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Luca De Angelis

University of Bologna (from arXiv:2606.07811, 2026) · ORCID · OpenAlex

23 papers in scope · 20 published · 4 on the econ.EM arXiv · 698 citations · h-index 10 (over the papers listed here)

Related authors

The 20 authors closest to this one in our weighted citation graph, most related first.

  1. Chaohua Dong
  2. Giovanni Angelini
  3. Luca Fanelli
  4. Giuseppe Cavaliere
  5. Jiti Gao
  6. Oliver Linton
  7. Bin Peng
  8. Niccolò Zaccaria
  9. Marco Mazzali
  10. Sascha A. Keweloh
  11. Luca M. Neri
  12. Bertille Antoine
  13. Mathias Klein
  14. Paolo Neri
  15. Marco M. Sorge
  16. Frédérique Fève
  17. Iliyan Georgiev
  18. Maria Elena Bontempi
  19. Otilia Boldea
  20. Enzo D’Innocenzo

Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md.

Papers

(4 of 23)

When Do Markets Fully Process Public Information? Evidence from Real-Time Prediction Markets
working paper2026 · arXiv
with Giovanni Angelini
Paper profile arXiv arXiv:2606.07811
Betting on momentum in contests
published2025 · Economic Inquiry · 2 citations
with Marius Ötting, Christian Deutscher, Carl Singleton
Economic Inquiry
Shocking concerns: public perception about climate change and the macroeconomy
working paper2025 · arXiv · 1 citations
with Giovanni Angelini, Maria Elena Bontempi, Paolo Neri, Marco M. Sorge
Paper profile arXiv arXiv:2505.04669
From Climate Chat to Climate Shock: Non‐Linear Impacts of Transition Risk in Energy CDS Markets
published2025 · Environmetrics · 2 citations · first circulated 2023
with Emanuele Campiglio, Paolo Neri, Ginevra Scalisi
Environmetrics
Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models
published2023 · Econometric Reviews · 4 citations · first circulated 2022
with H. Peter Boswijk, Giuseppe Cavaliere, Robert Taylor
Paper profile Econometric Reviews arXiv:2202.02532
Home advantage and mispricing in indoor sports’ ghost games: the case of European basketball
published2022 · Annals of Operations Research · 14 citations
with J. James Reade
Annals of Operations Research
Time-Varying Poisson Autoregression
working paper2022 · arXiv
with Giovanni Angelini, Giuseppe Cavaliere, Enzo D’Innocenzo
Paper profile arXiv arXiv:2207.11003
Informational efficiency and behaviour within in-play prediction markets
published2021 · International Journal of Forecasting · 23 citations · first circulated 2019
with Giovanni Angelini, Carl Singleton
International Journal of Forecasting
Weighted Elo rating for tennis match predictions
published2021 · European Journal of Operational Research · 37 citations
with Giovanni Angelini, Vincenzo Candila
European Journal of Operational Research
Blind to carbon risk? An analysis of stock market reaction to the Paris Agreement
published2020 · Ecological Economics · 352 citations
with Irene Monasterolo
Ecological Economics
Efficiency of online football betting markets
published2018 · International Journal of Forecasting · 79 citations · first circulated 2017
with Giovanni Angelini
International Journal of Forecasting
Co‐integration Rank Determination in Partial Systems Using Information Criteria
published2017 · Oxford Bulletin of Economics and Statistics · 3 citations
with Giuseppe Cavaliere, Luca Fanelli
Oxford Bulletin of Economics and Statistics
PARX model for football match predictions
published2017 · Journal of Forecasting · 48 citations · first circulated 2016
with Giovanni Angelini
Journal of Forecasting
A Markov-switching regression model with non-Gaussian innovations: estimation and testing
published2017 · Studies in Nonlinear Dynamics and Econometrics · 2 citations
with Cinzia Viroli
Studies in Nonlinear Dynamics and Econometrics
DETERMINING THE COINTEGRATION RANK IN HETEROSKEDASTIC VAR MODELS OF UNKNOWN ORDER
published2016 · Econometric Theory · 24 citations
with Giuseppe Cavaliere, Anders Rahbek, Robert Taylor
Econometric Theory
Disequilibria and Contagion in Financial Markets: Evidence from a New Test
published2015 · Journal of Applied Economics · 6 citations
with Attilio Gardini
Journal of Applied Economics
A Dynamic Latent Model for Poverty Measurement
published2015 · Communication in Statistics-Theory and Methods · 4 citations
with Michele Costa
Communication in Statistics-Theory and Methods
A Comparison of Sequential and Information‐based Methods for Determining the Co‐integration Rank in Heteroskedastic VAR Models
published2015 · Oxford Bulletin of Economics and Statistics · 14 citations · first circulated 2014
with Giuseppe Cavaliere, Anders Rahbek, Robert Taylor
Oxford Bulletin of Economics and Statistics
Mining categorical sequences from data using a hybrid clustering method
published2013 · European Journal of Operational Research · 32 citations
with José G. Dias
European Journal of Operational Research
A dynamic analysis of stock markets using a hidden Markov model
published2013 · Journal of Applied Statistics · 40 citations
with Leonard J. Paas
Journal of Applied Statistics
Latent class models for financial data analysis: some statistical developments
published2012 · Statistical Methods & Applications · 8 citations
Statistical Methods & Applications
The dynamics analysis and prediction of stock markets through the latent Markov model
published2009 · research memorandum · 1 citations
with Leonard J. Paas, Vu, Michele Costa
research memorandum
Optimal designs with a single two-level factor and n autocorrelated observations
published1997 · Utilitas Mathematica · 2 citations
with E. Bora-Senta, C. Moyssiadis
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Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.