Luca De Angelis : Citation Profile

Alma Mater Studiorum - Università di Bologna

8

H index

7

i10 index

288

Citations

RESEARCH PRODUCTION:

21

Articles

16

Papers

RESEARCH ACTIVITY:

   17 years (2008 - 2025). See details.
   Cites by year: 16
   Journals where Luca De Angelis has often published
   Relations with other researchers
   Recent citing documents: 88.    Total self citations: 15 (4.95 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pde542
   Updated: 2025-12-27    RAS profile: 2025-11-12    
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Relations with other researchers

Works with:

Singleton, Carl (6)

Cavaliere, Giuseppe (4)

Angelini, Giovanni (3)

Deutscher, Christian (3)

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 (14)

Singleton, Carl (11)

Cubadda, Gianluca (11)

Reboredo, Juan (8)

Alessi, Lucia (7)

Ugolini, Andrea (7)

Whelan, Karl (7)

Franck, Egon (6)

Haucap, Justus (6)

Hecq, Alain (4)

Pelizzon, Loriana (4)

Cites to:

Reade, J (24)

Angelini, Giovanni (17)

Singleton, Carl (15)

Franck, Egon (14)

Wolfers, Justin (11)

Cavaliere, Giuseppe (9)

Thaler, Richard (8)

Mandel, Antoine (8)

Rahbek, Anders (8)

Schreyer, Dominik (7)

Page, Lionel (7)

Main data

Where Luca De Angelis has published?

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

Working Papers Series with more than one paper published# docs
Papers / arXiv.org4
Economics Discussion Papers / Department of Economics, University of Reading4
Quaderni di Dipartimento / Department of Statistics, University of Bologna4
Essex Finance Centre Working Papers / University of Essex, Essex Business School2

Recent works citing Luca De Angelis (2025 and 2024)

YearTitle of citing document
2024Expectile hidden Markov regression models for analyzing cryptocurrency returns. (2024). Petrella, Lea ; Merlo, Luca ; Foroni, Beatrice. In: Papers. RePEc:arx:papers:2301.09722.

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2024Not feeling the buzz: Correction study of mispricing and inefficiency in online sportsbooks. (2024). Clegg, Lawrence ; Cartlidge, John. In: Papers. RePEc:arx:papers:2306.01740.

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2024Hidden Markov graphical models with state-dependent generalized hyperbolic distributions. (2024). Petrella, Lea ; Merlo, Luca ; Foroni, Beatrice. In: Papers. RePEc:arx:papers:2412.03668.

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2025VAR models with an index structure: A survey with new results. (2024). Cubadda, Gianluca. In: Papers. RePEc:arx:papers:2412.11278.

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2025The Rise of Climate Risks: Evidence from Firms Expected Default Frequencies. (2025). Ruggiero, Francesco ; Faralli, Matilde. In: Mercati, infrastrutture, sistemi di pagamento (Markets, Infrastructures, Payment Systems). RePEc:bdi:wpmisp:mip_062_25.

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2024The road to net zero: a fund flow investigation. (2024). Takahashi, Koji ; Chen, Louisa. In: BIS Working Papers. RePEc:bis:biswps:1220.

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2024Is it just for shareholders or for all stakeholders? Evidence based on carbon emissions and cash dividends from China. (2024). Li, Mingsheng ; Wang, Yizhen ; Liu, Desheng. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:4:p:4069-4094.

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2024Reassessing climate disclosure demands: An examination of stakeholder perspectives beyond institutional investors. (2024). Kuvvet, Emre. In: Economic Affairs. RePEc:bla:ecaffa:v:44:y:2024:i:1:p:95-117.

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2024When the league table lies: Does outcome bias lead to informationally inefficient markets?. (2024). Franck, Egon ; Flepp, Raphael ; Merz, Oliver. In: Economic Inquiry. RePEc:bla:ecinqu:v:62:y:2024:i:1:p:414-429.

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2024Do markets Trump politics? Fossil and renewable market reactions to major political events. (2024). Mukanjari, Samson ; Sterner, Thomas. In: Economic Inquiry. RePEc:bla:ecinqu:v:62:y:2024:i:2:p:805-836.

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2025Pricing in response to new information: The case of betting markets. (2025). Fischer, Kai ; Schmal, Benedikt W. In: Economic Inquiry. RePEc:bla:ecinqu:v:63:y:2025:i:1:p:236-264.

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2025How digitalization can shape markets: the case of sports betting. (2025). Annaert, Jan ; de Ceuster, Marc ; Vandenbruaene, Jonas. In: Economica. RePEc:bla:econom:v:92:y:2025:i:366:p:644-673.

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2024Financial stability, stranded assets and the low‐carbon transition – A critical review of the theoretical and applied literatures. (2024). Daumas, Louis. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:3:p:601-716.

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2024A Green Wave in Media: A Change of Tack in Stock Markets. (2024). Bessec, Marie ; Fouquau, Julien. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:86:y:2024:i:5:p:1026-1057.

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2024Heteroskedastic Structural Vector Autoregressions Identified via Long-run Restrictions. (2024). Lütkepohl, Helmut ; Ltkepohl, Helmut ; Bruns, Martin. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2103.

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2024The European Carbon Bond Premium. (2024). Broeders, Dirk ; de Jonge, Marleen ; Rijsbergen, David. In: Working Papers. RePEc:dnb:dnbwpp:798.

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2025Carbon regulatory risk exposure in the bond market: A quasi-natural experiment in China. (2025). Wu, Huaqing ; Tan, Changchun ; Mo, Lingyu ; Zhou, Peng. In: China Economic Review. RePEc:eee:chieco:v:92:y:2025:i:c:s1043951x25000811.

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2024Belated stock returns for green innovation under carbon emissions trading market. (2024). Chen, Zhongfei ; Zhang, Xin. In: Journal of Corporate Finance. RePEc:eee:corfin:v:85:y:2024:i:c:s0929119924000208.

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2025Do firms benefit from carbon risk management? Evidence from the credit default swaps market. (2025). Duong, Huu Nhan ; Kalev, Petko S ; Kalimipalli, Madhu ; Trivedi, Saurabh. In: Journal of Corporate Finance. RePEc:eee:corfin:v:94:y:2025:i:c:s0929119925001117.

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2025The role of ESG factor in stock clustering based on risk-return-liquidity dimensions. (2025). Horváth, Matúš ; Staek, Daniel ; Horvth, Mat ; Gynyr, Lucie Stank ; Stacho, Martin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940824002754.

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2025Portfolio hedging through a novel equity index based on the verified emissions of EU ETS-regulated firms. (2025). Chiappari, Mattia ; Scotti, Francesco ; Flori, Andrea. In: Economics Letters. RePEc:eee:ecolet:v:247:y:2025:i:c:s0165176524006165.

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2025Political elections and market reactions: The ‘Trump effect’ on green stocks. (2025). Rimo, Giuseppe ; Pennetta, Daniela ; Cosma, Stefano ; Gambarelli, Luca. In: Economics Letters. RePEc:eee:ecolet:v:249:y:2025:i:c:s0165176525000989.

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2024How carbon risk affects corporate debt defaults: Evidence from Paris agreement. (2024). Liang, Yuchao ; Huang, Xiang ; Zhong, Wenrui ; Wang, Jiaxin ; Qiang, Haofan. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007739.

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2024Energy ETF performance: The role of fossil fuels. (2024). Decclesia, Rita Laura ; Stefanelli, Kevyn ; Morelli, Giacomo. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000409.

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2024Green credit policy and corporate climate risk exposure. (2024). Cao, YI ; Wen, Shuyang ; Duan, Lin ; He, Feng. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324002172.

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2024Exploring the sources of systemic risk and trading strategies in energy and stock markets. (2024). Wu, Lei ; Han, Liyan ; Jin, Jiayu ; Zeng, Hong Chao. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s0140988324005814.

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2024The impact of carbon risk on the cost of debt in the listed firms in G7 economies: The role of the Paris agreement. (2024). Gözgör, Giray ; Mousavi, Mohammad Mahdi ; Owolabi, Ayotola ; Li, Jing ; Gozgor, Giray. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s0140988324006339.

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2025The impact of political risks on carbon emissions. (2025). Zhang, Qin ; Wong, Jin Boon. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324008399.

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2025Pricing climate transition risk: Evidence from European corporate CDS. (2025). Costola, Michele ; Vozian, Katia. In: Energy Economics. RePEc:eee:eneeco:v:143:y:2025:i:c:s0140988325000714.

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2025Sustainability, energy finance and the role of central banks: A review of current insights and future research directions. (2025). Szczygielski, Jan Jakub ; Obojska, Lidia ; Gajdka, Jerzy ; Charteris, Ailie ; Brzeszczyski, Janusz ; Marcinkowska, Monika. In: Energy Economics. RePEc:eee:eneeco:v:144:y:2025:i:c:s014098832400793x.

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2025“Brown” Risk or “Green” Opportunity? The dynamic pricing of climate transition risk on global financial markets. (2025). Fliegel, Philip. In: Energy Economics. RePEc:eee:eneeco:v:145:y:2025:i:c:s0140988325002804.

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2024Verified carbon emissions and stock returns in the EU Emissions Trading System. (2024). Galanti, Sébastien ; Benchora, Inessa. In: Energy Policy. RePEc:eee:enepol:v:193:y:2024:i:c:s0301421524002842.

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2024U.S. vertically integrated electric utility greenhouse gas emissions and carbon risk premiums around the Paris Accord. (2024). Michelfelder, Richard A ; Pilotte, Eugene A. In: Energy Policy. RePEc:eee:enepol:v:195:y:2024:i:c:s0301421524003665.

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2025Hedging financial risks with a climate index based on EU ETS firms. (2025). Chiappari, Mattia ; Flori, Andrea ; Scotti, Francesco. In: Energy. RePEc:eee:energy:v:320:y:2025:i:c:s0360544225009193.

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20252024 U.S. presidential elections: An event study for U.S. and non-U.S. fossil fuel and renewable listed firms. (2025). Moutinho, Nuno ; Sardinha, Lus ; Albuquerque, Bruno ; Martins, Antnio Miguel. In: International Review of Financial Analysis. RePEc:eee:finana:v:105:y:2025:i:c:s1057521925005174.

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2024Do Chinese carbon-intensive stocks overreact to climate transition risk? Evidence from the COP26 news. (2024). Ge, Xiaowen ; Cao, Ruiyi ; Xue, Minggao. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002667.

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2024Sustainable investments in volatile times: Nexus of climate change risk, ESG practices, and market volatility. (2024). bagh, tanveer ; Guo, Yongsheng ; Zhu, Xiaoxian ; Naseer, Mirza Muhammad. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924004241.

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2025Do hurricanes cause storm on the stock market? The case of US energy companies. (2025). Horvath, Roman ; Kalistov, Anna ; Horvth, Roman ; Moravcov, Michala ; Mikufov, Marta ; Lycsa, Tefan. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007488.

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2024What drives green betas? Climate uncertainty or speculation. (2024). Demirer, Riza ; Polat, Onur ; Eki, Brahim Halil. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323012424.

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2024Environmental policies on the systematic risk of critical metals companies. (2024). Seplveda-Velsquez, Jorge ; Tapia-Grien, Pablo ; Pastn-Henrquez, Boris. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pa:s1544612324010821.

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2024Over with carbon? Investors’ reaction to the Paris Agreement and the US withdrawal. (2024). Alessi, Lucia ; Kvedaras, Virmantas ; Battiston, Stefano. In: Journal of Financial Stability. RePEc:eee:finsta:v:71:y:2024:i:c:s1572308924000172.

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2025Bank lending to fossil fuel firms. (2025). Demetriades, Elias ; Politsidis, Panagiotis N. In: Journal of Financial Stability. RePEc:eee:finsta:v:76:y:2025:i:c:s1572308924001347.

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2025Climate risk and predictability of global stock market volatility. (2025). Ma, Yong ; Zhou, Mingtao. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:101:y:2025:i:c:s1042443125000253.

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2024Global climate policy uncertainty and financial markets. (2024). Zhang, Dayong ; Fan, Ying ; Ji, Qiang ; Zhai, Pengxiang ; Ma, Dandan. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:95:y:2024:i:c:s1042443124001136.

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2025Not feeling the buzz: Correction study of mispricing and inefficiency in online sportsbooks. (2025). Cartlidge, John ; Clegg, Lawrence. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:2:p:798-802.

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2025Forecasting soccer matches with betting odds: A tale of two markets. (2025). Whelan, Karl ; Hegarty, Tadgh. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:2:p:803-820.

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2024How cheap talk in climate disclosures relates to climate initiatives, corporate emissions, and reputation risk. (2024). Webersinke, Nicolas ; Kraus, Mathias ; Leippold, Markus ; Bingler, Julia Anna. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:164:y:2024:i:c:s0378426624001080.

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2024Exploring entertainment utility from football games. (2024). Reade, J ; Rambaccussing, Dooruj ; Pawlowski, Tim ; Ramirez, Philip ; Rossi, Giambattista. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:223:y:2024:i:c:p:185-198.

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2025The price of carbon risk: Evidence from the Kyoto Protocol ratification. (2025). Zhang, Bohui ; Truong, Cameron ; Nguyen, Justin Hung. In: Journal of Environmental Economics and Management. RePEc:eee:jeeman:v:130:y:2025:i:c:s0095069625000026.

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2025Climate change and U.S. Corporate bond market activity: A machine learning approach. (2025). Kampouris, Ilias ; Samitas, Aristeidis ; Mertzanis, Charilaos. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:151:y:2025:i:c:s0261560624002468.

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2025Climate change exposure and green bonds issuance. (2025). Makrychoriti, Panagiota ; Guesmi, Khaled ; Pyrgiotakis, Emmanouil G. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:152:y:2025:i:c:s0261560625000166.

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2025Carbon risk and debt financing: An international perspective. (2025). Urquhart, Andrew ; Ren, Xiaohang ; Li, Wenqi ; Duan, Kun. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:153:y:2025:i:c:s0261560625000294.

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2025Unveiling the multifaceted role of climate readiness in stabilizing renewables integration: Evidence of energy transition dynamics from a multi-theoretical perspective. (2025). Yahya, Farzan ; Lee, Chien-Chiang. In: Renewable Energy. RePEc:eee:renene:v:248:y:2025:i:c:s0960148125008444.

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2025Low-carbon transformation and risk Transferring: Evidence from subsidiaries of listed firms in China. (2025). Ni, Xiaoran ; Deng, Hongbin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:101:y:2025:i:c:s1059056025003302.

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2025Does climate policy uncertainty affect the top financiers of the energy sector?. (2025). Anwer, Zaheer ; Migliavacca, Milena ; Farid, Saqib ; Boulanouar, Zakaria. In: International Review of Economics & Finance. RePEc:eee:reveco:v:102:y:2025:i:c:s1059056025004393.

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2024How does the time-varying dynamics of spillover between clean and brown energy ETFs change with the intervention of climate risk and climate policy uncertainty?. (2024). Sensoy, Ahmet ; Ozer, Zeynep Sueda ; Rahman, Molla Ramizur ; Banerjee, Ameet Kumar. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pa:p:442-468.

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2025Carbon risk and the cost of equity capital: Evidence from China. (2025). Wen, Fenghua ; Guo, Yaoqi ; Yan, Jingjing. In: International Review of Economics & Finance. RePEc:eee:reveco:v:99:y:2025:i:c:s1059056025001388.

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2024Could the Russia-Ukraine war stir up the persistent memory of interconnectivity among Islamic equity markets, energy commodities, and environmental factors?. (2024). ben Jabeur, Sami ; Asl, Mahdi Ghaemi. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000527.

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2024Is climate transition risk priced into corporate credit risk? Evidence from credit default swaps. (2024). Ugolini, Andrea ; Reboredo, Juan ; Ojea-Ferreiro, Javier. In: Research in International Business and Finance. RePEc:eee:riibaf:v:70:y:2024:i:pb:s027553192400165x.

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2025From risks to opportunities: The impact of green public investment programs on sovereign yields. (2025). Monasterolo, Irene ; Kvedaras, Virmantas ; Duranovic, Anja ; Alessi, Lucia. In: Research in International Business and Finance. RePEc:eee:riibaf:v:77:y:2025:i:pa:s0275531925001229.

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2024Pricing transition risk with a jump-diffusion credit risk model: evidences from the CDS market. (2024). Smaniotto, Elia ; Radi, Davide ; Livieri, Giulia. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:123650.

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2025VAR Models with an Index Structure: A Survey with New Results. (2025). Cubadda, Gianluca. In: Econometrics. RePEc:gam:jecnmx:v:13:y:2025:i:4:p:40-:d:1777016.

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2025Examining Characteristics and Causes of Juglar Cycles in China, 1981–2024. (2025). Gao, Jie ; Chen, BO. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:19:p:8724-:d:1760276.

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2024Bank lending to fossil fuel firms. (2024). Politsidis, Panagiotis N ; Demetriades, Elias. In: Post-Print. RePEc:hal:journl:hal-04790588.

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2025Bank lending to fossil fuel firms. (2025). Politsidis, Panagiotis ; Demetriades, Elias. In: Post-Print. RePEc:hal:journl:hal-04804492.

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2025Assessing the Global Impact of EU Carbon Pricing: Economic and Climate Spillovers. (2025). Hasler, Elias. In: Working Papers. RePEc:inn:wpaper:2025-01.

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2025The green advantage: mapping the profit power of green credit in commercial banks. (2025). Wu, Guo ; Li, Yamin. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:58:y:2025:i:2:d:10.1007_s10644-025-09869-0.

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2024Environmental laws in France: What are the effects of the Grenelle laws on firms?. (2024). Yousfi, Ouidad ; Loukil, Nadia. In: European Journal of Law and Economics. RePEc:kap:ejlwec:v:57:y:2024:i:3:d:10.1007_s10657-024-09802-2.

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2024Boardroom Diversity and Carbon Emissions: Evidence from the UK Firms. (2024). Khatri, Ishwar. In: Journal of Business Ethics. RePEc:kap:jbuset:v:195:y:2024:i:4:d:10.1007_s10551-024-05675-2.

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2025Is sustainable entrepreneurship profitable? ESG disclosure and the financial performance of SMEs. (2025). Momtaz, Paul P ; Parra, Isabel M. In: Small Business Economics. RePEc:kap:sbusec:v:64:y:2025:i:4:d:10.1007_s11187-024-00981-5.

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2024Comparing Two Methods for Testing the Efficiency of Sports Betting Markets. (2024). Whelan, Karl ; Hegarty, Tadgh. In: MPRA Paper. RePEc:pra:mprapa:121382.

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2025Agreeing to Disagree: The Economics of Betting Exchanges. (2025). Whelan, Karl. In: MPRA Paper. RePEc:pra:mprapa:126351.

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2025VAR Models With An Index Structure: A Survey With New Results. (2025). Cubadda, Gianluca. In: CEIS Research Paper. RePEc:rtv:ceisrp:611.

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2024Balanced Funds in India Amid COVID-19 Crisis: Spreader of Financial Contagion?. (2024). Sinha, Pankaj ; Malhotra, Priya. In: IIM Kozhikode Society & Management Review. RePEc:sae:iimkoz:v:13:y:2024:i:1:p:7-24.

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2024Are Betting Markets Inefficient? Evidence From Simulations and Real Data. (2024). Deutscher, Christian ; Makarewicz, Tomasz ; Tting, Marius ; Winkelmann, David. In: Journal of Sports Economics. RePEc:sae:jospec:v:25:y:2024:i:1:p:54-97.

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2024Was COVID-19 a Game Changer for the Tokyo and Beijing Olympics?. (2024). Ornelas, Emanuel ; Liu, Xuepeng ; Shi, Huimin. In: Journal of Sports Economics. RePEc:sae:jospec:v:25:y:2024:i:7:p:866-886.

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2025High-dimensional nonlinear dependence and risk spillovers analysis between China’s carbon market and its major influence factors. (2025). Wang, Binyao ; Tian, Maoxi ; Ji, Hao ; Zhang, Shaobin. In: Annals of Operations Research. RePEc:spr:annopr:v:345:y:2025:i:2:d:10.1007_s10479-022-04770-9.

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2025Eras of dominance: identifying strong and weak periods in professional tennis. (2025). Restaino, Marialuisa ; Milekhina, Antonina ; Candila, Vincenzo ; Breznik, Kristijan. In: Computational Statistics. RePEc:spr:compst:v:40:y:2025:i:4:d:10.1007_s00180-024-01578-y.

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2025Copula hidden Markov model with unknown number of states. (2025). Yu, Siyi ; Xie, Dejun ; Liu, Yujian. In: Computational Statistics. RePEc:spr:compst:v:40:y:2025:i:5:d:10.1007_s00180-024-01571-5.

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2025A highly accurate Mamdani fuzzy inference system for tennis match predictions. (2025). Kczy, Lszl T. In: Fuzzy Optimization and Decision Making. RePEc:spr:fuzodm:v:24:y:2025:i:1:d:10.1007_s10700-025-09440-6.

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2024Specifications tests for count time series models with covariates. (2024). Meintanis, Simos G ; Hukov, Marie ; Hudecov, Rka. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:33:y:2024:i:4:d:10.1007_s11749-024-00933-x.

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2025Non-Transitive Patterns in Sports Match Outcomes: A Profitable Anomaly. (2025). van Ours, Jan. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20250015.

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2025On Bogey Teams and Circular Triads: Psychological Factors in Team Performance. (2025). van Ours, Jan. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20250018.

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2024Heteroskedastic Structural Vector Autoregressions Identified via Long-run Restrictions. (2024). Lütkepohl, Helmut ; Lutkepohl, Helmut ; Bruns, Martin. In: University of East Anglia School of Economics Working Paper Series. RePEc:uea:ueaeco:2024-06.

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2025Measuring the Impact of Transition Risk on Financial Markets: A Joint VaR‐ES Approach. (2025). Garciajorcano, Laura ; Sanchismarco, Lidia. In: Journal of Forecasting. RePEc:wly:jforec:v:44:y:2025:i:6:p:1907-1945.

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2025Carbon Transition Risk, Emissions Trading Schemes, and Firm Performance: International Evidence. (2025). Thuy, Van Thi ; Hoang, Khanh ; Duc, Toan Luu. In: Managerial and Decision Economics. RePEc:wly:mgtdec:v:46:y:2025:i:2:p:1297-1314.

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2025How Do Climate‐Related Risks and Opportunities Affect Portfolio Allocation and Asset Pricing?. (2025). Shi, Yin ; Asal, Maher ; Li, Xiaoni. In: Managerial and Decision Economics. RePEc:wly:mgtdec:v:46:y:2025:i:5:p:2746-2765.

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2025Bond versus banks financing in the climate transition: The role of stranded-asset risk. (2025). Ongena, Steven ; Beyene, Winta ; de Greiff, Kathrin ; Delis, Manthos D. In: SAFE Working Paper Series. RePEc:zbw:safewp:325485.

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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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This paper has nother version. Agregated cites: 1		paper
2023Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models.(2023) In: Econometric Reviews.
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This paper has nother version. Agregated cites: 1		article
2022Time-Varying Poisson Autoregression In: Papers.
[Full Text][Citation analysis]		paper0
2022Gambling on Momentum In: Papers.
[Full Text][Citation analysis]		paper0
2022Gambling on Momentum.(2022) In: Economics Discussion Papers.
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This paper has nother version. Agregated cites: 0		paper
2025Shocking concerns: public perception about climate change and the macroeconomy In: Papers.
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2025Betting on momentum in contests In: Economic Inquiry.
[Full Text][Citation analysis]		article0
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.
[Full Text][Citation analysis]		article8
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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This paper has nother version. Agregated cites: 8		paper
2018Co€ integration Rank Determination in Partial Systems Using Information Criteria In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article3
2010Model selection in hidden Markov models : a simulation study In: Quaderni di Dipartimento.
[Full Text][Citation analysis]		paper2
2016PARX model for football matches predictions In: Quaderni di Dipartimento.
[Full Text][Citation analysis]		paper10
2017PARX model for football match predictions.(2017) In: Journal of Forecasting.
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This paper has nother version. Agregated cites: 10		article
2016Co-integration rank determination in partial systems using information criteria In: Quaderni di Dipartimento.
[Full Text][Citation analysis]		paper1
2008THE MULTIDIMENSIONAL MEASUREMENT OF POVERTY: A FUZZY SET APPROACH In: Statistica.
[Citation analysis]		article13
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.
[Full Text][Citation analysis]		article0
2015Disequilibria and contagion in financial markets: Evidence from a new test In: Journal of Applied Economics.
[Full Text][Citation analysis]		article3
2015Disequilibria and Contagion in Financial Markets: Evidence from a New Test.(2015) In: Journal of Applied Economics.
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This paper has nother version. Agregated cites: 3		article
2018DETERMINING THE COINTEGRATION RANK IN HETEROSKEDASTIC VAR MODELS OF UNKNOWN ORDER In: Econometric Theory.
[Full Text][Citation analysis]		article15
2016Determining the Cointegration Rank in Heteroskedastic VAR Models of Unknown Order.(2016) In: Essex Finance Centre Working Papers.
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This paper has nother version. Agregated cites: 15		paper
2020Blind to carbon risk? An analysis of stock market reaction to the Paris Agreement In: Ecological Economics.
[Full Text][Citation analysis]		article141
2014Mining categorical sequences from data using a hybrid clustering method In: European Journal of Operational Research.
[Full Text][Citation analysis]		article4
2022Weighted Elo rating for tennis match predictions In: European Journal of Operational Research.
[Full Text][Citation analysis]		article9
2019Efficiency of online football betting markets In: International Journal of Forecasting.
[Full Text][Citation analysis]		article42
2022Informational efficiency and behaviour within in-play prediction markets In: International Journal of Forecasting.
[Full Text][Citation analysis]		article18
2021Informational efficiency and behaviour within in-play prediction markets.(2021) In: Economics Discussion Papers.
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This paper has nother version. Agregated cites: 18		paper
2025From climate chat to climate shock: non‐linear impacts of transition risk in energy CDS markets In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]		paper0
2025From Climate Chat to Climate Shock: Non‐Linear Impacts of Transition Risk in Energy CDS Markets.(2025) In: Environmetrics.
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This paper has nother version. Agregated cites: 0		article
2022Home advantage and mispricing in indoor sports’ ghost games: the case of European basketball In: Economics Discussion Papers.
[Full Text][Citation analysis]		paper1
2023Gambling on Momentum in Contests In: Economics Discussion Papers.
[Full Text][Citation analysis]		paper0
2023Home advantage and mispricing in indoor sports’ ghost games: the case of European basketball In: Annals of Operations Research.
[Full Text][Citation analysis]		article1
2013Latent class models for financial data analysis: some statistical developments In: Statistical Methods & Applications.
[Full Text][Citation analysis]		article1
2013A dynamic analysis of stock markets using a hidden Markov model In: Journal of Applied Statistics.
[Full Text][Citation analysis]		article14
2015A Dynamic Latent Model for Poverty Measurement In: Communications in Statistics - Theory and Methods.
[Full Text][Citation analysis]		article0
2009The dynamic analysis and prediction of stock markets through the latent Markov model In: Serie Research Memoranda.
[Full Text][Citation analysis]		paper0

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