| Testing big data in a big crisis: Nowcasting under COVID-19 L Barbaglia, L Frattarolo, L Onorante, FM Pericoli, M Ratto, LT Pezzoli International Journal of Forecasting 39 (4), 1548-1563, 2023 | 42 | 2023 |
| Emotions in macroeconomic news and their impact on the european bond market S Consoli, LT Pezzoli, E Tosetti Journal of International Money and Finance 118, 102472, 2021 | 32 | 2021 |
| Data science technologies in economics and finance: A gentle walk-in L Barbaglia, S Consoli, S Manzan, D Reforgiato Recupero, M Saisana, ... Data science for economics and finance: Methodologies and applications, 1-17, 2021 | 30 | 2021 |
| Sentiment analysis of economic text: A lexicon‐based approach L Barbaglia, S Consoli, S Manzan, L Tiozzo Pezzoli, E Tosetti Economic Inquiry 63 (1), 125-143, 2025 | 12 | 2025 |
| The unexpected influencer: Pope Francis and European perceptions of the recent refugee crisis C Deiana, G Mazzarella, EC Meroni, L Tiozzo Pezzoli Oxford Economic Papers 75 (1), 75-95, 2023 | 9 | 2023 |
| Neural forecasting of the Italian sovereign bond market with economic news S Consoli, L Tiozzo Pezzoli, E Tosetti Journal of the Royal Statistical Society Series A: Statistics in Society 185 …, 2022 | 9 | 2022 |
| Using the GDELT dataset to analyse the Italian sovereign bond market S Consoli, LT Pezzoli, E Tosetti Machine Learning, Optimization, and Data Science: 6th International …, 2020 | 9 | 2020 |
| Seismonomics: Listening to the heartbeat of the economy L Tiozzo Pezzoli, E Tosetti Journal of the Royal Statistical Society: Series A (Statistics in Society …, 2022 | 7 | 2022 |
| Information extraction from the GDELT database to analyse EU sovereign bond markets S Consoli, L Tiozzo Pezzoli, E Tosetti Mining Data for Financial Applications: 5th ECML PKDD Workshop, MIDAS 2020 …, 2021 | 3 | 2021 |
| International yield curves and principal components selection techniques: An empirical assessment F Pegoraro, AF Siegel, L Pezzoli Banque de France Working Paper, 2014 | 3 | 2014 |
| Nowcasting economic activity in European regions using a mixed-frequency dynamic factor model L Barbaglia, L Frattarolo, N Hauzenberger, D Hirschbuehl, F Huber, ... arXiv preprint arXiv:2401.10054, 2024 | 1 | 2024 |
| Report on the 2021 Big Data and Economic Forecasting workshop L Barbaglia, S Consoli, S Manzan, L TiozzoPezzoli, E Tosetti Publications Office of the European Union, 2021 | 1 | 2021 |
| Big data financial sentiment analysis in the European bond markets L Tiozzo Pezzoli, S Consoli, E Tosetti Mining Data for Financial Applications: 4th ECML PKDD Workshop, MIDAS 2019 …, 2020 | 1 | 2020 |
| Specification Analysis of International Treasury Yield Curve Factors F Pegoraro, AF Siegel, L Pezzoli Banque de France Working Paper, 2014 | 1 | 2014 |
| Specification analysis of interest rates factors: an international perspective LT Pezzoli Université Paris Dauphine-Paris IX, 2013 | 1 | 2013 |
| Interpretable Bayesian machine learning for assessing the effects of climate news shocks on firm-level returns L Barbaglia, L Frattarolo, N Hauzenberger, D Hirschbühl, F Huber, ... Available at SSRN 5133162, 2025 | | 2025 |
| Exploring the Economic Effects of COVID-19 in the United States through the Seismograph LT Pezzoli, E Tosetti The Economics of COVID-19, 85-93, 2022 | | 2022 |
| CAS: centre for advanced studies M Craglia, E Gomez, J Glovicko, M Manzan, H Scholten, L Barbaglia, ... European Commission, 2020 | | 2020 |
| Centre for Advanced Studies–CAS M Craglia, E Gómez Gutiérrez, J Glovičko, S Manzan, V Charisi, I Calzada, ... European Commission, DG Joint Research Centre, 2020 | | 2020 |
| Economic Relevance of Hidden Factors in International Bond Risk Premia L Tiozzo Pezzoli Economics Papers from University Paris Dauphine, 2014 | | 2014 |
