Julien Hambuckers : Citation Profile

Are you Julien Hambuckers?

Université de Liège (50% share)
Université de Liège (50% share)

4

H index

1

i10 index

35

Citations

RESEARCH PRODUCTION:

7

Articles

6

Papers

RESEARCH ACTIVITY:

   7 years (2014 - 2021). See details.
   Cites by year: 5
   Journals where Julien Hambuckers has often published
   Relations with other researchers
   Recent citing documents: 21.    Total self citations: 3 (7.89 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pha1318
   Updated: 2024-12-03    RAS profile: 2021-04-19    
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Relations with other researchers

Works with:

Bee, Marco (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Julien Hambuckers.

Is cited by:

Bee, Marco (3)

Santi, Flavio (2)

Leung, Henry (1)

Balaguer, Jacint (1)

Barbagli, Matteo (1)

Petrella, Lea (1)

Wallace, Stein (1)

Ripollés, Jordi (1)

Prokhorov, Artem (1)

Cites to:

Bee, Marco (2)

De Borger, Bruno (1)

Sentana, Enrique (1)

Calzolari, Giorgio (1)

Proost, Stef (1)

Trapin, Luca (1)

Fiorentini, Gabriele (1)

Main data

Where Julien Hambuckers has published?

Journals with more than one article published# docs
Quantitative Finance2

Working Papers Series with more than one paper published# docs
LIDAM Reprints ISBA / Universit catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA)2
DEM Working Papers / Department of Economics and Management2

Recent works citing Julien Hambuckers (2024 and 2023)

YearTitle of citing document
2024The role of CDS spreads in explaining bond recovery rates. (2024). Vrins, Frederic ; Gauthier, Genevieve ; Franois, Pascal ; Barbagli, Matteo. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2024002.

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2023Measuring tail risk at high-frequency: An $L_1$-regularized extreme value regression approach with unit-root predictors. (2023). Trapin, Luca ; Sun, LI ; Hambuckers, Julien. In: Papers. RePEc:arx:papers:2301.01362.

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2023Efficient Estimation in Extreme Value Regression Models of Hedge Fund Tail Risks. (2023). Usseglio-Carleve, Antoine ; Kratz, Marie ; Hambuckers, Julien. In: Papers. RePEc:arx:papers:2304.06950.

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2023Initialization of Hidden Markov and Semi?Markov Models: A Critical Evaluation of Several Strategies. (2021). Punzo, Antonio ; Maruotti, Antonello. In: International Statistical Review. RePEc:bla:istatr:v:89:y:2021:i:3:p:447-480.

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2023Modelling economic losses from earthquakes using regression forests: Application to parametric insurance. (2023). Liu, Yifei ; Zhang, Minghui ; Gu, Zheng. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001621.

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2023Rage Against the Mean – A Review of Distributional Regression Approaches. (2023). Safken, Benjamin ; Silbersdorff, Alexander ; Kneib, Thomas. In: Econometrics and Statistics. RePEc:eee:ecosta:v:26:y:2023:i:c:p:99-123.

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2024Cholesky-based multivariate Gaussian regression. (2024). Simon, Thorsten ; Mayr, Georg J ; Muschinski, Thomas ; Zeileis, Achim ; Umlauf, Nikolaus. In: Econometrics and Statistics. RePEc:eee:ecosta:v:29:y:2024:i:c:p:261-281.

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2023Two-echelon vehicle routing problems: A literature review. (2023). Kinable, Joris ; Florio, Alexandre M ; Sluijk, Natasja ; van Woensel, Tom ; Dellaert, Nico. In: European Journal of Operational Research. RePEc:eee:ejores:v:304:y:2023:i:3:p:865-886.

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2023Bettors’ reaction to match dynamics: Evidence from in-game betting. (2023). Langrock, Roland ; Otting, Marius ; Michels, Rouven. In: European Journal of Operational Research. RePEc:eee:ejores:v:310:y:2023:i:3:p:1118-1127.

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2023Forecasting tail risk measures for financial time series: An extreme value approach with covariates. (2023). Prokhorov, Artem ; Yin, Jessica Wai ; Leung, Henry ; James, Robert. In: Journal of Empirical Finance. RePEc:eee:empfin:v:71:y:2023:i:c:p:29-50.

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2023Action plans on the reduction of mobility energy consumption based on personal mobility activation. (2023). Kwak, Juhyeon ; Kim, Sion ; Ku, Donggyun ; Choi, Minje ; Lee, Seungjae ; Jang, Yoonjung. In: Energy. RePEc:eee:energy:v:263:y:2023:i:pd:s036054422202905x.

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2023Is vehicle scrapping affected by low-emission zones? The case of Madrid. (2023). Ripollés, Jordi ; Balaguer, Jacint ; Ripolles, Jordi ; Pernias, Jose C. In: Transportation Research Part A: Policy and Practice. RePEc:eee:transa:v:172:y:2023:i:c:s0965856423000885.

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2023Are low emission zones and on-street parking management effective in reducing parking demand for most polluting vehicles and promoting greener ones?. (2023). Vassallo, Jose Manuel ; Gomez, Juan ; Gonzalez, Juan Nicolas. In: Transportation Research Part A: Policy and Practice. RePEc:eee:transa:v:176:y:2023:i:c:s0965856423002331.

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2024Assessing macro effects of freight consolidation on the livability of small cities using vehicle routing as micro models: The case of Bergen, Norway. (2024). Guajardo, Mario ; Goez, Julio Cesar ; Orhan, Cosku Can ; Wallace, Stein W ; Osicka, Ondrej. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:185:y:2024:i:c:s1366554524001121.

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2023The Influence of Passenger Car Banning Policies on Modal Shifts: Rotterdam’s Case Study. (2023). Attia, Shady ; Alade, Taslim. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:9:p:7443-:d:1137613.

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2023EFFICIENT ESTIMATION IN EXTREME VALUE REGRESSION MODELS OF HEDGE FUND TAIL RISKS. (2023). Usseglio-Carleve, Antoine ; Kratz, Marie ; Hambuckers, Julien. In: Working Papers. RePEc:hal:wpaper:hal-04090916.

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2023Joint and sequential models for freight vehicle type and shipment size choice. (2023). Roorda, Matthew J ; Ahmed, Usman. In: Transportation. RePEc:kap:transp:v:50:y:2023:i:5:d:10.1007_s11116-022-10289-6.

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2023Introducing LASSO-type penalisation to generalised joint regression modelling for count data. (2023). Groll, Andreas ; van der Wurp, Hendrik. In: AStA Advances in Statistical Analysis. RePEc:spr:alstar:v:107:y:2023:i:1:d:10.1007_s10182-021-00425-5.

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Works by Julien Hambuckers:

YearTitleTypeCited
2014A new methodological approach for error distributions selection in Finance In: LIDAM Discussion Papers ISBA.
[Citation analysis]		paper0
2016Estimating the out-of-sample predictive ability of trading rules: a robust bootstrap approach In: LIDAM Reprints ISBA.
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2016Estimating the Out‐of‐Sample Predictive Ability of Trading Rules: A Robust Bootstrap Approach.(2016) In: Journal of Forecasting.
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This paper has nother version. Agregated cites: 0		article
2017A robust statistical approach to select adequate error distributions for financial returns In: LIDAM Reprints ISBA.
[Citation analysis]		paper1
2017A robust statistical approach to select adequate error distributions for financial returns.(2017) In: Journal of Applied Statistics.
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This paper has nother version. Agregated cites: 1		article
2019LASSO-type penalization in the framework of generalized additive models for location, scale and shape In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article10
2018LASSO-Type Penalization in the Framework of Generalized Additive Models for Location, Scale and Shape.(2018) In: Working Papers.
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This paper has nother version. Agregated cites: 10		paper
2021Urban low emissions zones: A behavioral operations management perspective In: Transportation Research Part A: Policy and Practice.
[Full Text][Citation analysis]		article9
2018A Markov-switching generalized additive model for compound Poisson processes, with applications to operational loss models In: Quantitative Finance.
[Full Text][Citation analysis]		article5
2019Estimating Value-at-Risk for the g-and-h distribution: an indirect inference approach In: Quantitative Finance.
[Full Text][Citation analysis]		article1
2018Estimating Value-at-Risk for the g-and-h distribution: an indirect inference approach..(2018) In: DEM Working Papers.
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This paper has nother version. Agregated cites: 1		paper
2019An improved approach for estimating large losses in insurance analytics and operational risk using the g-and-h distribution In: DEM Working Papers.
[Full Text][Citation analysis]		paper0
2018Understanding the economic determinants of the severity of operational losses: A regularized generalized Pareto regression approach In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article9

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