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 0 3 13 31
A Quantile Nelson-Siegel model 1 2 6 17 3 12 27 53
A Real-Time Framework for Forecasting Metal Prices 1 13 13 13 1 6 6 6
A Real-Time Framework for Forecasting Metal Prices 0 5 5 5 0 0 0 0
A Real-Time Framework for Forecasting Metal Prices 0 3 3 3 0 0 0 0
Are low frequency macroeconomic variables important for high frequency electricity prices? 0 0 0 14 0 1 7 35
Bayesian Mixed-Frequency Quantile Vector Autoregression: Eliciting tail risks of Monthly US GDP 0 0 0 20 0 5 16 46
Bayesian Multivariate Quantile Regression with alternative Time-varying Volatility Specifications 0 0 0 15 3 8 18 43
Bayesian Nonparametric Conditional Copula Estimation of Twin Data 0 0 1 27 1 5 11 95
Bayesian nonparametric graphical models for time-varying parameters VAR 0 0 0 42 1 3 9 36
Bayesian nonparametric sparse VAR models 0 0 0 37 1 5 7 107
Bayesian nonparametric sparse seemingly unrelated regression model (SUR) 0 0 3 49 3 10 18 185
Comparing predictive ability in presence of instability over a very short time 0 0 1 6 0 9 18 37
Comparing the Forecasting Performances of Linear Models for Electricity Prices with High RES Penetration 0 0 0 37 0 5 11 49
Comparing the Forecasting Performances of Linear Models for Electricity Prices with High RES Penetration 0 0 0 41 1 13 17 100
Comparing the forecasting of cryptocurrencies by Bayesian time-varying volatility models 0 0 0 34 3 14 19 73
Density Forecasting for Electricity Prices under Tail Heterogeneity with the t-Riesz Distribution 0 0 1 12 0 11 26 39
Dynamic Bayesian forecasting of English Premier League match results with the Skellam distribution 0 0 7 111 1 13 47 316
Forecasting daily electricity prices with monthly macroeconomic variables 0 0 1 70 0 5 14 165
Inference in Bayesian Additive Vector Autoregressive Tree Models 0 0 0 41 2 8 19 111
Is the Price Cap for Gas Useful? Evidence from European Countries 0 0 0 5 0 3 5 14
Is the Price Cap for Gas Useful? Evidence from European Countries 0 0 1 13 2 6 13 25
Large Time-Varying Volatility Models for Electricity Prices 0 0 2 55 0 8 26 99
Model selection confidence sets for time series models with applications to electricity load data 18 18 18 18 3 5 5 5
Modeling European Electricity Market Integration during turbulent times 0 0 10 10 1 7 16 16
Modeling European Electricity Market Integration during turbulent times 0 0 13 13 0 1 23 23
Modeling European electricity market integration during turbulent times 0 0 1 1 0 3 4 4
Modeling European electricity market integration during turbulent times 0 2 2 2 0 8 9 9
Money Growth and Inflation: A Quantile Sensitivity Approach 0 0 0 10 1 7 15 33
Proper scoring rules for evaluating asymmetry in density forecasting 0 0 0 19 0 1 3 22
Proper scoring rules for evaluating asymmetry in density forecasting 0 0 0 13 1 9 11 33
Shadow Price Signals in the Steel Sector: From Efficiency Gaps to Policy Maps 1 4 7 7 2 4 8 8
Shadow Price Signals in the Steel Sector: From Efficiency Gaps to Policy Maps 0 11 12 12 0 8 10 10
Sparse time-varying parameter VECMs with an application to modeling electricity prices 0 0 0 30 1 4 12 50
Tail Heterogeneity for Dynamic Covariance Matrices: the F-Riesz Distribution 0 0 1 35 0 2 8 65
Technical versus Environmental Efficiency in Steel Production: A Global Perspective 0 0 15 15 1 14 25 25
The Role of the Monthly ENSO in Forecasting the Daily Baltic Dry Index 0 0 0 12 0 7 14 35
What drives the European carbon market? Macroeconomic factors and forecasts 0 0 1 13 0 3 8 26
What drives the European carbon market? Macroeconomic factors and forecasts 1 1 2 21 2 15 25 49
What drives the European carbon market? Macroeconomic factors and forecasts 0 0 3 6 0 3 12 21
Total Working Papers 22 59 131 915 34 254 555 2,099


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 8 0 4 10 38
Bayesian analysis of immigration in Europe with generalized logistic regression 0 1 2 5 0 2 6 21
Bayesian mixed-frequency quantile vector autoregression: Eliciting tail risks of monthly US GDP 0 0 2 6 1 5 19 39
Bayesian nonparametric sparse VAR models 1 1 1 23 15 20 24 115
Bayesian non‐parametric conditional copula estimation of twin data 0 0 0 0 0 6 8 25
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 0 6 9 81
Comparing the forecasting performances of linear models for electricity prices with high RES penetration 0 0 1 9 1 8 16 42
Large Time‐Varying Volatility Models for Hourly Electricity Prices 0 1 3 8 0 10 15 29
Loss-based approach to two-piece location-scale distributions with applications to dependent data 0 0 0 1 0 5 10 24
Objective bayesian analysis of the Yule–Simon distribution with applications 0 0 0 0 0 4 7 16
On a flexible construction of a negative binomial model 0 0 0 1 0 5 7 16
Proper Scoring Rules for Evaluating Density Forecasts with Asymmetric Loss Functions 0 1 1 1 0 8 9 16
Sparse time-varying parameter VECMs with an application to modeling electricity prices 0 0 1 1 1 9 16 18
The Conditional Autoregressive F-Riesz Model for Realized Covariance Matrices 0 0 1 1 0 0 5 5
Total Journal Articles 1 5 14 76 18 92 161 485


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 0 0 0
Total Chapters 0 0 0 0 0 0 0 0


Statistics updated 2026-04-09