Concepedia

Luca Gambarelli

LG

Statistics

Publications

6

Citations

136

H-Index

6

Active since

2018

Affiliations

University of Modena and Reggio Emilia(Current)

Ghent University

Temple University

Luca Gambarelli is an author at University of Modena and Reggio Emilia specializing in asset pricing, finance, and business.

Top concepts

FinanceBusinessAsset PricingEmpirical FinanceFinancial EconomicsVolatility ModelingEconomicsManagementStatisticsAccounting

Publications per year

2018–2025

6

Publications

6

Hedging effectiveness of cryptocurrencies in the European stock market

Luca Gambarelli, Gianluca Marchi, Silvia Muzzioli · Journal of International Financial Markets Institutions and Money · 2023 · 38 citations · Full text

Empirical Finance, European Stock Market, Cryptocurrency +18

The skewness index: uncovering the relationship with volatility and market returns

Elyas Elyasiani, Luca Gambarelli, Silvia Muzzioli · Applied Economics · 2021 · 32 citations · Full text

Empirical Finance, Market Returns, Volatility Modeling +11

Moment risk premia and the cross-section of stock returns in the European stock market

Elyas Elyasiani, Luca Gambarelli, Silvia Muzzioli · Journal of Banking & Finance · 2019 · 31 citations · Full text

Empirical Finance, Volatility Modeling, European Stock Market +10

Political elections and market reactions: The ‘Trump effect’ on green stocks

Simona Cosma, Stefano Cosma, Luca Gambarelli et al. · Economics Letters · 2025 · 14 citations · Full text

Indices for Financial Market Volatility Obtained Through Fuzzy Regression

Silvia Muzzioli, Luca Gambarelli, Bernard De Baets · International Journal of Information Technology & Decision Making · 2018 · 11 citations · Full text

Volatility Modeling, Fuzzy Logic, Option Pricing +15

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