Details about Luigi Grossi

Access statistics for papers by Luigi Grossi.

Last updated 2021-03-27. Update your information in the RePEc Author Service.

Short-id: pgr363

Working Papers

2020

1. Modeling Risk Contagion in the Italian Zonal Electricity Market
   DEM Working Papers Series, University of Pavia, Department of Economics and Management
2. Where did the time (series) go? Estimation of marginal emission factors with autoregressive components
   Working Papers, University of Verona, Department of Economics
   See also Journal Article in Energy Economics (2020)

2019

3. Assessing Market Power in the Italian Electricity Market: A synthetic supply approach
   Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge
   Also in Working Papers, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge (2019)
4. Seasonality in tourist flows: Decomposing and testing changes in seasonal concentration
   Working Papers, University of Verona, Department of Economics

2018

5. 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)
6. The influence of renewables on electricity price forecasting: a robust approach
   Working Papers, Institut d'Economia de Barcelona (IEB)

2017

7. Forecasting electricity prices through robust nonlinear models
   Working Papers, University of Verona, Department of Economics

2016

8. 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

9. 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 ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research (2014) View citations (6)
   Economic Research Papers, University of Warwick - Department of Economics (2014) View citations (3)

2013

10. German Energy Market Fallout from the Japanese Earthquake
    CAGE Online Working Paper Series, Competitive Advantage in the Global Economy (CAGE)

2011

11. A Rough Examination of the value of gas storage
    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 (2011) View citations (3)
12. 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

13. 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)
14. 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

15. 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

16. Robust volatility forecasts and model selection in financial time series
    Economics Department Working Papers, Department of Economics, Parma University (Italy)

Journal Articles

2020

1. Robust asset allocation with conditional value at risk using the forward search
   Applied Stochastic Models in Business and Industry, 2020, 36, (3), 335-352
2. Where did the time (series) go? Estimation of marginal emission factors with autoregressive components
   Energy Economics, 2020, 91, (C)
   See also Working Paper (2020)

2019

3. Correcting outliers in GARCH models: a weighted forward approach
   Statistical Papers, 2019, 60, (6), 1939-1970 View citations (1)
4. 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
5. 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 (5)

2018

6. A spatial shift-share decomposition of electricity consumption changes across Italian regions
   Energy Policy, 2018, 113, (C), 278-293 View citations (4)
7. Analyzing the Potential Economic Value of Energy Storage
   The Energy Journal, 2018, Volume 39, (Special Issue 1) View citations (3)
   See also Working Paper (2016)
8. 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

9. Inequality in Energy Intensity in the EU-28: Evidence from a New Decomposition Method
   The Energy Journal, 2017, Volume 38, (Number 4) View citations (5)
10. The impact of the German response to the Fukushima earthquake
    Energy Economics, 2017, 66, (C), 450-465 View citations (9)

2015

11. 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 (17)
12. 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

13. A Rough Analysis: Valuing Gas Storage
    The Energy Journal, 2012, Volume 33, (Number 4) View citations (4)
14. Forecasting Italian electricity zonal prices with exogenous variables
    Energy Economics, 2012, 34, (6), 2228-2239 View citations (60)
    See also Working Paper (2011)

2011

15. Robust estimation of efficient mean–variance frontiers
    Advances in Data Analysis and Classification, 2011, 5, (1), 3-22 View citations (1)

2010

16. 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

17. A robust forward weighted Lagrange multiplier test for conditional heteroscedasticity
    Computational Statistics & Data Analysis, 2009, 53, (6), 2251-2263 View citations (5)

2005

18. 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

19. 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
20. Analyzing Financial Time Series through Robust Estimators
    Studies in Nonlinear Dynamics & Econometrics, 2004, 8, (2), 1-15 View citations (3)
21. 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 (5)