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 0 13 36
A Quantile Nelson-Siegel model 0 0 6 17 0 1 26 59
A Real-Time Framework for Forecasting Metal Prices 0 0 5 5 2 3 4 4
A Real-Time Framework for Forecasting Metal Prices 0 0 3 3 0 0 3 3
A Real-Time Framework for Forecasting Metal Prices 0 0 14 14 0 0 10 10
Are low frequency macroeconomic variables important for high frequency electricity prices? 0 0 0 14 1 3 11 40
Bayesian Mixed-Frequency Quantile Vector Autoregression: Eliciting tail risks of Monthly US GDP 0 0 0 20 0 2 16 49
Bayesian Multivariate Quantile Regression with alternative Time-varying Volatility Specifications 0 0 0 15 0 1 19 51
Bayesian Nonparametric Conditional Copula Estimation of Twin Data 0 0 0 27 1 2 18 103
Bayesian nonparametric graphical models for time-varying parameters VAR 0 0 0 42 1 2 7 38
Bayesian nonparametric sparse VAR models 0 0 0 37 1 2 8 110
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 0 2 7 0 1 20 43
Comparing the Forecasting Performances of Linear Models for Electricity Prices with High RES Penetration 0 0 0 37 0 1 13 51
Comparing the Forecasting Performances of Linear Models for Electricity Prices with High RES Penetration 0 0 0 41 0 0 17 101
Comparing the forecasting of cryptocurrencies by Bayesian time-varying volatility models 0 0 0 34 0 2 23 78
Density Forecasting for Electricity Prices under Tail Heterogeneity with the t-Riesz Distribution 0 0 1 12 1 2 25 44
Dynamic Bayesian forecasting of English Premier League match results with the Skellam distribution 2 2 3 114 3 7 51 339
Forecasting daily electricity prices with monthly macroeconomic variables 0 0 0 70 2 3 19 172
Forecasting the Price of Carbon with Macroeconomic and Financial variables 0 1 1 14 0 2 12 33
Industrial Metal Supply Shocks and Heterogeneous Macroeconomic Effects: Evidence from Copper 0 0 7 7 0 0 17 17
Inference in Bayesian Additive Vector Autoregressive Tree Models 0 0 0 41 0 2 21 118
Is the Price Cap for Gas Useful? Evidence from European Countries 0 1 2 15 0 1 13 30
Is the Price Cap for Gas Useful? Evidence from European Countries 0 0 1 6 0 0 8 17
Large Time-Varying Volatility Models for Electricity Prices 0 0 2 57 2 3 31 112
Model selection confidence sets for time series models with applications to electricity load data 0 1 19 19 2 3 8 8
Modeling European Electricity Market Integration during turbulent times 0 0 0 13 0 0 11 24
Modeling European Electricity Market Integration during turbulent times 0 0 9 11 0 0 19 20
Modeling European electricity market integration during turbulent times 0 1 3 3 0 1 9 9
Modeling European electricity market integration during turbulent times 0 0 3 3 0 1 14 14
Money Growth and Inflation: A Quantile Sensitivity Approach 0 0 1 11 2 5 29 48
Proper scoring rules for evaluating asymmetry in density forecasting 0 0 0 19 0 1 9 28
Proper scoring rules for evaluating asymmetry in density forecasting 0 0 0 13 0 1 14 37
Quantifying Demand Shocks in the Green and Digital Transition 0 0 0 0 0 2 2 2
Shadow Price Signals in the Steel Sector: From Efficiency Gaps to Policy Maps 0 0 7 7 1 2 12 12
Shadow Price Signals in the Steel Sector: From Efficiency Gaps to Policy Maps 0 0 12 12 0 2 12 12
Sparse time-varying parameter VECMs with an application to modeling electricity prices 0 0 0 30 0 2 19 58
Tail Heterogeneity for Dynamic Covariance Matrices: the F-Riesz Distribution 0 0 0 35 1 2 11 70
Technical versus Environmental Efficiency in Steel Production: A Global Perspective 0 2 3 17 1 4 31 31
The Role of the Monthly ENSO in Forecasting the Daily Baltic Dry Index 0 0 0 12 3 9 24 49
What drives the European carbon market? Macroeconomic factors and forecasts 0 0 1 6 2 3 18 31
What drives the European carbon market? Macroeconomic factors and forecasts 0 0 1 21 0 2 30 58
Total Working Papers 2 9 111 942 26 82 705 2,366

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 2 9 0 1 14 46
Bayesian analysis of immigration in Europe with generalized logistic regression 0 0 1 5 0 1 8 25
Bayesian mixed-frequency quantile vector autoregression: Eliciting tail risks of monthly US GDP 0 0 2 6 2 4 32 55
Bayesian nonparametric sparse VAR models 0 1 3 25 0 3 34 126
Bayesian non‐parametric conditional copula estimation of twin data 0 0 0 0 1 1 12 29
Comparing predictive ability in the presence of instability over a very short time 0 0 0 0 2 3 3 3
Comparing the Forecasting of Cryptocurrencies by Bayesian Time-Varying Volatility Models 0 0 0 12 1 3 14 89
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 1 1 18 34
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 1 1 1 1 1 1 8 17
On a flexible construction of a negative binomial model 0 0 0 1 1 4 12 22
Proper Scoring Rules for Evaluating Density Forecasts with Asymmetric Loss Functions 0 0 1 1 1 3 13 20
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 0 56 61 63
Total Journal Articles 1 2 15 80 10 85 273 622

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

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Statistics updated 2026-10-11