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 2 20
A Quantile Nelson-Siegel model 0 0 6 11 1 4 17 30
Are low frequency macroeconomic variables important for high frequency electricity prices? 0 0 0 14 0 0 1 28
Bayesian Mixed-Frequency Quantile Vector Autoregression: Eliciting tail risks of Monthly US GDP 0 0 0 20 2 2 3 32
Bayesian Multivariate Quantile Regression with alternative Time-varying Volatility Specifications 0 0 0 15 0 3 7 28
Bayesian Nonparametric Conditional Copula Estimation of Twin Data 0 0 0 26 0 0 2 84
Bayesian nonparametric graphical models for time-varying parameters VAR 0 0 0 42 1 3 4 30
Bayesian nonparametric sparse VAR models 0 0 0 37 0 2 3 102
Bayesian nonparametric sparse seemingly unrelated regression model (SUR) 1 1 3 47 2 2 8 169
Comparing predictive ability in presence of instability over a very short time 0 0 4 5 0 1 15 20
Comparing the Forecasting Performances of Linear Models for Electricity Prices with High RES Penetration 0 0 0 41 0 0 1 83
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 0 1 54
Density Forecasting for Electricity Prices under Tail Heterogeneity with the t-Riesz Distribution 0 0 11 11 1 3 16 16
Dynamic Bayesian forecasting of English Premier League match results with the Skellam distribution 0 2 4 106 4 8 21 277
Forecasting daily electricity prices with monthly macroeconomic variables 0 1 1 70 1 2 6 153
Inference in Bayesian Additive Vector Autoregressive Tree Models 0 0 0 41 1 3 14 95
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 1 1 13 0 2 5 14
Large Time-Varying Volatility Models for Electricity Prices 1 2 5 55 1 4 9 77
Money Growth and Inflation: A Quantile Sensitivity Approach 0 0 2 10 0 0 5 18
Proper scoring rules for evaluating asymmetry in density forecasting 0 0 0 13 0 0 0 22
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 0 6 38
Tail Heterogeneity for Dynamic Covariance Matrices: the F-Riesz Distribution 0 0 0 34 1 1 3 58
The Role of the Monthly ENSO in Forecasting the Daily Baltic Dry Index 0 0 0 12 0 0 2 21
What drives the European carbon market? Macroeconomic factors and forecasts 1 2 4 5 2 3 7 12
What drives the European carbon market? Macroeconomic factors and forecasts 0 1 5 20 0 3 16 27
What drives the European carbon market? Macroeconomic factors and forecasts 1 1 2 13 1 2 11 20
Total Working Papers 4 11 49 795 19 50 193 1,594

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 0 1 6 2 2 11 30
Bayesian analysis of immigration in Europe with generalized logistic regression 1 1 1 4 1 1 3 16
Bayesian mixed-frequency quantile vector autoregression: Eliciting tail risks of monthly US GDP 0 0 0 4 1 1 6 21
Bayesian nonparametric sparse VAR models 0 0 3 22 0 1 9 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 0 2 4 74
Comparing the forecasting performances of linear models for electricity prices with high RES penetration 0 0 1 8 1 1 5 27
Large Time‐Varying Volatility Models for Hourly Electricity Prices 0 1 2 6 0 1 4 15
Loss-based approach to two-piece location-scale distributions with applications to dependent data 0 0 0 1 1 1 3 15
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 0 1 9
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 1 1 3 3
The Conditional Autoregressive F-Riesz Model for Realized Covariance Matrices 0 0 0 0 1 1 1 1
Total Journal Articles 1 2 8 64 8 12 55 336

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Statistics updated 2025-07-04