EconBase
← All authors

Daniele Girolimetto

University of Padua (per OpenAlex) · ORCID · OpenAlex

9 papers in scope · 8 published · 1 on the econ.EM arXiv · 80 citations · h-index 5 (over the papers listed here)

Related authors

The 20 authors closest to this one in our weighted citation graph, most related first.

  1. Kamil Yılmaz
  2. Francis X. Diebold
  3. Julia Manso
  4. Michael J. Puma
  5. Francis Ludlow
  6. Wei-Xing Zhou
  7. Yun-Shi Dai
  8. Peng-Fei Dai
  9. Pengfei Dai
  10. Stéphane Goutte
  11. Duc Khuong Nguyen
  12. Kiet Tuan Duong
  13. Emanuele Lopetuso
  14. Massimiliano Caporin
  15. Eugene Dettaa
  16. Endong Wang
  17. Akihiko Noda
  18. Koichiro Moriya
  19. B. Cooper Boniece
  20. Kun Ho Kim

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

(1 of 9)

Multivariate GARCH and portfolio variance prediction: A forecast reconciliation perspective
working paper2026 · arXiv
with Massimiliano Caporin, Emanuele Lopetuso
Paper profile arXiv arXiv:2603.17463
Cross-temporal forecast reconciliation: insights on sequential, iterative, and optimal approaches
published2025 · Statistical Methods & Applications · 1 citations
with Tommaso Di Fonzo
Statistical Methods & Applications
Non-Negative Forecast Reconciliation: Optimal Methods and Operational Solutions
published2025 · Forecasting · 2 citations
Forecasting
Improving cross-temporal forecasts reconciliation accuracy and utility in energy market
published2025 · Applied Energy · 5 citations
with Mahdi Abolghasemi, Tommaso Di Fonzo
Applied Energy
Exploiting Intraday Decompositions in Realized Volatility Forecasting: A Forecast Reconciliation Approach
published2024 · Journal of Financial Econometrics · 4 citations · first circulated 2023
with Massimiliano Caporin, Tommaso Di Fonzo
Journal of Financial Econometrics
Point and probabilistic forecast reconciliation for general linearly constrained multiple time series
published2023 · Statistical Methods & Applications · 15 citations
with Tommaso Di Fonzo
Statistical Methods & Applications
Cross-temporal probabilistic forecast reconciliation: Methodological and practical issues
published2023 · International Journal of Forecasting · 17 citations
with George Athanasopoulos, Tommaso Di Fonzo, Rob J. Hyndman
International Journal of Forecasting
Forecast combination-based forecast reconciliation: Insights and extensions
published2022 · International Journal of Forecasting · 26 citations · first circulated 2021
with Tommaso Di Fonzo
International Journal of Forecasting
Cross-temporal forecast reconciliation: Optimal combination method and heuristic alternatives
published2021 · International Journal of Forecasting · 10 citations
with Tommaso Di Fonzo
International Journal of Forecasting

Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.