Details about Luca Barbaglia

Access statistics for papers by Luca Barbaglia.

Last updated 2024-05-07. Update your information in the RePEc Author Service.

Short-id: pba1702

Working Papers

2024

1. Flooded credit markets: physical climate risk and small business lending
   Mo.Fi.R. Working Papers, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences
   Also in JRC Working Papers in Economics and Finance, Joint Research Centre, European Commission (2023) View citations (2)
2. Nowcasting economic activity in European regions using a mixed-frequency dynamic factor model
   Papers, arXiv.org

2022

3. Detecting Anti-dumping Circumvention: A Network Approach
   Papers, arXiv.org
4. Testing big data in a big crisis: Nowcasting under COVID-19
   JRC Working Papers in Economics and Finance, Joint Research Centre, European Commission View citations (7)
   See also Journal Article Testing big data in a big crisis: Nowcasting under Covid-19, International Journal of Forecasting, Elsevier (2023) View citations (2) (2023)

2017

5. Volatility Spillovers and Heavy Tails: A Large t-Vector AutoRegressive Approach
   Papers, arXiv.org
   Also in Working Papers of Department of Decision Sciences and Information Management, Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Decision Sciences and Information Management, Leuven (2017) View citations (1)

2016

6. Commodity Dynamics: A Sparse Multi-class Approach
   Papers, arXiv.org View citations (8)
   Also in Working Papers of Department of Decision Sciences and Information Management, Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Decision Sciences and Information Management, Leuven (2016)
   See also Journal Article Commodity dynamics: A sparse multi-class approach, Energy Economics, Elsevier (2016) View citations (8) (2016)
7. Multi-class vector autoregressive models for multi-store sales data
   Working Papers of Department of Decision Sciences and Information Management, Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Decision Sciences and Information Management, Leuven
   See also Journal Article Multiclass vector auto‐regressive models for multistore sales data, Journal of the Royal Statistical Society Series C, Royal Statistical Society (2018) View citations (1) (2018)

Journal Articles

2024

1. Forecasting GDP in Europe with textual data
   Journal of Applied Econometrics, 2024, 39, (2), 338-355 View citations (1)

2023

2. Forecasting Loan Default in Europe with Machine Learning*
   Journal of Financial Econometrics, 2023, 21, (2), 569-596 View citations (3)
3. Forecasting with Economic News
   Journal of Business & Economic Statistics, 2023, 41, (3), 708-719 View citations (18)
4. Testing big data in a big crisis: Nowcasting under Covid-19
   International Journal of Forecasting, 2023, 39, (4), 1548-1563 View citations (2)
   See also Working Paper Testing big data in a big crisis: Nowcasting under COVID-19, JRC Working Papers in Economics and Finance (2022) View citations (7) (2022)

2020

5. Volatility spillovers in commodity markets: A large t-vector autoregressive approach
   Energy Economics, 2020, 85, (C) View citations (42)

2018

6. Multiclass vector auto‐regressive models for multistore sales data
   Journal of the Royal Statistical Society Series C, 2018, 67, (2), 435-452 View citations (1)
   See also Working Paper Multi-class vector autoregressive models for multi-store sales data, Working Papers of Department of Decision Sciences and Information Management, Leuven (2016) (2016)

2016

7. Commodity dynamics: A sparse multi-class approach
   Energy Economics, 2016, 60, (C), 62-72 View citations (8)
   See also Working Paper Commodity Dynamics: A Sparse Multi-class Approach, Papers (2016) View citations (8) (2016)