Francesco Ravazzolo : Citation Profile

Are you Francesco Ravazzolo?

Libera Università di Bolzano / Freie Universität Bozen

21

H index

38

i10 index

1666

Citations

RESEARCH PRODUCTION:

42

Articles

126

Papers

1

Chapters

RESEARCH ACTIVITY:

   17 years (2006 - 2023). See details.
   Cites by year: 98
   Journals where Francesco Ravazzolo has often published
   Relations with other researchers
   Recent citing documents: 252.    Total self citations: 99 (5.61 %)

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   Permalink: http://citec.repec.org/pra286
   Updated: 2023-11-04    RAS profile: 2023-03-16    
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Relations with other researchers

Works with:

Casarin, Roberto (11)

Rossini, Luca (9)

Vespignani, Joaquin (6)

Caporin, Massimiliano (5)

Lorusso, Marco (4)

van Dijk, Herman (4)

Gianfreda, Angelica (4)

Foroni, Claudia (3)

GUPTA, RANGAN (3)

Aastveit, Knut Are (2)

Sartore, Domenico (2)

Grassi, Stefano (2)

Bjørnland, Hilde (2)

Violante, Francesco (2)

Billio, Monica (2)

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

Is cited by:

van Dijk, Herman (55)

Rossi, Barbara (52)

Aastveit, Knut Are (42)

Huber, Florian (39)

Cross, Jamie (32)

Mitchell, James (30)

Marcellino, Massimiliano (30)

Koop, Gary (29)

GUPTA, RANGAN (29)

Korobilis, Dimitris (27)

Casarin, Roberto (27)

Cites to:

van Dijk, Herman (103)

Watson, Mark (68)

Mitchell, James (66)

Casarin, Roberto (62)

Koop, Gary (54)

Diebold, Francis (50)

Clark, Todd (48)

Korobilis, Dimitris (44)

Billio, Monica (43)

amisano, gianni (43)

Timmermann, Allan (41)

Main data

Where Francesco Ravazzolo has published?

Journals with more than one article published# docs
Journal of Business & Economic Statistics5
International Journal of Forecasting5
Journal of Applied Econometrics4
JRFM2
Journal of Empirical Finance2
Studies in Nonlinear Dynamics & Econometrics2
Journal of Forecasting2
The Quarterly Review of Economics and Finance2
Econometrics2

Working Papers Series with more than one paper published# docs
Working Papers / Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School20
Tinbergen Institute Discussion Papers / Tinbergen Institute16
BEMPS - Bozen Economics & Management Paper Series / Faculty of Economics and Management at the Free University of Bozen7
Working Papers / Department of Economics, University of Venice "Ca' Foscari"6
Papers / arXiv.org5
Econometric Institute Research Papers / Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute4
Working Papers / University of Tasmania, Tasmanian School of Business and Economics3
Working Papers (Old Series) / Federal Reserve Bank of Cleveland2
Globalization Institute Working Papers / Federal Reserve Bank of Dallas2
Working Paper series / Rimini Centre for Economic Analysis2
Working Paper Series / European Central Bank2

Recent works citing Francesco Ravazzolo (2023 and 2022)

YearTitle of citing document
2023Hybridising Neurofuzzy Model the Seasonal Autoregressive Models for Electricity Price Forecasting on Germany’s Spot Market. (2023). Bag, Raul Cristian ; Ben-Amor, Souhir ; Balasoiu, Narciz ; Paraschiv, Dorel Mihai. In: The AMFITEATRU ECONOMIC journal. RePEc:aes:amfeco:v:25:y:2023:i:63:p:463.

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2023Fiscal Rules, Independent Fiscal Institutions, and Sovereign Risk. (2023). Sprincean, Nicu ; Georgescu, George ; Capraru, Bogdan. In: Working Papers of Romania Fiscal Council. RePEc:ane:wpcfro:230201.

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2023Dynamic Adaptive Mixture Models. (2016). Catania, Leopoldo. In: Papers. RePEc:arx:papers:1603.01308.

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2023Predictive properties of forecast combination, ensemble methods, and Bayesian predictive synthesis. (2019). McAlinn, Kenichiro ; Takanashi, Kosaku. In: Papers. RePEc:arx:papers:1911.08662.

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2023Sparse time-varying parameter VECMs with an application to modeling electricity prices. (2020). Pfarrhofer, Michael ; Hauzenberger, Niko ; Rossini, Luca. In: Papers. RePEc:arx:papers:2011.04577.

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2022On the Aggregation of Probability Assessments: Regularized Mixtures of Predictive Densities for Eurozone Inflation and Real Interest Rates. (2021). Shin, Minchul ; Diebold, Francis X ; Zhang, Boyuan. In: Papers. RePEc:arx:papers:2012.11649.

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2022Loss-Based Variational Bayes Prediction. (2021). Frazier, David T ; Koo, Bonsoo ; Martin, Gael M ; Loaiza-Maya, Ruben. In: Papers. RePEc:arx:papers:2104.14054.

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2022Bayesian forecast combination using time-varying features. (2021). Li, Feng ; Kang, Yanfei. In: Papers. RePEc:arx:papers:2108.02082.

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2022A Multivariate Dependence Analysis for Electricity Prices, Demand and Renewable Energy Sources. (2022). Durante, Fabrizio ; Gianfreda, Angelica ; Rossini, Luca ; Ravazzolo, Francesco. In: Papers. RePEc:arx:papers:2201.01132.

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2022The Time-Varying Multivariate Autoregressive Index Model. (2022). Cubadda, Gianluca ; Guardabascio, B ; Grassi, S. In: Papers. RePEc:arx:papers:2201.07069.

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2022Forecasting Electricity Prices. (2022). Weron, Rafał ; Uniejewski, Bartosz ; Maciejowska, Katarzyna. In: Papers. RePEc:arx:papers:2204.11735.

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2023Forecasting macroeconomic data with Bayesian VARs: Sparse or dense? It depends!. (2022). Kastner, Gregor ; Gruber, Luis. In: Papers. RePEc:arx:papers:2206.04902.

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2022A new algorithm for structural restrictions in Bayesian vector autoregressions. (2022). Korobilis, Dimitris. In: Papers. RePEc:arx:papers:2206.06892.

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2022Large Bayesian VARs with Factor Stochastic Volatility: Identification, Order Invariance and Structural Analysis. (2022). Yu, Xuewen ; Eisenstat, Eric ; Chan, Joshua. In: Papers. RePEc:arx:papers:2207.03988.

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2022LASSO Principal Component Averaging -- a fully automated approach for point forecast pooling. (2022). Maciejowska, Katarzyna ; Uniejewski, Bartosz. In: Papers. RePEc:arx:papers:2207.04794.

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2023Change point detection in dynamic Gaussian graphical models: the impact of COVID-19 pandemic on the US stock market. (2022). Grzeszkiewicz, Karolina ; Koziell, Warrick Poklewski ; de Iorio, Maria ; Beskos, Alexandros ; Franzolini, Beatrice. In: Papers. RePEc:arx:papers:2208.00952.

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2022Comparing Stochastic Volatility Specifications for Large Bayesian VARs. (2022). , Joshua. In: Papers. RePEc:arx:papers:2208.13255.

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2022A Dynamic Stochastic Block Model for Multi-Layer Networks. (2022). Casarin, Roberto ; L'Opez, Ovielt Baltodano. In: Papers. RePEc:arx:papers:2209.09354.

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2022Forecasting Cryptocurrencies Log-Returns: a LASSO-VAR and Sentiment Approach. (2022). Ciganovic, Milos ; D'Amario, Federico. In: Papers. RePEc:arx:papers:2210.00883.

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2022Bayesian Multivariate Quantile Regression with alternative Time-varying Volatility Specifications. (2022). Rossini, Luca ; Ravazzolo, Francesco ; Iacopini, Matteo. In: Papers. RePEc:arx:papers:2211.16121.

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2023Score-based calibration testing for multivariate forecast distributions. (2022). Pohle, Marc-Oliver ; Kruger, Fabian ; Knuppel, Malte. In: Papers. RePEc:arx:papers:2211.16362.

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2023Bayesian Forecasting in the 21st Century: A Modern Review. (2022). Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Maneesoonthorn, Worapree ; Frazier, David T ; Martin, Gael M ; Panagiotelis, Anastasios ; Nibbering, Didier ; Maheu, John . In: Papers. RePEc:arx:papers:2212.03471.

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2023Hierarchical Regularizers for Reverse Unrestricted Mixed Data Sampling Regressions. (2023). Hecq, Alain ; Wilms, Ines ; Ternes, Marie. In: Papers. RePEc:arx:papers:2301.10592.

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2023Optimal probabilistic forecasts for risk management. (2023). Martin, Gael M ; Loaiza-Maya, Ruben ; Maneesoonthorn, Worapree ; Sun, Yuru. In: Papers. RePEc:arx:papers:2303.01651.

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2023Structured Multifractal Scaling of the Principal Cryptocurrencies: Examination using a Self-Explainable Machine Learning. (2023). Saadaoui, Foued. In: Papers. RePEc:arx:papers:2304.08440.

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2022Nowcasting Canadian GDP with Density Combinations. (2022). Chernis, Tony ; Webley, Taylor. In: Discussion Papers. RePEc:bca:bocadp:22-12.

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2023Combining Large Numbers of Density Predictions with Bayesian Predictive Synthesis. (2023). Chernis, Tony. In: Staff Working Papers. RePEc:bca:bocawp:23-45.

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2023Anchoring Long-term VAR Forecasts Based On Survey Data and State-space Models. (2023). Gaglianone, Wagner ; Moreira, Marta Baltar. In: Working Papers Series. RePEc:bcb:wpaper:574.

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2022Aporte de las expectativas de empresarios al pronóstico de las variables macroeconómicas. (2022). Muoz-Martinez, Jonathan Alexander ; Hernandez-Ortega, Ramon ; Hernandez-Montes, Maria Alejandra. In: Borradores de Economia. RePEc:bdr:borrec:1202.

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2022Aggregate accounting earnings, special items and growth in gross domestic product: evidence from Australia. (2022). Fargher, Neil ; Zhang, Lijuan. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:2:p:2467-2496.

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2022Long?term prediction intervals with many covariates. (2022). Wu, Wei Biao ; Chud, Marek ; Karmakar, Sayar. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:43:y:2022:i:4:p:587-609.

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2022Systemic Financial Stress and Macroeconomic Amplifications in the United Kingdom. (2022). Duprey, Thibaut ; Hacioluhoke, Sinem ; Chiu, Chingwai ; Chatterjee, Somnath. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:2:p:380-400.

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2022Loans to Different Groups and Economic Activity at Times of Crisis and Growth. (2022). Cafiso, Gianluca. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:3:p:594-623.

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2023Norges Bank Output Gap Estimates: Forecasting Properties, Reliability, Cyclical Sensitivity and Hysteresis. (2023). Furlanetto, Francesco ; Robstad, Orjan ; Hansen, Frank ; Hagelund, Kre. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:1:p:238-267.

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2023.

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2022Aggregate density forecast of models using disaggregate data - A copula approach. (2022). Ingebrigtsen, Tobias ; Fastbo, Tuva Marie ; Paulsen, Kenneth Saterhagen . In: Working Paper. RePEc:bno:worpap:2022_5.

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2023The impact of financial shocks on the forecast distribution of output and inflation. (2023). Sala, Luca ; Maffei-Faccioli, Nicolo ; Gambetti, Luca ; Forni, Mario. In: Working Paper. RePEc:bno:worpap:2023_3.

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2022Trade conflicts and credit supply spillovers : Evidence from the Nobel Peace Prize trade shock. (2022). Liaudinskas, Karolis ; Juelsrud, Ragnar E ; Dinger, Valeriya ; Cao, Jin. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2022_008.

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2023Global money supply and energy and non-energy commodity prices: A MS-TV-VAR approach. (2023). Vespignani, Joaquin ; Vocalelli, Giorgio ; Ravazzolo, Francesco ; Grassi, Stefano. In: BEMPS - Bozen Economics & Management Paper Series. RePEc:bzn:wpaper:bemps100.

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2022Identification of Labour Market Shocks. (2021). Diwambuena, Josué ; Ravazzolo, Francesco. In: BEMPS - Bozen Economics & Management Paper Series. RePEc:bzn:wpaper:bemps86.

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2022Mortgage credit and house prices: evidence to inform macroprudential policy. (2022). Arigoni, Filippo ; McCann, Fergal ; Yao, Fang. In: Financial Stability Notes. RePEc:cbi:fsnote:11/fs/22.

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2022Sovereign Uncertainty. (2022). Silgado-Gomez, Edgar. In: Research Technical Papers. RePEc:cbi:wpaper:10/rt/22.

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2022PREDICTIVE MODELLING OF SELECT CRYPTOCURRENCIES AND IDENTIFYING THE BEST SUITABLE MODEL - WITH REFERENCE TO ARIMA AND ANNS. (2022). Kumar, Manish ; Sharma, Sudhi ; Ayushi, MS ; Dhyani, Prof Bijesh ; Reepu, Prof. In: Annals - Economy Series. RePEc:cbu:jrnlec:y:2022:v:6:p:11-19.

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2022Trade Conflicts and Credit Supply Spillovers: Evidence from the Nobel Peace Prize Trade Shock. (2022). Liaudinskas, Karolis ; Juelsrud, Ragnar E ; Dinger, Valeriya ; Cao, Jin. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10036.

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2022Uncertainty, Skewness, and the Business Cycle through the MIDAS Lens. (2022). Mori, Lorenzo ; Castelnuovo, Efrem. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10062.

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2023Financial Integration and European Tourism Stocks. (2023). Wu, Jiaying ; Karanasos, Menelaos ; Yfanti, Stavroula ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10269.

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2023Drivers of Large Recessions and Monetary Policy Responses. (2023). Villa, Stefania ; Melina, Giovanni. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10590.

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2022Forecasting Inflation with a Zero Lower Bound or Negative Interest Rates: Evidence from Point and Density Forecasts. (2022). Caporale, Guglielmo Maria ; Anderl, Christina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9687.

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2022Stochastic debt sustainability analysis using time-varying fiscal reaction functions. An agnostic approach to fiscal forecasting. (2022). Dubbert, Tore. In: CQE Working Papers. RePEc:cqe:wpaper:10422.

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2022News and narratives: A cointegration analysis of Russian economic policy uncertainty.. (2022). Dragomirescu-Gaina, Catalin ; Boitani, Andrea. In: DISCE - Working Papers del Dipartimento di Economia e Finanza. RePEc:ctc:serie1:def115.

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2022The Long-Term Effects of Hospitalization on Health Care Expenditures: An Empirical Analysis for the Young-Old Population.. (2022). Russo, Antonio ; Lucifora, Claudio ; Torrini, Irene. In: DISCE - Working Papers del Dipartimento di Economia e Finanza. RePEc:ctc:serie1:def117.

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2022Money versus debt financed regime: Evidence from an estimated DSGE model.. (2022). Rivolta, Giulia ; Punzo, Chiara. In: DISCE - Working Papers del Dipartimento di Economia e Finanza. RePEc:ctc:serie1:def120.

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2022The financial accelerator mechanism: does frequency matter?. (2022). Marcellino, Massimiliano ; Foroni, Claudia ; Gelain, Paolo. In: Working Paper Series. RePEc:ecb:ecbwps:20222637.

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2022Temporal networks in the analysis of financial contagion. (2022). Vouldis, Angelos ; Nocciola, Luca ; Franch, Fabio. In: Working Paper Series. RePEc:ecb:ecbwps:20222667.

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2022Conditional density forecasting: a tempered importance sampling approach. (2022). Wolf, Elias ; Paredes, Joan ; Montes-Galdon, Carlos. In: Working Paper Series. RePEc:ecb:ecbwps:20222754.

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2023Density forecasts of inflation: a quantile regression forest approach. (2023). Paredes, Joan ; Moutachaker, Ines ; Lenza, Michele. In: Working Paper Series. RePEc:ecb:ecbwps:20232830.

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2022Modelling Market Indices, Commodity Market Prices and Stock Prices of Energy Sector using VAR with Variance Decomposition Model. (2022). Gupta, Abhishek Kumar ; Kumar, Santosh ; Hawaldar, Iqbal Thonse ; Meher, Bharat Kumar. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-04-16.

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2022Probabilistic and deterministic wind speed forecasting based on non-parametric approaches and wind characteristics information. (2022). Hong, Yongmiao ; Wang, Shouyang ; Hu, Jianming ; Heng, Jiani. In: Applied Energy. RePEc:eee:appene:v:306:y:2022:i:pa:s030626192101326x.

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2022Short-term hydropower optimization driven by innovative time-adapting econometric model. (2022). Majone, Bruno ; Righetti, Maurizio ; Ravazzolo, Francesco ; Galletti, Andrea ; di Marco, Nicola ; Zanfei, Ariele ; Avesani, Diego. In: Applied Energy. RePEc:eee:appene:v:310:y:2022:i:c:s0306261921017244.

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2022Pricing the risk due to weather conditions in small variable renewable energy projects. (2022). Uribe, Jorge M ; Mosquera-Lopez, Stephania. In: Applied Energy. RePEc:eee:appene:v:322:y:2022:i:c:s0306261922008029.

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2022A unified approach for jointly estimating the business and financial cycle, and the role of financial factors. (2022). Wong, Benjamin ; Richter, Julia ; Berger, Tino. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:136:y:2022:i:c:s0165188922000203.

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2022How do fiscal adjustments work? An empirical investigation. (2022). Karamysheva, Madina. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:137:y:2022:i:c:s0165188922000525.

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2022Modeling tail risks of inflation using unobserved component quantile regressions. (2022). Pfarrhofer, Michael. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:143:y:2022:i:c:s016518892200197x.

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2023A revisit to sovereign risk contagion in eurozone with mutual exciting regime-switching model. (2023). Ge, Shuyi. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002688.

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2023Vector autoregression models with skewness and heavy tails. (2023). Karlsson, Sune ; Nguyen, Hoang ; Mazur, Stepan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002834.

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2023Measuring the trend real interest rate in a data-rich environment. (2023). Fu, Bowen. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:147:y:2023:i:c:s016518892300012x.

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2022Forecasting macroeconomic effects of stablecoin adoption: A Bayesian approach. (2022). Milacic, Veselin ; Milosevic, Igor ; Jolicic, Ivan ; Radulovic, Mladen ; Mihailovic, Andrej ; Bracanovic, Andrej ; Muhadinovic, Milica ; Bojaj, Martin M. In: Economic Modelling. RePEc:eee:ecmode:v:109:y:2022:i:c:s0264999322000384.

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2022Financial contagion drivers during recent global crises. (2022). Perote, Javier ; Cortes, Lina M ; Pineda, Julian. In: Economic Modelling. RePEc:eee:ecmode:v:117:y:2022:i:c:s0264999322003042.

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2023Interconnectedness and extreme risk: Evidence from dual banking systems. (2023). bouoiyour, jamal ; Addi, Abdelhamid. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s026499932200387x.

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2023Are low frequency macroeconomic variables important for high frequency electricity prices?. (2023). Rossini, Luca ; Ravazzolo, Francesco ; Foroni, Claudia. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999322003972.

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2022Understanding the conditional out-of-sample predictive impact of the price of crude oil on aggregate equity return volatility. (2022). Nonejad, Nima. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822000973.

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2022Modelling international sovereign risk information spillovers: A multilayer network approach. (2022). Huang, Wei-Qiang ; Liu, Peipei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:63:y:2022:i:c:s1062940822001322.

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2023How oil price and exchange rate affect stock price in China using Bayesian Quantile_on_Quantile with GARCH approach. (2023). Chang, Tsangyao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940823000025.

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2022Infinite Markov pooling of predictive distributions. (2022). Maheu, John ; Yang, Qiao ; Jin, Xin. In: Journal of Econometrics. RePEc:eee:econom:v:228:y:2022:i:2:p:302-321.

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2022Markov switching panel with endogenous synchronization effects. (2022). Ravazzolo, Francesco ; Casarin, Roberto ; Billio, Monica ; Agudze, Komla M. In: Journal of Econometrics. RePEc:eee:econom:v:230:y:2022:i:2:p:281-298.

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2022Fast and accurate variational inference for models with many latent variables. (2022). Danaher, Peter J ; Nott, David J ; Smith, Michael Stanley ; Loaiza-Maya, Ruben. In: Journal of Econometrics. RePEc:eee:econom:v:230:y:2022:i:2:p:339-362.

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2022On temporal aggregation of some nonlinear time-series models. (2022). Chan, Wai-Sum. In: Econometrics and Statistics. RePEc:eee:ecosta:v:21:y:2022:i:c:p:38-49.

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2022Estimation of large dimensional time varying VARs using copulas. (2022). Tsionas, Mike ; Trapani, Lorenzo ; Izzeldin, Marwan. In: European Economic Review. RePEc:eee:eecrev:v:141:y:2022:i:c:s0014292121002439.

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2022A new algorithm for structural restrictions in Bayesian vector autoregressions. (2022). Korobilis, Dimitris. In: European Economic Review. RePEc:eee:eecrev:v:148:y:2022:i:c:s001429212200143x.

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2022Sovereign spreads and unconventional monetary policy in the Euro area: A tale of three shocks. (2022). Fanelli, Luca ; Marsi, Antonio. In: European Economic Review. RePEc:eee:eecrev:v:150:y:2022:i:c:s0014292122001696.

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2023The macroeconomic effects of uncertainty and risk aversion shocks. (2023). Berthold, Brendan. In: European Economic Review. RePEc:eee:eecrev:v:154:y:2023:i:c:s0014292123000715.

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2022Fat tails, serial dependence, and implied volatility index connections. (2022). Ellington, Michael. In: European Journal of Operational Research. RePEc:eee:ejores:v:299:y:2022:i:2:p:768-779.

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2022Do interest rate differentials drive the volatility of exchange rates? Evidence from an extended stochastic volatility model. (2022). Hambuckers, J ; Ulm, M. In: Journal of Empirical Finance. RePEc:eee:empfin:v:65:y:2022:i:c:p:125-148.

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2022How do bail-in amendments in Directive (EU) 2017/2399 affect the subordinated bond yields of EU G-SIBs?. (2022). Polato, Maurizio ; Floreani, Josanco ; Velliscig, Giulio. In: Journal of Empirical Finance. RePEc:eee:empfin:v:68:y:2022:i:c:p:173-189.

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2022The asymmetric effects of oil price shocks on the U.S. stock market. (2022). Rahman, Sajjadur. In: Energy Economics. RePEc:eee:eneeco:v:105:y:2022:i:c:s0140988321005466.

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2022Forecasting day-ahead electricity prices: A comparison of time series and neural network models taking external regressors into account. (2022). Herwartz, Helmut ; Scheller, Fabian ; Lehna, Malte. In: Energy Economics. RePEc:eee:eneeco:v:106:y:2022:i:c:s0140988321005879.

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2022Two-stage stochastic energy procurement model for a large consumer in hydrothermal systems. (2022). Nepomuceno, Leonardo ; Balbo, Antonio Roberto ; Baptista, Edmea Cassia ; Soler, Edilaine Martins ; Pio, Andre Christovo ; Barrionuevo, Rodolfo Rodrigues. In: Energy Economics. RePEc:eee:eneeco:v:107:y:2022:i:c:s0140988322000275.

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2022Extreme price co-movement of commodity futures and industrial production growth: An empirical evaluation. (2022). Pantelous, Athanasios A ; Xie, Yuxin ; Wen, Xiaoqian. In: Energy Economics. RePEc:eee:eneeco:v:108:y:2022:i:c:s0140988322000950.

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2022Short-term risk management of electricity retailers under rising shares of decentralized solar generation. (2022). Keles, Dogan ; Bertsch, Valentin ; Kraft, Emil ; Russo, Marianna. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322001323.

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2022Facts and fiction in oil market modeling. (2022). Kilian, Lutz. In: Energy Economics. RePEc:eee:eneeco:v:110:y:2022:i:c:s0140988322001499.

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2022Dynamic short-term risk management strategies for the choice of electricity market based on probabilistic forecasts of profit and risk measures. The German and the Polish market case study. (2022). Wojcik, Edyta ; Janczura, Joanna. In: Energy Economics. RePEc:eee:eneeco:v:110:y:2022:i:c:s0140988322001840.

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2022Forecasting crude oil prices with shrinkage methods: Can nonconvex penalty and Huber loss help?. (2022). Zhang, Yue-Jun ; Xing, Li-Min. In: Energy Economics. RePEc:eee:eneeco:v:110:y:2022:i:c:s0140988322001852.

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2022Oil shocks and global economy. (2022). Jimenez-Rodriguez, Rebeca. In: Energy Economics. RePEc:eee:eneeco:v:115:y:2022:i:c:s0140988322005023.

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2023Oil price assumptions for macroeconomic policy. (2023). Filis, George ; Degiannakis, Stavros. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005540.

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2023Energy market reforms in China and the time-varying connectedness of domestic and international markets. (2023). Zhang, Dayong ; Ji, Qiang ; Wu, Fei ; Wang, Tiantian. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322006247.

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2022Electricity price forecasting with high penetration of renewable energy using attention-based LSTM network trained by crisscross optimization. (2022). Yang, Xiaoyi ; Chen, Shun ; Zeng, Cong ; Yin, Hao ; Meng, Anbo ; Wang, Peng ; Zhai, Guangsong. In: Energy. RePEc:eee:energy:v:254:y:2022:i:pa:s036054422201115x.

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2022Environmental and economic assessment of the efficiency of heat exchanger network retrofit options based on the experience of society and energy price records. (2022). Ilchenko, Mariia ; Gil, Tatyana ; Boldyryev, Stanislav. In: Energy. RePEc:eee:energy:v:260:y:2022:i:c:s0360544222020497.

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2022Network based evidence of the financial impact of Covid-19 pandemic. (2022). Scaramozzino, Roberta ; Cerchiello, Paola ; Ahelegbey, Daniel Felix. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000710.

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More than 100 citations found, this list is not complete...

Works by Francesco Ravazzolo:

YearTitleTypeCited
2020A Scoring Rule for Factor and Autoregressive Models Under Misspecification In: Advances in Decision Sciences.
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2018A scoring rule for factor and autoregressive models under misspecification.(2018) In: Working Papers.
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2013Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox In: CREATES Research Papers.
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2014Parallel sequential Monte Carlo for efficient density combination: The DeCo MATLAB toolbox.(2014) In: Working Paper.
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2015Parallel Sequential Monte Carlo for Efficient Density Combination: The DeCo MATLAB Toolbox.(2015) In: Journal of Statistical Software.
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2015Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox.(2015) In: Tinbergen Institute Discussion Papers.
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2013Parallel Sequential Monte Carlo for Efficient Density Combination: The DeCo Matlab Toolbox.(2013) In: Working Papers.
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2017The Bank-Sovereign Nexus: Evidence from a non-Bailout Episode In: CREATES Research Papers.
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2019The bank-sovereign nexus: Evidence from a non-bailout episode.(2019) In: Journal of Empirical Finance.
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2019Comparing the Forecasting Performances of Linear Models for Electricity Prices with High RES Penetration In: Papers.
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2018Comparing the Forecasting Performances of Linear Models for Electricity Prices with High RES Penetration.(2018) In: Working Papers.
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2020Comparing the forecasting performances of linear models for electricity prices with high RES penetration.(2020) In: International Journal of Forecasting.
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2020Proper scoring rules for evaluating asymmetry in density forecasting In: Papers.
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2020Proper scoring rules for evaluating asymmetry in density forecasting.(2020) In: Working Papers.
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2022Are low frequency macroeconomic variables important for high frequency electricity prices? In: Papers.
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2023Forecasting financial markets with semantic network analysis in the COVID-19 crisis In: Papers.
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2021Forecasting financial markets with semantic network analysis in the COVID—19 crisis.(2021) In: Working Papers.
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2023Forecasting consumer confidence through semantic network analysis of online news In: Papers.
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2017Assessing the Predictive Ability of Sovereign Default Risk on Exchange Rate Returns In: Staff Working Papers.
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2018Assessing the predictive ability of sovereign default risk on exchange rate returns.(2018) In: Journal of International Money and Finance.
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2008The power of weather. Some empirical evidence on predicting day-ahead power prices through weather forecasts In: Working Paper.
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2008Combining inflation density forecasts In: Working Paper.
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2010Combining inflation density forecasts.(2010) In: Journal of Forecasting.
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2009Forecast accuracy and economic gains from Bayesian model averaging using time varying weight In: Working Paper.
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2010Forecast accuracy and economic gains from Bayesian model averaging using time-varying weights.(2010) In: Journal of Forecasting.
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2009Forecast Accuracy and Economic Gains from Bayesian Model Averaging using Time Varying Weights.(2009) In: Tinbergen Institute Discussion Papers.
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2009Macro modelling with many models In: Working Paper.
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2009Real-Time Inflation Forecasting in a Changing World In: Working Paper.
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2009Real-time inflation forecasting in a changing world.(2009) In: Staff Reports.
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2013Real-Time Inflation Forecasting in a Changing World.(2013) In: Journal of Business & Economic Statistics.
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2010Term structure forecasting using macro factors and forecast combination In: Working Paper.
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2010Term structure forecasting using macro factors and forecast combination.(2010) In: International Finance Discussion Papers.
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2010Forecast densities for economic aggregates from disaggregate ensembles In: Working Paper.
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2014Forecast densities for economic aggregates from disaggregate ensembles.(2014) In: Studies in Nonlinear Dynamics & Econometrics.
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2010Forecast Densities for Economic Aggregates from Disaggregate Ensembles.(2010) In: CAMA Working Papers.
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2010Why do people give less weight to advice the further it is from their initial opinion? In: Working Paper.
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2010Oil and US GDP: A real-time out-of-sample examination In: Working Paper.
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2011Oil and US GDP: A Real-Time out-of Sample Examination.(2011) In: Working Papers.
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2013Oil and U.S. GDP: A Real-Time Out-of-Sample Examination.(2013) In: Journal of Money, Credit and Banking.
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2013Oil and U.S. GDP: A Real?Time Out?of?Sample Examination.(2013) In: Journal of Money, Credit and Banking.
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2010Combining predictive densities using Bayesian filtering with applications to US economics data In: Working Paper.
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2011Combining Predictive Densities using Bayesian Filtering with Applications to US Economics Data.(2011) In: Tinbergen Institute Discussion Papers.
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2012Combining predictive densities using Bayesian filtering with applications to US economic data.(2012) In: Working Papers.
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2011Forecasting macroeconomic variables using disaggregate survey data In: Working Paper.
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2014Forecasting macroeconomic variables using disaggregate survey data.(2014) In: International Journal of Forecasting.
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2011Forecasting the intraday market price of money In: Working Paper.
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2014Forecasting the intraday market price of money.(2014) In: DISCE - Working Papers del Dipartimento di Economia e Finanza.
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2014Forecasting the intraday market price of money.(2014) In: Journal of Empirical Finance.
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2011Myths and facts about the alleged over-pricing of U.S. real estate. Evidence from multi-factor asset pricing models of REIT returns In: Working Paper.
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2011Myths and Facts about the Alleged Over-Pricing of U.S. Real Estate. Evidence from Multi-Factor Asset Pricing Models of REIT Returns.(2011) In: Working Papers.
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2012Combination schemes for turning point predictions In: Working Paper.
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2012Combination schemes for turning point predictions.(2012) In: The Quarterly Review of Economics and Finance.
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2011Combination Schemes for Turning Point Predictions.(2011) In: Tinbergen Institute Discussion Papers.
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2012Combination schemes for turning point predictions.(2012) In: Working Papers.
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2012Measuring sovereign contagion in Europe In: Working Paper.
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2012Measuring Sovereign Contagion in Europe.(2012) In: Working Papers.
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2018Measuring sovereign contagion in Europe.(2018) In: Journal of Financial Stability.
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2013Measuring Sovereign Contagion in Europe.(2013) In: NBER Working Papers.
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2015Measuring sovereign contagion in Europe.(2015) In: SAFE Working Paper Series.
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2012The macroeconomic forecasting performance of autoregressive models with alternative specifications of time-varying volatility In: Working Paper.
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2012The macroeconomic forecasting performance of autoregressive models with alternative specifications of time-varying volatility.(2012) In: Working Papers (Old Series).
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2012Oil price density forecasts: exploring the linkages with stock markets In: Working Paper.
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2012Oil price density forecasts: Exploring the linkages with stock markets.(2012) In: Working Papers.
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2013Macroeconomic factors strike back: A Bayesian change-point model of time-varying risk exposures and premia in the U.S. cross-section In: Working Paper.
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2015Macroeconomic Factors Strike Back: A Bayesian Change-Point Model of Time-Varying Risk Exposures and Premia in the U.S. Cross-Section.(2015) In: Working Papers.
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2017Macroeconomic Factors Strike Back: A Bayesian Change-Point Model of Time-Varying Risk Exposures and Premia in the U.S. Cross-Section.(2017) In: Journal of Business & Economic Statistics.
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2013Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model In: Working Paper.
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2014Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model.(2014) In: Working Papers.
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2014Interactions between Eurozone and US Booms and Busts: A Bayesian Panel Markov-switching VAR Model.(2014) In: Tinbergen Institute Discussion Papers.
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2014Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model.(2014) In: Working Papers.
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2013Dissecting the 2007-2009 real estate market bust: systematic pricing correction or just a housing fad? In: Working Paper.
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2018Dissecting the 2007–2009 Real Estate Market Bust: Systematic Pricing Correction or Just a Housing Fad?.(2018) In: The Journal of Financial Econometrics.
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2014Forecasting recessions in real time In: Working Paper.
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2014Identification of financial factors in economic fluctuations In: Working Paper.
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2014Identification of financial factors in economic fluctuations.(2014) In: KOF Working papers.
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2019Identification of Financial Factors in Economic Fluctuations.(2019) In: The Economic Journal.
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2014Density forecasts with MIDAS models In: Working Paper.
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2014Density forecasts with MIDAS models.(2014) In: Working Papers.
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2017Density Forecasts With Midas Models.(2017) In: Journal of Applied Econometrics.
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2014Optimal portfolio choice under decision-based model combinations In: Working Paper.
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2015Optimal Portfolio Choice under Decision-Based Model Combinations.(2015) In: Working Papers.
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2014Optimal Portfolio Choice under Decision-Based Model Combinations.(2014) In: Working Papers.
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2016Optimal Portfolio Choice Under Decision?Based Model Combinations.(2016) In: Journal of Applied Econometrics.
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2014Combined Density Nowcasting in an uncertain economic environment In: Working Paper.
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2018Combined Density Nowcasting in an Uncertain Economic Environment.(2018) In: Journal of Business & Economic Statistics.
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2014Combined Density Nowcasting in an Uncertain Economic Environment.(2014) In: Tinbergen Institute Discussion Papers.
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2015Bayesian nonparametric calibration and combination of predictive distributions In: Working Paper.
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2018Bayesian Nonparametric Calibration and Combination of Predictive Distributions.(2018) In: Journal of the American Statistical Association.
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2015Bayesian Nonparametric Calibration and Combination of Predictive Distributions.(2015) In: Working Papers.
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2015Forecasting GDP with global components. This time is different In: Working Paper.
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2015Forecasting GDP with global components. This time is different.(2015) In: Working Papers.
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2017Forecasting GDP with global components: This time is different.(2017) In: International Journal of Forecasting.
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2016Forecasting GDP with global components. This time is different.(2016) In: CAMA Working Papers.
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2015A New Monthly Indicator of Global Real Economic Activity In: Working Paper.
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2015A New Monthly Indicator of Global Real Economic Activity.(2015) In: Working Papers.
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2015A New Monthly Indicator of Global Real Economic Activity.(2015) In: CAMA Working Papers.
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2015A new monthly indicator of global real economic activity.(2015) In: Globalization Institute Working Papers.
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2015A new monthly indicator of global real economic activity.(2015) In: Working Papers.
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2016Identification and real-time forecasting of Norwegian business cycles.(2016) In: International Journal of Forecasting.
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2017Dynamic Predictive Density Combinations for Large Data Sets in Economics and Finance.(2017) In: Tinbergen Institute Discussion Papers.
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2015Forecasting commodity currencies: the role of fundamentals with short-lived predictive content In: Working Paper.
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2015Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts In: Working Papers.
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2017Using Entropic Tilting to Combine BVAR Forecasts With External Nowcasts.(2017) In: Journal of Business & Economic Statistics.
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2015Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts.(2015) In: VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy.
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2015Oil-Price Density Forecasts of U.S. GDP In: Working Papers.
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2016Commodity Futures and Forecasting Commodity Currencies In: Working Papers.
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2018Markov Switching Panel with Network Interaction Effects In: Working Papers.
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2018Predicting the Volatility of Cryptocurrency Time�Series In: Working Papers.
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2018Forecasting Cryptocurrencies Financial Time Series In: Working Papers.
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2019A New Economic Framework: A DSGE Model with Cryptocurrency In: Working Papers.
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2019Forecasting Energy Commodity Prices: A Large Global Dataset Sparse Approach In: Working Papers.
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2021Forecasting Energy Commodity Prices: A Large Global Dataset Sparse Approach.(2021) In: BEMPS - Bozen Economics & Management Paper Series.
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2019Forecasting energy commodity prices: A large global dataset sparse approach.(2019) In: CAMA Working Papers.
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2019Forecasting Energy Commodity Prices: A Large Global Dataset Sparse Approach.(2019) In: Globalization Institute Working Papers.
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2019Forecasting energy commodity prices: a large global dataset sparse approach.(2019) In: Working Papers.
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2020Large Time-Varying Volatility Models for Electricity Prices In: Working Papers.
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2019Optimism in Financial Markets: Stock Market Returns and Investor Sentiments In: BEMPS - Bozen Economics & Management Paper Series.
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2019Optimism in Financial Markets: Stock Market Returns and Investor Sentiments.(2019) In: JRFM.
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2019Contagion between Real Estate and Financial Markets: A Bayesian Quantile-on-Quantile Approach In: BEMPS - Bozen Economics & Management Paper Series.
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2021Contagion between real estate and financial markets: A Bayesian quantile-on-quantile approach.(2021) In: The North American Journal of Economics and Finance.
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2020Dynamic Bayesian forecasting of English Premier League match results with the Skellam distribution In: BEMPS - Bozen Economics & Management Paper Series.
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2017Uncertainty Through the Lenses of A Mixed-Frequency Bayesian Panel Markov Switching Model In: CEPR Discussion Papers.
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2010The power of weather In: Working Papers.
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2019Forecasting daily electricity prices with monthly macroeconomic variables In: Working Paper Series.
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2021Combining Bayesian VARs with survey density forecasts: does it pay off? In: Working Paper Series.
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2012The power of weather In: Computational Statistics & Data Analysis.
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2011Why do people place lower weight on advice far from their own initial opinion? In: Economics Letters.
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2013Time-varying combinations of predictive densities using nonlinear filtering In: Journal of Econometrics.
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2012Time-varying Combinations of Predictive Densities using Nonlinear Filtering.(2012) In: Tinbergen Institute Discussion Papers.
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2016On the correlation between commodity and equity returns: Implications for portfolio allocation In: Journal of Commodity Markets.
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2013Alternative econometric implementations of multi-factor models of the U.S. financial markets In: The Quarterly Review of Economics and Finance.
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2017World steel production: A new monthly indicator of global real economic activity In: CAMA Working Papers.
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2007Evaluating real-time forecasts in real-time In: Econometric Institute Research Papers.
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2008Bayesian near-boundary analysis in basic macroeconomic time series models In: Econometric Institute Research Papers.
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2006Bayesian Model Averaging in the Presence of Structural Breaks In: Econometric Institute Research Papers.
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2014Myths and Facts about the Alleged Over-Pricing of U.S. Real Estate In: The Journal of Real Estate Finance and Economics.
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2007Predicting the term structure of interest rates incorporating parameter uncertainty, model uncertainty and macroeconomic information In: MPRA Paper.
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2007Predicting the Term Structure of Interest Rates: Incorporating Parameter Uncertainty, Model Uncertainty and Macroeconomic Information.(2007) In: Tinbergen Institute Discussion Papers.
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2010Measuring Core Inflation in Australia with Disaggregate Ensembles In: RBA Annual Conference Volume (Discontinued).
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2020A Bayesian Dynamic Compositional Model for Large Density Combinations in Finance In: Working Paper series.
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2021A Bayesian Dynamic Compositional Model for Large Density Combinations in Finance.(2021) In: Tinbergen Institute Discussion Papers.
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2021Corporate CDS spreads from the Eurozone crisis to COVID-19 pandemic: A Bayesian Markov switching model In: Working Paper series.
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2011Comment In: Journal of Business & Economic Statistics.
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2007The Power of Weather: Some Empirical Evidence on Predicting Day-ahead Power Prices through Day-ahead Weather Forecasts In: Tinbergen Institute Discussion Papers.
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2011Bayesian Combinations of Stock Price Predictions with an Application to the Amsterdam Exchange Index In: Tinbergen Institute Discussion Papers.
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2011Backtesting Value-at-Risk using Forecasts for Multiple Horizons, a Comment on the Forecast Rationality Tests of A.J. Patton and A. Timmermann In: Tinbergen Institute Discussion Papers.
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2011Combining Predictive Densities using Nonlinear Filtering with Applications to US Economics Data In: Tinbergen Institute Discussion Papers.
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2015Interconnections between Eurozone and US Booms and Busts using a Bayesian Panel Markov-Switching VAR Mode In: Tinbergen Institute Discussion Papers.
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2016Interconnections Between Eurozone and us Booms and Busts Using a Bayesian Panel Markov?Switching VAR Model.(2016) In: Journal of Applied Econometrics.
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2018The Evolution of Forecast Density Combinations in Economics In: Tinbergen Institute Discussion Papers.
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2015Macroeconomic Forecasting Performance under Alternative Specifications of Time?Varying Volatility In: Journal of Applied Econometrics.
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