Francesco Roccazzella : Citation Profile


Are you Francesco Roccazzella?

Université Catholique de Louvain

2

H index

0

i10 index

5

Citations

RESEARCH PRODUCTION:

4

Papers

RESEARCH ACTIVITY:

   2 years (2019 - 2021). See details.
   Cites by year: 2
   Journals where Francesco Roccazzella has often published
   Relations with other researchers
   Recent citing documents: 5.    Total self citations: 1 (16.67 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pro1232
   Updated: 2022-05-14    RAS profile: 2021-06-23    
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Relations with other researchers


Works with:

Vrins, Frédéric (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 (1)

Xie, Tian (1)

Su, Liangjun (1)

Shi, Zhentao (1)

Cites to:

Wouters, Raf (8)

Smets, Frank (8)

Pesaran, M (6)

Gertler, Mark (6)

Vrins, Frédéric (6)

Galí, Jordi (6)

Eichenbaum, Martin (6)

Christiano, Lawrence (5)

Aiyagari, S. (4)

Favero, Carlo (4)

Clarida, Richard (4)

Main data


Where Francesco Roccazzella has published?


Working Papers Series with more than one paper published# docs
LIDAM Discussion Papers LFIN / Universit catholique de Louvain, Louvain Finance (LFIN)3

Recent works citing Francesco Roccazzella (2021 and 2020)


YearTitle of citing document
2020High Dimensional Forecast Combinations Under Latent Structures. (2020). Su, Liangjun ; Shi, Zhentao ; Xie, Tian. In: Papers. RePEc:arx:papers:2010.09477.

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2021Time matters: How default resolution times impact final loss rates. (2021). Rosch, Daniel ; Kellner, Ralf ; Betz, Jennifer. In: Journal of the Royal Statistical Society Series C. RePEc:bla:jorssc:v:70:y:2021:i:3:p:619-644.

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2022Opening the black box – Quantile neural networks for loss given default prediction. (2022). Rosch, Daniel ; Nagl, Maximilian ; Kellner, Ralf. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:134:y:2022:i:c:s0378426621002855.

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2021Method for Determining the Optimal Capacity of Energy Storage Systems with a Long-Term Forecast of Power Consumption. (2021). Senchilo, Nikita Dmitrievich ; Ustinov, Denis Anatolievich. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:21:p:7098-:d:669182.

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2020Too similar to combine? On negative weights in forecast combination. (2020). Vasnev, Andrey ; Wang, Wendun ; Radchenko, Peter. In: Working Papers. RePEc:syb:wpbsba:2123/22956.

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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]
paper3
2020Meta-learning approaches for recovery rate prediction In: LIDAM Discussion Papers LFIN.
[Full Text][Citation analysis]
paper2
2021Fragmentation in the European Monetary Union: Is it really over? In: GRU Working Paper Series.
[Full Text][Citation analysis]
paper0

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