

Papers

RESEARCH ACTIVITY:

   15 years (2008 - 2023). See details.
   Cites by year: 15
   Journals where Luca De Angelis has often published
   Relations with other researchers
   Recent citing documents: 42.    Total self citations: 12 (4.8 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pde542
   Updated: 2025-04-12    RAS profile: 2023-10-08    
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Relations with other researchers

Works with:

Singleton, Carl (5)

Cavaliere, Giuseppe (4)

Angelini, Giovanni (3)

Deutscher, Christian (3)

Reade, J (2)

Taylor, Robert (2)

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

Is cited by:

Reade, J (13)

Singleton, Carl (11)

Cubadda, Gianluca (8)

Reboredo, Juan (8)

Ugolini, Andrea (7)

Alessi, Lucia (6)

Franck, Egon (6)

Haucap, Justus (6)

Billio, Monica (4)

Whelan, Karl (4)

Pelizzon, Loriana (4)

Cites to:

Reade, J (24)

Singleton, Carl (15)

Angelini, Giovanni (15)

Franck, Egon (14)

Wolfers, Justin (10)

Thaler, Richard (8)

Cavaliere, Giuseppe (8)

Rahbek, Anders (8)

Mandel, Antoine (8)

Schreyer, Dominik (7)

Koopman, Siem Jan (7)

Main data

Production by document typepaperarticle20082009201020112012201320142015201620172018201920202021202220230510Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published2008200920102011201220132014201520162017201820192020202120222023010203040Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received2014201520162017201820192020202120222023202420250255075Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year2008200920102011201220132014201520162017201820192020202120222023050100150Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 7Most cited documents123456789050100150Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution20140920141020141120141220150120150220150320150420150520150620150720150820150920151020151120151220160120160220160320160420160520160620160720160820160920161020161120161220170120170220170320170420170520170620170720170820170920171020171120171220180120180220180320180420180520180620180720180820180920181020181120181220190120190220190320190420190520190620190720190820190920191020191120191220200120200220200320200420200520200620200720200820200920201020201120201220210120210220210320210420210520210620210720210820210920211020211120211220220120220220220320220420220520220620220720220820220920221020221120221220230120230220230320230420230520230620230720230820230920231020231120231220240120240220240320240420240520240620240720240820240920241020241120241220250120250220250320250402.557.5h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Luca De Angelis has published?

Journals with more than one article published# docs
Oxford Bulletin of Economics and Statistics2
International Journal of Forecasting2
European Journal of Operational Research2
Statistica2

Working Papers Series with more than one paper published# docs
Economics Discussion Papers / Department of Economics, University of Reading4
Quaderni di Dipartimento / Department of Statistics, University of Bologna4
Papers / arXiv.org3
Essex Finance Centre Working Papers / University of Essex, Essex Business School2

Recent works citing Luca De Angelis (2025 and 2024)

Year  ↓Title of citing document  ↓
2024Expectile hidden Markov regression models for analyzing cryptocurrency returns. (2023). Petrella, Lea ; Merlo, Luca ; Foroni, Beatrice. In: Papers. RePEc:arx:papers:2301.09722.

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2024Not feeling the buzz: Correction study of mispricing and inefficiency in online sportsbooks. (2023). Cartlidge, John ; Clegg, Lawrence. In: Papers. RePEc:arx:papers:2306.01740.

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2024Hidden Markov graphical models with state-dependent generalized hyperbolic distributions. (2024). Petrella, Lea ; Merlo, Luca ; Foroni, Beatrice. In: Papers. RePEc:arx:papers:2412.03668.

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2024VAR models with an index structure: A survey with new results. (2024). Cubadda, Gianluca. In: Papers. RePEc:arx:papers:2412.11278.

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2024Is it just for shareholders or for all stakeholders? Evidence based on carbon emissions and cash dividends from China. (2024). Li, Mingsheng ; Wang, Yizhen ; Liu, Desheng. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:4:p:4069-4094.

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2024Reassessing climate disclosure demands: An examination of stakeholder perspectives beyond institutional investors. (2024). Kuvvet, Emre. In: Economic Affairs. RePEc:bla:ecaffa:v:44:y:2024:i:1:p:95-117.

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2024When the league table lies: Does outcome bias lead to informationally inefficient markets?. (2024). Merz, Oliver ; Flepp, Raphael ; Franck, Egon. In: Economic Inquiry. RePEc:bla:ecinqu:v:62:y:2024:i:1:p:414-429.

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2024Do markets Trump politics? Fossil and renewable market reactions to major political events. (2024). Sterner, Thomas ; Mukanjari, Samson. In: Economic Inquiry. RePEc:bla:ecinqu:v:62:y:2024:i:2:p:805-836.

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2024Financial stability, stranded assets and the low‐carbon transition – A critical review of the theoretical and applied literatures. (2024). Daumas, Louis. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:3:p:601-716.

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2024A Green Wave in Media: A Change of Tack in Stock Markets. (2024). Bessec, Marie ; Fouquau, Julien. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:86:y:2024:i:5:p:1026-1057.

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2024Heteroskedastic Structural Vector Autoregressions Identified via Long-run Restrictions. (2024). Lütkepohl, Helmut ; Ltkepohl, Helmut ; Bruns, Martin. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2103.

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2024Belated stock returns for green innovation under carbon emissions trading market. (2024). Zhang, Xin ; Chen, Zhongfei. In: Journal of Corporate Finance. RePEc:eee:corfin:v:85:y:2024:i:c:s0929119924000208.

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2024How carbon risk affects corporate debt defaults: Evidence from Paris agreement. (2024). Liang, Yuchao ; Qiang, Haofan ; Wang, Jiaxin ; Zhong, Wenrui ; Huang, Xiang. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007739.

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2024Energy ETF performance: The role of fossil fuels. (2024). Stefanelli, Kevyn ; Morelli, Giacomo ; Decclesia, Rita Laura. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000409.

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2024Green credit policy and corporate climate risk exposure. (2024). Wen, Shuyang ; Cao, YI ; Duan, Lin ; He, Feng. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324002172.

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2024Verified carbon emissions and stock returns in the EU Emissions Trading System. (2024). Galanti, Sébastien ; Benchora, Inessa. In: Energy Policy. RePEc:eee:enepol:v:193:y:2024:i:c:s0301421524002842.

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2024U.S. vertically integrated electric utility greenhouse gas emissions and carbon risk premiums around the Paris Accord. (2024). Michelfelder, Richard A ; Pilotte, Eugene A. In: Energy Policy. RePEc:eee:enepol:v:195:y:2024:i:c:s0301421524003665.

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2024Do Chinese carbon-intensive stocks overreact to climate transition risk? Evidence from the COP26 news. (2024). Cao, Ruiyi ; Xue, Minggao ; Ge, Xiaowen. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002667.

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2024Sustainable investments in volatile times: Nexus of climate change risk, ESG practices, and market volatility. (2024). bagh, tanveer ; Guo, Yongsheng ; Zhu, Xiaoxian ; Naseer, Mirza Muhammad. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924004241.

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2024What drives green betas? Climate uncertainty or speculation. (2024). Demirer, Riza ; Eki, Brahim Halil ; Polat, Onur. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323012424.

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2024Environmental policies on the systematic risk of critical metals companies. (2024). Seplveda-Velsquez, Jorge ; Tapia-Grien, Pablo ; Pastn-Henrquez, Boris. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pa:s1544612324010821.

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2024Over with carbon? Investors’ reaction to the Paris Agreement and the US withdrawal. (2024). Kvedaras, Virmantas ; Battiston, Stefano ; Alessi, Lucia. In: Journal of Financial Stability. RePEc:eee:finsta:v:71:y:2024:i:c:s1572308924000172.

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2024Global climate policy uncertainty and financial markets. (2024). Zhang, Dayong ; Ji, Qiang ; Zhai, Pengxiang ; Ma, Dandan ; Fan, Ying. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:95:y:2024:i:c:s1042443124001136.

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2024Could the Russia-Ukraine war stir up the persistent memory of interconnectivity among Islamic equity markets, energy commodities, and environmental factors?. (2024). ben Jabeur, Sami ; Asl, Mahdi Ghaemi. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000527.

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2024Bank lending to fossil fuel firms. (2024). Politsidis, Panagiotis N ; Demetriades, Elias. In: Post-Print. RePEc:hal:journl:hal-04790588.

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2025Bank lending to fossil fuel firms. (2025). Politsidis, Panagiotis ; Demetriades, Elias. In: Post-Print. RePEc:hal:journl:hal-04804492.

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2025Assessing the Global Impact of EU Carbon Pricing: Economic and Climate Spillovers. (2025). Hasler, Elias. In: Working Papers. RePEc:inn:wpaper:2025-01.

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2024Boardroom Diversity and Carbon Emissions: Evidence from the UK Firms. (2024). Khatri, Ishwar. In: Journal of Business Ethics. RePEc:kap:jbuset:v:195:y:2024:i:4:d:10.1007_s10551-024-05675-2.

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2024Are Betting Markets Inefficient? Evidence From Simulations and Real Data. (2024). Makarewicz, Tomasz ; Deutscher, Christian ; Tting, Marius ; Winkelmann, David. In: Journal of Sports Economics. RePEc:sae:jospec:v:25:y:2024:i:1:p:54-97.

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2024Was COVID-19 a Game Changer for the Tokyo and Beijing Olympics?. (2024). Ornelas, Emanuel ; Liu, Xuepeng ; Shi, Huimin. In: Journal of Sports Economics. RePEc:sae:jospec:v:25:y:2024:i:7:p:866-886.

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2024Specifications tests for count time series models with covariates. (2024). Hukov, Marie ; Hudecov, Rka ; Meintanis, Simos G. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:33:y:2024:i:4:d:10.1007_s11749-024-00933-x.

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2024Heteroskedastic Structural Vector Autoregressions Identified via Long-run Restrictions. (2024). Lutkepohl, Helmut ; Bruns, Martin. In: University of East Anglia School of Economics Working Paper Series. RePEc:uea:ueaeco:2024-06.

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Works by Luca De Angelis:

Year  ↓Title  ↓Type  ↓Cited  ↓
2022Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models In: Papers.
[Full Text][Citation analysis]		paper0
2022Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models.(2022) In: Essex Finance Centre Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2023Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models.(2023) In: Econometric Reviews.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		article
2022Time-Varying Poisson Autoregression In: Papers.
[Full Text][Citation analysis]		paper0
2022Gambling on Momentum In: Papers.
[Full Text][Citation analysis]		paper0
2022Gambling on Momentum.(2022) In: Economics Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2015A Comparison of Sequential and Information-based Methods for Determining the Co-integration Rank in Heteroskedastic VAR Models In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article7
2013A comparison of sequential and information-based methods for determining the co-integration rank in heteroskedastic VAR models.(2013) In: Quaderni di Dipartimento.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		paper
2018Co€ integration Rank Determination in Partial Systems Using Information Criteria In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article3
2010Model selection in hidden Markov models : a simulation study In: Quaderni di Dipartimento.
[Full Text][Citation analysis]		paper2
2016PARX model for football matches predictions In: Quaderni di Dipartimento.
[Full Text][Citation analysis]		paper10
2017PARX model for football match predictions.(2017) In: Journal of Forecasting.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10		article
2016Co-integration rank determination in partial systems using information criteria In: Quaderni di Dipartimento.
[Full Text][Citation analysis]		paper1
2008THE MULTIDIMENSIONAL MEASUREMENT OF POVERTY: A FUZZY SET APPROACH In: Statistica.
[Citation analysis]		article12
2012A statistical procedure for testing financial contagion In: Statistica.
[Citation analysis]		article1
2017A Markov-switching regression model with non-Gaussian innovations: estimation and testing In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article0
2015Disequilibria and contagion in financial markets: Evidence from a new test In: Journal of Applied Economics.
[Full Text][Citation analysis]		article3
2015Disequilibria and Contagion in Financial Markets: Evidence from a New Test.(2015) In: Journal of Applied Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		article
2018DETERMINING THE COINTEGRATION RANK IN HETEROSKEDASTIC VAR MODELS OF UNKNOWN ORDER In: Econometric Theory.
[Full Text][Citation analysis]		article13
2016Determining the Cointegration Rank in Heteroskedastic VAR Models of Unknown Order.(2016) In: Essex Finance Centre Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 13		paper
2020Blind to carbon risk? An analysis of stock market reaction to the Paris Agreement In: Ecological Economics.
[Full Text][Citation analysis]		article108
2014Mining categorical sequences from data using a hybrid clustering method In: European Journal of Operational Research.
[Full Text][Citation analysis]		article4
2022Weighted Elo rating for tennis match predictions In: European Journal of Operational Research.
[Full Text][Citation analysis]		article6
2019Efficiency of online football betting markets In: International Journal of Forecasting.
[Full Text][Citation analysis]		article36
2022Informational efficiency and behaviour within in-play prediction markets In: International Journal of Forecasting.
[Full Text][Citation analysis]		article16
2021Informational efficiency and behaviour within in-play prediction markets.(2021) In: Economics Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 16		paper
2022Home advantage and mispricing in indoor sports’ ghost games: the case of European basketball In: Economics Discussion Papers.
[Full Text][Citation analysis]		paper1
2023Gambling on Momentum in Contests In: Economics Discussion Papers.
[Full Text][Citation analysis]		paper0
2023Home advantage and mispricing in indoor sports’ ghost games: the case of European basketball In: Annals of Operations Research.
[Full Text][Citation analysis]		article1
2013Latent class models for financial data analysis: some statistical developments In: Statistical Methods & Applications.
[Full Text][Citation analysis]		article1
2013A dynamic analysis of stock markets using a hidden Markov model In: Journal of Applied Statistics.
[Full Text][Citation analysis]		article13
2015A Dynamic Latent Model for Poverty Measurement In: Communications in Statistics - Theory and Methods.
[Full Text][Citation analysis]		article0
2009The dynamic analysis and prediction of stock markets through the latent Markov model In: Serie Research Memoranda.
[Full Text][Citation analysis]		paper0

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated February, 4 2025. Contact: CitEc Team