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 7 7 1 1 12 12
Are low frequency macroeconomic variables important for high frequency electricity prices? 0 0 1 12 0 0 2 22
Bayesian Mixed-Frequency Quantile Vector Autoregression: Eliciting tail risks of Monthly US GDP 10 10 10 10 7 8 8 8
Bayesian Nonparametric Conditional Copula Estimation of Twin Data 1 1 1 25 2 3 6 80
Bayesian nonparametric graphical models for time-varying parameters VAR 0 0 0 42 0 0 1 23
Bayesian nonparametric sparse VAR models 0 1 3 37 0 1 4 95
Bayesian nonparametric sparse seemingly unrelated regression model (SUR) 0 0 2 39 0 2 11 153
Comparing the Forecasting Performances of Linear Models for Electricity Prices with High RES Penetration 0 0 0 38 0 1 3 77
Comparing the Forecasting Performances of Linear Models for Electricity Prices with High RES Penetration 0 0 0 37 0 0 5 35
Comparing the forecasting of cryptocurrencies by Bayesian time-varying volatility models 0 0 0 32 0 0 6 51
Dynamic Bayesian forecasting of English Premier League match results with the Skellam distribution 2 4 19 85 4 11 50 201
Forecasting daily electricity prices with monthly macroeconomic variables 1 1 7 69 1 1 14 142
Inference in Bayesian Additive Vector Autoregressive Tree Models 3 5 11 35 4 9 28 55
Large Time-Varying Volatility Models for Electricity Prices 0 1 2 35 1 3 4 42
Proper scoring rules for evaluating asymmetry in density forecasting 0 0 0 19 0 0 1 16
Proper scoring rules for evaluating asymmetry in density forecasting 0 0 0 13 0 0 3 17
Sparse time-varying parameter VECMs with an application to modeling electricity prices 1 1 1 25 1 1 5 27
Tail Heterogeneity for Dynamic Covariance-Matrix-Valued Random Variables: the F-Riesz Distribution 0 1 3 34 0 2 8 48
The Role of the Monthly ENSO in Forecasting the Daily Baltic Dry Index 0 3 10 10 0 2 6 6
Total Working Papers 18 28 77 604 21 45 177 1,110


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bayesian analysis of immigration in Europe with generalized logistic regression 0 0 1 3 0 0 4 12
Bayesian nonparametric sparse VAR models 1 1 4 14 2 4 16 70
Bayesian non‐parametric conditional copula estimation of twin data 0 0 0 0 0 0 1 14
Comparing the Forecasting of Cryptocurrencies by Bayesian Time-Varying Volatility Models 0 0 2 11 0 1 6 67
Comparing the forecasting performances of linear models for electricity prices with high RES penetration 0 0 2 5 0 1 3 15
Loss-based approach to two-piece location-scale distributions with applications to dependent data 0 0 0 1 0 0 1 11
Objective bayesian analysis of the Yule–Simon distribution with applications 0 0 0 0 0 0 0 6
On a flexible construction of a negative binomial model 0 0 0 1 0 0 0 7
Total Journal Articles 1 1 9 35 2 6 31 202


Statistics updated 2022-11-05