We collect data at all frequencies for the new sources classified as unknown active galactic nuclei (AGNs) in the latest Burst Alert Telescope all-sky hard X-ray catalog. Focusing on the 36 sources with measured redshift, we compute their spectral energy distribution (SED) from radio to {gamma}-rays with the aim to classify these objects. We apply emission models that attempt to reproduce the obtained SEDs, including: (i) a standard thin accretion disk together with an obscuring torus and a X-ray corona; (ii) a two temperature thick advection-dominated flow; (iii) an obscured AGN model, accounting for absorption along the line of sight at kiloelectronvolt energies and in the optical band; and (iv) a phenomenological model to describe the jet emission in blazar-like objects. We integrate the models with the SWIRE template libraries to account for the emission of the host galaxy. For every source we found a good agreement between data and our model. Considering that the sources were selected in the hard X-ray band, which is rather unaffected by absorption, we expected and found a large fraction of absorbed radio-quiet AGNs (31 out of 36) and some additional rare radio-loud sources (5 out of 36), since the jet emission in hard X-rays is important for aligned jets owing to the boost produced by the beaming effect. With our work we can confirm the hypothesis that a number of galaxies, whose optical spectra lack AGN emission features, host an obscured active nucleus. The approach we used proved to be efficient in rapidly identifying objects, which commonly used methods were not able to classify.