Luca Barbaglia : Citation Profile

European Commission

4

H index

2

i10 index

82

Citations

RESEARCH PRODUCTION:

7

Articles

7

Papers

RESEARCH ACTIVITY:

   8 years (2016 - 2024). See details.
   Cites by year: 10
   Journals where Luca Barbaglia has often published
   Relations with other researchers
   Recent citing documents: 34.    Total self citations: 3 (3.53 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pba1702
   Updated: 2025-05-10    RAS profile: 2024-05-07    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

onorante, luca (3)

Tiozzo Pezzoli, Luca (3)

Ratto, Marco (2)

Rho, Caterina (2)

Wilms, Ines (2)

Fatica, Serena (2)

Pericoli, Filippo Maria (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)

Goutte, Stéphane (4)

Tiwari, Aviral (4)

Bauer, Michael (3)

Výrost, Tomáš (2)

Assenza, Tiziana (2)

Baumohl, Eduard (2)

Abakah, Emmanuel (2)

Fève, Patrick (2)

Li, jianping (2)

Huber, Stefanie (2)

Cites to:

Diebold, Francis (13)

serra, teresa (11)

Koop, Gary (8)

Poon, Aubrey (8)

Yilmaz, Kamil (7)

Lehmann, Robert (6)

Mariano, Roberto (6)

Rezitis, Anthony (6)

Pindyck, Robert (5)

Wohlrabe, Klaus (5)

Medeiros, Marcelo (5)

Main data

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)

YearTitle of citing document
2024From Buzz to Bust: How Fake News Shapes the Business Cycle. (2024). Huber, Stefanie ; Fève, Patrick ; Assenza, Tiziana ; Feve, Patrick ; Collard, Fabrice. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:287.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2025Forecasting Credit Ratings: A Case Study where Traditional Methods Outperform Generative LLMs. (2025). Zohren, Stefan ; Pierrehumbert, Janet B ; Drinkall, Felix. In: Papers. RePEc:arx:papers:2407.17624.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2025Functional Linear Projection and Impulse Response Analysis. (2025). Seong, Dakyung. In: Papers. RePEc:arx:papers:2503.08364.

Full description at Econpapers || Download paper

2025Forecasting U.S. equity market volatility with attention and sentiment to the economy. (2025). Ly, Vstefan ; Halouskov, Martina. In: Papers. RePEc:arx:papers:2503.19767.

Full description at Econpapers || Download paper

2024A Mixed-Frequency Factor Model for Nowcasting French GDP. (2024). Bessec, Marie ; Andre, Julien. In: Working papers. RePEc:bfr:banfra:975.

Full description at Econpapers || Download paper

2024CLARA and CARLSON: Combination of Ensemble and Neural Network Machine Learning Methods for GDP Forecasting. (2024). Bozhechkova, Alexandra ; Dzhunkeev, Urmat. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:83:y:2024:i:3:p:45-69.

Full description at Econpapers || Download paper

2025Forecasting Inflation Using News Indices. (2025). Volgina, Elizaveta. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:84:y:2025:i:1:p:26-59.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2024Harnessing Machine Learning for Real-Time Inflation Nowcasting. (2024). Schnorrenberger, Richard ; Moura, Guilherme Valle ; Schmidt, Aishameriane. In: Working Papers. RePEc:dnb:dnbwpp:806.

Full description at Econpapers || Download paper

2025From flood to fire: is physical climate risk taken into account in banks’ residential mortgage rates?. (2025). Schwarz, Claudia ; Scheid, Benedikt ; Jarmulska, Barbara ; Fontana, Adele ; Scheins, Christopher. In: Working Paper Series. RePEc:ecb:ecbwps:20253036.

Full description at Econpapers || Download paper

2025Word2Prices: embedding central bank communications for inflation prediction. (2025). Lenza, Michele ; Bokan, Nikola ; Comazzi, Fabio Alberto ; Araujo, Douglas. In: Working Paper Series. RePEc:ecb:ecbwps:20253047.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2024Measuring digitalization capabilities using machine learning. (2024). Yao, Zheng ; Yang, Jinglan ; Liu, Jianghuai ; Ma, Chaoqun. In: Research in International Business and Finance. RePEc:eee:riibaf:v:70:y:2024:i:pb:s0275531924001739.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2024European SMEs’ Exposure to Ecosystems and Natural Hazards: A First Exploration. (2024). Hirschbühl, Dominik ; Fatica, Serena ; Grammatikopoulou, Ioanna ; Hirschbuhl, Dominik ; Pisani, Domenico ; la Notte, Alessandra. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:11:p:4841-:d:1409636.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2024Natural Language Processing Techniques for Long Financial Document. (2024). Mavillonio, Maria Saveria. In: Discussion Papers. RePEc:pie:dsedps:2024/317.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2024Risk Analysis of Mortgage Loan Default for Bank Customers and AI Machine Learning. (2024). Lo, Huai-Chun ; Hung, Ming-Tsung. In: Journal of Applied Finance & Banking. RePEc:spt:apfiba:v:14:y:2024:i:6:f:14_6_3.

Full description at Econpapers || Download paper

2024From Buzz to Bust: How Fake News Shapes the Business Cycle. (2024). Huber, Stefanie ; Fève, Patrick ; Assenza, Tiziana ; Feve, Patrick ; Collard, Fabrice. In: TSE Working Papers. RePEc:tse:wpaper:129184.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024Nowcasting Euro area GDP with news sentiment: A tale of two crises. (2024). Saiz, Lorena ; Ashwin, Julian ; Kalamara, Eleni. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:5:p:887-905.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

Works by Luca Barbaglia:

YearTitleTypeCited
2024Flooded credit markets: physical climate risk and small business lending In: Mo.Fi.R. Working Papers.
[Full Text][Citation analysis]		paper2
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: 2		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]		article42
2023Testing big data in a big crisis: Nowcasting under Covid-19 In: International Journal of Forecasting.
[Full Text][Citation analysis]		article9
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: 9		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]		article17
2024Forecasting GDP in Europe with textual data In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article2

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated April, 14 2025. Contact: CitEc Team