4
H index
1
i10 index
56
Citations
European Commission | 4 H index 1 i10 index 56 Citations RESEARCH PRODUCTION: 6 Articles 7 Papers RESEARCH ACTIVITY: 8 years (2016 - 2024). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pba1702 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Luca Barbaglia. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Energy Economics | 2 |
Working Papers Series with more than one paper published | # docs |
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Papers / arXiv.org | 4 |
Working Papers / Joint Research Centre, European Commission | 2 |
Year | Title of citing document |
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2024 | From Reactive to Proactive Volatility Modeling with Hemisphere Neural Networks. (2023). Frenette, Mikael ; Coulombe, Philippe Goulet ; Klieber, Karin. In: Papers. RePEc:arx:papers:2311.16333. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2024 | The economic impact of general vs. targeted lockdowns: New insights from Italian municipalities. (2024). Onorante, Luca ; le Blanc, Julia ; Kecht, Valentin ; Cseres-Gergely, Zsombor. In: Economic Modelling. RePEc:eee:ecmode:v:134:y:2024:i:c:s0264999324000592. Full description at Econpapers || Download paper |
2023 | Scrutinizing commodity markets by quantile spillovers: A case study of the Australian economy. (2023). Roubaud, David ; Tiwari, Aviral Kumar ; Roudari, Soheil ; Asadi, Mehrad. In: Energy Economics. RePEc:eee:eneeco:v:118:y:2023:i:c:s0140988322006119. Full description at Econpapers || Download paper |
2023 | Nowcasting industrial production using linear and non-linear models of electricity demand. (2023). Galdi, Giulio ; Casarin, Roberto ; Ravazzolo, Francesco ; Fezzi, Carlo ; Ferrari, Davide. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323005042. Full description at Econpapers || Download paper |
2024 | Vulnerability of European electricity markets: A quantile connectedness approach. (2024). Uribe, Jorge ; Chuliá, Helena ; Chulia, Helena ; Muoz, Jorge A ; Klein, Tony. In: Energy Policy. RePEc:eee:enepol:v:184:y:2024:i:c:s0301421523004470. Full description at Econpapers || Download paper |
2023 | Realized higher-order moments spillovers across cryptocurrencies. (2023). Apergis, Nicholas. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:85:y:2023:i:c:s1042443123000318. Full description at Econpapers || Download paper |
2024 | Quantile coherency across bonds, commodities, currencies, and equities. (2024). Stenvall, David ; Rahman, Md Lutfur ; Lucey, Brian ; Uddin, Gazi Salah. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:33:y:2024:i:c:s2405851323000697. Full description at Econpapers || Download paper |
2023 | Dynamic connectedness in commodity futures markets during Covid-19 in India: New evidence from a TVP-VAR extended joint connectedness approach. (2023). Olson, Dennis ; Mishra, Aswini Kumar ; Patnaik, Debasis ; Arunachalam, Vairam. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723001988. Full description at Econpapers || Download paper |
2023 | Extreme risk spillover effect and dynamic linkages between uncertainty and commodity markets: A comparison between China and America. (2023). Guo, Lili ; Li, Yanjiao. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pa:s0301420723005500. Full description at Econpapers || Download paper |
2024 | Commodity futures markets under stress and stress-free periods: Further insights from a quantile connectedness approach. (2024). Bellalah, Makram ; ben Amar, Amine ; 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 |
2023 | Nowcasting Economic Activity Using Electricity Market Data: The Case of Lithuania. (2023). Grybauskas, Andrius ; Bruneckiene, Jurgita ; Pilinkiene, Vaida ; Stundziene, Alina ; Lukauskas, Mantas. In: Economies. RePEc:gam:jecomi:v:11:y:2023:i:5:p:134-:d:1137785. Full description at Econpapers || Download paper |
2023 | An Analysis of Dynamic Correlations among Oil, Natural Gas and Ethanol Markets: New Evidence from the Pre- and Post-COVID-19 Crisis. (2023). Ferreira, Paulo ; Oliveira, Marcia ; Ogino, Cristiane ; Quintino, Derick. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:5:p:2349-:d:1084017. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | On the dependence structure of European vegetable oil markets. (2023). Gohin, Alexandre ; Bagnarosa, Guillaume ; Menier, Romain. In: Post-Print. RePEc:hal:journl:hal-04523660. Full description at Econpapers || Download paper |
2023 | High frequency volatility spillover between oil and non-energy commodities during crisis and tranquil periods. (2023). Peter, Jonathan Mukiza ; Marobhe, Mutaju Isaack. In: SN Business & Economics. RePEc:spr:snbeco:v:3:y:2023:i:4:d:10.1007_s43546-023-00463-y. Full description at Econpapers || Download paper |
2024 | Forecasting economic activity using a neural network in uncertain times: Monte Carlo evidence and application to the German GDP. (2024). Holtemöller, Oliver ; Kozyrev, Boris ; Holtemoller, Oliver. In: IWH Discussion Papers. RePEc:zbw:iwhdps:287749. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2024 | Flooded credit markets: physical climate risk and small business lending In: Mo.Fi.R. Working Papers. [Full Text][Citation analysis] | paper | 0 |
2023 | Flooded credit markets: physical climate risk and small business lending.(2023) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2016 | Commodity Dynamics: A Sparse Multi-class Approach In: Papers. [Full Text][Citation analysis] | paper | 6 |
2016 | Commodity dynamics: A sparse multi-class approach.(2016) In: Energy Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | article | |
2017 | Volatility Spillovers and Heavy Tails: A Large t-Vector AutoRegressive Approach In: Papers. [Full Text][Citation analysis] | paper | 0 |
2022 | Detecting Anti-dumping Circumvention: A Network Approach In: Papers. [Full Text][Citation analysis] | paper | 0 |
2024 | Nowcasting economic activity in European regions using a mixed-frequency dynamic factor model In: Papers. [Full Text][Citation analysis] | paper | 0 |
2020 | Volatility spillovers in commodity markets: A large t-vector autoregressive approach In: Energy Economics. [Full Text][Citation analysis] | article | 36 |
2023 | Testing big data in a big crisis: Nowcasting under Covid-19 In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 7 |
2022 | Testing big data in a big crisis: Nowcasting under COVID-19.(2022) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
2023 | Forecasting Loan Default in Europe with Machine Learning* In: Journal of Financial Econometrics. [Full Text][Citation analysis] | article | 0 |
2023 | Forecasting with Economic News In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 6 |
2024 | Forecasting GDP in Europe with textual data In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 1 |
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