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
Jump to Journal Articles
Working Papers
2024
- Green bubbles: a four-stage paradigm for detection and propagation
Papers, arXiv.org
2022
- Forecasting: theory and practice
Papers, arXiv.org View citations (70)
See also Journal Article Forecasting: theory and practice, International Journal of Forecasting, Elsevier (2022) View citations (30) (2022)
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)
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
- 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)
- 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
- Assessing Market Power in the Italian Electricity Market: A synthetic supply approach
Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge View citations (2)
Also in Working Papers, Energy Policy Research Group, Cambridge Judge Business School, 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 (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)
- 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 Analyzing the Potential Economic Value of Energy Storage, The Energy Journal, International Association for Energy Economics (2018) View citations (8) (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 (7)
Also in ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research (2014) View citations (8) Economic Research Papers, University of Warwick - Department of Economics (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
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)
- 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 (74) (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 (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)
- 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
- 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
- Robust volatility forecasts and model selection in financial time series
Economics Department Working Papers, Department of Economics, Parma University (Italy)
Journal Articles
2023
- Analysis of individual natural gas consumption and price elasticity: Evidence from billing data in Italy
Energy Economics, 2023, 118, (C) View citations (3)
- 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
- Forecasting: theory and practice
International Journal of Forecasting, 2022, 38, (3), 705-871 View citations (30)
See also Working Paper Forecasting: theory and practice, Papers (2022) View citations (70) (2022)
- Machine Learning Models and Intra-Daily Market Information for the Prediction of Italian Electricity Prices
Forecasting, 2022, 5, (1), 1-21
- 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)
- 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
- 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
- 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 (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
- 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 (20)
2018
- A spatial shift-share decomposition of electricity consumption changes across Italian regions
Energy Policy, 2018, 113, (C), 278-293 View citations (7)
- Analyzing the Potential Economic Value of Energy Storage
The Energy Journal, 2018, Volume 39, (Special Issue 1) View citations (8)
Also in The Energy Journal, 2018, 39, (1_suppl), 101-122 (2018) 
See also Working Paper Analysing the potential economic value of energy storage, Working Papers (2016) View citations (7) (2016)
- 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
- Inequality in Energy Intensity in the EU-28: Evidence from a New Decomposition Method
The Energy Journal, 2017, 38, (4), 1-18 
Also in The Energy Journal, 2017, Volume 38, (Number 4) (2017) View citations (10)
- The impact of the German response to the Fukushima earthquake
Energy Economics, 2017, 66, (C), 450-465 View citations (13)
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 (22)
- 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
- 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)
- Forecasting Italian electricity zonal prices with exogenous variables
Energy Economics, 2012, 34, (6), 2228-2239 View citations (74)
See also Working Paper Forecasting Italian Electricity Zonal Prices with Exogenous Variables, Working Papers (2011) View citations (2) (2011)
2011
- Robust estimation of efficient mean–variance frontiers
Advances in Data Analysis and Classification, 2011, 5, (1), 3-22 View citations (2)
2010
- 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
- A robust forward weighted Lagrange multiplier test for conditional heteroscedasticity
Computational Statistics & Data Analysis, 2009, 53, (6), 2251-2263 View citations (6)
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 View citations (1)
- Analyzing Financial Time Series through Robust Estimators
Studies in Nonlinear Dynamics & Econometrics, 2004, 8, (2), 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)
|
The links between different versions of a paper are constructed automatically by matching on the titles.
Please contact if a link is incorrect.
Use this form
to add links between versions where the titles do not match.
|