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Details about Luigi Grossi

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Workplace:Università degli Studi di Padova Dipartimento di Scienze Statistiche

Access statistics for papers by Luigi Grossi.

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

Short-id: pgr363


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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 Downloads
  2. Where did the time (series) go? Estimation of marginal emission factors with autoregressive components
    Working Papers, University of Verona, Department of Economics Downloads
    See also Journal Article in Energy Economics (2020)

2019

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

2018

  1. 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) Downloads View citations (4)

    See also Journal Article in Oxford Economic Papers (2018)
  2. The influence of renewables on electricity price forecasting: a robust approach
    Working Papers, Institut d'Economia de Barcelona (IEB) Downloads

2017

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

2016

  1. Analysing the potential economic value of energy storage
    Working Papers, Institut d'Economia de Barcelona (IEB) Downloads View citations (7)
    See also Journal Article in The Energy Journal (2018)

2014

  1. 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 Downloads View citations (5)
    Also in ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research (2014) Downloads View citations (6)
    Economic Research Papers, University of Warwick - Department of Economics (2014) Downloads View citations (3)

2013

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

2011

  1. A Rough Examination of the value of gas storage
    The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics Downloads View citations (3)
    Also in Economic Research Papers, University of Warwick - Department of Economics (2011) Downloads View citations (3)
  2. Forecasting Italian Electricity Zonal Prices with Exogenous Variables
    Working Papers, University of Verona, Department of Economics Downloads View citations (2)
    See also Journal Article in Energy Economics (2012)

2009

  1. Price transmission in the UK electricity market: was NETA beneficial?
    The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics Downloads View citations (3)
    Also in Economic Research Papers, University of Warwick - Department of Economics (2009) Downloads

    See also Journal Article in Energy Economics (2010)
  2. Scale Economies and Heterogeneity in Business Money Demand: The Italian Experience
    Department of Economics Working Papers, University of Bath, Department of Economics Downloads
    See also Journal Article in Bulletin of Economic Research (2015)

2008

  1. 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 Downloads View citations (6)

2006

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

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 Downloads
  2. Where did the time (series) go? Estimation of marginal emission factors with autoregressive components
    Energy Economics, 2020, 91, (C) Downloads
    See also Working Paper (2020)

2019

  1. Correcting outliers in GARCH models: a weighted forward approach
    Statistical Papers, 2019, 60, (6), 1939-1970 Downloads View citations (1)
  2. 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 Downloads
  3. Robust forecasting of electricity prices: Simulations, models and the impact of renewable sources
    Technological Forecasting and Social Change, 2019, 141, (C), 305-318 Downloads View citations (5)

2018

  1. A spatial shift-share decomposition of electricity consumption changes across Italian regions
    Energy Policy, 2018, 113, (C), 278-293 Downloads View citations (4)
  2. Analyzing the Potential Economic Value of Energy Storage
    The Energy Journal, 2018, Volume 39, (Special Issue 1) Downloads View citations (3)
    See also Working Paper (2016)
  3. Electricity market integration and the impact of unilateral policy reforms
    Oxford Economic Papers, 2018, 70, (3), 799-820 Downloads View citations (5)
    See also Working Paper (2018)

2017

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

2015

  1. 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 Downloads View citations (17)
  2. SCALE ECONOMIES AND HETEROGENEITY IN BUSINESS MONEY DEMAND: THE ITALIAN EXPERIENCE
    Bulletin of Economic Research, 2015, 67, (2), 146-165 Downloads
    See also Working Paper (2009)

2012

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

2011

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

2010

  1. Price transmission in the UK electricity market: Was NETA beneficial?
    Energy Economics, 2010, 32, (5), 1165-1174 Downloads View citations (28)
    See also Working Paper (2009)

2009

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

2005

  1. Testing Gibrat's law in Italian macro-regions: Analysis on a panel of mechanical companies
    Statistical Methods & Applications, 2005, 14, (1), 101-126 Downloads View citations (5)

2004

  1. 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 Downloads
  2. Analyzing Financial Time Series through Robust Estimators
    Studies in Nonlinear Dynamics & Econometrics, 2004, 8, (2), 1-15 Downloads View citations (3)
  3. Firm size distributions and stochastic growth models: a comparison between ICT and Mechanical Italian Companies
    Statistical Methods & Applications, 2004, 12, (3), 391-414 Downloads View citations (5)
 
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