Browse by Authors

February 2011

Fantazzini, Dean and Geraskin, Petr (2011): Everything You Always Wanted to Know about Log Periodic Power Laws for Bubble Modelling but Were Afraid to Ask. Forthcoming in: European Journal of Finance

1 February 2011

Fantazzini, Dean and Hook, Mikael and Angelantoni, André (2011): Global oil risks in the early 21st century. Forthcoming in: Energy Policy

2013

Höök, Mikael and Fantazzini, Dean and Angelantoni, André and Snowden, Simon (2013): Hydrocarbon liquefaction: viability as a peak oil mitigation strategy. Forthcoming in: Philosophical Transactions of the Royal Society: A

September 2013

Larsson, Simon and Fantazzini, Dean and Davidsson, Simon and Kullander, Sven and Hook, Mikael (2013): Reviewing electricity production cost assessments. Forthcoming in: Renewable & Sustainable Energy Reviews

2014

Fantazzini, Dean (2014): Editorial for the Special Issue on 'Computational Methods for Russian Economic and Financial Modelling'. Published in: International Journal of Computational Economics and Econometrics , Vol. 1-2, No. 4 (2014): pp. 1-3.

2015

Fantazzini, Dean and Toktamysova, Zhamal (2015): Forecasting German Car Sales Using Google Data and Multivariate Models. Forthcoming in: International Journal of Production Economics (2015)

2016

Fantazzini, Dean and Nigmatullin, Erik and Sukhanovskaya, Vera and Ivliev, Sergey (2016): Everything you always wanted to know about bitcoin modelling but were afraid to ask. Forthcoming in: Applied Econometrics (2016)

6 June 2016

Fantazzini, Dean (2016): The Oil Price Crash in 2014/15: Was There a (Negative) Financial Bubble? Forthcoming in: Energy Policy (2016)

2019

Fantazzini, Dean and Shangina, Tamara (2019): The importance of being informed: forecasting market risk measures for the Russian RTS index future using online data and implied volatility over two decades. Forthcoming in: Applied Econometrics

Fantazzini, Dean and Zimin, Stephan (2019): A multivariate approach for the simultaneous modelling of market risk and credit risk for cryptocurrencies. Forthcoming in: Journal of Industrial and Business Economics

April 2019

Bazhenov, Timofey and Fantazzini, Dean (2019): Forecasting Realized Volatility of Russian stocks using Google Trends and Implied Volatility. Published in: Russian Journal of Industrial Economics , Vol. 1, No. 12 (2019): pp. 79-88.

2020

Fantazzini, Dean and Kolodin, Nikita (2020): Does the hashrate affect the bitcoin price? Forthcoming in: Journal of Risk and Financial Management (2020)

August 2020

Fantazzini, Dean (2020): Discussing copulas with Sergey Aivazian: a memoir. Forthcoming in: Model Assisted Statistics and Applications : pp. 1-14.

Fantazzini, Dean (2020): Short-term forecasting of the COVID-19 pandemic using Google Trends data: Evidence from 158 countries. Forthcoming in: Applied Econometrics (2020): 1 -20.

2021

Fantazzini, Dean and Kolesnikova, Anna (2021): Asymmetry and hysteresis in the Russian gasoline market: the rationale for green energy exports. Forthcoming in: Energy Policy (2021)

Fantazzini, Dean and Calabrese, Raffaella (2021): Crypto-exchanges and Credit Risk: Modelling and Forecasting the Probability of Closure. Published in: Journal of Risk and Financial Management , Vol. 11, No. 14 (2021)

Fantazzini, Dean and Pushchelenko, Julia and Mironenkov, Alexey and Kurbatskii, Alexey (2021): Forecasting internal migration in Russia using Google Trends: Evidence from Moscow and Saint Petersburg. Published in: Forecasting , Vol. 4, No. 3 (2021): pp. 774-804.

2022

Fantazzini, Dean (2022): Crypto Coins and Credit Risk: Modelling and Forecasting their Probability of Death. Forthcoming in: Journal of Risk and Financial Management

Fantazzini, Dean and Kurbatskii, Alexey and Mironenkov, Alexey and Lycheva, Maria (2022): Forecasting oil prices with penalized regressions, variance risk premia and Google data. Published in: Applied Econometrics

Yang, Zixiu and Fantazzini, Dean (2022): Using crypto assets pricing methods to build technical oscillators for short-term bitcoin trading. Forthcoming in: Information

2023

Fantazzini, Dean (2023): Assessing the Credit Risk of Crypto-Assets Using Daily Range Volatility Models. Forthcoming in: Information

Fantazzini, Dean and Xiao, Yufeng (2023): Detecting Pump-and-Dumps with Crypto-Assets: Dealing with Imbalanced Datasets and Insiders’ Anticipated Purchases. Forthcoming in: Econometrics

2024

Fantazzini, Dean (2024): Adaptive Conformal Inference for computing Market Risk Measures: an Analysis with Four Thousands Crypto-Assets. Forthcoming in: Journal of Risk and Financial Management (2024)