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Details about Luigi Grossi

Workplace:Università degli Studi di Padova Dipartimento di Scienze Statistiche

Access statistics for papers by Luigi Grossi.

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

Short-id: pgr363


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Working Papers

2024

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

2022

  1. Forecasting: theory and practice
    Papers, arXiv.org Downloads View citations (70)
    See also Journal Article Forecasting: theory and practice, International Journal of Forecasting, Elsevier (2022) Downloads View citations (30) (2022)

2021

  1. The zonal and seasonal CO2 marginal emissions factors for the Italian power market
    Working Papers, University of Verona, Department of Economics Downloads 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) Downloads View citations (1) (2022)

2020

  1. Modeling Risk Contagion in the Italian Zonal Electricity Market
    DEM Working Papers Series, University of Pavia, Department of Economics and Management Downloads
    See also Journal Article Modeling risk contagion in the Italian zonal electricity market, European Journal of Operational Research, Elsevier (2022) Downloads View citations (2) (2022)
  2. Where did the time (series) go? Estimation of marginal emission factors with autoregressive components
    Working Papers, University of Verona, Department of Economics Downloads 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) Downloads View citations (8) (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 View citations (2)
    Also in Working Papers, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge (2019) Downloads View citations (2)
  2. Seasonality in tourist flows: Decomposing and testing changes in seasonal concentration
    Working Papers, University of Verona, Department of Economics Downloads View citations (1)

2018

  1. 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) Downloads View citations (4)

    See also Journal Article Electricity market integration and the impact of unilateral policy reforms, Oxford Economic Papers, Oxford University Press (2018) Downloads View citations (13) (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 Analyzing the Potential Economic Value of Energy Storage, The Energy Journal, International Association for Energy Economics (2018) Downloads View citations (8) (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 (7)
    Also in ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research (2014) Downloads View citations (8)
    Economic Research Papers, University of Warwick - Department of Economics (2014) Downloads View citations (6)

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 Forecasting Italian electricity zonal prices with exogenous variables, Energy Economics, Elsevier (2012) Downloads View citations (74) (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 (4)
    Also in Economic Research Papers, University of Warwick - Department of Economics (2009) Downloads View citations (1)

    See also Journal Article Price transmission in the UK electricity market: Was NETA beneficial?, Energy Economics, Elsevier (2010) Downloads View citations (30) (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 SCALE ECONOMIES AND HETEROGENEITY IN BUSINESS MONEY DEMAND: THE ITALIAN EXPERIENCE, Bulletin of Economic Research, Wiley Blackwell (2015) Downloads (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 (8)

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

2023

  1. Analysis of individual natural gas consumption and price elasticity: Evidence from billing data in Italy
    Energy Economics, 2023, 118, (C) Downloads 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) Downloads View citations (1)

2022

  1. Forecasting: theory and practice
    International Journal of Forecasting, 2022, 38, (3), 705-871 Downloads View citations (30)
    See also Working Paper Forecasting: theory and practice, Papers (2022) Downloads View citations (70) (2022)
  2. Machine Learning Models and Intra-Daily Market Information for the Prediction of Italian Electricity Prices
    Forecasting, 2022, 5, (1), 1-21 Downloads
  3. Modeling risk contagion in the Italian zonal electricity market
    European Journal of Operational Research, 2022, 298, (2), 656-679 Downloads View citations (2)
    See also Working Paper Modeling Risk Contagion in the Italian Zonal Electricity Market, DEM Working Papers Series (2020) Downloads (2020)
  4. The Zonal and Seasonal CO2 Marginal Emissions Factors for the Italian Power Market
    Environmental & Resource Economics, 2022, 83, (2), 381-411 Downloads View citations (1)
    See also Working Paper The zonal and seasonal CO2 marginal emissions factors for the Italian power market, Working Papers (2021) Downloads View citations (1) (2021)

2021

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

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 View citations (8)
    See also Working Paper Where did the time (series) go? Estimation of marginal emission factors with autoregressive components, Working Papers (2020) Downloads View citations (8) (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 (20)

2018

  1. A spatial shift-share decomposition of electricity consumption changes across Italian regions
    Energy Policy, 2018, 113, (C), 278-293 Downloads View citations (7)
  2. Analyzing the Potential Economic Value of Energy Storage
    The Energy Journal, 2018, Volume 39, (Special Issue 1) Downloads View citations (8)
    Also in The Energy Journal, 2018, 39, (1_suppl), 101-122 (2018) Downloads

    See also Working Paper Analysing the potential economic value of energy storage, Working Papers (2016) Downloads View citations (7) (2016)
  3. Electricity market integration and the impact of unilateral policy reforms
    Oxford Economic Papers, 2018, 70, (3), 799-820 Downloads 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

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

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 (22)
  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 Scale Economies and Heterogeneity in Business Money Demand: The Italian Experience, Department of Economics Working Papers (2009) Downloads (2009)

2012

  1. A Rough Analysis: Valuing Gas Storage
    The Energy Journal, 2012, 33, (4), 118-142 Downloads
    Also in The Energy Journal, 2012, Volume 33, (Number 4) (2012) Downloads View citations (4)
  2. Forecasting Italian electricity zonal prices with exogenous variables
    Energy Economics, 2012, 34, (6), 2228-2239 Downloads View citations (74)
    See also Working Paper Forecasting Italian Electricity Zonal Prices with Exogenous Variables, Working Papers (2011) Downloads View citations (2) (2011)

2011

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

2010

  1. Price transmission in the UK electricity market: Was NETA beneficial?
    Energy Economics, 2010, 32, (5), 1165-1174 Downloads 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) Downloads View citations (4) (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 (6)

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 View citations (1)
  2. Analyzing Financial Time Series through Robust Estimators
    Studies in Nonlinear Dynamics & Econometrics, 2004, 8, (2), 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 (6)
 
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