Francesco Ravazzolo : Citation Profile

Libera Università di Bolzano / Freie Universität Bozen

23

H index

42

i10 index

1882

Citations

RESEARCH PRODUCTION:

43

Articles

126

Papers

1

Chapters

RESEARCH ACTIVITY:

   17 years (2006 - 2023). See details.
   Cites by year: 110
   Journals where Francesco Ravazzolo has often published
   Relations with other researchers
   Recent citing documents: 139.    Total self citations: 100 (5.05 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pra286
   Updated: 2025-04-19    RAS profile: 2023-03-16    
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Relations with other researchers

Works with:

Casarin, Roberto (7)

Rossini, Luca (6)

Lorusso, Marco (4)

Gianfreda, Angelica (2)

Violante, Francesco (2)

Bjørnland, Hilde (2)

van Dijk, Herman (2)

Vespignani, Joaquin (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)

Huber, Florian (50)

Casarin, Roberto (43)

Aastveit, Knut Are (42)

Koop, Gary (41)

Marcellino, Massimiliano (33)

Cross, Jamie (33)

Cross, Jamie (32)

GUPTA, RANGAN (32)

Maheu, John (32)

Cites to:

van Dijk, Herman (103)

Watson, Mark (69)

Mitchell, James (65)

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

Production by document typepaperchapterarticle2006200720082009201020112012201320142015201620172018201920202021202220230102030Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published200620072008200920102011201220132014201520162017201820192020202120222023050100150200Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received20072008200920102011201220132014201520162017201820192020202120222023202420250100200300Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year2006200720082009201020112012201320142015201620172018201920202021202220230200400Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 23Most cited documents123456789101112131415161718192021222324250100200300Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution2013082013092013102013112013122014012014022014032014042014052014062014072014082014092014102014112014122015012015022015032015042015052015062015072015082015092015102015112015122016012016022016032016042016052016062016072016082016092016102016112016122017012017022017032017042017052017062017072017082017092017102017112017122018012018022018032018042018052018062018072018082018092018102018112018122019012019022019032019042019052019062019072019082019092019102019112019122020012020022020032020042020052020062020072020082020092020102020112020122021012021022021032021042021052021062021072021082021092021102021112021122022012022022022032022042022052022062022072022082022092022102022112022122023012023022023032023042023052023062023072023082023092023102023112023122024012024022024032024042024052024062024072024082024092024102024112024122025012025022025032025040102030h-index Highcharts.comExport to raster or vector imagePrint the chart

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
The Quarterly Review of Economics and Finance2
Journal of Empirical Finance2
JRFM2
Econometrics2
Journal of Forecasting2
Studies in Nonlinear Dynamics & 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 Paper Series / European Central Bank2
Working Papers (Old Series) / Federal Reserve Bank of Cleveland2
Working Paper series / Rimini Centre for Economic Analysis2
Globalization Institute Working Papers / Federal Reserve Bank of Dallas2

Recent works citing Francesco Ravazzolo (2025 and 2024)

Year  ↓Title of citing document  ↓
2025Forecasting 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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2024Bayesian 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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2024Hierarchical 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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2024From Reactive to Proactive Volatility Modeling with Hemisphere Neural Networks. (2023). Frenette, Mikael ; Coulombe, Philippe Goulet ; Klieber, Karin. In: Papers. RePEc:arx:papers:2311.16333.

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2024Inflation Target at Risk: A Time-varying Parameter Distributional Regression. (2024). Zhu, Dan ; Oka, Tatsushi ; Wang, Yunyun. In: Papers. RePEc:arx:papers:2403.12456.

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2024Partial Identification of Heteroskedastic Structural VARs: Theory and Bayesian Inference. (2024). Lütkepohl, Helmut ; Lutkepohl, Helmut ; Wo, Tomasz ; Uzeda, Luis ; Shang, Fei. In: Papers. RePEc:arx:papers:2404.11057.

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2025Quantifying Cryptocurrency Unpredictability: A Comprehensive Study of Complexity and Forecasting. (2025). Roveri, Manuel ; Pittorino, Fabrizio ; Puoti, Francesco. In: Papers. RePEc:arx:papers:2502.09079.

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2025Extrapolating the long-term seasonal component of electricity prices for forecasting in the day-ahead market. (2025). Chke, Katarzyna ; Uniejewski, Bartosz ; Weron, Rafal. In: Papers. RePEc:arx:papers:2503.02518.

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2025Bayesian Outlier Detection for Matrix-variate Models. (2025). Billio, Monica ; Casarin, Roberto ; Peruzzi, Antonio ; Corradin, Fausto. In: Papers. RePEc:arx:papers:2503.19515.

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2025Large Structural VARs with Multiple Sign and Ranking Restrictions. (2025). Yu, Xuewen ; Matthes, Christian ; Chan, Joshua. In: Papers. RePEc:arx:papers:2503.20668.

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2024The Politics of the Paycheck Protection Program. (2024). Zhang, Eden ; Mishra, Prachi ; Lambert, Thomas ; Igan, Deniz. In: Working Papers. RePEc:ash:wpaper:133.

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2024.

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2024Predictive model averaging with parameter instability and heteroskedasticity. (2024). Yin, Anwen. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:76:y:2024:i:2:p:418-442.

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2024.

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2024Future directions in nowcasting economic activity: A systematic literature review. (2024). Bruneckiene, Jurgita ; Pilinkiene, Vaida ; Stundziene, Alina ; Pekarskiene, Irena ; Lukauskas, Mantas ; Grybauskas, Andrius. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:4:p:1199-1233.

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2024A Dynamic Latent-Space Model for Asset Clustering. (2024). Antonio, Peruzzi ; Roberto, Casarin. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:28:y:2024:i:2:p:379-402:n:9.

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2024Improving the robustness of Markov-switching dynamic factor models with time-varying volatility. (2024). Royer, Julien ; Aumond, Romain. In: Working Papers. RePEc:crs:wpaper:2024-04.

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2024Monetary policy rules: the market’s view.. (2024). Masolo, Riccardo M. ; di Pace, Federico ; Mangiante, Giacomo. In: DISCE - Working Papers del Dipartimento di Economia e Finanza. RePEc:ctc:serie1:def137.

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2024A look back at 25 years of the ECB SPF. (2024). Allayioti, Anastasia ; Healy, Peter ; Botelho, Vasco ; Meyler, Aidan ; Minasian, Ryan ; Bates, Colm ; Arioli, Rodolfo ; Fonseca, Lus ; Fagandini, Bruno ; Zahrt, Octavia. In: Occasional Paper Series. RePEc:ecb:ecbops:2024364.

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2024Electricity market price forecasting using ELM and Bootstrap analysis: A case study of the German and Finnish Day-Ahead markets. (2024). Georghiou, George E ; Kyprianou, Andreas ; Loizidis, Stylianos. In: Applied Energy. RePEc:eee:appene:v:363:y:2024:i:c:s0306261924004410.

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2024A hybrid framework for day-ahead electricity spot-price forecasting: A case study in China. (2024). Zhang, Sui ; Huang, Siwan ; Zhong, Ming ; Li, LI ; Wang, Kai ; Shi, Jianheng ; Hou, Xuebing. In: Applied Energy. RePEc:eee:appene:v:373:y:2024:i:c:s0306261924012467.

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2024Modelling common bubbles in cryptocurrency prices. (2024). Jasiak, Joann ; Hall, Mauri K. In: Economic Modelling. RePEc:eee:ecmode:v:139:y:2024:i:c:s026499932400138x.

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2024Nonlinear transmission of international financial stress. (2024). Tuzcuoglu, Kerem. In: Economic Modelling. RePEc:eee:ecmode:v:139:y:2024:i:c:s0264999324001615.

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2024Robust estimation of the range-based GARCH model: Forecasting volatility, value at risk and expected shortfall of cryptocurrencies. (2024). Fiszeder, Piotr ; Maecka, Marta ; Molnr, Peter. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s026499932400244x.

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2024Determinants of CDS in core and peripheral European countries: A comparative study during crisis and calm periods. (2024). Haddou, Samira. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000111.

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2024An identification and testing strategy for proxy-SVARs with weak proxies. (2024). Fanelli, Luca ; Cavaliere, Giuseppe ; Angelini, Giovanni. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623003202.

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2024Advances in nowcasting economic activity: The role of heterogeneous dynamics and fat tails. (2024). Petrella, Ivan ; Drechsel, Thomas ; Antolin-Diaz, Juan. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623003500.

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2024Volatility prediction comparison via robust volatility proxies: An empirical deviation perspective. (2024). Zhu, Ziwei ; An, Ran ; Wang, Weichen. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:2:s0304407623003494.

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2024Industrial Connectedness and Business Cycle Comovements. (2024). Owyang, Michael ; Guisinger, Amy ; Soques, Daniel. In: Econometrics and Statistics. RePEc:eee:ecosta:v:29:y:2024:i:c:p:132-149.

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2024The effects of monetary policy on macroeconomic risk. (2024). Gambetti, Luca ; Forni, Mario ; Maffei-Faccioli, Nicolo ; Sala, Luca. In: European Economic Review. RePEc:eee:eecrev:v:167:y:2024:i:c:s0014292124001181.

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2024Combining probabilistic forecasts of intermittent demand. (2024). Petropoulos, Fotios ; Kang, Yanfei ; Wang, Shengjie. In: European Journal of Operational Research. RePEc:eee:ejores:v:315:y:2024:i:3:p:1038-1048.

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2024Energy 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.

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2024Does energy consumption play a key role? Re-evaluating the energy consumption-economic growth nexus from GDP growth rates forecasting. (2024). Hu, Shiyang ; Ma, Feng ; Lu, Fei. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007661.

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2024The role of green energy stock market in forecasting Chinas crude oil market: An application of IIS approach and sparse regression models. (2024). Sharif, Arshian ; Muhammadullah, Sara ; Khan, Faridoon ; Lee, Chien-Chiang. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988323007673.

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2024Financing sustainable energy transition with algorithmic energy tokens. (2024). Romagnoli, Silvia ; Zadeh, Omid Razavi. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001282.

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2024Weather conditions, climate change, and the price of electricity. (2024). Uribe, Jorge ; Mosquera-López, Stephania ; Joaqui-Barandica, Orlando ; Mosquera-Lopez, Stephania. In: Energy Economics. RePEc:eee:eneeco:v:137:y:2024:i:c:s0140988324004973.

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2024Forecasting oil prices: Can large BVARs help?. (2024). Sun, Chuanwang ; Zhang, BO ; Nguyen, Bao H. In: Energy Economics. RePEc:eee:eneeco:v:137:y:2024:i:c:s0140988324005139.

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2024Wholesale electricity price forecasting by Quantile Regression and Kalman Filter method. (2024). Movahedi, Akram ; Amiri, Hossein ; Monjazeb, Mohammad Reza. In: Energy. RePEc:eee:energy:v:290:y:2024:i:c:s0360544223033194.

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2024Cryptocurrency price forecasting – A comparative analysis of ensemble learning and deep learning methods. (2024). Yuan, Kunpeng ; Hajek, Petr ; Abedin, Mohammad Zoynul ; Bouteska, Ahmed. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521923005719.

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2024Sovereign momentum currency returns. (2024). Lin, Ming-Tsung ; Calice, Giovanni. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924004046.

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2024The nexus between local government debt risk, real estate sector, and financial stability. (2024). Li, Yulong. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pa:s154461232401105x.

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2024The impact of COVID-19 on sovereign contagion. (2024). Moratis, Georgios ; Drakos, Anastasios. In: Journal of Financial Stability. RePEc:eee:finsta:v:70:y:2024:i:c:s157230892300089x.

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2024Temporal networks and financial contagion. (2024). Nocciola, Luca ; Vouldis, Angelos ; Franch, Fabio. In: Journal of Financial Stability. RePEc:eee:finsta:v:71:y:2024:i:c:s1572308924000093.

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2024Accelerating peak dating in a dynamic factor Markov-switching model. (2024). van Dijk, Dick ; van Os, Bram. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:313-323.

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2024Bayesian forecasting in economics and finance: A modern review. (2024). Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Maneesoonthorn, Worapree ; Frazier, David T ; Martin, Gael M ; Panagiotelis, Anastasios ; Nibbering, Didier ; Maheu, John. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:811-839.

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2024Generalized Poisson difference autoregressive processes. (2024). Casarin, Roberto ; Carallo, Giulia ; Robert, Christian P. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1359-1390.

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2024CRPS-based online learning for nonlinear probabilistic forecast combination. (2024). Camal, Simon ; Pinson, Pierre ; Kariniotakis, Georges ; van der Meer, Dennis. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1449-1466.

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2024A loss discounting framework for model averaging and selection in time series models. (2024). Griffin, Jim E ; Bernaciak, Dawid. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1721-1733.

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2024International macroeconomic vulnerability. (2024). Garcia, Marcio ; Velloso, Joo ; Guillen, Diogo ; Ribeiro, Bernardo. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:146:y:2024:i:c:s0261560624000925.

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2024Energy shocks in the Euro area: Disentangling the pass-through from oil and gas prices to inflation. (2024). Manera, Matteo ; Valenti, Daniele ; Casoli, Chiara. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:147:y:2024:i:c:s0261560624001414.

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2024A fair grid connection cost-sharing model for electricity based on the random forest machine learning method. (2024). Kong, Chun ; Xie, LI. In: Utilities Policy. RePEc:eee:juipol:v:90:y:2024:i:c:s0957178724001000.

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2024The consumption expenditure response to unemployment: Evidence from Norwegian households. (2024). Fagereng, Andreas ; Torstensen, Kjersti N ; Onshuus, Helene. In: Journal of Monetary Economics. RePEc:eee:moneco:v:146:y:2024:i:c:s030439322400031x.

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2024Asymmetric connectedness and investment strategies between commodities and Islamic banks: Evidence from gulf cooperative council (GCC) markets. (2024). Billah, Syed ; Balli, Faruk ; Hadhri, Sinda ; Shaik, Muneer. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:86:y:2024:i:c:s0927538x24001574.

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2024Tail connectedness: Measuring the volatility connectedness network of equity markets during crises. (2024). Yao, Wenying ; Liu, Junli ; Cheng, Tingting. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:87:y:2024:i:c:s0927538x2400249x.

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2024A combined framework to explore cryptocurrency volatility and dependence using multivariate GARCH and Copula modeling. (2024). David, S A ; Kristoufek, L ; Queiroz, R. G. S., . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:652:y:2024:i:c:s0378437124005557.

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2024Managing portfolio risk during crisis times: A dynamic conditional correlation perspective. (2024). Dufour, Alfonso ; Zhang, Hanyu. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:94:y:2024:i:c:p:241-251.

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2024On the transmission mechanism between the inventory arbitrage activity, speculative activity and the commodity price under the US QE policy: Evidence from a TVP-VAR model. (2024). Alexiou, Constantinos ; Yao, Wei. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:1054-1072.

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2024Forecasting electricity prices from the state-of-the-art modeling technology and the price determinant perspectives. (2024). Abedin, Mohammad Zoynul ; Li, Qiang ; Chai, Shanglei ; Lucey, Brian M. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pa:s0275531923002581.

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2024Relationship between real estate tokens and other asset classes: Evidence from quantile connectedness approach. (2024). Demir, Ender ; Assaf, Ata ; Yousaf, Imran. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000308.

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2024Anatomy of sovereign yield behaviour using textual news. (2024). Sensoy, Ahmet ; Akhtaruzzaman, Md ; Dann, Susan ; Pradhan, HK ; Banerjee, Ameet Kumar. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002514.

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2025A hybrid deep learning model for cryptocurrency returns forecasting: Comparison of the performance of financial markets and impact of external variables. (2025). Jirou, Ismail ; Jebabli, Ikram ; Lahiani, Amine. In: Research in International Business and Finance. RePEc:eee:riibaf:v:73:y:2025:i:pa:s0275531924003684.

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2025Forecasting Half-Hourly Electricity Prices Using a Mixed-Frequency Structural VAR Framework. (2025). Kapoor, Gaurav ; Zhang, Wenjun ; Li, Mengheng ; Wichitaksorn, Nuttanan. In: Econometrics. RePEc:gam:jecnmx:v:13:y:2025:i:1:p:2-:d:1562219.

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2024Forecasting Oil Prices with Non-Linear Dynamic Regression Modeling. (2024). Muoz, Antonio ; Figuerola-Ferretti, Isabel ; Moreno, Pedro. In: Energies. RePEc:gam:jeners:v:17:y:2024:i:9:p:2182-:d:1387880.

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2024Online Monitoring of Policy Optimality. (2024). Einarsson, Bjarni G. In: Economics. RePEc:ice:wpaper:wp95.

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2024The Changing Behavior of the European Credit Default Swap Spreads During the Covid-19 Pandemic: A Bayesian Network Analysis. (2024). Önder, A. Özlem ; Kila, Gul Huyuguzel ; Cinicioglu, Esma Nur ; Muradolu, Gulnur Y. In: Computational Economics. RePEc:kap:compec:v:63:y:2024:i:3:d:10.1007_s10614-023-10489-x.

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2024LSTM–GARCH Hybrid Model for the Prediction of Volatility in Cryptocurrency Portfolios. (2024). Garcia-Medina, Andres ; Aguayo-Moreno, Ester. In: Computational Economics. RePEc:kap:compec:v:63:y:2024:i:4:d:10.1007_s10614-023-10373-8.

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2024Role of Economic Policy Uncertainty in Energy Commodities Prices Forecasting: Evidence from a Hybrid Deep Learning Approach. (2024). Si, Kamel ; Tedeschi, Marco ; Rao, Amar ; Shahzad, Umer. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:6:d:10.1007_s10614-024-10550-3.

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2025Inflation forecasting in turbulent times. (2025). Kunst, Robert ; Sgner, Leopold ; Koch, Sebastian P ; Hlouskova, Jaroslava ; Fortin, Ines ; Ertl, Martin. In: Empirica. RePEc:kap:empiri:v:52:y:2025:i:1:d:10.1007_s10663-024-09633-z.

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2024Geopolitical Risk and Cryptocurrency Market Volatility. (2024). Wang, Yanru ; Tang, Qirui ; Fang, YI. In: Emerging Markets Finance and Trade. RePEc:mes:emfitr:v:60:y:2024:i:14:p:3254-3270.

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2024Decomposing Uncertainty in Macro-Finance Term Structure Models. (2024). Byrne, Joseph ; Cao, Shuo. In: The Review of Asset Pricing Studies. RePEc:oup:rasset:v:14:y:2024:i:3:p:428-449..

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2024Is bitcoin an inflation hedge?. (2024). Colombo, Jéfferson ; Rodriguez, Harold. In: MPRA Paper. RePEc:pra:mprapa:120477.

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2025Modeling and Forecasting the Probability of Crypto-Exchange Closures: A Forecast Combination Approach. (2025). Fantazzini, Dean ; Magomedov, Said. In: MPRA Paper. RePEc:pra:mprapa:123416.

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2025The Role of Uncertainty in Forecasting Realized Covariance of US State-Level Stock Returns: A Reverse-MIDAS Approach. (2025). GUPTA, RANGAN ; Cepni, Oguzhan ; Fu, Shengjie ; Luo, Jiawen. In: Working Papers. RePEc:pre:wpaper:202501.

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

Works by Francesco Ravazzolo:

Year  ↓Title  ↓Type  ↓Cited  ↓
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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2015Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox.(2015) In: Tinbergen Institute Discussion 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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2009Forecast Accuracy and Economic Gains from Bayesian Model Averaging using Time Varying Weights.(2009) In: Tinbergen Institute Discussion Papers.
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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.(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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2013Oil and U.S. GDP: A Real‐Time Out‐of‐Sample Examination.(2013) In: Journal of Money, Credit and Banking.
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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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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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2011Combination Schemes for Turning Point Predictions.(2011) In: Tinbergen Institute Discussion Papers.
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2012Measuring sovereign contagion in Europe In: Working Paper.
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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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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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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: 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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2015Identification and real-time forecasting of Norwegian business cycles In: Working Paper.
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2016Identification and real-time forecasting of Norwegian business cycles.(2016) In: International Journal of Forecasting.
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2015Dynamic predictive density combinations for large data sets in economics and finance In: Working Paper.
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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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2015Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts.(2015) In: Working Papers (Old Series).
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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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2016Oil-price density forecasts of US GDP.(2016) In: Studies in Nonlinear Dynamics & Econometrics.
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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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2020Oil and Fiscal Policy Regimes In: Working Papers.
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2021Oil and fiscal policy regimes.(2021) In: CAMA 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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2019Density Forecasting In: BEMPS - Bozen Economics & Management Paper Series.
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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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2019Contagion between Real Estate and Financial Markets: A Bayesian Quantile-on-Quantile Approach.(2019) In: Working Papers.
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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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2021Markov Switching Panel with Endogenous Synchronization Effects In: BEMPS - Bozen Economics & Management Paper Series.
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2021Adaptive Importance Sampling for DSGE Models 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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2019Forecasting cryptocurrencies under model and parameter instability In: International Journal of Forecasting.
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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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2017World steel production: A new monthly indicator of global real economic activity.(2017) In: Working Papers.
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2020World steel production: A new monthly indicator of global real economic activity.(2020) In: Canadian Journal of Economics/Revue canadienne d'économique.
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2007Predictive gains from forecast combinations using time-varying model weights In: Econometric Institute Research 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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2011A Bayesian multi-factor model of instability in prices and quantities of risk in U.S. financial markets In: Working Papers.
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2016Bayesian Calibration of Generalized Pools of Predictive Distributions In: Econometrics.
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2016Computational Complexity and Parallelization in Bayesian Econometric Analysis In: Econometrics.
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2020Bayesian Econometrics In: JRFM.
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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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2023A Bayesian DSGE Approach to Modelling Cryptocurrency In: Review of Economic Dynamics.
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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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