Francesco Roccazzella : Citation Profile

Université Catholique de Louvain

4

H index

2

i10 index

37

Citations

RESEARCH PRODUCTION:

5

Articles

7

Papers

RESEARCH ACTIVITY:

   3 years (2019 - 2022). See details.
   Cites by year: 12
   Journals where Francesco Roccazzella has often published
   Relations with other researchers
   Recent citing documents: 11.    Total self citations: 3 (7.5 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pro1232
   Updated: 2025-12-20    RAS profile: 2022-08-30    
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Relations with other researchers

Works with:

Vrins, Frédéric (7)

Candelon, Bertrand (4)

Luisi, Angelo (2)

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

Is cited by:

Vasnev, Andrey (8)

Vrins, Frédéric (8)

Candelon, Bertrand (6)

Shi, Zhentao (1)

Barbagli, Matteo (1)

Feldkircher, Martin (1)

Xie, Tian (1)

Su, Liangjun (1)

Cites to:

Wouters, Raf (8)

Smets, Frank (8)

Vrins, Frédéric (7)

Eichenbaum, Martin (6)

Gertler, Mark (6)

Galí, Jordi (6)

Christiano, Lawrence (6)

bloom, nicholas (6)

Baker, Scott (5)

Davis, Steven (5)

Canova, Fabio (4)

Main data

Where Francesco Roccazzella has published?

Journals with more than one article published# docs
International Journal of Forecasting3

Working Papers Series with more than one paper published# docs
LIDAM Discussion Papers LFIN / Université catholique de Louvain, Louvain Finance (LFIN)4
LIDAM Reprints LFIN / Université catholique de Louvain, Louvain Finance (LFIN)2

Recent works citing Francesco Roccazzella (2025 and 2024)

YearTitle of citing document
2024The role of CDS spreads in explaining bond recovery rates. (2024). Barbagli, Matteo ; Franois, Pascal ; Gauthier, Genevieve ; Vrins, Frederic. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2024002.

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2024Flexible global forecast combinations. (2024). Vasnev, Andrey ; Qian, Yilin ; Thompson, Ryan. In: Papers. RePEc:arx:papers:2207.07318.

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2025Business cycle and realized losses in the consumer credit industry. (2025). Roccazzella, Francesco ; Vrins, Frdric ; Distaso, Walter. In: European Journal of Operational Research. RePEc:eee:ejores:v:323:y:2025:i:3:p:1024-1039.

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2024A drift-aware dynamic ensemble model with two-stage member selection for carbon price forecasting. (2024). Hu, Huanling ; Zeng, Liling ; Zhang, Dabin ; Lin, Ruibin ; Song, Qingkui. In: Energy. RePEc:eee:energy:v:313:y:2024:i:c:s0360544224034777.

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2024Testing out-of-sample portfolio performance using second-order stochastic dominance constrained optimization approach. (2024). Xu, Peng. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pa:s1057521924003004.

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2025The role of CDS spreads in explaining bond recovery rates. (2025). Franois, Pascal ; Barbagli, Matteo ; Gauthier, Genevive ; Vrins, Frdric. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:174:y:2025:i:c:s0378426625000342.

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2024Flexible global forecast combinations. (2024). Vasnev, Andrey ; Qian, Yilin ; Thompson, Ryan. In: Omega. RePEc:eee:jomega:v:126:y:2024:i:c:s0305048324000409.

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2024Functional clustering of NPLs recovery curves. (2024). Rocci, Roberto ; Carleo, Alessandra. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:95:y:2024:i:c:s0038012124002179.

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2025Privacy and security in mobile technology: A bibliometric analysis for marketing strategies. (2025). Foued, Ben Said ; el Euch, Koubaa ; Rim, Jallouli. In: Management & Marketing. RePEc:vrs:manmar:v:20:y:2025:i:3:p:28-47:n:1005.

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2024Tail risk forecasting and its application to margin requirements in the commodity futures market. (2024). Song, Yuping ; Hou, Weijie ; Feng, Yun. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:5:p:1513-1529.

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2025Evaluating Inflation Forecasts in the Euro Area and the Role of the ECB. (2025). Candelon, Bertrand ; Roccazzella, Francesco. In: Journal of Forecasting. RePEc:wly:jforec:v:44:y:2025:i:3:p:978-1008.

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Works by Francesco Roccazzella:

YearTitleTypeCited
2019Credit market frictions and rational agents myopia: Modeling financial frictions and shock to expectations in a DSGE setting estimated on Slovenian data In: LIDAM Discussion Papers LFIN.
[Full Text][Citation analysis]		paper0
2020Optimal and robust combination of forecasts via constrained optimization and shrinkage In: LIDAM Discussion Papers LFIN.
[Full Text][Citation analysis]		paper15
2021Optimal and robust combination of forecasts via constrained optimization and shrinkage.(2021) In: LIDAM Reprints LFIN.
[Citation analysis]
This paper has nother version. Agregated cites: 15		paper
2022Optimal and robust combination of forecasts via constrained optimization and shrinkage.(2022) In: International Journal of Forecasting.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15		article
2020Meta-learning approaches for recovery rate prediction In: LIDAM Discussion Papers LFIN.
[Full Text][Citation analysis]		paper8
2022Meta-Learning Approaches for Recovery Rate Prediction.(2022) In: Risks.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8		article
2021Fragmentation in the European Monetary Union: Is it really over? In: LIDAM Discussion Papers LFIN.
[Full Text][Citation analysis]		paper4
2022Fragmentation in the European Monetary Union: Is it really over?.(2022) In: LIDAM Reprints LFIN.
[Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2021Fragmentation in the European Monetary Union: Is it really over?.(2021) In: GRU Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2022Fragmentation in the European Monetary Union: Is it really over?.(2022) In: Journal of International Money and Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		article
2022Correction to: Optimal and robust combination of forecasts via constrained optimization and shrinkage In: International Journal of Forecasting.
[Full Text][Citation analysis]		article10
2022Optimal and robust combination of forecasts via constrained optimization and shrinkage.(2022) In: International Journal of Forecasting.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10		article

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