Dean Fantazzini

1.1k total citations
61 papers, 788 citations indexed

About

Dean Fantazzini is a scholar working on Economics and Econometrics, Finance and General Economics, Econometrics and Finance. According to data from OpenAlex, Dean Fantazzini has authored 61 papers receiving a total of 788 indexed citations (citations by other indexed papers that have themselves been cited), including 39 papers in Economics and Econometrics, 37 papers in Finance and 9 papers in General Economics, Econometrics and Finance. Recurrent topics in Dean Fantazzini's work include Market Dynamics and Volatility (25 papers), Financial Risk and Volatility Modeling (25 papers) and Credit Risk and Financial Regulations (12 papers). Dean Fantazzini is often cited by papers focused on Market Dynamics and Volatility (25 papers), Financial Risk and Volatility Modeling (25 papers) and Credit Risk and Financial Regulations (12 papers). Dean Fantazzini collaborates with scholars based in Russia, Tajikistan and Italy. Dean Fantazzini's co-authors include Silvia Figini, Mikael Höök, Eduardo Rossi, Simon Davidsson, S. Kullander, Simon Larsson, Paolo Giudici, Luciana Dalla Valle, Raffaella Calabrese and Simon Snowden and has published in prestigious journals such as SHILAP Revista de lepidopterología, Renewable and Sustainable Energy Reviews and PLoS ONE.

In The Last Decade

Dean Fantazzini

54 papers receiving 722 citations

Peers

Dean Fantazzini

FINAN

MSOR

ACCOU

Raphael N. Markellos United Kingdom

Rongda Chen China

Francisco Climent Spain

Cai Yang China

André Alves Portela Santos Brazil

Marcel C. Minutolo United States

Елена Федорова Russia

Frank McGroarty United Kingdom

Julien Chevallier France

Myung Hwan Seo South Korea

Raphael N. Markellos United Kingdom

Dean Fantazzini

933 ×2.5

661 ×2.3

FINAN

220 ×1.7

MSOR

108 ×0.9

ACCOU

34 ×0.4

Citations per year, relative to Dean Fantazzini Dean Fantazzini (= 1×) peers Raphael N. Markellos

Countries citing papers authored by Dean Fantazzini

Since Specialization

Citations

This map shows the geographic impact of Dean Fantazzini's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Dean Fantazzini with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Dean Fantazzini more than expected).

Fields of papers citing papers by Dean Fantazzini

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Dean Fantazzini. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Dean Fantazzini. The network helps show where Dean Fantazzini may publish in the future.

Co-authorship network of co-authors of Dean Fantazzini

This figure shows the co-authorship network connecting the top 25 collaborators of Dean Fantazzini. A scholar is included among the top collaborators of Dean Fantazzini based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Dean Fantazzini. Dean Fantazzini is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

Fantazzini, Dean, et al.. (2023). Detecting Pump-and-Dumps with Crypto-Assets: Dealing with Imbalanced Datasets and Insiders’ Anticipated Purchases. Econometrics. 11(3). 22–22.

Fantazzini, Dean, et al.. (2022). Forecasting oil prices with penalized regressions, variance risk premia and Google data. Applied Econometrics. 68(4). 28–49.

Fantazzini, Dean. (2020). Short-term forecasting of the COVID-19 pandemic using Google Trends data: Evidence from 158 countries. Applied Econometrics. 59. 33–54. 17 indexed citations

Fantazzini, Dean, et al.. (2018). Big Data for computing social well-being indices of the Russian population. Applied Econometrics. 50. 43–66. 3 indexed citations

Fantazzini, Dean, et al.. (2016). Everything you always wanted to know about bitcoin modelling but were afraid to ask. Applied Econometrics. 45. 5–24. 26 indexed citations

Fantazzini, Dean, et al.. (2014). Proposed coal power plants and coal-to-liquids plants in the US: Which ones survive and why?. Energy Strategy Reviews. 7. 9–17. 2 indexed citations

Fantazzini, Dean. (2014). Nowcasting and Forecasting the Monthly Food Stamps Data in the US Using Online Search Data. PLoS ONE. 9(11). e111894–e111894. 12 indexed citations

Fantazzini, Dean, et al.. (2012). Credit default swaps and CDS-bond basis with Russian companies: a review and an analysis of the effects of the short selling ban during the second great contraction. Applied Econometrics. 25(1). 3–24. 1 indexed citations

Fantazzini, Dean, et al.. (2012). Computing Reliable Default Probabilities in Turbulent Times. Elsevier eBooks. 241–255. 1 indexed citations

10.

Fantazzini, Dean. (2011). Analysis of multidimensional probability distributions with copula functions. III. Applied Econometrics. 22(2). 98–134. 5 indexed citations

11.

Fantazzini, Dean, et al.. (2011). Everything You Always Wanted to Know about Log Periodic Power Laws for Bubble Modelling but Were Afraid to Ask. RePEc: Research Papers in Economics. 11 indexed citations

12.

Fantazzini, Dean. (2010). Modelling and forecasting the global financial crisis: Initial findings using heterosckedastic log-periodic models. Economics bulletin. 30(3). 1833–1841. 2 indexed citations

13.

Fantazzini, Dean, et al.. (2009). A copula-VAR-X approach for industrial production modelling and forecasting. Applied Economics. 42(25). 3267–3277. 9 indexed citations

14.

Fantazzini, Dean, et al.. (2009). Enhanced credit default models for heterogeneous SME segments. Journal of financial transformation. 25. 31–39. 5 indexed citations

15.

Fantazzini, Dean. (2009). Econometric Analysis of Financial Data in Risk Management. Applied Econometrics. 14(2). 100–127. 5 indexed citations

16.

Fantazzini, Dean. (2009). Credit Risk Management (Cont.). Applied Econometrics. 13(1). 105–138. 1 indexed citations

17.

Figini, Silvia & Dean Fantazzini. (2009). Random Survival Forests Models for SME Credit Risk Measurement. 17 indexed citations

18.

Fantazzini, Dean. (2009). Three-stage semi-parametric estimation of -copulas: Asymptotics, finite-sample properties and computational aspects. Computational Statistics & Data Analysis. 54(11). 2562–2579. 9 indexed citations

19.

Fantazzini, Dean. (2008). Credit Risk Management. Applied Econometrics. 12(4). 84–137. 2 indexed citations

20.

Fantazzini, Dean. (2008). The effects of misspecified marginals and copulas on computing the value at risk: A Monte Carlo study. Computational Statistics & Data Analysis. 53(6). 2168–2188. 61 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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