Luca De Angelis
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View article: Betting on momentum in contests
Betting on momentum in contests Open
With unprecedented access to volumes and prices of state‐contingent claims by a major bookmaker, second‐by‐second in‐play football betting markets, we study what happens after major breaking news. We focus on what might look like a shift i…
View article: Shocking concerns: public perception about climate change and the macroeconomy
Shocking concerns: public perception about climate change and the macroeconomy Open
Public perceptions of climate change arguably contribute to shaping private adaptation and support for policy intervention. In this paper, we propose a novel Climate Concern Index (CCI), based on disaggregated web-search volumes related to…
View article: From Climate Chat to Climate Shock: Non‐Linear Impacts of Transition Risk in Energy <scp>CDS</scp> Markets
From Climate Chat to Climate Shock: Non‐Linear Impacts of Transition Risk in Energy <span>CDS</span> Markets Open
It is still unclear to what extent transition risks are being internalized by financial investors. In this paper, we provide a novel investigation of the impact of media‐based measures of transition risks on the credit risk of energy compa…
View article: Monte Carlo meets Wimbledon: Elo-based simulations for predicting tennis tournament winners
Monte Carlo meets Wimbledon: Elo-based simulations for predicting tennis tournament winners Open
View article: Perspectives on AI use in medicine: views of the Italian Society of Artificial Intelligence in Medicine
Perspectives on AI use in medicine: views of the Italian Society of Artificial Intelligence in Medicine Open
The first annual meeting of the Italian Society for Artificial Intelligence in Medicine (Società Italiana Intelligenza Artificiale in Medicina, SIIAM) on December 7, 2023, marked a significant milestone in integrating artificial intelligen…
View article: Greenness Confusion and the Greenium
Greenness Confusion and the Greenium Open
View article: Look Up and Ahead: How Climate Scenarios Affect European Sovereign Risk
Look Up and Ahead: How Climate Scenarios Affect European Sovereign Risk Open
View article: From Climate Chat to Climate Shock: Non-Linear Impacts of Transition Risk in Energy CDS Markets
From Climate Chat to Climate Shock: Non-Linear Impacts of Transition Risk in Energy CDS Markets Open
View article: Review of: "Variable selection in generalized extreme value regression model using Bootstrap method"
Review of: "Variable selection in generalized extreme value regression model using Bootstrap method" Open
Potential competing interests: No potential competing interests to declare.The paper deals with model selection in Generalized Extreme Value regression models as proposed by Calabrese and Osmetti (2013).The Authors identify the bootstrap a…
View article: Automated surveillance system for surgical site infections from hospital discharge letters
Automated surveillance system for surgical site infections from hospital discharge letters Open
Background The surgical site infection (SSI) occurs in the part of the body where the surgery took place within 30 days. In Europe, 1-10% of surgical patients develop a SSI. Clinical reporting can play an important role in identifying SSIs…
View article: Artificial Intelligence Chatbots for medical training in Public Health: a tool to explore
Artificial Intelligence Chatbots for medical training in Public Health: a tool to explore Open
Background Artificial intelligence (AI) is a rapidly developing field with the potential to transform various aspects of healthcare and public health including medical training. During the ‘Hygiene and Public Health’ course for fifth-year …
View article: Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models
Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models Open
Standard methods, such as sequential procedures based on Johansen’s (pseudo-)likelihood ratio (PLR) test, for determining the co-integration rank of a vector autoregressive (VAR) system of variables integrated of order one can be significa…
View article: From Climate Chat to Climate Shock: Non-Linear Impacts of Transition Risk in Energy CDS Markets
From Climate Chat to Climate Shock: Non-Linear Impacts of Transition Risk in Energy CDS Markets Open
View article: 'I'm Stranded': Transition Risk Information in CDS and Options
'I'm Stranded': Transition Risk Information in CDS and Options Open
View article: From Climate Chat to Climate Shock: Non-linear Impacts of Transition Risk in Energy CDs Markets
From Climate Chat to Climate Shock: Non-linear Impacts of Transition Risk in Energy CDs Markets Open
View article: Gambling on Momentum
Gambling on Momentum Open
Sports betting markets are proven real-world laboratories to test theories of asset pricing anomalies and risky behaviour. Using a high-frequency dataset provided directly by a major bookmaker, containing the odds and amounts staked throug…
View article: Home advantage and mispricing in indoor sports’ ghost games: the case of European basketball
Home advantage and mispricing in indoor sports’ ghost games: the case of European basketball Open
Several recent studies suggest that the home advantage, that is, the benefit competitors accrue from performing in familiar surroundings, was—at least temporarily—reduced in games played without spectators due to the COVID-19 Pandemic. The…
View article: Time-Varying Poisson Autoregression
Time-Varying Poisson Autoregression Open
In this paper we propose a new time-varying econometric model, called Time-Varying Poisson AutoRegressive with eXogenous covariates (TV-PARX), suited to model and forecast time series of counts. {We show that the score-driven framework is …
View article: Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models
Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models Open
Standard methods, such as sequential procedures based on Johansen's (pseudo-)likelihood ratio (PLR) test, for determining the co-integration rank of a vector autoregressive (VAR) system of variables integrated of order one can be significa…
View article: Informational efficiency and behaviour within in-play prediction markets
Informational efficiency and behaviour within in-play prediction markets Open
View article: Weighted Elo rating for tennis match predictions
Weighted Elo rating for tennis match predictions Open
View article: Chiral three-nucleon force and continuum for dripline nuclei and beyond
Chiral three-nucleon force and continuum for dripline nuclei and beyond Open
View article: Blind to carbon risk? An analysis of stock market reaction to the Paris Agreement
Blind to carbon risk? An analysis of stock market reaction to the Paris Agreement Open
View article: Contribution of chiral three-body forces to the monopole component of the effective shell-model Hamiltonian
Contribution of chiral three-body forces to the monopole component of the effective shell-model Hamiltonian Open
We present a study of the role played by realistic three-body forces in providing a reliable monopole component of the effective shell-model Hamiltonian. To this end, starting from a nuclear potential built up within the chiral perturbatio…
View article: Renormalization of the Gamow-Teller operator within the realistic shell model
Renormalization of the Gamow-Teller operator within the realistic shell model Open
In nuclear structure calculations, the choice of a limited model space, due to computational needs, leads to the necessity to renormalize the Hamiltonian as well as any transition operator. Here, we present a study of the renormalization p…
View article: Informational Efficiency and Price Reaction Within In-Play Prediction Markets
Informational Efficiency and Price Reaction Within In-Play Prediction Markets Open
View article: Chiral three-body force and monopole properties of shell-model Hamiltonian
Chiral three-body force and monopole properties of shell-model Hamiltonian Open
So far, the nature of three-nucleon forces (3NFs) derived by the chiral effective field theory has been intensively investigated by various theoretical approaches. In this work, to address the chiral 3NF within the shell-model framework, t…
View article: Realistic shell-model calculations for <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mi>p</mml:mi></mml:math>-shell nuclei including contributions of a chiral three-body force
Realistic shell-model calculations for -shell nuclei including contributions of a chiral three-body force Open
In this study we present an evolution of our derivation of the shell-model effective Hamiltonian, namely introducing effects of three-body contributions. More precisely, we consider a three-body potential at next-to-next-to-leading order i…
View article: Two-neutrino Double-Beta Decay within the Realistic Shell Model
Two-neutrino Double-Beta Decay within the Realistic Shell Model Open
We report on the calculation of double-β decay properties of 130Te and 136Xe within the framework of the realistic shell model. The effective shell-model Hamiltonian and Gamow-Teller transition operator are derived by way of many-body pert…
View article: Are Financial Markets Pricing Carbon Risks After the Paris Agreement? An Assessment of Low-Carbon and Carbon-Intensive Stock Market Indices
Are Financial Markets Pricing Carbon Risks After the Paris Agreement? An Assessment of Low-Carbon and Carbon-Intensive Stock Market Indices Open