Details about Luca De Angelis

Access statistics for papers by Luca De Angelis.

Last updated 2023-10-08. Update your information in the RePEc Author Service.

Short-id: pde542

Working Papers

2023

1. Gambling on Momentum in Contests
   Economics Discussion Papers, Department of Economics, University of Reading

2022

2. Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models
   Papers, arXiv.org
   Also in Essex Finance Centre Working Papers, University of Essex, Essex Business School (2022)
   See also Journal Article Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models, Econometric Reviews, Taylor & Francis Journals (2023) (2023)
3. Gambling on Momentum
   Economics Discussion Papers, Department of Economics, University of Reading
   Also in Papers, arXiv.org (2022)
4. Home advantage and mispricing in indoor sports’ ghost games: the case of European basketball
   Economics Discussion Papers, Department of Economics, University of Reading View citations (1)
5. Time-Varying Poisson Autoregression
   Papers, arXiv.org

2021

6. Informational efficiency and behaviour within in-play prediction markets
   Economics Discussion Papers, Department of Economics, University of Reading View citations (7)
   See also Journal Article Informational efficiency and behaviour within in-play prediction markets, International Journal of Forecasting, Elsevier (2022) View citations (14) (2022)

2016

7. Co-integration rank determination in partial systems using information criteria
   Quaderni di Dipartimento, Department of Statistics, University of Bologna View citations (1)
8. Determining the Cointegration Rank in Heteroskedastic VAR Models of Unknown Order
   Essex Finance Centre Working Papers, University of Essex, Essex Business School View citations (3)
   See also Journal Article DETERMINING THE COINTEGRATION RANK IN HETEROSKEDASTIC VAR MODELS OF UNKNOWN ORDER, Econometric Theory, Cambridge University Press (2018) View citations (9) (2018)
9. PARX model for football matches predictions
   Quaderni di Dipartimento, Department of Statistics, University of Bologna View citations (1)
   See also Journal Article PARX model for football match predictions, Journal of Forecasting, John Wiley & Sons, Ltd. (2017) View citations (11) (2017)

2013

10. A comparison of sequential and information-based methods for determining the co-integration rank in heteroskedastic VAR models
    Quaderni di Dipartimento, Department of Statistics, University of Bologna
    See also Journal Article A Comparison of Sequential and Information-based Methods for Determining the Co-integration Rank in Heteroskedastic VAR Models, Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford (2015) View citations (7) (2015)

2010

11. Model selection in hidden Markov models: a simulation study
    Quaderni di Dipartimento, Department of Statistics, University of Bologna View citations (2)

2009

12. The dynamic analysis and prediction of stock markets through the latent Markov model
    Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics

Journal Articles

2023

1. Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models
   Econometric Reviews, 2023, 42, (9-10), 725-757
   See also Working Paper Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models, Papers (2022) (2022)
2. Home advantage and mispricing in indoor sports’ ghost games: the case of European basketball
   Annals of Operations Research, 2023, 325, (1), 391-418

2022

3. Informational efficiency and behaviour within in-play prediction markets
   International Journal of Forecasting, 2022, 38, (1), 282-299 View citations (14)
   See also Working Paper Informational efficiency and behaviour within in-play prediction markets, Economics Discussion Papers (2021) View citations (7) (2021)
4. Weighted Elo rating for tennis match predictions
   European Journal of Operational Research, 2022, 297, (1), 120-132 View citations (8)

2020

5. Blind to carbon risk? An analysis of stock market reaction to the Paris Agreement
   Ecological Economics, 2020, 170, (C) View citations (94)

2019

6. Efficiency of online football betting markets
   International Journal of Forecasting, 2019, 35, (2), 712-721 View citations (41)

2018

7. Co†integration Rank Determination in Partial Systems Using Information Criteria
   Oxford Bulletin of Economics and Statistics, 2018, 80, (1), 65-89 View citations (3)
8. DETERMINING THE COINTEGRATION RANK IN HETEROSKEDASTIC VAR MODELS OF UNKNOWN ORDER
   Econometric Theory, 2018, 34, (2), 349-382 View citations (9)
   See also Working Paper Determining the Cointegration Rank in Heteroskedastic VAR Models of Unknown Order, Essex Finance Centre Working Papers (2016) View citations (3) (2016)

2017

9. A Markov-switching regression model with non-Gaussian innovations: estimation and testing
   Studies in Nonlinear Dynamics & Econometrics, 2017, 21, (2), 22
10. PARX model for football match predictions
    Journal of Forecasting, 2017, 36, (7), 795-807 View citations (11)
    See also Working Paper PARX model for football matches predictions, Quaderni di Dipartimento (2016) View citations (1) (2016)

2015

11. A Comparison of Sequential and Information-based Methods for Determining the Co-integration Rank in Heteroskedastic VAR Models
    Oxford Bulletin of Economics and Statistics, 2015, 77, (1), 106-128 View citations (7)
    See also Working Paper A comparison of sequential and information-based methods for determining the co-integration rank in heteroskedastic VAR models, Quaderni di Dipartimento (2013) (2013)
12. A Dynamic Latent Model for Poverty Measurement
    Communications in Statistics - Theory and Methods, 2015, 44, (23), 5037-5048
13. Disequilibria and Contagion in Financial Markets: Evidence from a New Test
    Journal of Applied Economics, 2015, 18, (2), 247-265 View citations (3)
    Also in Journal of Applied Economics, 2015, 18, 247-266 (2015) View citations (3)

2014

14. Mining categorical sequences from data using a hybrid clustering method
    European Journal of Operational Research, 2014, 234, (3), 720-730 View citations (4)

2013

15. A dynamic analysis of stock markets using a hidden Markov model
    Journal of Applied Statistics, 2013, 40, (8), 1682-1700 View citations (13)
16. Latent class models for financial data analysis: some statistical developments
    Statistical Methods & Applications, 2013, 22, (2), 227-242 View citations (1)

2012

17. A statistical procedure for testing financial contagion
    Statistica, 2012, 72, (1), 37-61 View citations (1)

2008

18. THE MULTIDIMENSIONAL MEASUREMENT OF POVERTY: A FUZZY SET APPROACH
    Statistica, 2008, 68, (3), 303-319 View citations (12)