12
H index
12
i10 index
399
Citations
Dean Fantazzini : Citation Profile
M. V. Lomonosov Moscow State University | RESEARCH PRODUCTION: 44 Articles 32 Papers 2 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
19 years (2006 - 2025). 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:
|
Main data
Where Dean Fantazzini has published?
| Journals with more than one article published | # docs |
|---|---|
| Applied Econometrics | 17 |
| JRFM | 5 |
| Energy Policy | 3 |
| Economics Bulletin | 2 |
| Computational Statistics & Data Analysis | 2 |
Recent works citing Dean Fantazzini (2025 and 2024)
Year  | Title of citing document |
|---|---|
| 2025 | Improving 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. Full description at Econpapers || Download paper |
| 2024 | Blockchain Metrics and Indicators in Cryptocurrency Trading. (2024). Dale, Roberto ; King, Juan C. In: Papers. RePEc:arx:papers:2403.00770. Full description at Econpapers || Download paper |
| 2024 | Applying 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. Full description at Econpapers || Download paper |
| 2024 | Blockchain metrics and indicators in cryptocurrency trading. (2024). Amigo, Jose M ; Dale, Roberto ; King, Juan C. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:178:y:2024:i:c:s0960077923012079. Full description at Econpapers || Download paper |
| 2024 | Application of the LPPL model in the identification and measurement of structural bubbles in the Chinese stock market. (2024). Zhang, Han ; Ji, Hongyun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001833. Full description at Econpapers || Download paper |
| 2024 | Larger 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. Full description at Econpapers || Download paper |
| 2024 | Energy price bubbles and extreme price movements: Evidence from Chinas coal market. (2024). Dickinson, David ; Wu, Fei ; Wang, Tiantian ; Zhao, Wanli. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s014098832300751x. Full description at Econpapers || Download paper |
| 2024 | Navigating 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. Full description at Econpapers || Download paper |
| 2024 | Determinants 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. Full description at Econpapers || Download paper |
| 2024 | . Full description at Econpapers || Download paper |
| 2024 | Artificial Neural Networks as a Method for Forecasting Migration Balance (A Case Study of the City of Lublin in Poland). (2024). Kulisz, Monika ; Komor, Agnieszka ; Gawryluk, Adam ; Katarzyski, Dominik ; Zarbski, Patrycjusz. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:24:p:11249-:d:1549703. Full description at Econpapers || Download paper |
| 2024 | An Adaptive Research Approach to COVID-19 Forecasting for Regional Health Systems in England. (2024). Feylessoufi, Antoine ; Erhun, Feryal ; Betcheva, Lidia ; Tyrrell, Carina ; Scholtes, Stefan ; Pari, Anees ; Pape, Tom ; Kattuman, Paul ; Jiang, Houyuan ; Gonalves, Paulo ; Fryers, Peter. In: Interfaces. RePEc:inm:orinte:v:54:y:2024:i:6:p:500-516. Full description at Econpapers || Download paper |
| 2024 | COVID-19 and REITs Crash: Predictability and Market Conditions. (2024). Kim, Jinu ; Jang, Hanwool ; Ahn, Kwangwon ; Ryu, Inug. In: Computational Economics. RePEc:kap:compec:v:63:y:2024:i:3:d:10.1007_s10614-023-10431-1. Full description at Econpapers || Download paper |
| 2024 | Inspecting a seasonal ARIMA model with a random period. (2024). Rabehi, Nadia ; Aknouche, Abdelhakim. In: MPRA Paper. RePEc:pra:mprapa:120758. Full description at Econpapers || Download paper |
| 2025 | Volatilité et régulation des cryptomonnaies : approche monétaire orthodoxe versus approche monétaire hétérodoxe. (2025). Kouakou, Thidj Gaudens-Omer. In: MPRA Paper. RePEc:pra:mprapa:123774. Full description at Econpapers || Download paper |
| 2024 | Using 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. Full description at Econpapers || Download paper |
| 2024 | Estimating the effect of satisfaction with working conditions on employee health. (2024). Rodionova, Tatiana. In: Applied Econometrics. RePEc:ris:apltrx:0510. Full description at Econpapers || Download paper |
| 2025 | Stablecoins and credit risk: when do they stop being stable?. (2025). Fantazzini, Dean ; Korobova, Elena. In: Applied Econometrics. RePEc:ris:apltrx:0515. Full description at Econpapers || Download paper |
| 2025 | Can Ethereum predict Bitcoin’s volatility?. (2025). Peresetsky, Anatoly ; Teterin, Maksim. In: Applied Econometrics. RePEc:ris:apltrx:0516. Full description at Econpapers || Download paper |
| 2024 | A comparison of Range Value at Risk (RVaR) forecasting models. (2024). Santos, Samuel Solgon ; Gossling, Thalles Weber ; Muller, Fernanda Maria ; Righi, Marcelo Brutti. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:3:p:509-543. 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 | 1 |
| 2019 | Forecasting Realized Volatility of Russian stocks using Google Trends and Implied Volatility.(2019) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | 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 | 21 |
| 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 |
| 2021 | Asymmetry and hysteresis in the Russian gasoline market: The rationale for green energy exports In: Energy Policy. [Full Text][Citation analysis] | article | 1 |
| 2021 | Asymmetry and hysteresis in the Russian gasoline market: the rationale for green energy exports.(2021) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2011 | Global oil risks in the early 21st century In: Energy Policy. [Full Text][Citation analysis] | article | 14 |
| 2011 | Global oil risks in the early 21st century.(2011) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
| 2016 | The oil price crash in 2014/15: Was there a (negative) financial bubble? In: Energy Policy. [Full Text][Citation analysis] | article | 55 |
| 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 nother version. Agregated cites: 55 | paper | |
| 2015 | Forecasting German car sales using Google data and multivariate models In: International Journal of Production Economics. [Full Text][Citation analysis] | article | 24 |
| 2015 | Forecasting German Car Sales Using Google Data and Multivariate Models.(2015) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 24 | paper | |
| 2014 | Reviewing electricity production cost assessments In: Renewable and Sustainable Energy Reviews. [Full Text][Citation analysis] | article | 30 |
| 2013 | Reviewing electricity production cost assessments.(2013) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 30 | paper | |
| 2023 | Detecting Pump-and-Dumps with Crypto-Assets: Dealing with Imbalanced Datasets and Insiders’ Anticipated Purchases In: Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2023 | Detecting Pump-and-Dumps with Crypto-Assets: Dealing with Imbalanced Datasets and Insiders’ Anticipated Purchases.(2023) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2021 | Forecasting Internal Migration in Russia Using Google Trends: Evidence from Moscow and Saint Petersburg In: Forecasting. [Full Text][Citation analysis] | article | 6 |
| 2021 | Forecasting internal migration in Russia using Google Trends: Evidence from Moscow and Saint Petersburg.(2021) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
| 2020 | Does the Hashrate Affect the Bitcoin Price? In: JRFM. [Full Text][Citation analysis] | article | 14 |
| 2020 | Does the hashrate affect the bitcoin price?.(2020) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
| 2021 | Crypto Exchanges and Credit Risk: Modeling and Forecasting the Probability of Closure In: JRFM. [Full Text][Citation analysis] | article | 3 |
| 2021 | Crypto-exchanges and Credit Risk: Modelling and Forecasting the Probability of Closure.(2021) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2022 | Crypto-Coins and Credit Risk: Modelling and Forecasting Their Probability of Death In: JRFM. [Full Text][Citation analysis] | article | 2 |
| 2022 | Crypto Coins and Credit Risk: Modelling and Forecasting their Probability of Death.(2022) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2024 | Adaptive Conformal Inference for Computing Market Risk Measures: An Analysis with Four Thousand Crypto-Assets In: JRFM. [Full Text][Citation analysis] | article | 0 |
| 2024 | Adaptive Conformal Inference for computing Market Risk Measures: an Analysis with Four Thousands Crypto-Assets.(2024) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2025 | Modeling and Forecasting the Probability of Crypto-Exchange Closures: A Forecast Combination Approach In: JRFM. [Full Text][Citation analysis] | article | 0 |
| 2025 | Modeling and Forecasting the Probability of Crypto-Exchange Closures: A Forecast Combination Approach.(2025) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother 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 | 12 |
| 2008 | A New Approach for Firm Value and Default Probability Estimation beyond Merton Models In: Computational Economics. [Full Text][Citation analysis] | article | 7 |
| 2015 | Long Memory and Periodicity in Intraday Volatility In: Journal of Financial Econometrics. [Full Text][Citation analysis] | article | 28 |
| 2012 | Long memory and Periodicity in Intraday Volatility.(2012) In: DEM Working Papers Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 28 | paper | |
| 2011 | Fractionally Integrated Models for Volatility: A Review In: Palgrave Macmillan Books. [Citation analysis] | chapter | 3 |
| 2011 | The Intraday Analysis of Volatility, Volume and Spreads: A Review with Applications to Futures’ Markets In: Palgrave Macmillan Books. [Citation analysis] | chapter | 0 |
| 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 nother 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 | 5 |
| 2010 | A copula-VAR-X approach for industrial production modelling and forecasting.(2010) In: Applied Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | 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 | 6 |
| 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 nother version. Agregated cites: 6 | 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 | 5 |
| 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 nother version. Agregated cites: 5 | article | |
| 2020 | Discussing copulas with Sergey Aivazian: a memoir In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2022 | Using crypto assets pricing methods to build technical oscillators for short-term bitcoin trading In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
| 2023 | Assessing the Credit Risk of Crypto-Assets Using Daily Range Volatility Models In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
| 2022 | Forecasting oil prices with penalized regressions, variance risk premia and Google data In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2022 | Forecasting oil prices with penalized regressions, variance risk premia and Google data.(2022) In: Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2024 | Stablecoins and credit risk: when do they stop being stable? In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2025 | Stablecoins and credit risk: when do they stop being stable?.(2025) In: Applied Econometrics. [Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2013 | Hydrocarbon liquefaction: viability as a peak oil mitigation strategy In: MPRA Paper. [Full Text][Citation analysis] | paper | 3 |
| 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 | 41 |
| 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 nother version. Agregated cites: 41 | 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 | 23 |
| 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 nother version. Agregated cites: 23 | 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 | 9 |
| 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 nother version. Agregated cites: 9 | 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 | 2 |
| 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 nother version. Agregated cites: 2 | 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 nother 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 | 13 |
| 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 | 8 |
| 2011 | Analysis of multidimensional probability distributions with copula functions. II.(2011) In: Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | article | |
| 2011 | Analysis of multidimensional probability distributions with copula functions. III In: Applied Econometrics. [Full Text][Citation analysis] | article | 8 |
| 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 | 4 |
| 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 | 3 |
| 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 |
| 2009 | Random Survival Forests Models for SME Credit Risk Measurement In: Methodology and Computing in Applied Probability. [Full Text][Citation analysis] | article | 31 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated February, 4 2025. Contact: CitEc Team