Publications | Luca Barbaglia

Barbaglia, Consoli, Manzan (2023). Forecasting GDP in Europe with Textual Data. Journal of Applied Econometrics.

Barbaglia, Consoli, Manzan (2023). Forecasting with Economic News. Journal of Business and Economic Statistics.

Barbaglia, Frattarolo, Onorante, Pericoli, Ratto, Tiozzo Pezzoli (2022). Testing Big Data in a Big Crisis: Nowcasting under COVID-19. International Journal of Forecasting.

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Barbaglia, Croux, Wilms (2022). Detecting Anti-dumping Circumvention: A Network Approach. working paper SSRN 4160612.

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Barbaglia, Consoli, Manzan, Tiozzo Pezzoli, Tosetti (2022). Sentiment Analysis of Economic Text: A Lexicon-based Approach. working paper SSRN 4106936.

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Consoli, Barbaglia, Manzan (2022). Fine-Grained, Aspect-Based Sentiment Analysis on Economic and Financial Lexicon. forthcoming in Knowledge-Based Systems.

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Barbaglia, Manzan, Tosetti (2021). Forecasting Loan Default in Europe with Machine Learning. Journal of Financial Econometrics.

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Consoli, Barbaglia, Manzan (2021). Exploring the Predictive Power of News and Neural Machine Learning Models for Economic Forecasting. In: Bitetta V., Bordino I., Ferretti A., Gullo F., Pascolutti S., Ponti G. (eds) Mining Data for Financial Applications. MIDAS 2020. Lecture Notes in Computer Science, vol 12591. Springer..

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Barbaglia, Manzan, Tosetti (2020). Household Debt and Economic Growth in Europe. in SSRN.

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Barbaglia, Consoli, Manzan (2020). Monitoring the Business Cycle with Fine-Grained, Aspect-Based Sentiment Extraction from News. In: Bitetta V., Bordino I., Ferretti A., Gullo F., Pascolutti S., Ponti G. (eds) Mining Data for Financial Applications. MIDAS 2019. Lecture Notes in Computer Science, vol 11985. Springer..

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Barbaglia, Croux, Wilms (2020). Volatility spillovers in commodity markets: A large t-vector autoregressive approach. In Energy Economics.

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Wilms, Barbaglia, Croux (2018). Multi-class vector autoregressive models for multi-store sales data. In Journal of the Royal Statistical Society, C.

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Barbaglia, Wilms, Croux (2016). Commodity dynamics: A sparse multi-class approach. In Energy Economics.

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