Luca Trapin : Citation Profile

Are you Luca Trapin?

4

H index

3

i10 index

83

Citations

RESEARCH PRODUCTION:

7

Articles

3

Papers

RESEARCH ACTIVITY:

   4 years (2014 - 2018). See details.
   Cites by year: 20
   Journals where Luca Trapin has often published
   Relations with other researchers
   Recent citing documents: 27.    Total self citations: 3 (3.49 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ptr380
   Updated: 2024-12-03    RAS profile: 2023-03-11    
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Relations with other researchers

Works with:

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

Is cited by:

Herrera, Rodrigo (4)

Clements, Adam (3)

Horvath, Roman (2)

Nocciola, Luca (2)

Yang, Lu (2)

Bee, Marco (2)

Leung, Henry (1)

Zamani, Shiva (1)

Katsouris, Christis (1)

Diaconescu, Tiberiu (1)

STUPFLER, Gilles (1)

Cites to:

Bollerslev, Tim (13)

Tauchen, George (6)

Corsi, Fulvio (6)

Andersen, Torben (5)

Renò, Roberto (4)

Diebold, Francis (4)

Jagannathan, Ravi (4)

Shin, Hyun Song (4)

Shephard, Neil (4)

Manganelli, Simone (4)

Engle, Robert (4)

Main data

Where Luca Trapin has published?

Working Papers Series with more than one paper published# docs
Working Papers / IMT School for Advanced Studies Lucca2

Recent works citing Luca Trapin (2024 and 2023)

YearTitle of citing document
2023The contribution of strong and weak ties to resilience: The case of small-scale maize farming systems in Mexico. (2023). Govaerts, Bram ; Rendon-Medel, Roberto ; Diaz-Jose, Julio ; Zepeda-Villarreal, Ernesto Adair ; Camacho-Villa, Tania Carolina. In: Agricultural Systems. RePEc:eee:agisys:v:210:y:2023:i:c:s0308521x2300121x.

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2024Does oil future increase the network systemic risk of financial institutions in China?. (2024). Sun, Chuanwang ; Zhou, Lichao ; Chen, Chuanglian ; Lin, Yuting. In: Applied Energy. RePEc:eee:appene:v:364:y:2024:i:c:s0306261924005592.

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2024The determinants of systemic risk contagion. (2024). Erden, Lutfi ; Ozkan, Brahim ; Atasoy, Burak Sencer. In: Economic Modelling. RePEc:eee:ecmode:v:130:y:2024:i:c:s026499932300408x.

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2024Heterogeneity effect of positive and negative jumps on the realized volatility: Evidence from China. (2024). Xu, Yang ; Zhang, Qichao ; Huang, Jiefei ; Song, Yuping. In: Economic Modelling. RePEc:eee:ecmode:v:136:y:2024:i:c:s0264999324001019.

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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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2023The risk spillover of high carbon enterprises in China: Evidence from the stock market. (2023). Yin, Hua ; Zhu, Pingheng ; Wu, Baohui ; Wen, Fenghua. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323004371.

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2023Extreme risk contagion between international crude oil and Chinas energy-intensive sectors: New evidence from quantile Granger causality and spillover methods. (2023). Sun, Yan-Lin ; Chen, Bin-Xia. In: Energy. RePEc:eee:energy:v:285:y:2023:i:c:s0360544223028621.

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2023Interconnected networks: Measuring extreme risk connectedness between China’s financial sector and real estate sector. (2023). Zhou, Xuewei ; Ouyang, Zisheng. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923004088.

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2024Temporal networks and financial contagion. (2024). Nocciola, Luca ; Vouldis, Angelos ; Franch, Fabio. In: Journal of Financial Stability. RePEc:eee:finsta:v:71:y:2024:i:c:s1572308924000093.

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2023The impact of crisis periods and monetary decisions of the Fed and the ECB on the sovereign yield curve network. (2023). Kotro, Balazs B ; Huszar, Zsuzsa R ; Badics, Milan Csaba. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:88:y:2023:i:c:s1042443123001051.

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2023Dynamic connectedness between investors’ sentiment and asset prices: A comparison between major markets in Europe and USA. (2023). Lawal, Rodiat ; Johan, Sofia ; Sakariyahu, Rilwan ; Chatzivgeri, Eleni ; Paterson, Audrey. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:89:y:2023:i:c:s1042443123001348.

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2024Financial market connectedness between the U.S. and China: A new perspective based on non-linear causality networks. (2024). Sun, Yan-Lin ; Chen, Bin-Xia. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:90:y:2024:i:c:s1042443123001543.

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2023Forecasting extreme financial risk: A score-driven approach. (2023). Herrera, Rodrigo ; Clements, Adam ; Fuentes, Fernanda. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:720-735.

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2023Community and aftershock: New venture founding in the wake of deadly natural disasters. (2023). Cordero, Arkangel M. In: Journal of Business Venturing. RePEc:eee:jbvent:v:38:y:2023:i:2:s0883902623000022.

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2023Extreme risk spillovers among traditional financial and FinTech institutions: A complex network perspective. (2023). Zhu, Xiaoqian ; Huang, Chuangxia ; Li, Jianping ; Wen, Shigang. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:88:y:2023:i:c:p:190-202.

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2024Multilayer networks in the frequency domain: Measuring volatility connectedness among Chinese financial institutions. (2024). Wang, Gang-Jin ; Zhou, Xuewei ; Ouyang, Zisheng ; Lu, Min ; Liu, Shuwen. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:909-928.

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2024Cryptocurrencies against stock market risk: New insights into hedging effectiveness. (2024). Echaust, Krzysztof ; Just, Magorzata. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pa:s027553192300260x.

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2023.

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2023Streaming Approach to Quadratic Covariation Estimation Using Financial Ultra-High-Frequency Data. (2023). Tomanova, Petra ; Hol, Vladimir. In: Computational Economics. RePEc:kap:compec:v:62:y:2023:i:1:d:10.1007_s10614-021-10210-w.

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2024Time?varying dynamics of expected shortfall in commodity futures markets. (2021). Auer, Benjamin R ; Mehlitz, Julia S. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:41:y:2021:i:6:p:895-925.

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Works by Luca Trapin:

YearTitleTypeCited
2017An extreme value analysis of the last century crises across industries in the U.S. economy In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article0
2016An extreme value analysis of the last century crises across industries in the U.S. economy.(2016) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2016Realizing the extremes: Estimation of tail-risk measures from a high-frequency perspective In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article20
2018Measuring the propagation of financial distress with Granger-causality tail risk networks In: Journal of Financial Stability.
[Full Text][Citation analysis]		article41
2018Estimating and Forecasting Conditional Risk Measures with Extreme Value Theory: A Review In: Risks.
[Full Text][Citation analysis]		article3
2014Cluster analysis of weighted bipartite networks: a new copula-based approach In: Working Papers.
[Full Text][Citation analysis]		paper2
2018Can Volatility Models Explain Extreme Events? In: Journal of Financial Econometrics.
[Full Text][Citation analysis]		article10
2016US stock returns: are there seasons of excesses? In: Quantitative Finance.
[Full Text][Citation analysis]		article1
2018Estimating Value-at-Risk for the g-and-h distribution: an indirect inference approach. In: DEM Working Papers.
[Full Text][Citation analysis]		paper2
2018Realized extreme quantile: A joint model for conditional quantiles and measures of volatility with EVT refinements In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article4

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