Francesco Ravazzolo

Free University of Bozen-Bolzano

Sernesiplatz 1

Bozen-Bolzano, BZ 39100

Italy

SCHOLARLY PAPERS

4

DOWNLOADS

65

SSRN CITATIONS

3

CROSSREF CITATIONS

0

Scholarly Papers (4)

1.

Forecasting Daily Electricity Prices with Monthly Macroeconomic Variables

ECB Working Paper No. 2250 (2019); ISBN 978-92-899-3512-8
Number of pages: 61 Posted: 21 Mar 2019
Claudia Foroni, Francesco Ravazzolo and Luca Rossini
European Central Bank (ECB), Free University of Bozen-Bolzano and VU University Amsterdam - Department of Econometrics
Downloads 37 (452,760)

Abstract:

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Density Forecasting, Electricity Prices, Forecasting, Mixed-Frequency VAR models, MIDAS models

2.

A Scoring Rule for Factor and Autoregressive Models Under Misspecification

Number of pages: 33 Posted: 26 Jul 2018
University Ca' Foscari of Venice - Department of Economics, GRETA Associati, Free University of Bozen-Bolzano and Ca Foscari University of Venice - Dipartimento di Economia
Downloads 24 (517,409)

Abstract:

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Factor models, Large datasets, Multivariate autoregressive models, Forecasting, Scoring rules, VAR models

Forecasting Energy Commodity Prices: A Large Global Dataset Sparse Approach

Globalization and Monetary Policy Institute Working Paper No. 376
Number of pages: 24 Posted: 10 Jan 2020
Davide Ferrari, Francesco Ravazzolo and Joaquin Vespignani
Free University of Bozen-Bolzano, Faculty of Economics and Management, Free University of Bozen-Bolzano and University of Tasmania - School of Economics and Finance
Downloads 4 (674,545)

Abstract:

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Energy Prices, Forecasting, Dynamic Factor Model, Sparse Estimation, Penalized Maximum Likelihood

4.

The Evolution of Forecast Density Combinations in Economics

Tinbergen Institute Discussion Paper 2018-069/III
Number of pages: 47 Posted: 12 Sep 2018
Knut Aastveit, James Mitchell, Francesco Ravazzolo and H. K. van Dijk
Norges Bank, Warwick Business School, Free University of Bozen-Bolzano and Tinbergen Institute
Downloads 0 (691,842)
Citation 3

Abstract:

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Forecasting, Model Uncertainty, Density Combinations