Details about Luca Pedini
Access statistics for papers by Luca Pedini.
Last updated 2026-07-15. Update your information in the RePEc Author Service.
Short-id: ppe911
Jump to Journal Articles
Working Papers
2026
- Lifting Constraints: Venezuelan Oil and Global Market Adjustment
FEEM Working Papers, Fondazione Eni Enrico Mattei (FEEM) 
Also in Working Papers, Fondazione Eni Enrico Mattei (2026)
2025
- Moderate Time-Varying Parameter VARs
Working Papers, Örebro University, School of Business
- “It’s not the heat, it’s the humidity!” New Climate Indices for Europe with a Multilevel Factor Model
FEEM Working Papers, Fondazione Eni Enrico Mattei (FEEM)
Also in Working Papers, Fondazione Eni Enrico Mattei (2025)
2022
- Exploring the hedge, diversifier and safe haven properties of ESG investments: A cross-quantilogram analysis
MPRA Paper, University Library of Munich, Germany View citations (8)
2021
- BAYESIAN MODEL AVERAGING FOR PROPENSITY SCORE MATCHING IN TAX REBATE
Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali View citations (1)
2020
- ParMA: Parallelised Bayesian Model Averaging for Generalised Linear Models
Working Papers, Department of Economics, University of Venice "Ca' Foscari" View citations (1)
Journal Articles
2026
- Measuring spillovers and connectedness in gretl
Computational Statistics, 2026, 41, (1), 1-30 View citations (2)
2024
- Are there other fish in the sea? Exploring the hedge, diversifier and safe-haven features of ESG investments
Studies in Economics and Finance, 2024, 42, (1), 1-30 View citations (1)
- Bayesian regression models in gretl: the BayTool package
Computational Statistics, 2024, 39, (7), 3547-3578 View citations (1)
- The Spherical Parametrisation for Correlation Matrices and its Computational Advantages
Computational Economics, 2024, 64, (2), 1023-1046
Also in Computational Economics, 2025, 65, (4), 2449-2450 (2025)
- Tips and tricks for Bayesian VAR models in gretl
Computational Statistics, 2024, 39, (7), 3579-3597 View citations (3)
2022
- No such thing as the perfect match: Bayesian Model Averaging for treatment evaluation
Economic Modelling, 2022, 107, (C) View citations (2)
2021
- Do Covid-19 mobility restrictions affect economic uncertainty in Italy? Evidence from a SVAR approach
Economics Bulletin, 2021, 41, (4), 2418-2432
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