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 4 5 16 35
A Quantile Nelson-Siegel model 0 2 6 17 3 9 29 56
A Real-Time Framework for Forecasting Metal Prices 0 0 5 5 1 1 1 1
A Real-Time Framework for Forecasting Metal Prices 1 7 14 14 4 6 10 10
A Real-Time Framework for Forecasting Metal Prices 0 0 3 3 2 2 2 2
Are low frequency macroeconomic variables important for high frequency electricity prices? 0 0 0 14 1 1 8 36
Bayesian Mixed-Frequency Quantile Vector Autoregression: Eliciting tail risks of Monthly US GDP 0 0 0 20 0 4 16 46
Bayesian Multivariate Quantile Regression with alternative Time-varying Volatility Specifications 0 0 0 15 3 6 19 46
Bayesian Nonparametric Conditional Copula Estimation of Twin Data 0 0 1 27 6 9 17 101
Bayesian nonparametric graphical models for time-varying parameters VAR 0 0 0 42 0 1 8 36
Bayesian nonparametric sparse VAR models 0 0 0 37 1 4 8 108
Bayesian nonparametric sparse seemingly unrelated regression model (SUR) 0 0 3 49 6 10 24 191
Comparing predictive ability in presence of instability over a very short time 0 0 1 6 3 7 20 40
Comparing the Forecasting Performances of Linear Models for Electricity Prices with High RES Penetration 0 0 0 37 1 1 12 50
Comparing the Forecasting Performances of Linear Models for Electricity Prices with High RES Penetration 0 0 0 41 0 8 17 100
Comparing the forecasting of cryptocurrencies by Bayesian time-varying volatility models 0 0 0 34 2 10 21 75
Density Forecasting for Electricity Prices under Tail Heterogeneity with the t-Riesz Distribution 0 0 1 12 2 7 28 41
Dynamic Bayesian forecasting of English Premier League match results with the Skellam distribution 0 0 5 111 6 12 51 322
Forecasting daily electricity prices with monthly macroeconomic variables 0 0 0 70 3 7 16 168
Inference in Bayesian Additive Vector Autoregressive Tree Models 0 0 0 41 4 8 22 115
Is the Price Cap for Gas Useful? Evidence from European Countries 0 0 0 13 3 7 14 28
Is the Price Cap for Gas Useful? Evidence from European Countries 0 0 0 5 1 2 6 15
Large Time-Varying Volatility Models for Electricity Prices 1 1 2 56 7 7 31 106
Model selection confidence sets for time series models with applications to electricity load data 0 18 18 18 0 5 5 5
Modeling European Electricity Market Integration during turbulent times 0 0 10 10 3 4 19 19
Modeling European Electricity Market Integration during turbulent times 0 0 13 13 1 1 24 24
Modeling European electricity market integration during turbulent times 0 0 2 2 2 3 11 11
Modeling European electricity market integration during turbulent times 0 0 1 1 0 1 4 4
Money Growth and Inflation: A Quantile Sensitivity Approach 1 1 1 11 7 9 22 40
Proper scoring rules for evaluating asymmetry in density forecasting 0 0 0 19 4 4 7 26
Proper scoring rules for evaluating asymmetry in density forecasting 0 0 0 13 1 5 12 34
Shadow Price Signals in the Steel Sector: From Efficiency Gaps to Policy Maps 0 1 7 7 0 2 8 8
Shadow Price Signals in the Steel Sector: From Efficiency Gaps to Policy Maps 0 0 12 12 0 3 10 10
Sparse time-varying parameter VECMs with an application to modeling electricity prices 0 0 0 30 5 6 17 55
Tail Heterogeneity for Dynamic Covariance Matrices: the F-Riesz Distribution 0 0 1 35 3 5 11 68
Technical versus Environmental Efficiency in Steel Production: A Global Perspective 0 0 15 15 2 4 27 27
The Role of the Monthly ENSO in Forecasting the Daily Baltic Dry Index 0 0 0 12 4 6 18 39
What drives the European carbon market? Macroeconomic factors and forecasts 0 1 2 21 6 13 29 55
What drives the European carbon market? Macroeconomic factors and forecasts 0 0 1 13 4 4 12 30
What drives the European carbon market? Macroeconomic factors and forecasts 0 0 3 6 3 4 15 24
Total Working Papers 3 31 129 918 108 213 647 2,207


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 6 7 16 44
Bayesian analysis of immigration in Europe with generalized logistic regression 0 0 2 5 2 3 8 23
Bayesian mixed-frequency quantile vector autoregression: Eliciting tail risks of monthly US GDP 0 0 2 6 8 13 27 47
Bayesian nonparametric sparse VAR models 0 1 1 23 5 22 28 120
Bayesian non‐parametric conditional copula estimation of twin data 0 0 0 0 3 4 11 28
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 4 8 11 85
Comparing the forecasting performances of linear models for electricity prices with high RES penetration 0 0 1 9 0 1 16 42
Large Time‐Varying Volatility Models for Hourly Electricity Prices 0 1 3 8 3 5 18 32
Loss-based approach to two-piece location-scale distributions with applications to dependent data 0 0 0 1 1 3 11 25
Objective bayesian analysis of the Yule–Simon distribution with applications 0 0 0 0 0 1 7 16
On a flexible construction of a negative binomial model 0 0 0 1 2 3 9 18
Proper Scoring Rules for Evaluating Density Forecasts with Asymmetric Loss Functions 0 1 1 1 1 3 10 17
Sparse time-varying parameter VECMs with an application to modeling electricity prices 0 0 1 1 2 3 18 20
The Conditional Autoregressive F-Riesz Model for Realized Covariance Matrices 0 0 1 1 0 0 5 5
Total Journal Articles 0 4 14 76 37 76 195 522


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 2 2 2 2
Total Chapters 0 0 0 0 2 2 2 2


Statistics updated 2026-05-06