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Details about Luca Barbaglia

Homepage:https://lucabarbaglia.github.io/
Workplace:Joint Research Centre, European Commission, (more information at EDIRC)

Access statistics for papers by Luca Barbaglia.

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

Short-id: pba1702


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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 Downloads
    Also in JRC Working Papers in Economics and Finance, Joint Research Centre, European Commission (2023) Downloads
  2. Nowcasting economic activity in European regions using a mixed-frequency dynamic factor model
    Papers, arXiv.org Downloads

2022

  1. Detecting Anti-dumping Circumvention: A Network Approach
    Papers, arXiv.org Downloads
  2. Testing big data in a big crisis: Nowcasting under COVID-19
    JRC Working Papers in Economics and Finance, Joint Research Centre, European Commission Downloads View citations (6)
    See also Journal Article Testing big data in a big crisis: Nowcasting under Covid-19, International Journal of Forecasting, Elsevier (2023) Downloads View citations (1) (2023)

2017

  1. Volatility Spillovers and Heavy Tails: A Large t-Vector AutoRegressive Approach
    Papers, arXiv.org Downloads
    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) Downloads View citations (1)

2016

  1. Commodity Dynamics: A Sparse Multi-class Approach
    Papers, arXiv.org Downloads 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) Downloads

    See also Journal Article Commodity dynamics: A sparse multi-class approach, Energy Economics, Elsevier (2016) Downloads View citations (8) (2016)
  2. 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 Downloads
    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) Downloads View citations (1) (2018)

Journal Articles

2024

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

2023

  1. Forecasting Loan Default in Europe with Machine Learning*
    Journal of Financial Econometrics, 2023, 21, (2), 569-596 Downloads View citations (3)
  2. Forecasting with Economic News
    Journal of Business & Economic Statistics, 2023, 41, (3), 708-719 Downloads View citations (15)
  3. Testing big data in a big crisis: Nowcasting under Covid-19
    International Journal of Forecasting, 2023, 39, (4), 1548-1563 Downloads View citations (1)
    See also Working Paper Testing big data in a big crisis: Nowcasting under COVID-19, JRC Working Papers in Economics and Finance (2022) Downloads View citations (6) (2022)

2020

  1. Volatility spillovers in commodity markets: A large t-vector autoregressive approach
    Energy Economics, 2020, 85, (C) Downloads View citations (40)

2018

  1. Multiclass vector auto‐regressive models for multistore sales data
    Journal of the Royal Statistical Society Series C, 2018, 67, (2), 435-452 Downloads 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) Downloads (2016)

2016

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