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Francesco Roccazzella

Observed name: Roccazzella, Francesco
Observed institutions: Centre National de la Recherche Scientifique, Université de Lille, Institut d'Economie Scientifique Et de Gestion, Lille Économie Management, UCLouvain, National Bank of Belgium
ORCID: 0000-0002-5319-4019
Observed ORCID: 0000-0002-5319-4019
OpenAlex ID: A5055937787
Optimal and robust combination of forecasts via constrained optimization and shrinkage
2021 · Francesco Roccazzella, Paolo Gambetti, et al. · International Journal of Forecasting · 30
Meta-Learning Approaches for Recovery Rate Prediction
2022 · Francesco Roccazzella, Paolo Gambetti, et al. · Risks · 17
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Business cycle and realized losses in the consumer credit industry
2024 · Walter Distaso, Francesco Roccazzella, et al. · European Journal of Operational Research · 7
Fragmentation in the European Monetary Union: Is it really over?
2021 · Bertrand Candelon, Angelo Luisi, et al. · Journal of International Money and Finance · 7
Evaluating Inflation Forecasts in the Euro Area and the Role of the ECB
2024 · Bertrand Candelon, Francesco Roccazzella · Journal of Forecasting · 2
Correction to: Optimal and robust combination of forecasts via constrained optimization and shrinkage
2022 · Francesco Roccazzella, Paolo Gambetti, et al. · International Journal of Forecasting · 1
On the Comovement of Contango and Backwardation Across Futures Commodity Markets
2026 · Angelo Luisi, Francesco Roccazzella, et al. · Journal of Futures Markets
Credit market frictions and rational agents' myopia: Modeling financial frictions and shock to expectations in a DSGE setting estimated on Slovenian data
2019 · Francesco Roccazzella · RePEc: Research Papers in Economics
Works count: 10
Citation count: 64
H-index: 4
I10-index: 2
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