Luca Barbaglia : Citation Profile

European Commission

4

H index

3

i10 index

99

Citations

RESEARCH PRODUCTION:

9

Articles

9

Papers

RESEARCH ACTIVITY:

   9 years (2016 - 2025). See details.
   Cites by year: 11
   Journals where Luca Barbaglia has often published
   Relations with other researchers
   Recent citing documents: 50.    Total self citations: 5 (4.81 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pba1702
   Updated: 2025-12-13    RAS profile: 2025-09-09    
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Relations with other researchers

Works with:

Rho, Caterina (3)

Tiozzo Pezzoli, Luca (3)

onorante, luca (3)

Fatica, Serena (3)

Ratto, Marco (2)

Pericoli, Filippo Maria (2)

Wilms, Ines (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)

Tiwari, Aviral (4)

Goutte, Stéphane (4)

Bauer, Michael (3)

Shahzad, Syed Jawad Hussain (2)

Meunier, Baptiste (2)

Goulet Coulombe, Philippe (2)

Li, jianping (2)

Prigent, Jean-Luc (2)

bricongne, jean-charles (2)

Výrost, Tomáš (2)

Cites to:

Diebold, Francis (13)

serra, teresa (11)

Poon, Aubrey (8)

Koop, Gary (8)

Mandel, Antoine (8)

Yilmaz, Kamil (7)

Rezitis, Anthony (6)

Lehmann, Robert (6)

Mariano, Roberto (6)

Pindyck, Robert (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 Commission4

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.

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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.

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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.

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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.

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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.

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

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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.

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2025Nowcasting the euro area with social media data. (2025). onorante, luca ; Boss, Konstantin ; Longo, Luigi. In: Papers. RePEc:arx:papers:2506.10546.

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

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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.

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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.

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2025Forecasting Macro with Finance. (2025). Schmitz, N ; Bachmair, K. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2574.

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2025Supervising Sentiment Models: Market Signals or Human Expertise?. (2025). Massoud, N ; Babolmorad, N. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2577.

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

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

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2025European SMEs, Corporate Finance and Economic Resilience to Floods. (2025). Peters, Vinzenz ; de Carolis, Flavio. In: Working Papers. RePEc:dnb:dnbwpp:832.

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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.

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

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2025Enhancing GDP nowcasts with ChatGPT: a novel application of PMI news releases. (2025). de Bondt, Gabe ; Sun, Yiqiao. In: Working Paper Series. RePEc:ecb:ecbwps:20253063.

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2025What can newspaper articles reveal about the euro area economy?. (2025). Saiz, Lorena ; Magro, Manuel Medina. In: Working Paper Series. RePEc:ecb:ecbwps:20253122.

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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.

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2025Satellites turn “concrete”: Tracking cement with satellite data and neural networks. (2025). Meunier, Baptiste ; Lietti, Benjamin ; bricongne, jean-charles ; ben Arous, Simon ; D'Aspremont, Alexandre. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pc:s0304407624002744.

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2025Does public climate attention affect the net return spillover from energy to non-energy commodities?. (2025). Lin, Anlan ; Gong, XU. In: Energy Economics. RePEc:eee:eneeco:v:143:y:2025:i:c:s0140988325000155.

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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.

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2025Modeling gasoline price volatility. (2025). Ormos, Mihály ; Kamocsai, Lszl. In: Finance Research Letters. RePEc:eee:finlet:v:73:y:2025:i:c:s1544612324016866.

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2025Forecasting macroeconomic tail risk in real time: Do textual data add value?. (2025). Prser, Jan ; Admmer, Philipp ; Schssler, Rainer A. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:1:p:307-320.

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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.

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2025The midstream amplifier: Risk spillovers in Chinas lithium supply chain from mining to batteries. (2025). Yang, Lanyong ; Dou, Shiquan ; Liu, Gang ; Xu, Deyi ; Zhu, Yongguang. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:38:y:2025:i:c:s2405851325000157.

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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.

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2024Using machine learning to investigate the determinants of loan default in P2P lending: Are there differences between before and during COVID-19?. (2024). Liu, Feng ; Luo, Jing ; Xu, QI. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:88:y:2024:i:c:s0927538x24003020.

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2025News sentiment and the cost of debt11Our paper was accepted by the 2024 3rd Annual International Finance Conference (AIFC). The conference submission ID is “146”.. (2025). Wang, Daoping ; Xiao, Junchao. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:91:y:2025:i:c:s0927538x25000587.

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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.

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2024Price spillovers and interdependences in Chinas agricultural commodity futures market: Evidence from the US-China trade dispute. (2024). Tongurai, Jittima ; Chen, Xiangyu. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pa:s1059056024005719.

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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.

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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.

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

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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.

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

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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.

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2024Satellites turn “concrete”: Tracking cement with satellite data and neural networks. (2024). Meunier, Baptiste ; bricongne, jean-charles ; Lietti, Benjamin ; ben Arous, Simon ; D'Aspremont, Alexandre. In: Post-Print. RePEc:hal:journl:hal-05104995.

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

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2025The impact of the official statistics revision on the accuracy of the Russian macroeconomic indicators nowcasting models. (2025). Makeeva, Natalia. In: Applied Econometrics. RePEc:ris:apltrx:021520.

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2025Nowcasting and short-term forecasting of G-20 countries GDP with endogenous regime-switching MIDAS models. (2025). Stankevich, Ivan. In: Empirical Economics. RePEc:spr:empeco:v:69:y:2025:i:3:d:10.1007_s00181-025-02771-8.

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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.

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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.

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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.

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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.

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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.

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

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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.

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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]		paper3
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: 3		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
2025Sentiment analysis of economic text: A lexicon‐based approach In: Economic Inquiry.
[Full Text][Citation analysis]		article1
2018Multiclass vector auto‐regressive models for multistore sales data In: Journal of the Royal Statistical Society Series C.
[Full Text][Citation analysis]		article1
2025Household debt and economic growth in Europe In: Macroeconomic Dynamics.
[Full Text][Citation analysis]		article0
2020Volatility spillovers in commodity markets: A large t-vector autoregressive approach In: Energy Economics.
[Full Text][Citation analysis]		article46
2023Testing big data in a big crisis: Nowcasting under Covid-19 In: International Journal of Forecasting.
[Full Text][Citation analysis]		article12
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: 12		paper
2024Crypto news and policy innovations: Are European markets affected? In: JRC Working Papers in Economics and Finance.
[Full Text][Citation analysis]		paper0
2025A climate stress testing exercise on loans to European small and medium enterprises In: JRC Working Papers in Economics and Finance.
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2023Forecasting Loan Default in Europe with Machine Learning* In: Journal of Financial Econometrics.
[Full Text][Citation analysis]		article3
2023Forecasting with Economic News In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article22
2024Forecasting GDP in Europe with textual data In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article4

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