Luca De Angelis : Citation Profile

Are you Luca De Angelis?

Alma Mater Studiorum - Università di Bologna

6

H index

6

i10 index

169

Citations

RESEARCH PRODUCTION:

19

Articles

14

Papers

RESEARCH ACTIVITY:

   15 years (2008 - 2023). See details.
   Cites by year: 11
   Journals where Luca De Angelis has often published
   Relations with other researchers
   Recent citing documents: 71.    Total self citations: 12 (6.63 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pde542
   Updated: 2023-11-04    RAS profile: 2023-10-08    
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Relations with other researchers

Works with:

Cavaliere, Giuseppe (5)

Singleton, Carl (5)

Angelini, Giovanni (4)

Taylor, Robert (2)

Reade, J (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 (9)

Singleton, Carl (8)

Cubadda, Gianluca (6)

Haucap, Justus (6)

Ugolini, Andrea (6)

Alessi, Lucia (4)

Ossola, Elisa (4)

Billio, Monica (4)

Hecq, Alain (4)

Franck, Egon (4)

Pelizzon, Loriana (4)

Cites to:

Reade, J (24)

Angelini, Giovanni (15)

Singleton, Carl (15)

Franck, Egon (14)

Wolfers, Justin (10)

Rahbek, Anders (8)

Thaler, Richard (8)

Mandel, Antoine (8)

Cavaliere, Giuseppe (8)

Schreyer, Dominik (7)

Taylor, Robert (7)

Main data

Where Luca De Angelis has published?

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

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 (2023 and 2022)

YearTitle of citing document
2023Is Climate Transition Risk Priced into Corporate Credit Risk? Evidence from Credit Default Swaps. (2023). Ugolini, Andrea ; Ojea-Ferreiro, Javier ; Reboredo, Juan Carlos. In: FEEM Working Papers. RePEc:ags:feemwp:330720.

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2022A Market for Trading Forecasts: A Wagering Mechanism. (2022). Grammatico, Sergio ; Kazempour, Jalal ; Pinson, Pierre ; Raja, Aitazaz Ali. In: Papers. RePEc:arx:papers:2205.02668.

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2022ESG In Corporate Filings: An AI Perspective. (2022). Martin, Payton ; Aldridge, Irene. In: Papers. RePEc:arx:papers:2212.00018.

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2023Expectile 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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2023Pricing Transition Risk with a Jump-Diffusion Credit Risk Model: Evidences from the CDS market. (2023). Smaniotto, Elia ; Radi, Davide ; Livieri, Giulia. In: Papers. RePEc:arx:papers:2303.12483.

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2023Not 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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2023Quantile and expectile copula-based hidden Markov regression models for the analysis of the cryptocurrency market. (2023). Petrella, Lea ; Merlo, Luca ; Foroni, Beatrice. In: Papers. RePEc:arx:papers:2307.06400.

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2023Stock Returns Under Different Market Regimes: An Application of Markov Switching Models to 24 European Indices. (2023). Gerunov, Anton. In: Economic Studies journal. RePEc:bas:econst:y:2023:i:1:p:18-35.

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2023Is Climate Transition Risk Priced into Corporate Credit Risk? Evidence from Credit Default Swaps. (2023). Ugolini, Andrea ; Ferreiro, Javier Ojea ; Reboredo, Juan C. In: Staff Working Papers. RePEc:bca:bocawp:23-38.

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2022The role of a green factor in stock prices. When Fama & French go green. (2022). Gonzalez, Clara I ; Gimeno, Ricardo. In: Working Papers. RePEc:bde:wpaper:2207.

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2022Exploring the dependencies among main cryptocurrency log?returns: A hidden Markov model. (2022). Bartolucci, Francesco ; Forte, Gianfranco ; Pennoni, Fulvia ; Ametrano, Ferdinando. In: Economic Notes. RePEc:bla:ecnote:v:51:y:2022:i:1:n:e12193.

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2022The Low?carbon Equity Market: A New Alternative for Investment Diversification?. (2022). Ludovina, Maria Fernanda ; Lozano, Maria Belen ; de Sousa, Vitor Manuel. In: Global Policy. RePEc:bla:glopol:v:13:y:2022:i:1:p:34-47.

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2022Home advantage in professional soccer and betting market efficiency: The role of spectator crowds. (2022). Haucap, Justus ; Fischer, Kai. In: Kyklos. RePEc:bla:kyklos:v:75:y:2022:i:2:p:294-316.

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2023.

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2022Climate Change-Related Regulatory Risks and Bank Lending. (2022). Sfrappini, Eleonora ; Mueller, Isabella. In: Working Paper Series. RePEc:ecb:ecbwps:20222670.

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2022Fuzzy Measures of Monetary and Non-monetary Deprivations in Tunisia. (2022). Bouras, Hela ; ben Hassine, Oula. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2022-04-9.

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2022Can low-carbon value bring high returns? Novel quantitative trading from portfolio-of-investment targets in a new-energy market. (2022). Ruan, Yinglin ; Liu, Shan ; Lu, Kai ; Zhu, Qing ; Yang, Sung-Byung ; Wang, Lin. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:76:y:2022:i:c:p:755-769.

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2022Do green bonds de-risk investment in low-carbon stocks?. (2022). Reboredo, Juan ; Ojea-Ferreiro, Javier ; Ugolini, Andrea. In: Economic Modelling. RePEc:eee:ecmode:v:108:y:2022:i:c:s0264999322000116.

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2023A regime-switching model of stock returns with momentum and mean reversion. (2023). Zakamulin, Valeriy ; Giner, Javier. In: Economic Modelling. RePEc:eee:ecmode:v:122:y:2023:i:c:s0264999323000494.

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2023Inter-regional dependence of J-REIT stock prices: A heteroscedasticity-robust time series approach. (2023). Iitsuka, Yoshitaka ; Motegi, Kaiji. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822001759.

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2022How do environmental policies affect capital market reactions? Evidence from Chinas construction waste treatment policy. (2022). Pang, Lina ; Shi, Xiaoshuang ; Wang, Yile ; Liu, Haiyue. In: Ecological Economics. RePEc:eee:ecolec:v:198:y:2022:i:c:s0921800922001239.

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2023Simulating the progression of a professional snooker frame. (2023). Brooks, Roger J ; Wright, Michael. In: European Journal of Operational Research. RePEc:eee:ejores:v:309:y:2023:i:3:p:1286-1299.

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2022Forecasting renewable energy stock volatility using short and long-term Markov switching GARCH-MIDAS models: Either, neither or both?. (2022). Wang, LU ; Wu, Jiangbin ; Cao, Yang ; Hong, Yanran. In: Energy Economics. RePEc:eee:eneeco:v:111:y:2022:i:c:s0140988322002237.

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2022Carbon credit futures as an emerging asset: Hedging, diversification and downside risks. (2022). Bayraci, Selcuk ; Gencer, Hatice Gaye ; Demiralay, Sercan. In: Energy Economics. RePEc:eee:eneeco:v:113:y:2022:i:c:s0140988322003462.

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2023The environmental pillar of ESG and financial performance: A portfolio analysis. (2023). Karvelas, Kleanthis ; Alexopoulos, Thomas ; Agliardi, Elettra. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323000968.

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2023The systemic risk of US oil and natural gas companies. (2023). Panzica, Roberto ; Fontini, Fulvio ; Caporin, Massimiliano. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001482.

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2022Climate transition risk, profitability and stock prices. (2022). Ugolini, Andrea ; Reboredo, Juan C. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002289.

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2023In search of climate distress risk. (2023). Kuruppuarachchi, Duminda ; Diaz-Rainey, Ivan ; Nguyen, Quyen. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922003945.

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2022Understand what you measure: Where climate transition risk metrics converge and why they diverge. (2022). Monnin, Pierre ; Senni, Chiara Colesanti ; Bingler, Julia Anna. In: Finance Research Letters. RePEc:eee:finlet:v:50:y:2022:i:c:s1544612322004561.

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2023Environmental, social, and governance premium in Chinese stock markets. (2023). Sun, Yanfei ; Ni, Yinan. In: Global Finance Journal. RePEc:eee:glofin:v:55:y:2023:i:c:s1044028323000066.

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2022Forecasting: theory and practice. (2022). Shang, Han Lin ; Rubaszek, Michał ; Martinez, Andrew ; Grossi, Luigi ; Franses, Philip Hans ; Fiszeder, Piotr ; Clements, Michael ; Castle, Jennifer ; Carnevale, Claudio ; Kolassa, Stephan ; Thorarinsdottir, Thordis ; Guo, Xiaojia ; Reade, James J ; Petropoulos, Fotios ; Nikolopoulos, Konstantinos ; Koehler, Anne B ; Thomakos, Dimitrios ; Browell, Jethro ; Rapach, David E ; Modis, Theodore ; Kang, Yanfei ; Tashman, Len ; Boylan, John E ; Gunter, Ulrich ; Ramos, Patricia ; Ellison, Joanne ; Meeran, Sheik ; Richmond, Victor ; Talagala, Thiyanga S ; Bijak, Jakub ; Guidolin, Massimo ; Pinson, Pierre ; Dokumentov, Alexander ; Jeon, Jooyoung ; Bessa, Ricardo J ; Pedregal, Diego J ; de Baets, Shari ; Ziel, Florian ; Syntetos, Aris A ; Bergmeir, Christoph
2022Forecasting football results and exploiting betting markets: The case of “both teams to score”. (2022). Santos, Carlos Eduardo ; Marinho, Leandro Balby ; da Costa, Igor Barbosa. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:3:p:895-909.

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2022Environmental performance and corporate risk-taking: Evidence from China. (2022). Xu, Weidong ; Luo, Zijun ; Gao, Xin ; Zhu, Danyu. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:74:y:2022:i:c:s0927538x22001068.

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2023What drives the cross-border spillover of climate transition risks? Evidence from global stock markets. (2023). Shing, Wilson Tsz ; Tang, Gabriel Shui. In: International Review of Economics & Finance. RePEc:eee:reveco:v:85:y:2023:i:c:p:432-447.

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2022How do climate risk and clean energy spillovers, and uncertainty affect U.S. stock markets?. (2022). Viviani, Jean-Laurent ; Mefteh-Wali, Salma ; Khalfaoui, Rabeh ; Lucey, Brian M ; Abedin, Mohammad Zoynul ; ben Jabeur, Sami. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:185:y:2022:i:c:s0040162522006047.

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2023Carbon asset remolding and potential benefit measurement of machinery products in the light of lean production and low-carbon investment. (2023). Liu, Tiansen ; Song, Yazhi. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:186:y:2023:i:pb:s0040162522006874.

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2023Climate change and growth. (2023). Stiglitz, Joseph E ; Stern, Nicholas. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:118100.

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2022Economics lessons from sports during the COVID-19 pandemic. (2022). Schreyer, Dominik ; Reade, James ; Dolton, Peter ; Bryson, Alex ; Singleton, Carl. In: Chapters. RePEc:elg:eechap:21289_2.

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2023Is Climate Transition Risk Priced into Corporate Credit Risk? Evidence from Credit Default Swaps. (2023). Ugolini, Andrea ; Ojea-Ferreiro, Javier ; Reboredo, Juan C. In: Working Papers. RePEc:fem:femwpa:2023.04.

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2023Control of Operational Modes of an Urban Distribution Grid under Conditions of Uncertainty. (2023). Zicmane, Inga ; Beryozkina, Svetlana ; Senyuk, Mihail ; Matrenin, Pavel ; Safaraliev, Murodbek ; Onka, Zsolt ; Sidorov, Alexander ; Tavarov, Saidjon Shiralievich. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:8:p:3497-:d:1125598.

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2023A Multi-Attribute Approach for Low-Carbon and Intensive Land Use of Jinan, China. (2023). Wang, Liyu ; Lu, Xinhai ; Li, Jing ; Yu, Qingling. In: Land. RePEc:gam:jlands:v:12:y:2023:i:6:p:1197-:d:1166442.

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2023An Empirical Approach to Integrating Climate Reputational Risk in Long-Term Scenario Analysis. (2023). Guastella, Gianni ; Schiavoni, Caterina ; Pareglio, Stefano. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:7:p:5886-:d:1109792.

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2022Investor Attention to the Fossil Fuel Divestment Movement and Stock Returns. (2022). Pijourlet, Guillaume ; Peillex, Jonathan ; Gomes, Mathieu ; Ouadghiri, Imane. In: Post-Print. RePEc:hal:journl:hal-03549713.

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2023Do investors care about carbon risk? The impact of the Paris agreement on the inflation hedging performance of commodities. (2023). Selmi, Refk. In: Post-Print. RePEc:hal:journl:hal-04133736.

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2023Investor Empowerment for Sustainability. (2023). Ringe, Wolf-Georg ; Wolf-Georg, Ringe. In: Review of Economics. RePEc:lus:reveco:v:74:y:2023:i:1:p:21-52:n:2.

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2023Is climate transition risk priced into corporate credit risk? Evidence from credit default swaps. (2023). Ojea-Ferreiro, Javier ; Reboredo, Juan C. In: Working Papers. RePEc:mib:wpaper:509.

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2023Climate change and growth. (2023). Stiglitz, Joseph ; Stern, Nicholas. In: Industrial and Corporate Change. RePEc:oup:indcch:v:32:y:2023:i:2:p:277-303..

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2023Not all bull and bear markets are alike: insights from a five-state hidden semi-Markov model. (2023). Zakamulin, Valeriy. In: Risk Management. RePEc:pal:risman:v:25:y:2023:i:1:d:10.1057_s41283-022-00112-y.

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2023Forecasting Soccer Matches With Betting Odds: A Tale of Two Markets. (2023). Whelan, Karl ; Hegarty, Tadgh. In: MPRA Paper. RePEc:pra:mprapa:116925.

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2023Disagreement and Market Structure in Betting Markets: Theory and Evidence from European Soccer. (2023). Whelan, Karl ; Hegarty, Tadgh. In: MPRA Paper. RePEc:pra:mprapa:117243.

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2023Do Gamblers Understand Complex Bets? Evidence From Asian Handicap Betting on Soccer. (2023). Whelan, Karl ; Hegarty, Tadgh. In: MPRA Paper. RePEc:pra:mprapa:117244.

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2023Role of Green Finance in Greening the Economy: Conceptual Approach. (2023). Bendoraityt, Asta ; Alekneviien, Vilija. In: Central European Business Review. RePEc:prg:jnlcbr:v:2023:y:2023:i:2:id:317:p:105-130.

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2022Betting on a buzz, mispricing and inefficiency in online sportsbooks. (2021). Singleton, Carl ; Reade, James J ; Ramirez, Philip. In: Economics Discussion Papers. RePEc:rdg:emxxdp:em-dp2021-10.

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2023Exploring Entertainment Utility from Football Games. (2023). Rossi, Giambattista ; Ramirez, Philip ; Rambaccussing, Dooruj ; Pawlowski, Tim. In: Economics Discussion Papers. RePEc:rdg:emxxdp:em-dp2023-13.

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2022Dimension Reduction for High Dimensional Vector Autoregressive Models. (2022). Hecq, Alain ; Cubadda, Gianluca. In: CEIS Research Paper. RePEc:rtv:ceisrp:534.

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2022Dimension Reduction for High Dimensional Vector Autoregressive Models. (2022). Hecq, Alain ; Cubadda, Gianluca . In: CEIS Research Paper. RePEc:rtv:ceisrp:534shoc.

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2023The Vector Error Correction Index Model: Representation, Estimation and Identification. (2023). Cubadda, Gianluca ; Mazzali, Marco. In: CEIS Research Paper. RePEc:rtv:ceisrp:556.

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2023Forecasting binary outcomes in soccer. (2023). Mattera, Raffaele. In: Annals of Operations Research. RePEc:spr:annopr:v:325:y:2023:i:1:d:10.1007_s10479-021-04224-8.

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2023A new model for predicting the winner in tennis based on the eigenvector centrality. (2023). Grassi, Rosanna ; Candila, Vincenzo ; Arcagni, Alberto. In: Annals of Operations Research. RePEc:spr:annopr:v:325:y:2023:i:1:d:10.1007_s10479-022-04594-7.

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2023Betting market efficiency and prediction in binary choice models. (2023). Zijm, Renske ; Koning, Ruud H. In: Annals of Operations Research. RePEc:spr:annopr:v:325:y:2023:i:1:d:10.1007_s10479-022-04722-3.

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2022Forecasting performance of Bayesian VEC-MSF models for financial data in the presence of long-run relationships. (2022). Wroblewska, Justyna ; Pajor, Anna. In: Eurasian Economic Review. RePEc:spr:eurase:v:12:y:2022:i:3:d:10.1007_s40822-022-00203-x.

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2022Artificial data in sports forecasting: a simulation framework for analysing predictive models in sports. (2022). Wunderlich, Fabian ; Memmert, Daniel ; Garnica-Caparros, Marc. In: Information Systems and e-Business Management. RePEc:spr:infsem:v:20:y:2022:i:3:d:10.1007_s10257-022-00560-9.

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2022Derisking the low-carbon transition: investors’ reaction to climate policies, decarbonization and distributive effects. (2022). Mazzocchetti, Andrea ; Gourdel, Regis ; Dunz, Nepomuk ; Monasterolo, Irene. In: Review of Evolutionary Political Economy. RePEc:spr:revepe:v:3:y:2022:i:1:d:10.1007_s43253-021-00062-3.

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2023Risk measures and portfolio analysis in the paradigm of climate finance: a review. (2023). Nag, Suryadeepto ; Chakrabarty, Siddhartha P. In: SN Business & Economics. RePEc:spr:snbeco:v:3:y:2023:i:3:d:10.1007_s43546-023-00449-w.

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2022Multidimensionl Poverty and The Role of Social Capital in Poverty Alleviation Among Ethnic Groups in Rural Vietnam: A Multilevel Analysis. (2022). Pham, Anh Thu Quang ; Mukhopadhaya, Pundarik ; Quang, Anh Thu. In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. RePEc:spr:soinre:v:159:y:2022:i:1:d:10.1007_s11205-021-02747-y.

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2022In-game win probability models for Canadian football. (2022). Hill, S E. In: Journal of Business Analytics. RePEc:taf:tjbaxx:v:5:y:2022:i:2:p:164-178.

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2022The Role of Green Financial Sector Initiatives in the Low-Carbon Transition : A Theoryof Change. (2022). Monasterolo, Irene ; Mandel, Antoine ; Oppermann, Klaus ; D'Entremont, Jonathan ; Stretton, Stephen John ; Stewart, Fiona Elizabeth ; Ferdinand, Nepomuk Max ; Battiston, Stefano ; Mazzocchetti, Andrea. In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:10181.

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2023The burgeoning field of sustainable investment: Past, present and future. (2023). Sorrosalforradellas, Mariateresa ; Barberamarine, Mariagloria ; Fabregataibar, Laura ; Beisenbina, Marzhan. In: Sustainable Development. RePEc:wly:sustdv:v:31:y:2023:i:2:p:649-667.

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2022Sustainable finance: A journey toward ESG and climate risk. (2022). Pelizzon, Loriana ; Billio, Monica ; Latino, Carmelo ; Hristova, Iva ; Costola, Michele. In: SAFE Working Paper Series. RePEc:zbw:safewp:349.

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Works by Luca De Angelis:

YearTitleTypeCited
2022Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models In: Papers.
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2022Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models.(2022) In: Essex Finance Centre Working Papers.
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2023Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models.(2023) In: Econometric Reviews.
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2022Time-Varying Poisson Autoregression In: Papers.
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2022Gambling on Momentum In: Papers.
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2022Gambling on Momentum.(2022) In: Economics Discussion Papers.
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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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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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2018Co†integration Rank Determination in Partial Systems Using Information Criteria In: Oxford Bulletin of Economics and Statistics.
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2010Model selection in hidden Markov models : a simulation study In: Quaderni di Dipartimento.
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2016PARX model for football matches predictions In: Quaderni di Dipartimento.
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2017PARX model for football match predictions.(2017) In: Journal of Forecasting.
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2016Co-integration rank determination in partial systems using information criteria In: Quaderni di Dipartimento.
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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.
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2015Disequilibria and contagion in financial markets: Evidence from a new test In: Journal of Applied Economics.
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2015Disequilibria and Contagion in Financial Markets: Evidence from a New Test.(2015) In: Journal of Applied Economics.
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2018DETERMINING THE COINTEGRATION RANK IN HETEROSKEDASTIC VAR MODELS OF UNKNOWN ORDER In: Econometric Theory.
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2016Determining the Cointegration Rank in Heteroskedastic VAR Models of Unknown Order.(2016) In: Essex Finance Centre Working Papers.
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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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2014Mining categorical sequences from data using a hybrid clustering method In: European Journal of Operational Research.
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2022Weighted Elo rating for tennis match predictions In: European Journal of Operational Research.
[Full Text][Citation analysis]		article5
2019Efficiency of online football betting markets In: International Journal of Forecasting.
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2022Informational efficiency and behaviour within in-play prediction markets In: International Journal of Forecasting.
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2021Informational efficiency and behaviour within in-play prediction markets.(2021) In: Economics Discussion Papers.
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This paper has another version. Agregated cites: 11		paper
2022Home advantage and mispricing in indoor sports’ ghost games: the case of European basketball In: Economics Discussion Papers.
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2023Gambling on Momentum in Contests In: Economics Discussion Papers.
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2023Home advantage and mispricing in indoor sports’ ghost games: the case of European basketball In: Annals of Operations Research.
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2013Latent class models for financial data analysis: some statistical developments In: Statistical Methods & Applications.
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2013A dynamic analysis of stock markets using a hidden Markov model In: Journal of Applied Statistics.
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2015A Dynamic Latent Model for Poverty Measurement In: Communications in Statistics - Theory and Methods.
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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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