Francesco Ravazzolo

Free University of Bozen-Bolzano

Sernesiplatz 1

Bozen-Bolzano, BZ 39100

Italy

SCHOLARLY PAPERS

7

DOWNLOADS

346

SSRN CITATIONS
Rank 23,925

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Top 23,925

in Total Papers Citations

35

CROSSREF CITATIONS

6

Scholarly Papers (7)

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 190 (200,352)
Citation 1

Abstract:

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

2.
Downloads 19 (127,372)
Citation 27

Measuring Sovereign Contagion in Europe

NBER Working Paper No. w18741
Number of pages: 58 Posted: 16 Sep 2020 Last Revised: 17 Sep 2021
University of Padua - Department of Statistical Sciences, Goethe University Frankfurt - Faculty of Economics and Business AdministrationLeibniz Institute for Financial Research SAFE, Free University of Bozen-Bolzano and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 19 (669,730)
Citation 10

Abstract:

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3.

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 University of Milan
Downloads 73 (397,258)

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

4.

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 30 (574,949)

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

5.

Oil and Fiscal Policy Regimes

CAMA Working Paper No. 10/2021
Number of pages: 88 Posted: 20 Jan 2021
Norwegian School of Management (BI), University Ca' Foscari of Venice - Department of Economics, Newcastle University Business School and Free University of Bozen-Bolzano
Downloads 20 (640,702)

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Dynamic Panel Model, Mixed-Frequency, Markov Switching, Bayesian Inference, Fiscal Policy, Resource Rich Countries, Oil Prices

6.

A Bayesian Dynamic Compositional Model for Large Density Combinations in Finance

Tinbergen Institute Discussion Paper 2021-016/III
Number of pages: 51 Posted: 18 Feb 2021
Roberto Casarin, Stefano Grassi, Francesco Ravazzolo and Herman van Dijk
University Ca' Foscari of Venice - Department of Economics, University of Rome, Tor Vergata, Faculty of Economics, Department of Economics and Finance, Free University of Bozen-Bolzano and Tinbergen Institute
Downloads 14 (684,633)
Citation 1

Abstract:

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Density Combination, Large Set of Predictive Densities, Compositional Factor Models, Nonlinear State Space, Bayesian Inference

7.

The Evolution of Forecast Density Combinations in Economics

Tinbergen Institute Discussion Paper 2018-069/III
Number of pages: 47 Posted: 12 Sep 2018
Knut Are Aastveit, James Mitchell, Francesco Ravazzolo and H. K. van Dijk
Norges Bank, Federal Reserve Banks - Federal Reserve Bank of Cleveland, Free University of Bozen-Bolzano and Tinbergen Institute
Downloads 0 (808,754)
Citation 10

Abstract:

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Forecasting, Model Uncertainty, Density Combinations