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lucabarbaglia's Projects

figasr icon figasr

Lexicon-based Sentiment Analysis for Economic and Financial Applications in R

multihorizonspa icon multihorizonspa

Multi Horizon Superior Predictive Ability (SPA) test proposed by Quaedvlieg (2021)

t-var icon t-var

Large t-Vector AutoRegressive models with volatility spillovers and networks. Code of the paper Barbaglia, Croux, Wilms (2020) "Volatility Spillovers in Commodity Markets: A Large t-Vector AutoRegressive Approach", Energy Economics.

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