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 1 13 36
A Quantile Nelson-Siegel model 0 0 6 17 1 2 27 59
A Real-Time Framework for Forecasting Metal Prices 0 0 14 14 0 0 10 10
A Real-Time Framework for Forecasting Metal Prices 0 0 5 5 1 1 2 2
A Real-Time Framework for Forecasting Metal Prices 0 0 3 3 0 1 3 3
Are low frequency macroeconomic variables important for high frequency electricity prices? 0 0 0 14 2 2 10 39
Bayesian Mixed-Frequency Quantile Vector Autoregression: Eliciting tail risks of Monthly US GDP 0 0 0 20 2 2 16 49
Bayesian Multivariate Quantile Regression with alternative Time-varying Volatility Specifications 0 0 0 15 1 3 19 51
Bayesian Nonparametric Conditional Copula Estimation of Twin Data 0 0 1 27 1 1 18 102
Bayesian nonparametric graphical models for time-varying parameters VAR 0 0 0 42 1 1 6 37
Bayesian nonparametric sparse VAR models 0 0 0 37 1 1 7 109
Bayesian nonparametric sparse seemingly unrelated regression model (SUR) 0 1 3 50 0 2 28 197
Comparing predictive ability in presence of instability over a very short time 0 1 2 7 1 3 20 43
Comparing the Forecasting Performances of Linear Models for Electricity Prices with High RES Penetration 0 0 0 37 1 1 13 51
Comparing the Forecasting Performances of Linear Models for Electricity Prices with High RES Penetration 0 0 0 41 0 0 18 101
Comparing the forecasting of cryptocurrencies by Bayesian time-varying volatility models 0 0 0 34 1 2 23 78
Density Forecasting for Electricity Prices under Tail Heterogeneity with the t-Riesz Distribution 0 0 1 12 1 1 24 43
Dynamic Bayesian forecasting of English Premier League match results with the Skellam distribution 0 0 5 112 1 8 55 336
Forecasting daily electricity prices with monthly macroeconomic variables 0 0 0 70 1 2 17 170
Industrial Metal Supply Shocks and Heterogeneous Macroeconomic Effects: Evidence from Copper 0 0 7 7 0 3 17 17
Inference in Bayesian Additive Vector Autoregressive Tree Models 0 0 0 41 1 2 22 118
Is the Price Cap for Gas Useful? Evidence from European Countries 0 0 1 6 0 0 8 17
Is the Price Cap for Gas Useful? Evidence from European Countries 0 1 2 15 0 1 14 30
Large Time-Varying Volatility Models for Electricity Prices 0 0 2 57 1 2 30 110
Model selection confidence sets for time series models with applications to electricity load data 0 1 19 19 0 1 6 6
Modeling European Electricity Market Integration during turbulent times 0 0 2 13 0 0 13 24
Modeling European Electricity Market Integration during turbulent times 0 1 11 11 0 1 20 20
Modeling European electricity market integration during turbulent times 0 1 3 3 0 2 14 14
Modeling European electricity market integration during turbulent times 0 1 3 3 0 3 9 9
Money Growth and Inflation: A Quantile Sensitivity Approach 0 0 1 11 2 6 27 46
Proper scoring rules for evaluating asymmetry in density forecasting 0 0 0 13 1 1 14 37
Proper scoring rules for evaluating asymmetry in density forecasting 0 0 0 19 1 2 9 28
Quantifying Demand Shocks in the Green and Digital Transition 0 0 0 0 1 2 2 2
Shadow Price Signals in the Steel Sector: From Efficiency Gaps to Policy Maps 0 0 7 7 0 2 11 11
Shadow Price Signals in the Steel Sector: From Efficiency Gaps to Policy Maps 0 0 12 12 1 2 12 12
Sparse time-varying parameter VECMs with an application to modeling electricity prices 0 0 0 30 1 2 19 58
Tail Heterogeneity for Dynamic Covariance Matrices: the F-Riesz Distribution 0 0 1 35 0 1 11 69
Technical versus Environmental Efficiency in Steel Production: A Global Perspective 1 2 11 17 1 3 30 30
The Role of the Monthly ENSO in Forecasting the Daily Baltic Dry Index 0 0 0 12 6 7 23 46
What drives the European carbon market? Macroeconomic factors and forecasts 0 1 1 14 1 3 13 33
What drives the European carbon market? Macroeconomic factors and forecasts 0 0 1 6 0 1 16 29
What drives the European carbon market? Macroeconomic factors and forecasts 0 0 1 21 1 2 30 58
Total Working Papers 1 10 127 940 34 83 699 2,340

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 9 1 1 16 46
Bayesian analysis of immigration in Europe with generalized logistic regression 0 0 1 5 1 2 8 25
Bayesian mixed-frequency quantile vector autoregression: Eliciting tail risks of monthly US GDP 0 0 2 6 1 3 30 53
Bayesian nonparametric sparse VAR models 1 1 3 25 1 3 34 126
Bayesian non‐parametric conditional copula estimation of twin data 0 0 0 0 0 0 11 28
Comparing predictive ability in the presence of instability over a very short time 0 0 0 0 1 1 1 1
Comparing the Forecasting of Cryptocurrencies by Bayesian Time-Varying Volatility Models 0 0 0 12 2 3 14 88
Comparing the forecasting performances of linear models for electricity prices with high RES penetration 0 0 1 9 0 2 16 44
Large Time‐Varying Volatility Models for Hourly Electricity Prices 0 0 2 8 0 0 18 33
Loss-based approach to two-piece location-scale distributions with applications to dependent data 0 0 0 1 0 1 12 28
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 2 3 11 21
Proper Scoring Rules for Evaluating Density Forecasts with Asymmetric Loss Functions 0 0 1 1 0 2 12 19
Sparse time-varying parameter VECMs with an application to modeling electricity prices 0 0 1 1 0 1 16 21
The Conditional Autoregressive F-Riesz Model for Realized Covariance Matrices 0 0 1 1 55 57 61 63
Total Journal Articles 1 1 15 79 64 79 267 612

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 1 1 3 3
Total Chapters 0 0 0 0 1 1 3 3

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Statistics updated 2026-09-10