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 0 9 0 0 1 18
A Quantile Nelson-Siegel model 1 3 6 11 1 5 14 24
Are low frequency macroeconomic variables important for high frequency electricity prices? 0 0 0 14 0 0 1 28
Bayesian Mixed-Frequency Quantile Vector Autoregression: Eliciting tail risks of Monthly US GDP 0 0 0 20 0 0 0 29
Bayesian Multivariate Quantile Regression with alternative Time-varying Volatility Specifications 0 0 0 15 0 2 6 25
Bayesian Nonparametric Conditional Copula Estimation of Twin Data 0 0 0 26 1 2 2 84
Bayesian nonparametric graphical models for time-varying parameters VAR 0 0 0 42 1 1 1 27
Bayesian nonparametric sparse VAR models 0 0 0 37 0 0 2 100
Bayesian nonparametric sparse seemingly unrelated regression model (SUR) 0 2 3 46 0 2 7 167
Comparing predictive ability in presence of instability over a very short time 0 0 5 5 3 4 18 18
Comparing the Forecasting Performances of Linear Models for Electricity Prices with High RES Penetration 0 0 1 41 0 1 2 83
Comparing the Forecasting Performances of Linear Models for Electricity Prices with High RES Penetration 0 0 0 37 1 2 2 38
Comparing the forecasting of cryptocurrencies by Bayesian time-varying volatility models 0 0 0 34 0 0 1 54
Density Forecasting for Electricity Prices under Tail Heterogeneity with the t-Riesz Distribution 0 0 11 11 0 2 13 13
Dynamic Bayesian forecasting of English Premier League match results with the Skellam distribution 0 0 2 104 3 6 16 269
Forecasting daily electricity prices with monthly macroeconomic variables 0 0 0 69 1 1 5 150
Inference in Bayesian Additive Vector Autoregressive Tree Models 0 0 0 41 1 3 10 90
Is the Price Cap for Gas Useful? Evidence from European Countries 0 0 1 5 2 3 4 9
Is the Price Cap for Gas Useful? Evidence from European Countries 0 0 2 12 0 0 4 11
Large Time-Varying Volatility Models for Electricity Prices 0 1 4 53 0 2 12 73
Money Growth and Inflation: A Quantile Sensitivity Approach 0 1 3 10 0 1 7 18
Proper scoring rules for evaluating asymmetry in density forecasting 0 0 0 13 0 0 0 22
Proper scoring rules for evaluating asymmetry in density forecasting 0 0 0 19 0 1 2 19
Sparse time-varying parameter VECMs with an application to modeling electricity prices 0 0 1 30 1 3 7 38
Tail Heterogeneity for Dynamic Covariance Matrices: the F-Riesz Distribution 0 0 0 34 1 1 3 57
The Role of the Monthly ENSO in Forecasting the Daily Baltic Dry Index 0 0 0 12 0 2 4 21
What drives the European carbon market? Macroeconomic factors and forecasts 0 0 9 12 1 3 13 17
What drives the European carbon market? Macroeconomic factors and forecasts 1 2 18 18 4 6 20 21
What drives the European carbon market? Macroeconomic factors and forecasts 1 1 3 3 1 2 7 8
Total Working Papers 3 10 69 783 22 55 184 1,531

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? 1 1 1 6 2 2 13 28
Bayesian analysis of immigration in Europe with generalized logistic regression 0 0 0 3 0 2 2 15
Bayesian mixed-frequency quantile vector autoregression: Eliciting tail risks of monthly US GDP 0 0 1 4 0 1 11 20
Bayesian nonparametric sparse VAR models 0 0 6 22 0 0 15 90
Bayesian non‐parametric conditional copula estimation of twin data 0 0 0 0 0 2 2 17
Comparing the Forecasting of Cryptocurrencies by Bayesian Time-Varying Volatility Models 0 0 0 12 0 1 2 72
Comparing the forecasting performances of linear models for electricity prices with high RES penetration 0 0 1 8 0 2 4 25
Large Time‐Varying Volatility Models for Hourly Electricity Prices 0 0 1 5 1 2 3 14
Loss-based approach to two-piece location-scale distributions with applications to dependent data 0 0 0 1 0 1 2 14
Objective bayesian analysis of the Yule–Simon distribution with applications 0 0 0 0 0 1 2 9
On a flexible construction of a negative binomial model 0 0 0 1 1 1 1 9
Proper Scoring Rules for Evaluating Density Forecasts with Asymmetric Loss Functions 0 0 0 0 0 1 1 6
Sparse time-varying parameter VECMs with an application to modeling electricity prices 0 0 0 0 0 2 2 2
Total Journal Articles 1 1 10 62 4 18 60 321

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Statistics updated 2025-03-03