Department of Data Science and Analytics

Publications

• Moss, Jonas & Grønneberg, Steffen (2023)
  Partial Identification of Latent Correlations with Ordinal Data
  Psychometrika. Doi: 10.1007/s11336-022-09898-y
• Juelsrud, Ragnar Enger & Larsen, Vegard Høghaug (2023)
  Macroeconomic uncertainty and bank lending
  Economics Letters. Doi: 10.1016/j.econlet.2023.111041
  Show summary

  We investigate the impact of macro-related uncertainty on bank lending in Norway. We show that an increase in general macroeconomic uncertainty reduces bank lending. Importantly, however, we show that this effect is largely driven by monetary policy uncertainty, suggesting that uncertainty about the monetary policy stance is key for understanding why macro-related uncertainty impacts bank lending.

• Foroni, Claudia; Ravazzolo, Francesco & Rossini, Luca (2023)
  Are low frequency macroeconomic variables important for high frequency electricity prices?
  Economic Modelling, 120. Doi: 10.1016/j.econmod.2022.106160
• Iacopini, Matteo; Ravazzolo, Francesco & Rossini, Luca (2022)
  Proper Scoring Rules for Evaluating Density Forecasts with Asymmetric Loss Functions
  Journal of business & economic statistics. Doi: 10.1080/07350015.2022.2035229
• Durante, Fabrizio; Gianfreda, Angelica, Ravazzolo, Francesco & Rossini, Luca (2022)
  A multivariate dependence analysis for electricity prices, demand and renewable energy sources
  Information Sciences, 590, p. 74-89. Doi: 10.1016/j.ins.2022.01.003
• Avesani, Diego; Zanfei, Ariele, Di Marco, Nicola, Galletti, Andrea, Ravazzolo, Francesco, Righetti, Maurizio & Majone, Bruno (2022)
  Short-term hydropower optimization driven by innovative time-adapting econometric model
  Applied Energy, 310. Doi: 10.1016/j.apenergy.2021.118510
• Moss, Jonas (2022)
  Infinite diameter confidence sets in Hedges’ publication bias model
  Journal of the Korean Statistical Society. Doi: 10.1007/s42952-022-00169-1
• Fronzetti Colladon, Andrea; Grassi, Stefano, Ravazzolo, Francesco & Violante, Francesco (2022)
  Forecasting financial markets with semantic network analysis in the COVID-19 crisis
  Journal of Forecasting. Doi: 10.1002/for.2936
• Gianfreda, Angelica; Ravazzolo, Francesco & Rossini, Luca (2022)
  Large Time-Varying Volatility Models for Hourly Electricity Prices*
  Oxford Bulletin of Economics and Statistics. Doi: 10.1111/obes.12532
• Stoltenberg, Emil Aas; Mykland, Per A. & Zhang, Lan (2022)
  A CLT FOR SECOND DIFFERENCE ESTIMATORS WITH AN APPLICATION TO VOLATILITY AND INTENSITY
  Annals of Statistics, 50(4), p. 2072-2095. Doi: 10.1214/22-AOS2176
• Langguth, Johannes; Filkukova, Petra, Brenner, Stefan, Schroeder, Daniel Thilo & Pogorelov, Konstantin (2022)
  COVID-19 and 5G conspiracy theories: long term observation of a digital wildfire
  International Journal of Data Science and Analytics (JDSA). Doi: 10.1007/s41060-022-00322-3
• Yang, Wei-Ting; Reis, Marco, Borodin, Valeria, Juge, Michel & Roussy, Agnès (2022)
  An interpretable unsupervised Bayesian network model for fault detection and diagnosis
  Control Engineering Practice, 127. Doi: 10.1016/j.conengprac.2022.105304
• Straume, Hans-Martin; Asche, Frank, Oglend, Atle, Abrahamsen, Eirik Bjorheim, Birkenbach, Anna M., Langguth, Johannes, Lanquepin, Guillaume & Roll, Kristin Helen (2022)
  Impacts of Covid-19 on Norwegian salmon exports: A firm-level analysis
  Aquaculture, 561. Doi: 10.1016/j.aquaculture.2022.738678
• Billé, Anna Gloria; Gianfreda, Angelica, Del Grosso, Filippo & Ravazzolo, Francesco (2022)
  Forecasting electricity prices with expert, linear, and nonlinear models
  International Journal of Forecasting. Doi: 10.1016/j.ijforecast.2022.01.003
• Andrade Mancisidor, Rogelio; Kampffmeyer, Michael, Aas, Kjersti & Jenssen, Robert (2022)
  Generating customer's credit behavior with deep generative models
  Knowledge-Based Systems, 245. Doi: 10.1016/j.knosys.2022.108568
• Agudze, Komla M.; Billio, Monica, Casarin, Roberto & Ravazzolo, Francesco (2021)
  Markov switching panel with endogenous synchronization effects
  Journal of Econometrics, p. 1-18. Doi: 10.1016/j.jeconom.2021.04.004
• Hjort, Nils Lid & Stoltenberg, Emil Aas (2021)
  The partly parametric and partly nonparametric additive risk model
  Lifetime Data Analysis. Doi: 10.1007/s10985-021-09535-3
• Yazidi, Anis; Ivanovska, Magdalena, Zennaro, Fabio Massimo, Lind, Pedro & Viedma, Enrique Herrera (2021)
  A new decision making model based on Rank Centrality for GDM with fuzzy preference relations
  European Journal of Operational Research, 297, p. 1030-1041. Doi: 10.1016/j.ejor.2021.05.030
• Ferrari, Davide; Ravazzolo, Francesco & Vespignani, Joaquin (2021)
  Forecasting energy commodity prices: A large global dataset sparse approach
  Energy Economics, 98. Doi: 10.1016/j.eneco.2021.105268
• Caporin, Massimiliano; Gupta, Rangan & Ravazzolo, Francesco (2021)
  Contagion between real estate and financial markets: A Bayesian quantile-on-quantile approach
  The North American journal of economics and finance, 55, p. 1-12. Doi: 10.1016/j.najef.2020.101347
• Ravazzolo, Francesco & Vespignani, Joaquin (2020)
  World steel production: A new monthly indicator of global real economic activity
  Canadian Journal of Economics. Doi: 10.1111/caje.12442
• Yang, Wei-Ting; Blue, Jakey, Roussy, Agnès, Reis, Marco & Pinaton, Jacques (2018)
  Virtual metrology modeling based on gaussian bayesian network
  Winter simulation conference : proceedings. Doi: 10.1109/WSC.2018.8632485
• Bassetti, Federico; Casarin, Roberto & Ravazzolo, Francesco (2018)
  Bayesian Nonparametric Calibration and Combination of Predictive Distributions
  Journal of the American Statistical Association. Doi: 10.1080/01621459.2016.1273117