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 0 0 0 9 0 3 5 23
A Quantile Nelson-Siegel model 0 0 4 11 1 3 17 33
Are low frequency macroeconomic variables important for high frequency electricity prices? 0 0 0 14 0 1 2 29
Bayesian Mixed-Frequency Quantile Vector Autoregression: Eliciting tail risks of Monthly US GDP 0 0 0 20 0 1 4 33
Bayesian Multivariate Quantile Regression with alternative Time-varying Volatility Specifications 0 0 0 15 0 4 11 32
Bayesian Nonparametric Conditional Copula Estimation of Twin Data 1 1 1 27 1 1 3 85
Bayesian nonparametric graphical models for time-varying parameters VAR 0 0 0 42 0 1 5 31
Bayesian nonparametric sparse VAR models 0 0 0 37 0 0 2 102
Bayesian nonparametric sparse seemingly unrelated regression model (SUR) 0 0 3 47 0 0 5 169
Comparing predictive ability in presence of instability over a very short time 0 0 2 5 0 3 14 23
Comparing the Forecasting Performances of Linear Models for Electricity Prices with High RES Penetration 0 0 0 41 1 1 2 84
Comparing the Forecasting Performances of Linear Models for Electricity Prices with High RES Penetration 0 0 0 37 0 0 2 38
Comparing the forecasting of cryptocurrencies by Bayesian time-varying volatility models 0 0 0 34 0 1 2 55
Density Forecasting for Electricity Prices under Tail Heterogeneity with the t-Riesz Distribution 0 0 11 11 0 3 19 19
Dynamic Bayesian forecasting of English Premier League match results with the Skellam distribution 4 5 8 111 7 11 26 288
Forecasting daily electricity prices with monthly macroeconomic variables 0 0 1 70 0 0 5 153
Inference in Bayesian Additive Vector Autoregressive Tree Models 0 0 0 41 1 2 15 97
Is the Price Cap for Gas Useful? Evidence from European Countries 0 0 1 5 0 0 4 9
Is the Price Cap for Gas Useful? Evidence from European Countries 0 0 1 13 1 3 8 17
Large Time-Varying Volatility Models for Electricity Prices 0 0 3 55 1 4 11 81
Modeling European Electricity Market Integration during turbulent times 2 13 13 13 2 13 13 13
Modeling European Electricity Market Integration during turbulent times 2 2 2 2 1 1 1 1
Money Growth and Inflation: A Quantile Sensitivity Approach 0 0 1 10 0 1 5 19
Proper scoring rules for evaluating asymmetry in density forecasting 0 0 0 13 0 1 1 23
Proper scoring rules for evaluating asymmetry in density forecasting 0 0 0 19 0 0 2 19
Sparse time-varying parameter VECMs with an application to modeling electricity prices 0 0 0 30 0 1 4 39
Tail Heterogeneity for Dynamic Covariance Matrices: the F-Riesz Distribution 1 1 1 35 1 1 3 59
Technical versus Environmental Efficiency in Steel Production: A Global Perspective 8 14 14 14 0 0 0 0
The Role of the Monthly ENSO in Forecasting the Daily Baltic Dry Index 0 0 0 12 2 4 6 25
What drives the European carbon market? Macroeconomic factors and forecasts 0 0 4 20 0 1 15 28
What drives the European carbon market? Macroeconomic factors and forecasts 0 0 4 5 0 1 8 13
What drives the European carbon market? Macroeconomic factors and forecasts 0 0 2 13 1 1 9 21
Total Working Papers 18 36 76 831 20 67 229 1,661

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? 1 1 2 7 2 2 8 32
Bayesian analysis of immigration in Europe with generalized logistic regression 0 0 1 4 0 1 4 17
Bayesian mixed-frequency quantile vector autoregression: Eliciting tail risks of monthly US GDP 0 0 0 4 0 2 6 23
Bayesian nonparametric sparse VAR models 0 0 1 22 0 0 4 92
Bayesian non‐parametric conditional copula estimation of twin data 0 0 0 0 0 0 2 17
Comparing the Forecasting of Cryptocurrencies by Bayesian Time-Varying Volatility Models 0 0 0 12 1 1 5 75
Comparing the forecasting performances of linear models for electricity prices with high RES penetration 0 0 0 8 0 1 5 28
Large Time‐Varying Volatility Models for Hourly Electricity Prices 0 0 1 6 1 1 4 16
Loss-based approach to two-piece location-scale distributions with applications to dependent data 0 0 0 1 0 1 4 16
Objective bayesian analysis of the Yule–Simon distribution with applications 0 0 0 0 0 0 1 9
On a flexible construction of a negative binomial model 0 0 0 1 0 1 2 10
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 0 0 0 0 0 2 5 5
The Conditional Autoregressive F-Riesz Model for Realized Covariance Matrices 0 0 0 0 0 1 2 2
Total Journal Articles 1 1 5 65 4 13 54 349

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Statistics updated 2025-10-06