← All authors Francesco Ravazzolo Free University of Bozen-Bolzano (from arXiv:2602.01963, 2026) · ORCID · OpenAlex
81 papers in scope · 75 published · 10 on the econ.EM arXiv · 2,789 citations · h-index 30 (over the papers listed here)
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
Luca Rossini Angelica Gianfreda Greta Goracci Simone Giannerini Howell Tong Andrea Viselli Claudia Foroni Fabrizio Durante Andrea Bastianin Massimiliano Castellani Francesco Angelini Davide Ferrari Kung-Sik Chan Lorenzo Tonni Vahid Tarokh Jie Ding Yuhong Yang Matteo Iacopini Maximilian Schröder Florian Huber Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md .
Papers (10 of 81)
Fiscal Policy Regimes in Resource‐Rich Economies
published 2026 · Journal of Applied Econometrics · 1 citations · first circulated 2023
What Are The Drivers of Labor Productivity in Italy?
published 2026 · Oxford Bulletin of Economics and Statistics
with Josué Diwambuena
working paper 2026 · arXiv
working paper 2026 · arXiv
20 years of Spatial Economic Analysis : evolution, achievements and perspectives on the field
published 2026 · Spatial Economic Analysis
Forecasting Natural Gas Prices in Real Time
published 2025 · Journal of Applied Econometrics · 1 citations · first circulated 2024
Global money supply and energy and non-energy commodity prices: A MS-TV-VAR approach
published 2025 · Journal of commodity markets · 2 citations · first circulated 2023
working paper 2025 · arXiv
Is the price cap for gas useful? Evidence from European countries
published 2025 · The Annals of Applied Statistics · first circulated 2023
The urban dimension in spatial development: contributions from spatial economics
published 2025 · Spatial Economic Analysis · 2 citations
Spillovers and small spatial scale analyses: contributions from spatial economics
published 2025 · Spatial Economic Analysis · 6 citations
published 2024 · Journal of Business and Economic Statistics · 3 citations · first circulated 2022
Location and spatial specificities: contributions from spatial economics
published 2024 · Spatial Economic Analysis · 1 citations
The inextricable nature of space and economy
published 2024 · Spatial Economic Analysis · 6 citations
Editorial Introduction of the Special Issue of Studies in Nonlinear Dynamics and Econometrics in Honor of Herman van Dijk
published 2024 · Studies in Nonlinear Dynamics and Econometrics
Understanding relationships with the Aggregate Zonal Imbalance using copulas
published 2023 · Statistical Methods & Applications · 1 citations
Modeling Corporate CDS Spreads Using Markov Switching Regressions
published 2023 · Studies in Nonlinear Dynamics and Econometrics
A Bayesian DSGE approach to modelling cryptocurrency
published 2023 · Review of Economic Dynamics · 9 citations
with Stylianos Asimakopoulos, Marco Lorusso
Nowcasting industrial production using linear and non-linear models of electricity demand
published 2023 · Energy Economics · 11 citations
Forecasting consumer confidence through semantic network analysis of online news
published 2023 · Scientific Reports · 8 citations · first circulated 2021
Incorporating air temperature into mid-term electricity load forecasting models using time-series regressions and neural networks
published 2023 · Energy · 60 citations
with Niaz Bashiri Behmiri, Carlo Fezzi
Forecasting regional GDPs: a comparison with spatial dynamic panel data models
published 2023 · Spatial Economic Analysis · 16 citations
The COVID-19 pandemic and family business performance
published 2023 · Small Business Economics · 60 citations
A flexible predictive density combination for large financial data sets in regular and crisis periods
published 2023 · Journal of Econometrics · 8 citations · first circulated 2021
published 2022 · Economic Modelling · 13 citations · first circulated 2020
working paper 2022 · arXiv · 1 citations
Large Time‐Varying Volatility Models for Hourly Electricity Prices*
published 2022 · Oxford Bulletin of Economics and Statistics · 7 citations · first circulated 2020
working paper 2022 · arXiv · 5 citations
Forecasting electricity prices with expert, linear, and nonlinear models
published 2022 · International Journal of Forecasting · 70 citations
Proper Scoring Rules for Evaluating Density Forecasts with Asymmetric Loss Functions
published 2022 · Journal of Business and Economic Statistics · 13 citations
Short-term hydropower optimization driven by innovative time-adapting econometric model
published 2022 · Applied Energy · 47 citations
with Diego Avesani, Ariele Zanfei, Nicola Di Marco, Andrea Galletti, Maurizio Righetti, Bruno Majone
published 2022 · Information Sciences · 30 citations
Forecasting financial markets with semantic network analysis in the COVID-19 crisis
published 2022 · View · 12 citations
Markov switching panel with endogenous synchronization effects
published 2021 · Journal of Econometrics · 17 citations
Forecasting energy commodity prices: A large global dataset sparse approach
published 2021 · Energy Economics · 33 citations · first circulated 2019
with Davide Ferrari, Joaquin Vespignani
Forecasting energy commodity prices: A large global dataset sparse approach11We thank the associate editor, three anonymous referee, our discussant Shaun Vahey and conference and seminar participants at the CAMA-CAMP-RBA “International Economic Flows: Energy, Finance, Diplomacy and Market Structures” workshop for very useful comments. This paper is part of the research activities at the Centre for Applied Macroeconomics and commodity Prices (CAMP) at BI Norwegian Business School
published 2021 · Energy Economics
with Davide Ferrari, Joaquin Vespignani
no link
Contagion between real estate and financial markets: A Bayesian quantile-on-quantile approach
published 2020 · The North American Journal of Economics and Finance · 37 citations
with Massimiliano Caporin, Rangan Gupta
Bayesian Econometrics
published 2020 · Journal of risk and financial management · 9 citations
World steel production: A new monthly indicator of global real economic activity
published 2020 · Canadian Journal of Economics/Revue canadienne d économique · 38 citations · first circulated 2015
with Joaquin Vespignani
published 2020 · International Journal of Forecasting · 51 citations · first circulated 2018
working paper 2020 · arXiv
The bank-sovereign nexus: Evidence from a non-bailout episode
published 2019 · Journal of Empirical Finance · 4 citations · first circulated 2017
with Massimiliano Caporin, Gisle James Natvik, Paolo Santucci de Magistris
Optimism in Financial Markets: Stock Market Returns and Investor Sentiments
published 2019 · Journal of risk and financial management · 38 citations
with Chiara Limongi Concetto
Forecasting cryptocurrencies under model and parameter instability
published 2018 · International Journal of Forecasting · 153 citations
Uncertainty through the lenses of a mixed-frequency Bayesian panel Markov-switching model
published 2018 · The Annals of Applied Statistics · 31 citations
Measuring sovereign contagion in Europe
published 2017 · Journal of Financial Stability · 133 citations · first circulated 2012
Assessing the predictive ability of sovereign default risk on exchange rate returns
published 2017 · Journal of International Money and Finance · 18 citations
Dissecting the 2007–2009 Real Estate Market Bust: Systematic Pricing Correction or Just a Housing Fad?*
published 2017 · Journal of Financial Econometrics · 3 citations · first circulated 2013
with Daniele Bianchi, Massimo Guidolin
Identification of Financial Factors in Economic Fluctuations
published 2017 · The Economic Journal · 114 citations · first circulated 2014
Forecaster’s Dilemma: Extreme Events and Forecast Evaluation
published 2017 · Statistical Science · 25 citations
with Sebastian Lerch, Thordis L. Thorarinsdottir, Tilmann Gneiting
Bayesian Nonparametric Calibration and Combination of Predictive Distributions
published 2017 · Journal of the American Statistical Association · 59 citations · first circulated 2015
Density Forecasts With Midas Models
published 2016 · Journal of Applied Econometrics · 32 citations · first circulated 2014
Forecasting GDP with global components: This time is different
published 2016 · International Journal of Forecasting · 22 citations · first circulated 2015
Oil-price density forecasts of US GDP
published 2016 · Studies in Nonlinear Dynamics and Econometrics · 13 citations · first circulated 2015
with Philip Rothman
On the correlation between commodity and equity returns: Implications for portfolio allocation
published 2016 · Journal of commodity markets · 22 citations
with Marco Lombardi
Bayesian Calibration of Generalized Pools of Predictive Distributions
published 2016 · Econometrics · 27 citations
Computational Complexity and Parallelization in Bayesian Econometric Analysis
published 2016 · Econometrics · 1 citations
Combined Density Nowcasting in an Uncertain Economic Environment
published 2016 · Journal of Business and Economic Statistics · 66 citations · first circulated 2014
with Knut Are Aastveit, Herman K. van Dijk
Interconnections Between Eurozone and US Booms and Busts Using a Bayesian Panel Markov‐Switching VAR Model
published 2016 · Journal of Applied Econometrics · 59 citations · first circulated 2013
Identification and real-time forecasting of Norwegian business cycles
published 2016 · International Journal of Forecasting · 10 citations · first circulated 2015
with Knut Are Aastveit, Anne Sofie Jore
Optimal Portfolio Choice Under Decision‐Based Model Combinations
published 2016 · Journal of Applied Econometrics · 65 citations · first circulated 2014
Using Entropic Tilting to Combine BVAR Forecasts With External Nowcasts
published 2015 · Journal of Business and Economic Statistics · 55 citations · first circulated 2014
Macroeconomic Factors Strike Back: A Bayesian Change-Point Model of Time-Varying Risk Exposures and Premia in the U.S. Cross-Section
published 2015 · Journal of Business and Economic Statistics · 22 citations · first circulated 2013
with Daniele Bianchi, Massimo Guidolin
Parallel Sequential Monte Carlo for Efficient Density Combination: The DeCo MATLAB Toolbox
published 2015 · Journal of Statistical Software · 32 citations · first circulated 2013
Forecasting the intraday market price of money
published 2014 · Journal of Empirical Finance · 23 citations · first circulated 2011
with Andrea Monticini
Macroeconomic Forecasting Performance under Alternative Specifications of Time-Varying Volatility
published 2014 · Journal of Applied Econometrics · 334 citations · first circulated 2012
Probabilistic Calibration of Predictive Distributions
published 2014 · View
no link
Forecasting macroeconomic variables using disaggregate survey data
published 2013 · International Journal of Forecasting · 59 citations · first circulated 2011
with Kjetil Martinsen, Fredrik Wulfsberg
Forecast densities for economic aggregates from disaggregate ensembles
published 2013 · Studies in Nonlinear Dynamics and Econometrics · 37 citations · first circulated 2010
with Shaun P. Vahey
Time-varying combinations of predictive densities using nonlinear filtering
published 2013 · Journal of Econometrics · 155 citations · first circulated 2012
Myths and Facts about the Alleged Over-Pricing of U.S. Real Estate
published 2013 · The Journal of Real Estate Finance and Economics · 6 citations · first circulated 2011
with Massimo Guidolin, Andrea Donato Tortora
Oil and U.S. GDP: A Real‐Time Out‐of‐Sample Examination
published 2013 · Journal of money credit and banking · 75 citations · first circulated 2010
with Philip Rothman
Alternative econometric implementations of multi-factor models of the U.S. financial markets
published 2013 · The Quarterly Review of Economics and Finance · 6 citations
with Massimo Guidolin, Andrea Donato Tortora
Real-Time Inflation Forecasting in a Changing World
published 2012 · Journal of Business and Economic Statistics · 197 citations · first circulated 2009
with Jan J. J. Groen, Richard Paap
Combination schemes for turning point predictions
published 2012 · The Quarterly Review of Economics and Finance · 46 citations · first circulated 2011
Comment
published 2012 · Journal of Business and Economic Statistics · 11 citations
with Lennart F. Hoogerheide, Herman K. van Dijk
Why do people place lower weight on advice far from their own initial opinion?
published 2011 · Economics Letters · 6 citations
with Øistein Røisland
The power of weather
published 2010 · Computational Statistics & Data Analysis · 50 citations · first circulated 2007
with Christian Huurman, Chen Zhou
Combining inflation density forecasts
published 2010 · Journal of Forecasting · 141 citations
with Christian Kascha
Forecast accuracy and economic gains from Bayesian model averaging using time‐varying weights
published 2009 · Journal of Forecasting · 60 citations
with Lennart F. Hoogerheide, Richard Kleijn, Herman K. van Dijk, Marno Verbeek
Evaluating Real-Time Forecasts in Real-Time
published 2007 · Report / Econometric Institute, Erasmus University Rotterdam · 1 citations
with Dick van Dijk, Philip Hans Franses, Ph.H.B.F. Franses
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