Details about Luigi Grossi

Access statistics for papers by Luigi Grossi.

Last updated 2025-01-07. Update your information in the RePEc Author Service.

Short-id: pgr363

Working Papers

2024

1. Green bubbles: a four-stage paradigm for detection and propagation
   Papers, arXiv.org

2022

2. Forecasting: theory and practice
   Papers, arXiv.org View citations (75)
   See also Journal Article Forecasting: theory and practice, International Journal of Forecasting, Elsevier (2022) View citations (35) (2022)

2021

3. The zonal and seasonal CO2 marginal emissions factors for the Italian power market
   Working Papers, University of Verona, Department of Economics View citations (1)
   See also Journal Article The Zonal and Seasonal CO2 Marginal Emissions Factors for the Italian Power Market, Environmental & Resource Economics, Springer (2022) View citations (1) (2022)

2020

4. Modeling Risk Contagion in the Italian Zonal Electricity Market
   DEM Working Papers Series, University of Pavia, Department of Economics and Management
   See also Journal Article Modeling risk contagion in the Italian zonal electricity market, European Journal of Operational Research, Elsevier (2022) View citations (2) (2022)
5. Where did the time (series) go? Estimation of marginal emission factors with autoregressive components
   Working Papers, University of Verona, Department of Economics View citations (8)
   See also Journal Article Where did the time (series) go? Estimation of marginal emission factors with autoregressive components, Energy Economics, Elsevier (2020) View citations (8) (2020)

2019

6. 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)
7. Seasonality in tourist flows: Decomposing and testing changes in seasonal concentration
   Working Papers, University of Verona, Department of Economics View citations (1)

2018

8. Electricity market integration and the impact of unilateral policy reforms
   Post-Print, HAL View citations (10)
   Also in ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research (2015) View citations (4)
   See also Journal Article Electricity market integration and the impact of unilateral policy reforms, Oxford Economic Papers, Oxford University Press (2018) View citations (13) (2018)
9. The influence of renewables on electricity price forecasting: a robust approach
   Working Papers, Institut d'Economia de Barcelona (IEB)

2017

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

2016

11. Analysing the potential economic value of energy storage
    Working Papers, Institut d'Economia de Barcelona (IEB) View citations (7)
    See also Journal Article Analyzing the Potential Economic Value of Energy Storage, The Energy Journal (2018) (2018)

2014

12. A vision of the European energy future? The impact of the German response to the Fukushima earthquake
    ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research View citations (8)
    Also in The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics (2014) View citations (7)
    Economic Research Papers, University of Warwick - Department of Economics (2014) View citations (6)

2013

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

2011

14. 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)
15. Forecasting Italian Electricity Zonal Prices with Exogenous Variables
    Working Papers, University of Verona, Department of Economics View citations (2)
    See also Journal Article Forecasting Italian electricity zonal prices with exogenous variables, Energy Economics, Elsevier (2012) View citations (76) (2012)

2009

16. 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 (4)
    Also in Economic Research Papers, University of Warwick - Department of Economics (2009) View citations (1)
    See also Journal Article Price transmission in the UK electricity market: Was NETA beneficial?, Energy Economics, Elsevier (2010) View citations (30) (2010)
17. 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 SCALE ECONOMIES AND HETEROGENEITY IN BUSINESS MONEY DEMAND: THE ITALIAN EXPERIENCE, Bulletin of Economic Research, Wiley Blackwell (2015) (2015)

2008

18. 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 (8)

2006

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

Journal Articles

2023

1. Analysis of individual natural gas consumption and price elasticity: Evidence from billing data in Italy
   Energy Economics, 2023, 118, (C) View citations (3)
2. Evaluation of Cost-at-Risk related to the procurement of resources in the ancillary services market. The case of the Italian electricity market
   Energy Economics, 2023, 121, (C) View citations (1)

2022

3. Forecasting: theory and practice
   International Journal of Forecasting, 2022, 38, (3), 705-871 View citations (35)
   See also Working Paper Forecasting: theory and practice, Papers (2022) View citations (75) (2022)
4. Machine Learning Models and Intra-Daily Market Information for the Prediction of Italian Electricity Prices
   Forecasting, 2022, 5, (1), 1-21
5. Modeling risk contagion in the Italian zonal electricity market
   European Journal of Operational Research, 2022, 298, (2), 656-679 View citations (2)
   See also Working Paper Modeling Risk Contagion in the Italian Zonal Electricity Market, DEM Working Papers Series (2020) (2020)
6. The Zonal and Seasonal CO2 Marginal Emissions Factors for the Italian Power Market
   Environmental & Resource Economics, 2022, 83, (2), 381-411 View citations (1)
   See also Working Paper The zonal and seasonal CO2 marginal emissions factors for the Italian power market, Working Papers (2021) View citations (1) (2021)

2021

7. The value of carbon emission reduction induced by Renewable Energy Sources in the Italian power market
   Ecological Economics, 2021, 189, (C) View citations (8)

2020

8. Robust asset allocation with conditional value at risk using the forward search
   Applied Stochastic Models in Business and Industry, 2020, 36, (3), 335-352
9. Where did the time (series) go? Estimation of marginal emission factors with autoregressive components
   Energy Economics, 2020, 91, (C) View citations (8)
   See also Working Paper Where did the time (series) go? Estimation of marginal emission factors with autoregressive components, Working Papers (2020) View citations (8) (2020)

2019

10. Correcting outliers in GARCH models: a weighted forward approach
    Statistical Papers, 2019, 60, (6), 1939-1970 View citations (1)
11. 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
12. 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 (21)

2018

13. A spatial shift-share decomposition of electricity consumption changes across Italian regions
    Energy Policy, 2018, 113, (C), 278-293 View citations (7)
14. Analyzing the Potential Economic Value of Energy Storage
    The Energy Journal, 2018, 39, (1_suppl), 101-122
    Also in The Energy Journal, 2018, Volume 39, (Special Issue 1) (2018) View citations (8)
    See also Working Paper Analysing the potential economic value of energy storage, Working Papers (2016) View citations (7) (2016)
15. Electricity market integration and the impact of unilateral policy reforms
    Oxford Economic Papers, 2018, 70, (3), 799-820 View citations (13)
    See also Working Paper Electricity market integration and the impact of unilateral policy reforms, Post-Print (2018) View citations (10) (2018)

2017

16. Inequality in Energy Intensity in the EU-28: Evidence from a New Decomposition Method
    The Energy Journal, 2017, Volume 38, (Number 4) View citations (10)
    Also in The Energy Journal, 2017, 38, (4), 1-18 (2017)
17. The impact of the German response to the Fukushima earthquake
    Energy Economics, 2017, 66, (C), 450-465 View citations (13)

2015

18. 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 (23)
19. SCALE ECONOMIES AND HETEROGENEITY IN BUSINESS MONEY DEMAND: THE ITALIAN EXPERIENCE
    Bulletin of Economic Research, 2015, 67, (2), 146-165
    See also Working Paper Scale Economies and Heterogeneity in Business Money Demand: The Italian Experience, Department of Economics Working Papers (2009) (2009)

2012

20. A Rough Analysis: Valuing Gas Storage
    The Energy Journal, 2012, 33, (4), 118-142
    Also in The Energy Journal, 2012, Volume 33, (Number 4) (2012) View citations (4)
21. Forecasting Italian electricity zonal prices with exogenous variables
    Energy Economics, 2012, 34, (6), 2228-2239 View citations (76)
    See also Working Paper Forecasting Italian Electricity Zonal Prices with Exogenous Variables, Working Papers (2011) View citations (2) (2011)

2011

22. Robust estimation of efficient mean–variance frontiers
    Advances in Data Analysis and Classification, 2011, 5, (1), 3-22 View citations (2)

2010

23. Price transmission in the UK electricity market: Was NETA beneficial?
    Energy Economics, 2010, 32, (5), 1165-1174 View citations (30)
    See also Working Paper Price transmission in the UK electricity market: was NETA beneficial?, The Warwick Economics Research Paper Series (TWERPS) (2009) View citations (4) (2009)

2009

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

2005

25. 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

26. 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 View citations (1)
27. Analyzing Financial Time Series through Robust Estimators
    Studies in Nonlinear Dynamics & Econometrics, 2004, 8, (2), 15 View citations (3)
28. 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)