8
H index
8
i10 index
203
Citations
Dean Fantazzini : Citation Profile
M. V. Lomonosov Moscow State University | RESEARCH PRODUCTION: 34 Articles 21 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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14 years (2006 - 2020). 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:
| Cites to:
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Main data
Where Dean Fantazzini has published?
| Journals with more than one article published | # docs |
|---|---|
| Applied Econometrics | 15 |
| Energy Policy | 2 |
| Computational Statistics & Data Analysis | 2 |
| Economics Bulletin | 2 |
Recent works citing Dean Fantazzini (2021 and 2020)
| Year | Title of citing document |
|---|---|
| 2020 | An 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. Full description at Econpapers || Download paper |
| 2020 | Cryptocurrency 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. Full description at Econpapers || Download paper |
| 2020 | Re-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. Full description at Econpapers || Download paper |
| 2020 | Equilibrium Bitcoin Pricing. (2020). Menkveld, Albert J ; Casamatta, Catherine ; Bouvard, Matthieu ; Bisiere, Christophe ; Biais, Bruno. In: EconPol Working Paper. RePEc:ces:econwp:_48. Full description at Econpapers || Download paper |
| 2020 | Exploring 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. Full description at Econpapers || Download paper |
| 2020 | Electromagnetic 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. Full description at Econpapers || Download paper |
| 2020 | Searching 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. Full description at Econpapers || Download paper |
| 2020 | The 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. Full description at Econpapers || Download paper |
| 2020 | Techno-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. Full description at Econpapers || Download paper |
| 2020 | Can 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. Full description at Econpapers || Download paper |
| 2020 | Detection 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. Full description at Econpapers || Download paper |
| 2020 | Critical 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. Full description at Econpapers || Download paper |
| 2020 | Biofuels 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. Full description at Econpapers || Download paper |
| 2020 | Short- 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. Full description at Econpapers || Download paper |
| 2020 | The 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. Full description at Econpapers || Download paper |
| 2020 | Where Should We Go? Internet Searches and Tourist Arrivals. (2020). . In: IMF Working Papers. RePEc:imf:imfwpa:20/22. Full description at Econpapers || Download paper |
| 2020 | Volatility 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. Full description at Econpapers || Download paper |
| 2020 | Periodic autoregressive conditional duration. (2020). Dimitrakopoulos, Stefanos ; Almohaimeed, Bader ; Aknouche, Abdelhakim. In: MPRA Paper. RePEc:pra:mprapa:101696. Full description at Econpapers || Download paper |
| 2020 | Gold as a Financial Instrument. (2020). Gomis-Porqueras, Pedro ; Tan, David ; Shi, Shuping. In: MPRA Paper. RePEc:pra:mprapa:102782. Full description at Econpapers || Download paper |
| 2020 | Modelling 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. Full description at Econpapers || Download paper |
| 2020 | Revealing the mood of economic agents based on search queries. (2020). Trunin, Pavel ; Petrova, Diana. In: Applied Econometrics. RePEc:ris:apltrx:0400. Full description at Econpapers || Download paper |
| 2020 | Improving 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. Full description at Econpapers || Download paper |
| 2020 | Spillover 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. Full description at Econpapers || Download paper |
| 2020 | Can 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. Full description at Econpapers || Download paper |
| 2020 | Cryptocurrency 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. Full description at Econpapers || Download paper |
Works by Dean Fantazzini:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2019 | Forecasting Realized Volatility of Russian stocks using Google Trends and Implied Volatility In: Russian Journal of Industrial Economics. [Full Text][Citation analysis] | article | 0 |
| 2019 | Forecasting Realized Volatility of Russian stocks using Google Trends and Implied Volatility.(2019) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2010 | Modelling and forecasting the global financial crisis: Initial findings using heterosckedastic log-periodic models In: Economics Bulletin. [Full Text][Citation analysis] | article | 1 |
| 2011 | Forecasting the Global Financial Crisis in the Years 2009-2010: Ex-post Analysis In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
| 2009 | The effects of misspecified marginals and copulas on computing the value at risk: A Monte Carlo study In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 17 |
| 2010 | Three-stage semi-parametric estimation of T-copulas: Asymptotics, finite-sample properties and computational aspects In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 4 |
| 2011 | Global oil risks in the early 21st century In: Energy Policy. [Full Text][Citation analysis] | article | 10 |
| 2011 | Global oil risks in the early 21st century.(2011) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
| 2016 | The oil price crash in 2014/15: Was there a (negative) financial bubble? In: Energy Policy. [Full Text][Citation analysis] | article | 21 |
| 2016 | The Oil Price Crash in 2014/15: Was There a (Negative) Financial Bubble?.(2016) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 21 | paper | |
| 2015 | Forecasting German car sales using Google data and multivariate models In: International Journal of Production Economics. [Full Text][Citation analysis] | article | 11 |
| 2015 | Forecasting German Car Sales Using Google Data and Multivariate Models.(2015) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
| 2014 | Reviewing electricity production cost assessments In: Renewable and Sustainable Energy Reviews. [Full Text][Citation analysis] | article | 24 |
| 2013 | Reviewing electricity production cost assessments.(2013) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 24 | paper | |
| 2020 | Does the Hashrate Affect the Bitcoin Price? In: Journal of Risk and Financial Management. [Full Text][Citation analysis] | article | 0 |
| 2020 | Does the hashrate affect the bitcoin price?.(2020) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2014 | Forecasting the real price of oil using online search data In: International Journal of Computational Economics and Econometrics. [Full Text][Citation analysis] | article | 8 |
| 2008 | A New Approach for Firm Value and Default Probability Estimation beyond Merton Models In: Computational Economics. [Full Text][Citation analysis] | article | 2 |
| 2015 | Long Memory and Periodicity in Intraday Volatility In: Journal of Financial Econometrics. [Full Text][Citation analysis] | article | 16 |
| 2012 | Long memory and Periodicity in Intraday Volatility.(2012) In: DEM Working Papers Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | paper | |
| 2014 | Proposed Coal Power Plants and Coal-To-Liquids Plants: Which Ones Survive and Why? In: DEM Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
| 2009 | Small Sample Properties of Copula-GARCH Modelling: A Monte Carlo Study In: Quaderni di Dipartimento. [Full Text][Citation analysis] | paper | 0 |
| 2011 | Small sample properties of copula-GARCH modelling: a Monte Carlo study.(2011) In: Applied Financial Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2009 | A Copula-VAR-X Approach for Industrial Production Modelling and Forecasting In: Quaderni di Dipartimento. [Full Text][Citation analysis] | paper | 3 |
| 2010 | A copula-VAR-X approach for industrial production modelling and forecasting.(2010) In: Applied Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | article | |
| 2014 | Nowcasting and Forecasting the Monthly Food Stamps Data in the US Using Online Search Data In: PLOS ONE. [Full Text][Citation analysis] | article | 4 |
| 2014 | Nowcasting and Forecasting the Monthly Food Stamps Data in the US using Online Search Data.(2014) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2020 | Short-term forecasting of the COVID-19 pandemic using Google Trends data: Evidence from 158 countries In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Short-term forecasting of the COVID-19 pandemic using Google Trends data: Evidence from 158 countries.(2020) In: Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2020 | Discussing copulas with Sergey Aivazian: a memoir In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2013 | Hydrocarbon liquefaction: viability as a peak oil mitigation strategy In: MPRA Paper. [Full Text][Citation analysis] | paper | 4 |
| 2011 | Everything You Always Wanted to Know about Log Periodic Power Laws for Bubble Modelling but Were Afraid to Ask In: MPRA Paper. [Full Text][Citation analysis] | paper | 24 |
| 2013 | Everything 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. [Full Text][Citation analysis] This paper has another version. Agregated cites: 24 | article | |
| 2014 | Editorial for the Special Issue on Computational Methods for Russian Economic and Financial Modelling In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Everything you always wanted to know about bitcoin modelling but were afraid to ask In: MPRA Paper. [Full Text][Citation analysis] | paper | 8 |
| 2016 | Everything you always wanted to know about bitcoin modelling but were afraid to ask. I.(2016) In: Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | article | |
| 2019 | A multivariate approach for the simultaneous modelling of market risk and credit risk for cryptocurrencies In: MPRA Paper. [Full Text][Citation analysis] | paper | 3 |
| 2020 | A 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. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | article | |
| 2019 | The 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. [Full Text][Citation analysis] | paper | 1 |
| 2019 | The 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. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
| 2008 | An Econometric Analysis of Financial Data in Risk Management In: Applied Econometrics. [Full Text][Citation analysis] | article | 3 |
| 2009 | Econometric Analysis of Financial Data in Risk Management.(2009) In: Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | article | |
| 2008 | Econometric Analysis of Financial Data in Risk Management (continuation). Section III: Managing Operational Risk In: Applied Econometrics. [Full Text][Citation analysis] | article | 2 |
| 2008 | Credit Risk Management In: Applied Econometrics. [Full Text][Citation analysis] | article | 14 |
| 2009 | Credit Risk Management (Cont.) In: Applied Econometrics. [Full Text][Citation analysis] | article | 3 |
| 2011 | Analysis of multidimensional probability distributions with copula functions In: Applied Econometrics. [Full Text][Citation analysis] | article | 7 |
| 2011 | Analysis of multidimensional probability distributions with copula functions. II.(2011) In: Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | article | |
| 2011 | Analysis of multidimensional probability distributions with copula functions. III In: Applied Econometrics. [Full Text][Citation analysis] | article | 7 |
| 2009 | Economic Factors in a Model of Voting: The Case of The Netherlands, Great Britain, and Israel In: Applied Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2012 | Credit 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. [Full Text][Citation analysis] | article | 1 |
| 2017 | Everything you always wanted to know about bitcoin modelling but were afraid to ask. Part 2 In: Applied Econometrics. [Full Text][Citation analysis] | article | 2 |
| 2018 | Big Data for computing social well-being indices of the Russian population In: Applied Econometrics. [Full Text][Citation analysis] | article | 1 |
| 2009 | Enhanced credit default models for heterogeneous SME segments In: Journal of Financial Transformation. [Full Text][Citation analysis] | article | 2 |
| 2006 | A Unified Copula Framework for VaR forecasting In: Computing in Economics and Finance 2006. [Citation analysis] | paper | 0 |
| 2006 | A new framework for firm value using copulas In: Computing in Economics and Finance 2006. [Citation analysis] | paper | 0 |
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