Luca Trapin : Citation Profile

4

H index

3

i10 index

95

Citations

RESEARCH PRODUCTION:

7

Articles

3

Papers

RESEARCH ACTIVITY:

   4 years (2014 - 2018). See details.
   Cites by year: 23
   Journals where Luca Trapin has often published
   Relations with other researchers
   Recent citing documents: 25.    Total self citations: 3 (3.06 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ptr380
   Updated: 2026-01-03    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:

Clements, Adam (3)

Herrera, Rodrigo (3)

Bee, Marco (2)

Yang, Lu (2)

Horvath, Roman (2)

GUPTA, RANGAN (2)

Nocciola, Luca (2)

Cepni, Oguzhan (2)

Vouldis, Angelos (2)

Demirer, Riza (2)

Dogan, Osman (2)

Cites to:

Bollerslev, Tim (13)

Corsi, Fulvio (6)

Tauchen, George (6)

Andersen, Torben (5)

Shin, Hyun Song (4)

Engle, Robert (4)

Renò, Roberto (4)

Jagannathan, Ravi (4)

Shephard, Neil (4)

Manganelli, Simone (4)

Diebold, Francis (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 (2025 and 2024)

YearTitle of citing document
2025Mapping Microscopic and Systemic Risks in TradFi and DeFi: a literature review. (2025). Vivo, Pierpaolo ; Caccioli, Fabio ; Bartolucci, Silvia ; Aufiero, Sabrina. In: Papers. RePEc:arx:papers:2508.12007.

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2025A high-frequency approach to Realized Risk Measures. (2025). Mazzarisi, Piero ; Lillo, Fabrizio ; Gatta, Federico. In: Papers. RePEc:arx:papers:2510.16526.

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

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2024The determinants of systemic risk contagion. (2024). Atasoy, Burak ; Erden, Lutfi ; Ozkan, Brahim. 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). Song, Yuping ; Xu, Yang ; Zhang, Qichao ; Huang, Jiefei. In: Economic Modelling. RePEc:eee:ecmode:v:136:y:2024:i:c:s0264999324001019.

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2025International extreme sovereign risk connectedness: Network structure and roles. (2025). Huang, Wei-Qiang ; Zhu, Yao-Long ; Liu, Peipei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940824002808.

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2024An empirical review of dynamic extreme value models for forecasting value at risk, expected shortfall and expectile. (2024). Herrera, Rodrigo ; Candia, Claudio. In: Journal of Empirical Finance. RePEc:eee:empfin:v:77:y:2024:i:c:s0927539824000239.

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2025Forecasting multivariate volatilities with exogenous predictors: An application to industry diversification strategies. (2025). GUPTA, RANGAN ; Demirer, Riza ; Cepni, Oguzhan ; Luo, Jiawen. In: Journal of Empirical Finance. RePEc:eee:empfin:v:81:y:2025:i:c:s0927539825000179.

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2024Dynamic spillovers of green, brown, and financial industries under the low-carbon transition: Evidence from China. (2024). Sun, Xiaolei ; Yi, Ronghua ; He, Wenjing ; Yao, Xiaoyang ; Le, Wei. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s0140988324006091.

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2025Identification of systemic financial risks: The role of climate risks. (2025). Yang, Sitong ; Su, Hongyu ; Li, Shouwei ; Zhu, Wenqiang. In: Finance Research Letters. RePEc:eee:finlet:v:74:y:2025:i:c:s1544612324017562.

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

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2024Multilayer networks for measuring interconnectedness among global stock markets through the lens of trading volume-price relationship. (2024). Borjigin, Sumuya ; Xiang, Youtao. In: Global Finance Journal. RePEc:eee:glofin:v:62:y:2024:i:c:s1044028324000784.

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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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2025Risk contagion network and characteristic measurement among international financial markets. (2025). Jiang, Yuanying ; Chen, Binxia ; Zhou, Donghai. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:92:y:2025:i:c:s0927538x25001039.

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2024Multilayer networks in the frequency domain: Measuring volatility connectedness among Chinese financial institutions. (2024). Wang, Gang-Jin ; Ouyang, Zisheng ; Zhou, Xuewei ; Liu, Shuwen ; Lu, Min. 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). Just, Magorzata ; Echaust, Krzysztof. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pa:s027553192300260x.

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2024Modeling the Paths of China’s Systemic Financial Risk Contagion: A Ripple Network Perspective Analysis. (2024). Xu, Fuwei. In: Computational Economics. RePEc:kap:compec:v:63:y:2024:i:1:d:10.1007_s10614-022-10329-4.

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2025Extreme Risk Connectedness in China’s Stock Market: Fresh Insights from Time-Varying General Dynamic Factor Models. (2025). Jin, Xiaoye. In: Computational Economics. RePEc:kap:compec:v:66:y:2025:i:3:d:10.1007_s10614-024-10779-y.

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2024Asymmetries in risk spillovers between currency and stock markets: Evidence from the CoVaR-copula approach. (2024). Wu, Jyh-Lin ; Lai, Yi-Hao ; Wang, Yi-Chiuan. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:63:y:2024:i:3:d:10.1007_s11156-024-01285-1.

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2025Multi-scale quantile connectedness networks under fintech integration: evidence from China’s financial markets. (2025). Zhang, Shaofeng ; Zou, Qinghua. In: Humanities and Social Sciences Communications. RePEc:pal:palcom:v:12:y:2025:i:1:d:10.1057_s41599-025-05559-4.

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2024Is CSR linked to idiosyncratic risk? Evidence from the copula approach. (2024). Raïs, Hassen ; Schier, Guillaume ; Mefteh-Wali, Salma. In: Annals of Operations Research. RePEc:spr:annopr:v:334:y:2024:i:1:d:10.1007_s10479-022-04980-1.

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2024The power of news data in forecasting tail risk: evidence from China. (2024). Ma, Yong ; Yan, LU ; Pan, Dongtao. In: Empirical Economics. RePEc:spr:empeco:v:67:y:2024:i:6:d:10.1007_s00181-024-02620-0.

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2024A study of the effect of influential spreaders on the different sectors of Indian market and a few foreign markets: a complex networks perspective. (2024). Upadhyay, Shashankaditya ; Panigrahi, Prasanta K ; Mukherjee, Indranil ; Sengupta, Anwesha. In: Journal of Computational Social Science. RePEc:spr:jcsosc:v:7:y:2024:i:1:d:10.1007_s42001-023-00229-4.

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2024Systemic risk and idiosyncratic networks among global systemically important banks. (2024). Yang, Lu ; Cui, Xue. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:1:p:58-75.

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2024The Life Cycle of Systemic Risk and Crises. (2024). Berger, Allen N ; Sedunov, John. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:56:y:2024:i:8:p:1923-1961.

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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]		article52
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]		article5

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