Details about Luigi Grossi
Access statistics for papers by Luigi Grossi.
Last updated 2021-06-04. Update your information in the RePEc Author Service.
Short-id: pgr363
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Working Papers
2021
- The zonal and seasonal CO2 marginal emissions factors for the Italian power market
Working Papers, University of Verona, Department of Economics View citations (1)
2020
- Modeling Risk Contagion in the Italian Zonal Electricity Market
DEM Working Papers Series, University of Pavia, Department of Economics and Management
- Where did the time (series) go? Estimation of marginal emission factors with autoregressive components
Working Papers, University of Verona, Department of Economics View citations (2)
See also Journal Article in Energy Economics (2020)
2019
- Assessing Market Power in the Italian Electricity Market: A synthetic supply approach
Working Papers, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge View citations (2)
Also in Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (2019) View citations (2)
- Seasonality in tourist flows: Decomposing and testing changes in seasonal concentration
Working Papers, University of Verona, Department of Economics View citations (1)
2018
- Electricity market integration and the impact of unilateral policy reforms
Post-Print, HAL View citations (5)
Also in ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research (2015) View citations (4)
See also Journal Article in Oxford Economic Papers (2018)
- The influence of renewables on electricity price forecasting: a robust approach
Working Papers, Institut d'Economia de Barcelona (IEB)
2017
- Forecasting electricity prices through robust nonlinear models
Working Papers, University of Verona, Department of Economics
2016
- Analysing the potential economic value of energy storage
Working Papers, Institut d'Economia de Barcelona (IEB) View citations (7)
See also Journal Article in The Energy Journal (2018)
2014
- A vision of the European energy future? The impact of the German response to the Fukushima earthquake
The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics View citations (5)
Also in Economic Research Papers, University of Warwick - Department of Economics (2014) View citations (3) ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research (2014) View citations (6)
2013
- German Energy Market Fallout from the Japanese Earthquake
CAGE Online Working Paper Series, Competitive Advantage in the Global Economy (CAGE)
2011
- A Rough Examination of the value of gas storage
Economic Research Papers, University of Warwick - Department of Economics View citations (3)
Also in The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics (2011) View citations (3)
- Forecasting Italian Electricity Zonal Prices with Exogenous Variables
Working Papers, University of Verona, Department of Economics View citations (2)
See also Journal Article in Energy Economics (2012)
2009
- Price transmission in the UK electricity market: was NETA beneficial?
The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics View citations (3)
Also in Economic Research Papers, University of Warwick - Department of Economics (2009) 
See also Journal Article in Energy Economics (2010)
- Scale Economies and Heterogeneity in Business Money Demand: The Italian Experience
Department of Economics Working Papers, University of Bath, Department of Economics 
See also Journal Article in Bulletin of Economic Research (2015)
2008
- Revenue and Cost Functions in PMP: a Methodological Integration for a Territorial Analysis of CAP
107th Seminar, January 30-February 1, 2008, Sevilla, Spain, European Association of Agricultural Economists View citations (6)
2006
- Robust volatility forecasts and model selection in financial time series
Economics Department Working Papers, Department of Economics, Parma University (Italy)
Journal Articles
2020
- Robust asset allocation with conditional value at risk using the forward search
Applied Stochastic Models in Business and Industry, 2020, 36, (3), 335-352
- Where did the time (series) go? Estimation of marginal emission factors with autoregressive components
Energy Economics, 2020, 91, (C) View citations (2)
See also Working Paper (2020)
2019
- Correcting outliers in GARCH models: a weighted forward approach
Statistical Papers, 2019, 60, (6), 1939-1970 View citations (1)
- DOES THE PAST COUNT? SOVEREIGN DEBT DURING THE CLASSICAL GOLD STANDARD THROUGH THE LENSES OF MOVER STAYER AND MARKOV CHAIN MODELS
Rivista Internazionale di Scienze Sociali, 2019, 127, (4), 407-432
- Robust forecasting of electricity prices: Simulations, models and the impact of renewable sources
Technological Forecasting and Social Change, 2019, 141, (C), 305-318 View citations (8)
2018
- A spatial shift-share decomposition of electricity consumption changes across Italian regions
Energy Policy, 2018, 113, (C), 278-293 View citations (4)
- Analyzing the Potential Economic Value of Energy Storage
The Energy Journal, 2018, Volume 39, (Special Issue 1) View citations (5)
See also Working Paper (2016)
- Electricity market integration and the impact of unilateral policy reforms
Oxford Economic Papers, 2018, 70, (3), 799-820 View citations (5)
See also Working Paper (2018)
2017
- Inequality in Energy Intensity in the EU-28: Evidence from a New Decomposition Method
The Energy Journal, 2017, Volume 38, (Number 4) View citations (6)
- The impact of the German response to the Fukushima earthquake
Energy Economics, 2017, 66, (C), 450-465 View citations (10)
2015
- Decomposing changes in CO2 emission inequality over time: The roles of re-ranking and changes in per capita CO2 emission disparities
Energy Economics, 2015, 49, (C), 274-281 View citations (20)
- SCALE ECONOMIES AND HETEROGENEITY IN BUSINESS MONEY DEMAND: THE ITALIAN EXPERIENCE
Bulletin of Economic Research, 2015, 67, (2), 146-165 
See also Working Paper (2009)
2012
- A Rough Analysis: Valuing Gas Storage
The Energy Journal, 2012, Volume 33, (Number 4) View citations (4)
- Forecasting Italian electricity zonal prices with exogenous variables
Energy Economics, 2012, 34, (6), 2228-2239 View citations (67)
See also Working Paper (2011)
2011
- Robust estimation of efficient mean–variance frontiers
Advances in Data Analysis and Classification, 2011, 5, (1), 3-22 View citations (1)
2010
- Price transmission in the UK electricity market: Was NETA beneficial?
Energy Economics, 2010, 32, (5), 1165-1174 View citations (28)
See also Working Paper (2009)
2009
- A robust forward weighted Lagrange multiplier test for conditional heteroscedasticity
Computational Statistics & Data Analysis, 2009, 53, (6), 2251-2263 View citations (5)
2005
- Testing Gibrat's law in Italian macro-regions: Analysis on a panel of mechanical companies
Statistical Methods & Applications, 2005, 14, (1), 101-126 View citations (5)
2004
- Analysis of economic time series: effects of extremal observations on testing heteroscedastic components
Applied Stochastic Models in Business and Industry, 2004, 20, (2), 115-130
- Analyzing Financial Time Series through Robust Estimators
Studies in Nonlinear Dynamics & Econometrics, 2004, 8, (2), 1-15 View citations (3)
- Firm size distributions and stochastic growth models: a comparison between ICT and Mechanical Italian Companies
Statistical Methods & Applications, 2004, 12, (3), 391-414 View citations (6)
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