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 2 11 1 5 16 36
A Quantile Nelson-Siegel model 0 0 6 17 1 5 28 58
A Real-Time Framework for Forecasting Metal Prices 0 0 3 3 1 3 3 3
A Real-Time Framework for Forecasting Metal Prices 0 1 14 14 0 4 10 10
A Real-Time Framework for Forecasting Metal Prices 0 0 5 5 0 1 1 1
Are low frequency macroeconomic variables important for high frequency electricity prices? 0 0 0 14 0 2 9 37
Bayesian Mixed-Frequency Quantile Vector Autoregression: Eliciting tail risks of Monthly US GDP 0 0 0 20 0 1 15 47
Bayesian Multivariate Quantile Regression with alternative Time-varying Volatility Specifications 0 0 0 15 2 7 22 50
Bayesian Nonparametric Conditional Copula Estimation of Twin Data 0 0 1 27 0 6 17 101
Bayesian nonparametric graphical models for time-varying parameters VAR 0 0 0 42 0 0 6 36
Bayesian nonparametric sparse VAR models 0 0 0 37 0 1 6 108
Bayesian nonparametric sparse seemingly unrelated regression model (SUR) 0 0 2 49 0 10 26 195
Comparing predictive ability in presence of instability over a very short time 1 1 2 7 2 5 22 42
Comparing the Forecasting Performances of Linear Models for Electricity Prices with High RES Penetration 0 0 0 41 0 1 18 101
Comparing the Forecasting Performances of Linear Models for Electricity Prices with High RES Penetration 0 0 0 37 0 1 12 50
Comparing the forecasting of cryptocurrencies by Bayesian time-varying volatility models 0 0 0 34 0 3 22 76
Density Forecasting for Electricity Prices under Tail Heterogeneity with the t-Riesz Distribution 0 0 1 12 0 3 26 42
Dynamic Bayesian forecasting of English Premier League match results with the Skellam distribution 0 1 6 112 4 16 55 332
Forecasting daily electricity prices with monthly macroeconomic variables 0 0 0 70 1 4 16 169
Inference in Bayesian Additive Vector Autoregressive Tree Models 0 0 0 41 0 5 21 116
Is the Price Cap for Gas Useful? Evidence from European Countries 0 1 1 14 0 4 15 29
Is the Price Cap for Gas Useful? Evidence from European Countries 0 1 1 6 0 3 8 17
Large Time-Varying Volatility Models for Electricity Prices 0 2 2 57 1 10 32 109
Model selection confidence sets for time series models with applications to electricity load data 0 0 18 18 0 0 5 5
Modeling European Electricity Market Integration during turbulent times 1 1 11 11 1 4 20 20
Modeling European Electricity Market Integration during turbulent times 0 0 13 13 0 1 24 24
Modeling European electricity market integration during turbulent times 0 1 2 2 2 4 8 8
Modeling European electricity market integration during turbulent times 1 1 3 3 1 4 13 13
Money Growth and Inflation: A Quantile Sensitivity Approach 0 1 1 11 3 10 25 43
Proper scoring rules for evaluating asymmetry in density forecasting 0 0 0 13 0 3 14 36
Proper scoring rules for evaluating asymmetry in density forecasting 0 0 0 19 1 5 8 27
Shadow Price Signals in the Steel Sector: From Efficiency Gaps to Policy Maps 0 0 12 12 0 0 10 10
Shadow Price Signals in the Steel Sector: From Efficiency Gaps to Policy Maps 0 0 7 7 1 2 10 10
Sparse time-varying parameter VECMs with an application to modeling electricity prices 0 0 0 30 0 6 18 56
Tail Heterogeneity for Dynamic Covariance Matrices: the F-Riesz Distribution 0 0 1 35 0 3 10 68
Technical versus Environmental Efficiency in Steel Production: A Global Perspective 0 0 15 15 0 2 27 27
The Role of the Monthly ENSO in Forecasting the Daily Baltic Dry Index 0 0 0 12 1 5 19 40
What drives the European carbon market? Macroeconomic factors and forecasts 0 0 1 21 0 7 29 56
What drives the European carbon market? Macroeconomic factors and forecasts 0 0 1 6 0 7 16 28
What drives the European carbon market? Macroeconomic factors and forecasts 0 0 0 13 1 5 11 31
Total Working Papers 3 11 131 926 24 168 673 2,267


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 3 9 0 7 15 45
Bayesian analysis of immigration in Europe with generalized logistic regression 0 0 1 5 1 3 8 24
Bayesian mixed-frequency quantile vector autoregression: Eliciting tail risks of monthly US GDP 0 0 2 6 1 12 30 51
Bayesian nonparametric sparse VAR models 0 1 2 24 0 8 31 123
Bayesian non‐parametric conditional copula estimation of twin data 0 0 0 0 0 3 11 28
Comparing predictive ability in the presence of instability over a very short time 0 0 0 0 0 0 0 0
Comparing the Forecasting of Cryptocurrencies by Bayesian Time-Varying Volatility Models 0 0 0 12 1 5 12 86
Comparing the forecasting performances of linear models for electricity prices with high RES penetration 0 0 1 9 0 0 15 42
Large Time‐Varying Volatility Models for Hourly Electricity Prices 0 0 2 8 0 4 18 33
Loss-based approach to two-piece location-scale distributions with applications to dependent data 0 0 0 1 0 3 12 27
Objective bayesian analysis of the Yule–Simon distribution with applications 0 0 0 0 0 0 7 16
On a flexible construction of a negative binomial model 0 0 0 1 0 2 9 18
Proper Scoring Rules for Evaluating Density Forecasts with Asymmetric Loss Functions 0 0 1 1 0 1 10 17
Sparse time-varying parameter VECMs with an application to modeling electricity prices 0 0 1 1 0 2 17 20
The Conditional Autoregressive F-Riesz Model for Realized Covariance Matrices 0 0 1 1 1 2 6 7
Total Journal Articles 0 2 14 78 4 52 201 537


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bayesian Nonparametric Sparse Vector Autoregressive Models 0 0 0 0 0 2 2 2
Total Chapters 0 0 0 0 0 2 2 2


Statistics updated 2026-07-10