His research focuses on Bayesian econometrics, energy economics, financial econometrics and macroeconometrics. Francesco serves the academia in several roles: he is an associate editor at Annals of Applied Statistics; International Journal of Forecasting; Journal of Applied Econometrics; Studies in Nonlinear Dynamics and Econometrics. He is also a member of the executive committee of Society of Nonlinear Dynamics and Econometrics.