Luca De Angelis : Citation Profile


Are you Luca De Angelis?

Alma Mater Studiorum - Università di Bologna

4

H index

1

i10 index

52

Citations

RESEARCH PRODUCTION:

14

Articles

7

Papers

RESEARCH ACTIVITY:

   12 years (2008 - 2020). See details.
   Cites by year: 4
   Journals where Luca De Angelis has often published
   Relations with other researchers
   Recent citing documents: 25.    Total self citations: 3 (5.45 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pde542
   Updated: 2021-04-17    RAS profile: 2021-04-07    
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Relations with other researchers


Works with:

Cavaliere, Giuseppe (4)

Angelini, Giovanni (3)

Fanelli, Luca (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:

Haucap, Justus (4)

Singleton, Carl (4)

Reade, J (4)

Dagaev, Dmitry (2)

Ossola, Elisa (2)

Pelizzon, Loriana (2)

Billio, Monica (2)

Ramos, Sofia (2)

Bacci, Silvia (1)

Dees, Stephane (1)

Acconcia, Antonio (1)

Cites to:

Reade, J (6)

Mandel, Antoine (6)

Zitzewitz, Eric (5)

Wolfers, Justin (5)

Bartolucci, Francesco (4)

Startz, Richard (4)

Franck, Egon (4)

Thaler, Richard (4)

Nuesch, Stephan (4)

Nelson, Charles (4)

Hamilton, James (4)

Main data


Where Luca De Angelis has published?


Journals with more than one article published# docs
Oxford Bulletin of Economics and Statistics2
Statistica2

Working Papers Series with more than one paper published# docs
Quaderni di Dipartimento / Department of Statistics, University of Bologna4

Recent works citing Luca De Angelis (2021 and 2020)


YearTitle of citing document
2020Climate-Related Scenarios for Financial Stability Assessment: an Application to France. (2020). Lisack, Noëmie ; Dees, Stephane ; CLERC, Laurent ; CAICEDO, Mateo ; Vernet, Lucas ; Svartzman, Romain ; Allen, Thomas ; Rabate, Marie ; Pegoraro, Fulvio ; Diot, Sebastien ; Devulder, Antoine ; de Gaye, Annabelle ; Chouard, Valerie ; Boissinot, Jean. In: Working papers. RePEc:bfr:banfra:774.

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2020Carbon emissions and the cost of debt in the eurozone: The role of public policies, climate?related disclosure and corporate governance. (2020). Drogo, Federico ; Palea, Vera. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:29:y:2020:i:8:p:2953-2972.

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2020Betting Market Efficiency in the Presence of Unfamiliar Shocks: The Case of Ghost Games during the Covid-19 Pandemic. (2020). Haucap, Justus ; Fischer, Kai. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8526.

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2020Embedding Finance in the Macroeconomics of Climate Change: Research Challenges and Opportunities Ahead. (2020). Monasterolo, Irene. In: CESifo Forum. RePEc:ces:ifofor:v:21:y:2020:i:04:p:25-32.

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2020Time-varying dependence in European equity markets: A contagion and investor sentiment driven analysis. (2020). Pochea, Maria Miruna ; Nioi, Mihai. In: Economic Modelling. RePEc:eee:ecmode:v:86:y:2020:i:c:p:133-147.

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2021Public Attention to Environmental Issues and Stock Market Returns. (2021). Ziegler, Andreas ; Peillex, Jonathan ; Guesmi, Khaled ; el Ouadghiri, Imane. In: Ecological Economics. RePEc:eee:ecolec:v:180:y:2021:i:c:s0921800919315617.

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2020Inference in heavy-tailed vector error correction models. (2020). Ling, Shiqing ; Qingling, Shi ; She, Rui. In: Journal of Econometrics. RePEc:eee:econom:v:214:y:2020:i:2:p:433-450.

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2020A conditional fuzzy inference approach in forecasting. (2020). Verousis, Thanos ; Sermpinis, Georgios ; Stasinakis, Charalampos ; Hassanniakalager, Arman. In: European Journal of Operational Research. RePEc:eee:ejores:v:283:y:2020:i:1:p:196-216.

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2020Information, prices and efficiency in an online betting market. (2020). Singleton, Carl ; Reade, J ; Elaad, Guy. In: Finance Research Letters. RePEc:eee:finlet:v:35:y:2020:i:c:s1544612319306440.

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2020Are betting returns a useful measure of accuracy in (sports) forecasting?. (2020). Memmert, Daniel ; Wunderlich, Fabian. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:2:p:713-722.

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2020Parimutuel betting on the eSports duels: Evidence of the reverse favourite-longshot bias. (2020). Dagaev, Dmitry ; Stoyan, Egor. In: Journal of Economic Psychology. RePEc:eee:joepsy:v:81:y:2020:i:c:s0167487020300660.

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2021Hidden Markov models with binary dependence. (2021). Kocer, Umay Uzunoglu ; Danisman, Ozgur. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:567:y:2021:i:c:s0378437120309663.

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2020Impact of Investment Sources for Sustainability on a Country’s Sustainable Development: Evidence from the EU. (2020). Janulevicius, Patrikas ; Lapinskaite, Indre ; Skvarciany, Viktorija. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:6:p:2421-:d:334540.

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2020The Greenium matters: evidence on the pricing of climate risk. (2019). Panzica, Roberto ; Ossola, Elisa ; Alessi, Lucia. In: Working Papers. RePEc:jrs:wpaper:201912.

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2020The Greenium matters: evidence on the pricing of climate risk. (2019). Roberto, Panzica ; Elisa, Ossola ; Lucia, Alessi. In: Working Papers. RePEc:mib:wpaper:418.

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2020The Analysis and the Measurement of Poverty: An Interval Based Composite Indicator Approach. (2020). Drago, Carlo. In: MPRA Paper. RePEc:pra:mprapa:104462.

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2020Exploring the dependencies among main cryptocurrency log-returns: A hidden Markov model. (2020). Bartolucci, Francesco ; Ametrano, Ferdinando ; Forte, Gianfranco ; Pennoni, Fulvia. In: MPRA Paper. RePEc:pra:mprapa:106150.

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2020Betting markets for English Premier League results and scorelines: evaluating a simple forecasting model. (2020). Singleton, Carl ; Reade, J ; Williams, Leighton Vaughan ; VaughanWilliams, Leighton . In: Economics & Management Discussion Papers. RePEc:rdg:emxxdp:em-dp2020-03.

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2020A Multiple-Indicator Latent Growth Mixture Model to Track Courses with Low-Quality Teaching. (2020). Dias, Jose G ; Bassi, Francesca ; Guerra, Marco . In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. RePEc:spr:soinre:v:147:y:2020:i:2:d:10.1007_s11205-019-02169-x.

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2020Measuring Vulnerability to Poverty with Latent Transition Analysis. (2020). Acconcia, Antonio ; Scepi, Germana ; Misuraca, Michelangelo ; Carannante, Maria. In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. RePEc:spr:soinre:v:151:y:2020:i:1:d:10.1007_s11205-020-02362-3.

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2020Carbon Emissions and the Cost of Debt Financing: What Role for Policy Commitment, Firm Disclosure and Corporate Governance?. (2020). Drogo, Federico ; Palea, Vera. In: Department of Economics and Statistics Cognetti de Martiis. Working Papers. RePEc:uto:dipeco:202002.

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2020Inside the ESG Ratings: (Dis)agreement and performance. (2020). Pelizzon, Loriana ; Billio, Monica ; Latino, Carmelo ; Histova, Iva ; Costola, Michele. In: Working Papers. RePEc:ven:wpaper:2020:17.

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2020Betting market efficiency in the presence of unfamiliar shocks: The case of ghost games during the COVID-19 pandemic. (2020). Haucap, Justus ; Fischer, Kai. In: DICE Discussion Papers. RePEc:zbw:dicedp:349.

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2020Inside the ESG ratings: (Dis)agreement and performance. (2020). Billio, Monica ; Pelizzon, Loriana ; Latino, Carmelo ; Hristova, Iva ; Costola, Michele. In: SAFE Working Paper Series. RePEc:zbw:safewp:284.

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2020 Sonic Thunder vs Brian the Snail : Fast-sounding racehorse names and prediction accuracy in betting exchange markets. (2019). Franck, Egon ; Flepp, Raphael ; Merz, Oliver. In: Working Papers. RePEc:zrh:wpaper:384.

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Works by Luca De Angelis:


YearTitleTypeCited
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.
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article0
2013A comparison of sequential and information-based methods for determining the co-integration rank in heteroskedastic VAR models.(2013) In: Quaderni di Dipartimento.
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paper
2018Co†integration Rank Determination in Partial Systems Using Information Criteria In: Oxford Bulletin of Economics and Statistics.
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article1
2010Model selection in hidden Markov models : a simulation study In: Quaderni di Dipartimento.
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paper2
2016PARX model for football matches predictions In: Quaderni di Dipartimento.
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paper3
2017PARX model for football match predictions.(2017) In: Journal of Forecasting.
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This paper has another version. Agregated cites: 3
article
2016Co-integration rank determination in partial systems using information criteria In: Quaderni di Dipartimento.
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paper1
2008THE MULTIDIMENSIONAL MEASUREMENT OF POVERTY: A FUZZY SET APPROACH In: Statistica.
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article7
2012A statistical procedure for testing financial contagion In: Statistica.
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article1
2017A Markov-switching regression model with non-Gaussian innovations: estimation and testing In: Studies in Nonlinear Dynamics & Econometrics.
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article0
2015Disequilibria and contagion in financial markets: Evidence from a new test In: Journal of Applied Economics.
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article2
2018DETERMINING THE COINTEGRATION RANK IN HETEROSKEDASTIC VAR MODELS OF UNKNOWN ORDER In: Econometric Theory.
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article2
2016Determining the Cointegration Rank in Heteroskedastic VAR Models of Unknown Order.(2016) In: Essex Finance Centre Working Papers.
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This paper has another version. Agregated cites: 2
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2020Blind to carbon risk? An analysis of stock market reaction to the Paris Agreement In: Ecological Economics.
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article10
2014Mining categorical sequences from data using a hybrid clustering method In: European Journal of Operational Research.
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article4
2019Efficiency of online football betting markets In: International Journal of Forecasting.
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article9
2019Informational efficiency and behaviour within in-play prediction markets In: Economics Discussion Papers.
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paper3
2013Latent class models for financial data analysis: some statistical developments In: Statistical Methods & Applications.
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article1
2013A dynamic analysis of stock markets using a hidden Markov model In: Journal of Applied Statistics.
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In: .
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2009The dynamic analysis and prediction of stock markets through the latent Markov model In: Serie Research Memoranda.
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