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 1 2 6 24
A Quantile Nelson-Siegel model 0 0 3 11 0 2 15 33
Are low frequency macroeconomic variables important for high frequency electricity prices? 0 0 0 14 0 0 1 29
Bayesian Mixed-Frequency Quantile Vector Autoregression: Eliciting tail risks of Monthly US GDP 0 0 0 20 3 3 7 36
Bayesian Multivariate Quantile Regression with alternative Time-varying Volatility Specifications 0 0 0 15 0 1 10 32
Bayesian Nonparametric Conditional Copula Estimation of Twin Data 0 1 1 27 2 3 5 87
Bayesian nonparametric graphical models for time-varying parameters VAR 0 0 0 42 0 0 5 31
Bayesian nonparametric sparse VAR models 0 0 0 37 0 0 2 102
Bayesian nonparametric sparse seemingly unrelated regression model (SUR) 1 1 4 48 3 3 7 172
Comparing predictive ability in presence of instability over a very short time 0 0 0 5 3 6 12 26
Comparing the Forecasting Performances of Linear Models for Electricity Prices with High RES Penetration 0 0 0 37 3 3 5 41
Comparing the Forecasting Performances of Linear Models for Electricity Prices with High RES Penetration 0 0 0 41 0 1 2 84
Comparing the forecasting of cryptocurrencies by Bayesian time-varying volatility models 0 0 0 34 1 1 2 56
Density Forecasting for Electricity Prices under Tail Heterogeneity with the t-Riesz Distribution 0 0 1 11 0 1 9 19
Dynamic Bayesian forecasting of English Premier League match results with the Skellam distribution 0 5 8 111 3 13 29 291
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 3 14 98
Is the Price Cap for Gas Useful? Evidence from European Countries 0 0 1 5 1 1 5 10
Is the Price Cap for Gas Useful? Evidence from European Countries 0 0 1 13 0 2 8 17
Large Time-Varying Volatility Models for Electricity Prices 0 0 3 55 1 3 12 82
Modeling European Electricity Market Integration during turbulent times 8 10 10 10 5 6 6 6
Modeling European Electricity Market Integration during turbulent times 0 10 13 13 4 13 17 17
Money Growth and Inflation: A Quantile Sensitivity Approach 0 0 1 10 2 3 6 21
Proper scoring rules for evaluating asymmetry in density forecasting 0 0 0 13 1 1 2 24
Proper scoring rules for evaluating asymmetry in density forecasting 0 0 0 19 1 1 2 20
Sparse time-varying parameter VECMs with an application to modeling electricity prices 0 0 0 30 1 1 5 40
Tail Heterogeneity for Dynamic Covariance Matrices: the F-Riesz Distribution 0 1 1 35 0 1 3 59
Technical versus Environmental Efficiency in Steel Production: A Global Perspective 0 14 14 14 0 0 0 0
The Role of the Monthly ENSO in Forecasting the Daily Baltic Dry Index 0 0 0 12 1 5 7 26
What drives the European carbon market? Macroeconomic factors and forecasts 0 0 4 20 3 4 17 31
What drives the European carbon market? Macroeconomic factors and forecasts 0 0 4 5 0 0 8 13
What drives the European carbon market? Macroeconomic factors and forecasts 0 0 1 13 0 1 7 21
Total Working Papers 9 42 71 840 40 84 241 1,701

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 1 5 18
Bayesian mixed-frequency quantile vector autoregression: Eliciting tail risks of monthly US GDP 1 1 1 5 2 4 7 25
Bayesian nonparametric sparse VAR models 0 0 1 22 0 0 3 92
Bayesian non‐parametric conditional copula estimation of twin data 0 0 0 0 1 1 3 18
Comparing the Forecasting of Cryptocurrencies by Bayesian Time-Varying Volatility Models 0 0 0 12 0 1 5 75
Comparing the forecasting performances of linear models for electricity prices with high RES penetration 0 0 0 8 1 1 6 29
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 1 4 17
Objective bayesian analysis of the Yule–Simon distribution with applications 0 0 0 0 1 1 2 10
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 2 4 7 7
The Conditional Autoregressive F-Riesz Model for Realized Covariance Matrices 0 0 0 0 1 2 3 3
Total Journal Articles 1 2 6 66 10 20 59 359

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-11-08