Luca Trapin : Citation Profile

4

H index

3

i10 index

85

Citations

RESEARCH PRODUCTION:

7

Articles

3

Papers

RESEARCH ACTIVITY:

   4 years (2014 - 2018). See details.
   Cites by year: 21
   Journals where Luca Trapin has often published
   Relations with other researchers
   Recent citing documents: 15.    Total self citations: 3 (3.41 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ptr380
   Updated: 2025-03-08    RAS profile: 2023-03-11    
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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 Luca Trapin.

Is cited by:

Herrera, Rodrigo (4)

Clements, Adam (3)

Nocciola, Luca (2)

Yang, Lu (2)

Horvath, Roman (2)

Bee, Marco (2)

Diaconescu, Tiberiu (1)

Silva, Thiago (1)

ANDREI, Laurentiu (1)

Johan, Sofia (1)

Demirer, Riza (1)

Cites to:

Bollerslev, Tim (13)

Corsi, Fulvio (6)

Tauchen, George (6)

Andersen, Torben (5)

Renò, Roberto (4)

Shin, Hyun Song (4)

Manganelli, Simone (4)

Engle, Robert (4)

Jagannathan, Ravi (4)

Shephard, Neil (4)

Diebold, Francis (4)

Main data

Production by document typepaperarticle2014201520162017201802.557.5Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published20142015201620172018051015Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received201820192020202120222023202420250102030Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year201420152016201720180255075Citations 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 evolution2018112018122019012019022019032019042019052019062019072019082019092019102019112019122020012020022020032020042020052020062020072020082020092020102020112020122021012021022021032021042021052021062021072021082021092021102021112021122022012022022022032022042022052022062022072022082022092022102022112022122023012023022023032023042023052023062023072023082023092023102023112023122024012024022024032024042024052024062024072024082024092024102024112024122025012025022025030246h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Luca Trapin has published?

Working Papers Series with more than one paper published# docs
Working Papers / IMT School for Advanced Studies Lucca2

Recent works citing Luca Trapin (2025 and 2024)

Year  ↓Title of citing document  ↓
2024Does oil future increase the network systemic risk of financial institutions in China?. (2024). Sun, Chuanwang ; Zhou, Lichao ; Chen, Chuanglian ; Lin, Yuting. In: Applied Energy. RePEc:eee:appene:v:364:y:2024:i:c:s0306261924005592.

Full description at Econpapers || Download paper

2024The determinants of systemic risk contagion. (2024). Erden, Lutfi ; Ozkan, Brahim ; Atasoy, Burak Sencer. In: Economic Modelling. RePEc:eee:ecmode:v:130:y:2024:i:c:s026499932300408x.

Full description at Econpapers || Download paper

2024Heterogeneity effect of positive and negative jumps on the realized volatility: Evidence from China. (2024). Xu, Yang ; Zhang, Qichao ; Huang, Jiefei ; Song, Yuping. In: Economic Modelling. RePEc:eee:ecmode:v:136:y:2024:i:c:s0264999324001019.

Full description at Econpapers || Download paper

2024Temporal networks and financial contagion. (2024). Nocciola, Luca ; Vouldis, Angelos ; Franch, Fabio. In: Journal of Financial Stability. RePEc:eee:finsta:v:71:y:2024:i:c:s1572308924000093.

Full description at Econpapers || Download paper

2024Multilayer networks for measuring interconnectedness among global stock markets through the lens of trading volume-price relationship. (2024). Borjigin, Sumuya ; Xiang, Youtao. In: Global Finance Journal. RePEc:eee:glofin:v:62:y:2024:i:c:s1044028324000784.

Full description at Econpapers || Download paper

2024Financial market connectedness between the U.S. and China: A new perspective based on non-linear causality networks. (2024). Sun, Yan-Lin ; Chen, Bin-Xia. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:90:y:2024:i:c:s1042443123001543.

Full description at Econpapers || Download paper

2024Multilayer networks in the frequency domain: Measuring volatility connectedness among Chinese financial institutions. (2024). Wang, Gang-Jin ; Zhou, Xuewei ; Ouyang, Zisheng ; Lu, Min ; Liu, Shuwen. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:909-928.

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2024Cryptocurrencies against stock market risk: New insights into hedging effectiveness. (2024). Echaust, Krzysztof ; Just, Magorzata. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pa:s027553192300260x.

Full description at Econpapers || Download paper

Works by Luca Trapin:

Year  ↓Title  ↓Type  ↓Cited  ↓
2017An extreme value analysis of the last century crises across industries in the U.S. economy In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article0
2016An extreme value analysis of the last century crises across industries in the U.S. economy.(2016) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2016Realizing the extremes: Estimation of tail-risk measures from a high-frequency perspective In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article20
2018Measuring the propagation of financial distress with Granger-causality tail risk networks In: Journal of Financial Stability.
[Full Text][Citation analysis]		article43
2018Estimating and Forecasting Conditional Risk Measures with Extreme Value Theory: A Review In: Risks.
[Full Text][Citation analysis]		article3
2014Cluster analysis of weighted bipartite networks: a new copula-based approach In: Working Papers.
[Full Text][Citation analysis]		paper2
2018Can Volatility Models Explain Extreme Events? In: Journal of Financial Econometrics.
[Full Text][Citation analysis]		article10
2016US stock returns: are there seasons of excesses? In: Quantitative Finance.
[Full Text][Citation analysis]		article1
2018Estimating Value-at-Risk for the g-and-h distribution: an indirect inference approach. In: DEM Working Papers.
[Full Text][Citation analysis]		paper2
2018Realized extreme quantile: A joint model for conditional quantiles and measures of volatility with EVT refinements In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article4

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