معرفی
Francesco Ravazzolo is Full Professor of Econometrics at the Free University of Bozen-Bolzano (Faculty of Economics and Management) and Head of the Department of Data Science & Analytics at BI Norwegian Business School. He also acts as visiting professor at BI’s Center for Applied Macro and Commodity Prices and is president of the Society of Nonlinear Dynamics and Econometrics.
Education:
- Ph.D. in Econometrics, Tinbergen Institute & Erasmus University Rotterdam, 2007
Research domains:
Ravazzolo’s work sits at the intersection of Bayesian econometrics, energy economics, financial econometrics and macroeconometrics. He develops forecasting methods for electricity prices, commodity markets, cryptocurrencies and macro aggregates, with particular emphasis on regime-switching, mixed-frequency and high-dimensional techniques. His recent projects exploit textual data and semantic networks to predict consumer confidence and financial volatility.
Publication trends:
Since 2022 he has published extensively on (i) hourly/daily electricity-price forecasting with renewables and macro drivers, (ii) robust or Markov-switching time-series methodologies, (iii) big-data sentiment indicators for bond and stock markets, and (iv) energy-commodity and crypto-asset econometrics. Applications span European gas-price caps, Italian zonal imbalances, Nordic and German power markets, and global CDS indices.
Editorial & professional service:
- Editorial boards: Annals of Applied Statistics, International Journal of Forecasting, Journal of Applied Econometrics, Spatial Economic Analysis, Studies in Nonlinear Dynamics & Econometrics
- President, Society of Nonlinear Dynamics & Econometrics
Grants & enterprise:
He is co-founder of three academic spin-offs: AIAQUA (AI for water and energy management), COMMODIA (commodity-data analytics) and STAIRS (forecasting platforms), securing continuous grant and industry funding for applied research.
Labs & teams:
At BI he leads the Department of Data Science & Analytics (ca. 40 faculty) and coordinates the Commodity Prices Research Hub; at unibz he supervises the Econometrics & Forecasting group involved in regional energy-market projects.
