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 1 9 1 1 4 18
A Quantile Nelson-Siegel model 0 0 5 5 0 3 13 13
Are low frequency macroeconomic variables important for high frequency electricity prices? 0 0 1 14 0 0 4 27
Bayesian Mixed-Frequency Quantile Vector Autoregression: Eliciting tail risks of Monthly US GDP 0 0 1 20 0 0 9 29
Bayesian Multivariate Quantile Regression with alternative Time-varying Volatility Specifications 0 0 0 15 0 2 11 21
Bayesian Nonparametric Conditional Copula Estimation of Twin Data 0 0 0 26 0 0 1 82
Bayesian nonparametric graphical models for time-varying parameters VAR 0 0 0 42 0 0 1 26
Bayesian nonparametric sparse VAR models 0 0 0 37 0 1 3 99
Bayesian nonparametric sparse seemingly unrelated regression model (SUR) 0 1 2 44 0 1 4 161
Comparing the Forecasting Performances of Linear Models for Electricity Prices with High RES Penetration 0 0 0 37 0 0 0 36
Comparing the Forecasting Performances of Linear Models for Electricity Prices with High RES Penetration 0 0 1 40 0 0 3 81
Comparing the forecasting of cryptocurrencies by Bayesian time-varying volatility models 0 0 2 34 0 0 2 53
Dynamic Bayesian forecasting of English Premier League match results with the Skellam distribution 0 0 6 102 1 3 28 256
Forecasting daily electricity prices with monthly macroeconomic variables 0 0 0 69 1 2 4 147
Inference in Bayesian Additive Vector Autoregressive Tree Models 0 0 0 41 0 0 9 80
Is the Price Cap for Gas Useful? Evidence from European Countries 0 2 12 12 0 2 9 9
Is the Price Cap for Gas Useful? Evidence from European Countries 0 0 4 4 0 0 5 5
Large Time-Varying Volatility Models for Electricity Prices 1 1 7 50 2 4 13 65
Money Growth and Inflation: A Quantile Sensitivity Approach 0 1 8 8 0 2 13 13
Proper scoring rules for evaluating asymmetry in density forecasting 0 0 0 13 0 0 1 22
Proper scoring rules for evaluating asymmetry in density forecasting 0 0 0 19 0 0 1 17
Sparse time-varying parameter VECMs with an application to modeling electricity prices 0 0 2 29 0 0 2 31
Tail Heterogeneity for Dynamic Covariance Matrices: the F-Riesz Distribution 0 0 0 34 0 1 4 55
The Role of the Monthly ENSO in Forecasting the Daily Baltic Dry Index 0 0 0 12 1 2 11 19
What drives the European carbon market? Macroeconomic factors and forecasts 1 8 11 11 1 5 9 9
What drives the European carbon market? Macroeconomic factors and forecasts 0 15 15 15 0 10 11 11
What drives the European carbon market? Macroeconomic factors and forecasts 0 1 1 1 0 4 5 5
Total Working Papers 2 29 79 743 7 43 180 1,390


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 3 5 2 3 16 18
Bayesian analysis of immigration in Europe with generalized logistic regression 0 0 0 3 0 0 1 13
Bayesian mixed-frequency quantile vector autoregression: Eliciting tail risks of monthly US GDP 1 1 4 4 4 6 15 15
Bayesian nonparametric sparse VAR models 1 3 4 19 3 6 9 81
Bayesian non‐parametric conditional copula estimation of twin data 0 0 0 0 0 0 0 15
Comparing the Forecasting of Cryptocurrencies by Bayesian Time-Varying Volatility Models 0 0 1 12 0 0 3 70
Comparing the forecasting performances of linear models for electricity prices with high RES penetration 0 0 1 7 1 1 4 22
Large Time‐Varying Volatility Models for Hourly Electricity Prices 0 0 4 4 0 0 8 11
Loss-based approach to two-piece location-scale distributions with applications to dependent data 0 0 0 1 0 0 1 12
Objective bayesian analysis of the Yule–Simon distribution with applications 0 0 0 0 1 1 2 8
On a flexible construction of a negative binomial model 0 0 0 1 0 0 0 8
Proper Scoring Rules for Evaluating Density Forecasts with Asymmetric Loss Functions 0 0 0 0 0 0 1 5
Total Journal Articles 2 4 17 56 11 17 60 278


Statistics updated 2024-06-06