Luca Barbaglia
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Luca |
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Barbaglia |
Identifer
Contact
Affiliations
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European Commission
/ Joint Research Centre
Research profile
author of:
- 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 (2024)
by Luca Barbaglia & Serena Fatica & Caterina Rho
(ReDIF-paper, anc:wmofir:186) - Commodity Dynamics: A Sparse Multi-class Approach
Papers, arXiv.org (2016)
by Luca Barbaglia & Ines Wilms & Christophe Croux
(ReDIF-paper, arx:papers:1604.01224) - Volatility Spillovers and Heavy Tails: A Large t-Vector AutoRegressive Approach
Papers, arXiv.org (2017)
by Luca Barbaglia & Christophe Croux & Ines Wilms
(ReDIF-paper, arx:papers:1708.02073) - Detecting Anti-dumping Circumvention: A Network Approach
Papers, arXiv.org (2022)
by Luca Barbaglia & Christophe Croux & Ines Wilms
(ReDIF-paper, arx:papers:2207.05394) - Nowcasting economic activity in European regions using a mixed-frequency dynamic factor model
Papers, arXiv.org (2024)
by Luca Barbaglia & Lorenzo Frattarolo & Niko Hauzenberger & Dominik Hirschbuehl & Florian Huber & Luca Onorante & Michael Pfarrhofer & Luca Tiozzo Pezzoli
(ReDIF-paper, arx:papers:2401.10054) - Multiclass vector auto‐regressive models for multistore sales data
Journal of the Royal Statistical Society Series C, Royal Statistical Society (2018)
by Ines Wilms & Luca Barbaglia & Christophe Croux
(ReDIF-article, bla:jorssc:v:67:y:2018:i:2:p:435-452) - Commodity dynamics: A sparse multi-class approach
Energy Economics, Elsevier (2016)
by Barbaglia, Luca & Wilms, Ines & Croux, Christophe
(ReDIF-article, eee:eneeco:v:60:y:2016:i:c:p:62-72) - Volatility spillovers in commodity markets: A large t-vector autoregressive approach
Energy Economics, Elsevier (2020)
by Barbaglia, Luca & Croux, Christophe & Wilms, Ines
(ReDIF-article, eee:eneeco:v:85:y:2020:i:c:s0140988319303500) - Testing big data in a big crisis: Nowcasting under Covid-19
International Journal of Forecasting, Elsevier (2023)
by Barbaglia, Luca & Frattarolo, Lorenzo & Onorante, Luca & Pericoli, Filippo Maria & Ratto, Marco & Tiozzo Pezzoli, Luca
(ReDIF-article, eee:intfor:v:39:y:2023:i:4:p:1548-1563) - Commodity dynamics: a sparse multi-class approach
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)
by Luca Barbaglia & Ines Wilms & Christophe Croux
(ReDIF-paper, ete:kbiper:538113) - 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 (2016)
by Ines Wilms & Luca Barbaglia & Christophe Croux
(ReDIF-paper, ete:kbiper:540947) - Volatility spillovers and heavy tails: a large t-Vector AutoRegressive approach
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)
by Luca Barbaglia & Christophe Croux & Ines Wilms
(ReDIF-paper, ete:kbiper:590528) - Testing big data in a big crisis: Nowcasting under COVID-19
Working Papers, Joint Research Centre, European Commission (2022)
by Barbaglia, Luca & Frattarolo, Lorenzo & Onorante, Luca & Pericoli, Filippo Maria & Ratto, Marco & Tiozzo Pezzoli, Luca
(ReDIF-paper, jrs:wpaper:202206) - Flooded credit markets: physical climate risk and small business lending
Working Papers, Joint Research Centre, European Commission (2023)
by Barbaglia, Luca & Fatica, Serena & Rho, Caterina
(ReDIF-paper, jrs:wpaper:202314) - Forecasting Loan Default in Europe with Machine Learning
Journal of Financial Econometrics, Oxford University Press (2023)
by Luca Barbaglia & Sebastiano Manzan & Elisa Tosetti
(ReDIF-article, oup:jfinec:v:21:y:2023:i:2:p:569-596.) - Forecasting with Economic News
Journal of Business & Economic Statistics, Taylor & Francis Journals (2023)
by Luca Barbaglia & Sergio Consoli & Sebastiano Manzan
(ReDIF-article, taf:jnlbes:v:41:y:2023:i:3:p:708-719) - Forecasting GDP in Europe with textual data
Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2024)
by Luca Barbaglia & Sergio Consoli & Sebastiano Manzan
(ReDIF-article, wly:japmet:v:39:y:2024:i:2:p:338-355)