Dean Fantazzini : Citation Profile

M. V. Lomonosov Moscow State University

12

H index

12

i10 index

416

Citations

RESEARCH PRODUCTION:

46

Articles

32

Papers

2

Chapters

RESEARCH ACTIVITY:

   19 years (2006 - 2025). See details.
   Cites by year: 21
   Journals where Dean Fantazzini has often published
   Relations with other researchers
   Recent citing documents: 49.    Total self citations: 45 (9.76 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pfa92
   Updated: 2025-12-20    RAS profile: 2025-11-26    
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Relations with other researchers

Works with:

Kurbatskiy, Alexey (4)

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

Is cited by:

Penikas, Henry (9)

Zhang, Yaojie (7)

Wang, Yudong (5)

Fry, John (5)

Calabrese, Raffaella (5)

de Peretti, Christian (5)

Goutte, Stéphane (4)

Havranek, Tomas (4)

Righi, Marcelo (4)

Pele, Daniel Traian (4)

Menkveld, Albert (3)

Cites to:

Zhou, Wei-Xing (43)

Patton, Andrew (23)

Hansen, Peter (18)

Lunde, Asger (15)

Phillips, Peter (15)

Kilian, Lutz (15)

Bollerslev, Tim (13)

Zeileis, Achim (11)

Fry, John (11)

Engle, Robert (11)

Askitas, Nikos (10)

Main data

Where Dean Fantazzini has published?

Journals with more than one article published# docs
Applied Econometrics17
JRFM5
Energy Policy3
Computational Statistics & Data Analysis2
Forecasting2
Economics Bulletin2

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany26
DEM Working Papers Series / University of Pavia, Department of Economics and Management2
Quaderni di Dipartimento / University of Pavia, Department of Economics and Quantitative Methods2
Computing in Economics and Finance 2006 / Society for Computational Economics2

Recent works citing Dean Fantazzini (2025 and 2024)

YearTitle of citing document
2025Improving human development in West African countries: do cryptocurrencies matter?. (2025). Ouedraogo, Hamidou. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxxii:y:2025:i:1(642):p:319-334.

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2025SpotV2Net: Multivariate Intraday Spot Volatility Forecasting via Vol-of-Vol-Informed Graph Attention Networks. (2025). Toscano, Giacomo ; Brini, Alessio. In: Papers. RePEc:arx:papers:2401.06249.

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2024Blockchain Metrics and Indicators in Cryptocurrency Trading. (2024). Dale, Roberto ; King, Juan C. In: Papers. RePEc:arx:papers:2403.00770.

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2025Deep Reputation Scoring in DeFi: zScore-Based Wallet Ranking from Liquidity and Trading Signals. (2025). Paul, Parag ; Sp, Akshay ; Kandaswamy, Dhanashekar ; Sahoo, Ashutosh. In: Papers. RePEc:arx:papers:2507.20494.

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2024Economic Gains and Losses for Sustainable Policy Development of Crude Oil Resources: A Historical Perspective of Indian Subcontinent. (2024). Zea, Reyna Esperanza ; Hossain, Md Billal ; Khokhar, Maryam ; Jlia, Fodor Zita ; Ejaz, Faisal ; Raza, Ali ; Jagirani, Tahir Saeed. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-02-64.

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2024Applying graph theory to find key leverage points in the transition toward urban renewable energy systems. (2024). Rozhkov, Anton. In: Applied Energy. RePEc:eee:appene:v:361:y:2024:i:c:s030626192400237x.

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2024Blockchain metrics and indicators in cryptocurrency trading. (2024). Dale, Roberto ; King, Juan C ; Amigo, Jose M. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:178:y:2024:i:c:s0960077923012079.

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2024Application of the LPPL model in the identification and measurement of structural bubbles in the Chinese stock market. (2024). Ji, Hongyun ; Zhang, Han. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001833.

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2024Larger supply, shorter life? Exploring evidence from alternative cryptocurrencies on decentralized exchanges. (2024). Ye, Wenqiang ; Chang, Zhuoran ; Hua, Xia. In: Economics Letters. RePEc:eee:ecolet:v:244:y:2024:i:c:s0165176524005135.

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2024Energy price bubbles and extreme price movements: Evidence from Chinas coal market. (2024). Zhao, Wanli ; Wang, Tiantian ; Wu, Fei ; Dickinson, David. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s014098832300751x.

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2025Modelling time-varying volatility spillovers across crises: Evidence from major commodity futures and the US stock market. (2025). faff, robert ; Yew, Rand Kwong ; Ramesh, Shietal. In: Energy Economics. RePEc:eee:eneeco:v:143:y:2025:i:c:s0140988325000489.

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2025Lubrication or ignition? The role of asymmetric oil trade in Russias international conflicts. (2025). Hu, Pan ; Panwang, Yuang. In: Energy Economics. RePEc:eee:eneeco:v:144:y:2025:i:c:s0140988325002233.

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2025The two-way street: How AI and clean energy affect each other. (2025). Lyu, Jiayi ; Gao, Zixuan ; Li, Yanfeng ; Zhang, Qiang. In: Energy Economics. RePEc:eee:eneeco:v:147:y:2025:i:c:s0140988325003901.

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2025The complexity of transitioning from oil dependency: A dynamic modelling case study of Indonesia. (2025). Wadley, David ; Dargusch, Paul ; Richards, Russell ; Rahman, Arief. In: Energy Economics. RePEc:eee:eneeco:v:148:y:2025:i:c:s014098832500489x.

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2025Model specification for volatility forecasting benchmark. (2025). Zhang, Yaojie ; He, Mengxi ; Wen, Danyan ; Wang, Yudong. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007828.

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2025The crypto collapse chronicles: Decoding cryptocurrency exchange defaults. (2025). Sapkota, Niranjan. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:99:y:2025:i:c:s1042443124001598.

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2024Navigating the “twin titans” of global manufacturing: The impact of US and China on industrial production forecasting in G20 nations. (2024). Ahmad, Wasim ; Kumar, Utkarsh. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:87:y:2024:i:c:s0927538x24002610.

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2025Lifetime extension of offshore support structures of wind turbines: A review. (2025). Taveira-Pinto, Francisco ; Ghafoori, Elyas ; Zavvar, Esmaeil ; Rosa-Santos, Paulo. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:217:y:2025:i:c:s1364032125004617.

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2024Determinants of the price of bitcoin: An analysis with machine learning and interpretability techniques. (2024). Gorjon, Sergio ; Carbo, Jose Manuel. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:123-140.

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2024Corporate loan duration, macroeconomic environments, and COVID-19. (2024). Kim, Dongwoo. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pb:p:1088-1103.

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2024An Empirical Examination of Bitcoin’s Halving Effects: Assessing Cryptocurrency Sustainability within the Landscape of Financial Technologies. (2024). Kvasnicova-Galovicova, Terezia ; Stalmasekova, Natalia ; Fabus, Juraj ; Kremenova, Iveta. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:6:p:229-:d:1404365.

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2024An Age–Period–Cohort Framework for Profit and Profit Volatility Modeling. (2024). Breeden, Joseph L. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:10:p:1427-:d:1389720.

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2024Artificial Neural Networks as a Method for Forecasting Migration Balance (A Case Study of the City of Lublin in Poland). (2024). Zarbski, Patrycjusz ; Kulisz, Monika ; Komor, Agnieszka ; Gawryluk, Adam ; Katarzyski, Dominik. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:24:p:11249-:d:1549703.

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2025Fast and Slow Level Shifts in Intraday Stochastic Volatility. (2025). , Igor ; Virbickait, Audron ; Hedibert, Freitas Lopes ; Nguyen, Hoang. In: Working Papers. RePEc:hhs:oruesi:2025_012.

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2025Volume-driven time-of-day effects in intraday volatility models. (2025). Batista, Igor Ferreira ; Virbickait, Audron ; Nguyen, Hoang ; Lopes, Hedibert Freitas. In: Working Papers. RePEc:hhs:oruesi:2025_014.

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2024An Adaptive Research Approach to COVID-19 Forecasting for Regional Health Systems in England. (2024). Tyrrell, Carina ; Scholtes, Stefan ; Pari, Anees ; Pape, Tom ; Kattuman, Paul ; Jiang, Houyuan ; Gonalves, Paulo ; Fryers, Peter ; Feylessoufi, Antoine ; Erhun, Feryal ; Betcheva, Lidia. In: Interfaces. RePEc:inm:orinte:v:54:y:2024:i:6:p:500-516.

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2024COVID-19 and REITs Crash: Predictability and Market Conditions. (2024). Ahn, Kwangwon ; Kim, Jinu ; Ryu, Inug ; Jang, Hanwool. In: Computational Economics. RePEc:kap:compec:v:63:y:2024:i:3:d:10.1007_s10614-023-10431-1.

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2024Dynamic Analysis of Bitcoin Price Under Market News and Sentiments and Government Support Policies. (2024). Pooya, Alireza ; Roozkhosh, Pardis. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:2:d:10.1007_s10614-023-10477-1.

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2025Is Monopolization Inevitable in Proof-of-Work Blockchains? Insights from Miner Scale Analysis. (2025). Zhang, LI ; Li, Jiashun ; Gong, KE ; Luo, Xueting. In: Computational Economics. RePEc:kap:compec:v:66:y:2025:i:3:d:10.1007_s10614-024-10755-6.

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2024Inspecting a seasonal ARIMA model with a random period. (2024). Rabehi, Nadia ; Aknouche, Abdelhakim. In: MPRA Paper. RePEc:pra:mprapa:120758.

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2025Volatilité et régulation des cryptomonnaies : approche monétaire orthodoxe versus approche monétaire hétérodoxe. (2025). Kouakou, Thidj Gaudens-Omer. In: MPRA Paper. RePEc:pra:mprapa:123774.

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2025Dynamic connectedness between trading volumes and retail investor sentiment in the Russian stock market with Bitcoin during external shock periods. (2025). Kurkin, Aleksei ; Teplova, Tamara ; Fayzulin, Maksim. In: Applied Econometrics. RePEc:ris:apltrx:021523.

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2024Using Google Trends to forecast migration from Russia: Search query aggregation and accounting for lag structure. (2024). Vakulenko, Elena ; Bronitsky, Georgy. In: Applied Econometrics. RePEc:ris:apltrx:0492.

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2024Estimating the effect of satisfaction with working conditions on employee health. (2024). Rodionova, Tatiana. In: Applied Econometrics. RePEc:ris:apltrx:0510.

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2025Can Ethereum predict Bitcoin’s volatility?. (2025). Peresetsky, Anatoly ; Teterin, Maksim. In: Applied Econometrics. RePEc:ris:apltrx:0516.

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2024Measuring cryptocurrency moment convergence using distance analysis. (2024). Dao, Thong ; Su, Haozhe ; Cheah, Jeremy Eng-Tuck. In: Annals of Operations Research. RePEc:spr:annopr:v:332:y:2024:i:1:d:10.1007_s10479-023-05573-2.

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2024Analyzing swings in Bitcoin returns: a comparative study of the LPPL and sentiment-informed random forest models. (2024). Mazumdar, Somnath ; Gessl, Moritz ; Parra-Moyano, Jose ; Partida, Daniel. In: Digital Finance. RePEc:spr:digfin:v:6:y:2024:i:3:d:10.1007_s42521-024-00110-7.

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2025Integrating sentiment information for risk prediction: the case of crude oil futures market in China. (2025). Zhang, Lin ; Lu, Yunguo ; Jiang, Zhe. In: Empirical Economics. RePEc:spr:empeco:v:68:y:2025:i:4:d:10.1007_s00181-024-02678-w.

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2024A fuzzy BWM and MARCOS integrated framework with Heronian function for evaluating cryptocurrency exchanges: a case study of Türkiye. (2024). Murat, Tolga ; Yuksel, Serhat ; Diner, Hasan ; Ecer, Fatih. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00543-w.

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2024Deep learning for Bitcoin price direction prediction: models and trading strategies empirically compared. (2024). Omole, Oluwadamilare ; Enke, David. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-024-00643-1.

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2025The role of technical chart patterns in the early Bitcoin market: intraday evidence from the Mt.Gox transaction dataset. (2025). Rink, Kevin. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-025-00763-2.

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2025Optimal bubble riding: a mean field game with varying entry times. (2025). Tangpi, Ludovic ; Wang, Shichun. In: Finance and Stochastics. RePEc:spr:finsto:v:29:y:2025:i:2:d:10.1007_s00780-025-00559-3.

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2024International mobility between the UK and Europe around Brexit: a data-driven study. (2024). Iacus, Stefano ; Spyratos, Spyridon ; Pollacci, Laura ; Kim, Jisu ; Goglia, Diletta ; Sirbu, Alina ; Magos, Paul Maximilian ; Rossetti, Giulio. In: Journal of Computational Social Science. RePEc:spr:jcsosc:v:7:y:2024:i:2:d:10.1007_s42001-024-00277-4.

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2024The digital trail of Ukraine’s 2022 refugee exodus. (2024). Marahrens, Helge ; Donato, Katharine M ; Arab, Ali ; Singh, Lisa O ; Wycoff, Nathan. In: Journal of Computational Social Science. RePEc:spr:jcsosc:v:7:y:2024:i:2:d:10.1007_s42001-024-00304-4.

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2024The crypto-market bubble burst: identifying the risk factors that prohibit cryptocurrency investments. (2024). Agarwal, Richa ; Rajwanshi, Rohit ; Bhadauria, Artee. In: SN Business & Economics. RePEc:spr:snbeco:v:4:y:2024:i:5:d:10.1007_s43546-023-00577-3.

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2025The Passenger Car Market in Russia: History, Current Status and Forecast. (2025). Milyakin, S R ; Skubachevskaya, N D ; Migal, A V. In: Studies on Russian Economic Development. RePEc:spr:sorede:v:36:y:2025:i:1:d:10.1134_s1075700724700552.

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2024An inquiry of Bitcoin price formation: Evidence from Linear and Nonlinear ARDL Frameworks, 2017-2018.. (2024). Landormy, Clement. In: Working Papers of BETA. RePEc:ulp:sbbeta:2024-31.

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2025The Memory in Return Volatility: An Analysis of Mutual Fund Returns. (2025). Duan, Kun ; Yao, Kai ; Chevapatrakul, Thanaset ; Huang, Rong. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:30:y:2025:i:3:p:2930-2945.

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2024A comparison of Range Value at Risk (RVaR) forecasting models. (2024). Righi, Marcelo ; Gossling, Thalles Weber ; Santos, Samuel Solgon ; Muller, Fernanda Maria. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:3:p:509-543.

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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.
[Full Text][Citation analysis]		article1
2019Forecasting Realized Volatility of Russian stocks using Google Trends and Implied Volatility.(2019) In: MPRA Paper.
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This paper has nother version. Agregated cites: 1		paper
2025Online Interest in Radical Islam and Terrorist Attacks In: Peace Economics, Peace Science, and Public Policy.
[Full Text][Citation analysis]		article0
2010Modelling and forecasting the global financial crisis: Initial findings using heterosckedastic log-periodic models In: Economics Bulletin.
[Full Text][Citation analysis]		article1
2011Forecasting the Global Financial Crisis in the Years 2009-2010: Ex-post Analysis In: Economics Bulletin.
[Full Text][Citation analysis]		article0
2009The 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]		article21
2010Three-stage semi-parametric estimation of T-copulas: Asymptotics, finite-sample properties and computational aspects In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article4
2021Asymmetry and hysteresis in the Russian gasoline market: The rationale for green energy exports In: Energy Policy.
[Full Text][Citation analysis]		article2
2021Asymmetry and hysteresis in the Russian gasoline market: the rationale for green energy exports.(2021) In: MPRA Paper.
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This paper has nother version. Agregated cites: 2		paper
2011Global oil risks in the early 21st century In: Energy Policy.
[Full Text][Citation analysis]		article15
2011Global oil risks in the early 21st century.(2011) In: MPRA Paper.
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2016The oil price crash in 2014/15: Was there a (negative) financial bubble? In: Energy Policy.
[Full Text][Citation analysis]		article57
2016The Oil Price Crash in 2014/15: Was There a (Negative) Financial Bubble?.(2016) In: MPRA Paper.
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2015Forecasting German car sales using Google data and multivariate models In: International Journal of Production Economics.
[Full Text][Citation analysis]		article25
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.
[Full Text][Citation analysis]		article31
2013Reviewing electricity production cost assessments.(2013) In: MPRA Paper.
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2023Detecting Pump-and-Dumps with Crypto-Assets: Dealing with Imbalanced Datasets and Insiders’ Anticipated Purchases In: Econometrics.
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2023Detecting Pump-and-Dumps with Crypto-Assets: Dealing with Imbalanced Datasets and Insiders’ Anticipated Purchases.(2023) In: MPRA Paper.
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2021Forecasting Internal Migration in Russia Using Google Trends: Evidence from Moscow and Saint Petersburg In: Forecasting.
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2021Forecasting internal migration in Russia using Google Trends: Evidence from Moscow and Saint Petersburg.(2021) In: MPRA Paper.
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2025Detecting Stablecoin Failure with Simple Thresholds and Panel Binary Models: The Pivotal Role of Lagged Market Capitalization and Volatility In: Forecasting.
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2020Does the Hashrate Affect the Bitcoin Price? In: JRFM.
[Full Text][Citation analysis]		article16
2020Does the hashrate affect the bitcoin price?.(2020) In: MPRA Paper.
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2021Crypto Exchanges and Credit Risk: Modeling and Forecasting the Probability of Closure In: JRFM.
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2021Crypto-exchanges and Credit Risk: Modelling and Forecasting the Probability of Closure.(2021) In: MPRA Paper.
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2022Crypto-Coins and Credit Risk: Modelling and Forecasting Their Probability of Death In: JRFM.
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2022Crypto Coins and Credit Risk: Modelling and Forecasting their Probability of Death.(2022) In: MPRA Paper.
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2024Adaptive Conformal Inference for Computing Market Risk Measures: An Analysis with Four Thousand Crypto-Assets In: JRFM.
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2024Adaptive Conformal Inference for computing Market Risk Measures: an Analysis with Four Thousands Crypto-Assets.(2024) In: MPRA Paper.
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2025Modeling and Forecasting the Probability of Crypto-Exchange Closures: A Forecast Combination Approach In: JRFM.
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2025Modeling and Forecasting the Probability of Crypto-Exchange Closures: A Forecast Combination Approach.(2025) 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.
[Full Text][Citation analysis]		article12
2008A New Approach for Firm Value and Default Probability Estimation beyond Merton Models In: Computational Economics.
[Full Text][Citation analysis]		article6
2015Long Memory and Periodicity in Intraday Volatility In: Journal of Financial Econometrics.
[Full Text][Citation analysis]		article33
2012Long memory and Periodicity in Intraday Volatility.(2012) In: DEM Working Papers Series.
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2011Fractionally Integrated Models for Volatility: A Review In: Palgrave Macmillan Books.
[Citation analysis]		chapter5
2011The Intraday Analysis of Volatility, Volume and Spreads: A Review with Applications to Futures’ Markets In: Palgrave Macmillan Books.
[Citation analysis]		chapter0
2014Proposed Coal Power Plants and Coal-To-Liquids Plants: Which Ones Survive and Why? In: DEM Working Papers Series.
[Full Text][Citation analysis]		paper0
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.
[Full Text][Citation analysis]		paper5
2010A copula-VAR-X approach for industrial production modelling and forecasting.(2010) In: Applied Economics.
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2014Nowcasting and Forecasting the Monthly Food Stamps Data in the US Using Online Search Data In: PLOS ONE.
[Full Text][Citation analysis]		article6
2014Nowcasting and Forecasting the Monthly Food Stamps Data in the US using Online Search Data.(2014) In: MPRA Paper.
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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.
[Full Text][Citation analysis]		paper0
2022Using crypto assets pricing methods to build technical oscillators for short-term bitcoin trading In: MPRA Paper.
[Full Text][Citation analysis]		paper1
2023Assessing the Credit Risk of Crypto-Assets Using Daily Range Volatility Models In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2022Forecasting oil prices with penalized regressions, variance risk premia and Google data In: MPRA Paper.
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2022Forecasting oil prices with penalized regressions, variance risk premia and Google data.(2022) In: Applied Econometrics.
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2024Stablecoins and credit risk: when do they stop being stable? In: MPRA Paper.
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2025Stablecoins and credit risk: when do they stop being stable?.(2025) In: Applied Econometrics.
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2013Hydrocarbon liquefaction: viability as a peak oil mitigation strategy In: MPRA Paper.
[Full Text][Citation analysis]		paper3
2011Everything 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]		paper42
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.
[Full Text][Citation analysis]		paper25
2016Everything you always wanted to know about bitcoin modelling but were afraid to ask. I.(2016) In: Applied Econometrics.
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