Access Statistics for Luca Rossini

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Multivariate Dependence Analysis for Electricity Prices, Demand and Renewable Energy Sources 1 1 1 10 1 2 7 25
A Quantile Nelson-Siegel model 1 1 4 12 2 3 16 35
Are low frequency macroeconomic variables important for high frequency electricity prices? 0 0 0 14 3 3 4 32
Bayesian Mixed-Frequency Quantile Vector Autoregression: Eliciting tail risks of Monthly US GDP 0 0 0 20 4 7 11 40
Bayesian Multivariate Quantile Regression with alternative Time-varying Volatility Specifications 0 0 0 15 1 1 10 33
Bayesian Nonparametric Conditional Copula Estimation of Twin Data 0 1 1 27 2 5 7 89
Bayesian nonparametric graphical models for time-varying parameters VAR 0 0 0 42 2 2 7 33
Bayesian nonparametric sparse VAR models 0 0 0 37 0 0 2 102
Bayesian nonparametric sparse seemingly unrelated regression model (SUR) 1 2 5 49 1 4 8 173
Comparing predictive ability in presence of instability over a very short time 0 0 0 5 0 3 12 26
Comparing the Forecasting Performances of Linear Models for Electricity Prices with High RES Penetration 0 0 0 41 2 3 4 86
Comparing the Forecasting Performances of Linear Models for Electricity Prices with High RES Penetration 0 0 0 37 0 3 5 41
Comparing the forecasting of cryptocurrencies by Bayesian time-varying volatility models 0 0 0 34 1 2 3 57
Density Forecasting for Electricity Prices under Tail Heterogeneity with the t-Riesz Distribution 0 0 0 11 2 2 10 21
Dynamic Bayesian forecasting of English Premier League match results with the Skellam distribution 0 4 7 111 5 15 33 296
Forecasting daily electricity prices with monthly macroeconomic variables 0 0 1 70 6 6 10 159
Inference in Bayesian Additive Vector Autoregressive Tree Models 0 0 0 41 3 5 14 101
Is the Price Cap for Gas Useful? Evidence from European Countries 0 0 1 13 1 2 7 18
Is the Price Cap for Gas Useful? Evidence from European Countries 0 0 0 5 0 1 4 10
Large Time-Varying Volatility Models for Electricity Prices 0 0 3 55 3 5 14 85
Modeling European Electricity Market Integration during turbulent times 0 10 10 10 1 7 7 7
Modeling European Electricity Market Integration during turbulent times 0 2 13 13 4 10 21 21
Money Growth and Inflation: A Quantile Sensitivity Approach 0 0 1 10 5 7 9 26
Proper scoring rules for evaluating asymmetry in density forecasting 0 0 0 19 1 2 3 21
Proper scoring rules for evaluating asymmetry in density forecasting 0 0 0 13 0 1 2 24
Sparse time-varying parameter VECMs with an application to modeling electricity prices 0 0 0 30 2 3 7 42
Tail Heterogeneity for Dynamic Covariance Matrices: the F-Riesz Distribution 0 1 1 35 2 3 5 61
Technical versus Environmental Efficiency in Steel Production: A Global Perspective 0 8 14 14 0 0 0 0
The Role of the Monthly ENSO in Forecasting the Daily Baltic Dry Index 0 0 0 12 0 3 7 26
What drives the European carbon market? Macroeconomic factors and forecasts 0 0 3 5 2 2 9 15
What drives the European carbon market? Macroeconomic factors and forecasts 0 0 4 20 2 5 18 33
What drives the European carbon market? Macroeconomic factors and forecasts 0 0 1 13 1 2 8 22
Total Working Papers 3 30 70 843 59 119 284 1,760

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Are low frequency macroeconomic variables important for high frequency electricity prices? 0 1 2 7 0 2 6 32
Bayesian analysis of immigration in Europe with generalized logistic regression 0 0 1 4 1 2 6 19
Bayesian mixed-frequency quantile vector autoregression: Eliciting tail risks of monthly US GDP 1 2 2 6 5 7 11 30
Bayesian nonparametric sparse VAR models 0 0 0 22 2 2 4 94
Bayesian non‐parametric conditional copula estimation of twin data 0 0 0 0 0 1 3 18
Comparing the Forecasting of Cryptocurrencies by Bayesian Time-Varying Volatility Models 0 0 0 12 0 1 4 75
Comparing the forecasting performances of linear models for electricity prices with high RES penetration 1 1 1 9 4 5 10 33
Large Time‐Varying Volatility Models for Hourly Electricity Prices 0 0 1 6 0 1 4 16
Loss-based approach to two-piece location-scale distributions with applications to dependent data 0 0 0 1 1 2 5 18
Objective bayesian analysis of the Yule–Simon distribution with applications 0 0 0 0 1 2 3 11
On a flexible construction of a negative binomial model 0 0 0 1 1 1 3 11
Proper Scoring Rules for Evaluating Density Forecasts with Asymmetric Loss Functions 0 0 0 0 0 0 2 7
Sparse time-varying parameter VECMs with an application to modeling electricity prices 1 1 1 1 2 4 9 9
The Conditional Autoregressive F-Riesz Model for Realized Covariance Matrices 1 1 1 1 1 2 4 4
Total Journal Articles 4 6 9 70 18 32 74 377

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Statistics updated 2025-12-06