Dean Fantazzini : Citation Profile


Are you Dean Fantazzini?

M. V. Lomonosov Moscow State University

8

H index

8

i10 index

203

Citations

RESEARCH PRODUCTION:

34

Articles

21

Papers

RESEARCH ACTIVITY:

   14 years (2006 - 2020). See details.
   Cites by year: 14
   Journals where Dean Fantazzini has often published
   Relations with other researchers
   Recent citing documents: 25.    Total self citations: 28 (12.12 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pfa92
   Updated: 2021-01-16    RAS profile: 2020-12-24    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Dean Fantazzini.

Is cited by:

Fry, John (5)

Calabrese, Raffaella (4)

Havranek, Tomas (4)

Sibbertsen, Philipp (3)

Pele, Daniel Traian (3)

Leschinski, Christian (3)

Demos, Guilherme (3)

Zimmermann, Klaus (3)

Shi, Shuping (2)

BISIÈRE, Christophe (2)

Gröger, André (2)

Cites to:

Zhou, Wei-Xing (32)

Phillips, Peter (16)

Patton, Andrew (13)

Hansen, Peter (13)

Askitas, Nikos (13)

Zimmermann, Klaus (12)

Granger, Clive (11)

Lunde, Asger (10)

Engle, Robert (10)

Caporin, Massimiliano (9)

Yu, Jun (9)

Main data


Where Dean Fantazzini has published?


Journals with more than one article published# docs
Applied Econometrics15
Energy Policy2
Computational Statistics & Data Analysis2
Economics Bulletin2

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany15
DEM Working Papers Series / University of Pavia, Department of Economics and Management2
Computing in Economics and Finance 2006 / Society for Computational Economics2
Quaderni di Dipartimento / University of Pavia, Department of Economics and Quantitative Methods2

Recent works citing Dean Fantazzini (2021 and 2020)


YearTitle of citing document
2020An approach to the use of cryptocurrencies in Romania using data mining technique. (2020). Nica, Ionu ; Chiri, Nora. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxvii:y:2020:i:1(622):p:5-20.

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2020Cryptocurrency Trading: A Comprehensive Survey. (2020). Wu, Fan ; Martinez-Regoband, David ; Li, Lingbo ; Kanthan, Leslie ; Kong, Hoiliong ; Basios, Michail ; Ventre, Carmine ; Fang, Fan. In: Papers. RePEc:arx:papers:2003.11352.

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2020Re-evaluating cryptocurrencies contribution to portfolio diversification -- A portfolio analysis with special focus on German investors. (2020). Hoffmann, Ingo ; Schmitz, Tim. In: Papers. RePEc:arx:papers:2006.06237.

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2020Equilibrium Bitcoin Pricing. (2020). Menkveld, Albert J ; Casamatta, Catherine ; Bouvard, Matthieu ; Bisiere, Christophe ; Biais, Bruno. In: EconPol Working Paper. RePEc:ces:econwp:_48.

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2020Exploring the Compensation Plans Under International Laws from Offshore Oil Facilities and Relationship between Oil Production, Trade and Carbon Emission: An Evidence from Global Economy. (2020). Saboohi, Misbah. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-03-33.

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2020Electromagnetic energy harvesting using magnetic levitation architectures: A review. (2020). Jorge, ; Rodrigues, Andre ; Soares, Marco P ; Carneiro, Pedro ; Kholkin, Andrei L ; Marques, Torres A ; Jose , . In: Applied Energy. RePEc:eee:appene:v:260:y:2020:i:c:s0306261919318781.

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2020Searching for a better life: Predicting international migration with online search keywords. (2020). Stöhr, Tobias ; Gröger, André ; Stohr, Tobias ; Groger, Andre ; Bohme, Marcus H. In: Journal of Development Economics. RePEc:eee:deveco:v:142:y:2020:i:c:s0304387819304900.

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2020The shift in global crude oil market structure: A model-based analysis of the period 2013–2017. (2020). Berk, Istemi ; Am, Eren. In: Energy Policy. RePEc:eee:enepol:v:142:y:2020:i:c:s0301421520302391.

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2020Techno-economic analysis of ultra-supercritical power plants using air- and oxy-combustion circulating fluidized bed with and without CO2 capture. (2020). Mun, Tae-Young ; Song, Daesung ; Lim, Young-Il ; Vu, Thang Toan ; Park, Young Cheol ; Lee, Jae-Goo ; Hwang, Yoon-Tae ; Sun, Dowon ; Moon, Ji-Hong. In: Energy. RePEc:eee:energy:v:194:y:2020:i:c:s0360544219325502.

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2020Can government stabilize the housing market? The evidence from South Korea. (2020). Ahn, Kwangwon ; Song, Yena ; Jang, Hanwool. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:550:y:2020:i:c:s037843711932271x.

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2020Detection of Chinese stock market bubbles with LPPLS confidence indicator. (2020). Zhu, Wei ; Shu, Min. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:557:y:2020:i:c:s0378437120304611.

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2020Critical review of competitiveness indicators for energy projects. (2020). Ioannou, Anastasia ; Colla, Martin ; Falcone, Gioia. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:125:y:2020:i:c:s1364032120300903.

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2020Biofuels policy in Colombia: A reconfiguration to the sugar and palm sectors?. (2020). Vasco Correa, Carlos ; Palacio-Ciro, Santiago ; Vasco-Correa, Carlos Andres. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:134:y:2020:i:c:s1364032120306043.

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2020Short- and medium-term car registration forecasting based on selected macro and socio-economic indicators in European countries. (2020). Dehning, Bruce ; Le, Bach Tuan ; Pavelkova, Drahomira ; Ngo, Vu Minh ; Homolka, Lubor. In: Research in Transportation Economics. RePEc:eee:retrec:v:80:y:2020:i:c:s0739885919302641.

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2020The fair value of a token: How do markets price cryptocurrencies?. (2020). Guo, Yike ; Nadler, Philip. In: Research in International Business and Finance. RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531919300601.

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2020Where Should We Go? Internet Searches and Tourist Arrivals. (2020). . In: IMF Working Papers. RePEc:imf:imfwpa:20/22.

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2020Volatility and asymmetric dependence in Central and East European stock markets. (2020). Vo, Thi Thuy Anh ; Mollah, Sabur ; Mobarek, Asma ; Joseph, Nathan Lael. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:55:y:2020:i:4:d:10.1007_s11156-020-00874-0.

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2020Periodic autoregressive conditional duration. (2020). Dimitrakopoulos, Stefanos ; Almohaimeed, Bader ; Aknouche, Abdelhakim. In: MPRA Paper. RePEc:pra:mprapa:101696.

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2020Gold as a Financial Instrument. (2020). Gomis-Porqueras, Pedro ; Tan, David ; Shi, Shuping. In: MPRA Paper. RePEc:pra:mprapa:102782.

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2020Modelling tail dependencies between Russian and foreign stock markets: Application for market risk valuation. (2020). Lapshin, Victor ; Makushkin, Mikhail. In: Applied Econometrics. RePEc:ris:apltrx:0386.

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2020Revealing the mood of economic agents based on search queries. (2020). Trunin, Pavel ; Petrova, Diana. In: Applied Econometrics. RePEc:ris:apltrx:0400.

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2020Improving the Bass model’s predictive power through online reviews, search traffic and macroeconomic data. (2020). Fan, Ling-Wei ; Tian, Yu-Xin ; Zhang, Chuan. In: Annals of Operations Research. RePEc:spr:annopr:v:295:y:2020:i:2:d:10.1007_s10479-020-03716-3.

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2020Spillover and quantile linkage between oil price shocks and stock returns: new evidence from G7 countries. (2020). Mo, Bin ; Tian, Gengyu ; Jiang, Yonghong. In: Financial Innovation. RePEc:spr:fininn:v:6:y:2020:i:1:d:10.1186_s40854-020-00208-y.

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2020Can online search data improve the forecast accuracy of pork price in China?. (2020). Ling, Liwen ; Mugera, Amin W ; Chen, Shanying ; Zhang, Dabin. In: Journal of Forecasting. RePEc:wly:jforec:v:39:y:2020:i:4:p:671-686.

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2020Cryptocurrency volatility forecasting: A Markov regime?switching MIDAS approach. (2020). M. I. M. Wahab, ; Ma, Yuanhui ; Liang, Chao. In: Journal of Forecasting. RePEc:wly:jforec:v:39:y:2020:i:8:p:1277-1290.

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Works by Dean Fantazzini:


YearTitleTypeCited
2019Forecasting Realized Volatility of Russian stocks using Google Trends and Implied Volatility In: Russian Journal of Industrial Economics.
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2019Forecasting Realized Volatility of Russian stocks using Google Trends and Implied Volatility.(2019) In: MPRA Paper.
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2010Modelling and forecasting the global financial crisis: Initial findings using heterosckedastic log-periodic models In: Economics Bulletin.
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article1
2011Forecasting the Global Financial Crisis in the Years 2009-2010: Ex-post Analysis In: Economics Bulletin.
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article0
2009The effects of misspecified marginals and copulas on computing the value at risk: A Monte Carlo study In: Computational Statistics & Data Analysis.
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article17
2010Three-stage semi-parametric estimation of T-copulas: Asymptotics, finite-sample properties and computational aspects In: Computational Statistics & Data Analysis.
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article4
2011Global oil risks in the early 21st century In: Energy Policy.
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article10
2011Global oil risks in the early 21st century.(2011) In: MPRA Paper.
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This paper has another version. Agregated cites: 10
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2016The oil price crash in 2014/15: Was there a (negative) financial bubble? In: Energy Policy.
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2016The Oil Price Crash in 2014/15: Was There a (Negative) Financial Bubble?.(2016) In: MPRA Paper.
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This paper has another version. Agregated cites: 21
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2015Forecasting German car sales using Google data and multivariate models In: International Journal of Production Economics.
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article11
2015Forecasting German Car Sales Using Google Data and Multivariate Models.(2015) In: MPRA Paper.
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2014Reviewing electricity production cost assessments In: Renewable and Sustainable Energy Reviews.
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article24
2013Reviewing electricity production cost assessments.(2013) In: MPRA Paper.
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This paper has another version. Agregated cites: 24
paper
2020Does the Hashrate Affect the Bitcoin Price? In: Journal of Risk and Financial Management.
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2020Does the hashrate affect the bitcoin price?.(2020) In: MPRA Paper.
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2014Forecasting the real price of oil using online search data In: International Journal of Computational Economics and Econometrics.
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article8
2008A New Approach for Firm Value and Default Probability Estimation beyond Merton Models In: Computational Economics.
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article2
2015Long Memory and Periodicity in Intraday Volatility In: Journal of Financial Econometrics.
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article16
2012Long memory and Periodicity in Intraday Volatility.(2012) In: DEM Working Papers Series.
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2014Proposed Coal Power Plants and Coal-To-Liquids Plants: Which Ones Survive and Why? In: DEM Working Papers Series.
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2009Small Sample Properties of Copula-GARCH Modelling: A Monte Carlo Study In: Quaderni di Dipartimento.
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2011Small sample properties of copula-GARCH modelling: a Monte Carlo study.(2011) In: Applied Financial Economics.
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2009A Copula-VAR-X Approach for Industrial Production Modelling and Forecasting In: Quaderni di Dipartimento.
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2010A copula-VAR-X approach for industrial production modelling and forecasting.(2010) In: Applied Economics.
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This paper has another version. Agregated cites: 3
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2014Nowcasting and Forecasting the Monthly Food Stamps Data in the US Using Online Search Data In: PLOS ONE.
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article4
2014Nowcasting and Forecasting the Monthly Food Stamps Data in the US using Online Search Data.(2014) In: MPRA Paper.
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This paper has another version. Agregated cites: 4
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2020Short-term forecasting of the COVID-19 pandemic using Google Trends data: Evidence from 158 countries In: MPRA Paper.
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2020Short-term forecasting of the COVID-19 pandemic using Google Trends data: Evidence from 158 countries.(2020) In: Applied Econometrics.
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2020Discussing copulas with Sergey Aivazian: a memoir In: MPRA Paper.
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2013Hydrocarbon liquefaction: viability as a peak oil mitigation strategy In: MPRA Paper.
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2011Everything You Always Wanted to Know about Log Periodic Power Laws for Bubble Modelling but Were Afraid to Ask In: MPRA Paper.
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2013Everything you always wanted to know about log-periodic power laws for bubble modeling but were afraid to ask.(2013) In: The European Journal of Finance.
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2014Editorial for the Special Issue on Computational Methods for Russian Economic and Financial Modelling In: MPRA Paper.
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2016Everything you always wanted to know about bitcoin modelling but were afraid to ask In: MPRA Paper.
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2016Everything you always wanted to know about bitcoin modelling but were afraid to ask. I.(2016) In: Applied Econometrics.
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2019A multivariate approach for the simultaneous modelling of market risk and credit risk for cryptocurrencies In: MPRA Paper.
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2020A multivariate approach for the simultaneous modelling of market risk and credit risk for cryptocurrencies.(2020) In: Economia e Politica Industriale: Journal of Industrial and Business Economics.
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This paper has another version. Agregated cites: 3
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2019The importance of being informed: forecasting market risk measures for the Russian RTS index future using online data and implied volatility over two decades In: MPRA Paper.
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2019The importance of being informed: forecasting market risk measures for the Russian RTS index future using online data and implied volatility over two decades.(2019) In: Applied Econometrics.
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This paper has another version. Agregated cites: 1
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2008An Econometric Analysis of Financial Data in Risk Management In: Applied Econometrics.
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2009Econometric Analysis of Financial Data in Risk Management.(2009) In: Applied Econometrics.
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2008Econometric Analysis of Financial Data in Risk Management (continuation). Section III: Managing Operational Risk In: Applied Econometrics.
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2008Credit Risk Management In: Applied Econometrics.
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2009Credit Risk Management (Cont.) In: Applied Econometrics.
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article3
2011Analysis of multidimensional probability distributions with copula functions In: Applied Econometrics.
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2011Analysis of multidimensional probability distributions with copula functions. II.(2011) In: Applied Econometrics.
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2011Analysis of multidimensional probability distributions with copula functions. III In: Applied Econometrics.
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2009Economic Factors in a Model of Voting: The Case of The Netherlands, Great Britain, and Israel In: Applied Econometrics.
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2012Credit default swaps and CDS-bond basis with Russian companies: a review and an analysis of the effects of the short selling ban during the second great contraction In: Applied Econometrics.
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2017Everything you always wanted to know about bitcoin modelling but were afraid to ask. Part 2 In: Applied Econometrics.
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2018Big Data for computing social well-being indices of the Russian population In: Applied Econometrics.
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2009Enhanced credit default models for heterogeneous SME segments In: Journal of Financial Transformation.
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2006A Unified Copula Framework for VaR forecasting In: Computing in Economics and Finance 2006.
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2006A new framework for firm value using copulas In: Computing in Economics and Finance 2006.
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