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Details about Luca Rossini

Homepage:http://lucarossini.wixsite.com/luca-rossini
Workplace:Dipartimento di Economia (Department of Economics), Università Ca' Foscari Venezia (University Ca' Foscari Venice), (more information at EDIRC)
Afdeling Econometrie and Operations Research (Department of Econometrics and Operations Research), School of Business and Economics, Vrije Universiteit Amsterdam (VU University Amsterdam), (more information at EDIRC)

Access statistics for papers by Luca Rossini.

Last updated 2020-12-29. Update your information in the RePEc Author Service.

Short-id: pro1002


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Working Papers

2021

  1. Inference in Bayesian Additive Vector Autoregressive Tree Models
    Papers, arXiv.org Downloads View citations (2)

2020

  1. Are low frequency macroeconomic variables important for high frequency electricity prices?
    Papers, arXiv.org Downloads
  2. Dynamic Bayesian forecasting of English Premier League match results with the Skellam distribution
    BEMPS - Bozen Economics & Management Paper Series, Faculty of Economics and Management at the Free University of Bozen Downloads
  3. Large Time-Varying Volatility Models for Electricity Prices
    Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School Downloads View citations (1)
  4. Proper scoring rules for evaluating asymmetry in density forecasting
    Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School Downloads
    Also in Papers, arXiv.org (2020) Downloads
  5. Sparse time-varying parameter VECMs with an application to modeling electricity prices
    Papers, arXiv.org Downloads

2019

  1. Bayesian nonparametric graphical models for time-varying parameters VAR
    Papers, arXiv.org Downloads
  2. Comparing the Forecasting Performances of Linear Models for Electricity Prices with High RES Penetration
    Papers, arXiv.org Downloads View citations (5)
    Also in Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School (2018) Downloads View citations (3)

    See also Journal Article in International Journal of Forecasting (2020)
  3. Comparing the forecasting of cryptocurrencies by Bayesian time-varying volatility models
    Papers, arXiv.org Downloads View citations (4)
    See also Journal Article in Journal of Risk and Financial Management (2019)
  4. Forecasting daily electricity prices with monthly macroeconomic variables
    Working Paper Series, European Central Bank Downloads View citations (1)

2018

  1. Bayesian nonparametric sparse VAR models
    Papers, arXiv.org Downloads View citations (1)
    See also Journal Article in Journal of Econometrics (2019)

2016

  1. Bayesian Nonparametric Conditional Copula Estimation of Twin Data
    Working Papers, Department of Economics, University of Venice "Ca' Foscari" Downloads View citations (1)
    See also Journal Article in Journal of the Royal Statistical Society Series C (2018)
  2. Bayesian nonparametric sparse seemingly unrelated regression model (SUR)
    Working Papers, Department of Economics, University of Venice "Ca' Foscari" Downloads View citations (1)

Journal Articles

2020

  1. Bayesian analysis of immigration in Europe with generalized logistic regression
    Journal of Applied Statistics, 2020, 47, (3), 424-438 Downloads
  2. Comparing the forecasting performances of linear models for electricity prices with high RES penetration
    International Journal of Forecasting, 2020, 36, (3), 974-986 Downloads View citations (3)
    See also Working Paper (2019)
  3. Loss-based approach to two-piece location-scale distributions with applications to dependent data
    Statistical Methods & Applications, 2020, 29, (2), 309-333 Downloads
  4. Reformulation of the Distributed Delay Model to describe insect pest populations using count variables
    Ecological Modelling, 2020, 436, (C) Downloads

2019

  1. Bayesian nonparametric sparse VAR models
    Journal of Econometrics, 2019, 212, (1), 97-115 Downloads View citations (10)
    See also Working Paper (2018)
  2. Comparing the Forecasting of Cryptocurrencies by Bayesian Time-Varying Volatility Models
    Journal of Risk and Financial Management, 2019, 12, (3), 1-18 Downloads View citations (4)
    See also Working Paper (2019)
  3. On a flexible construction of a negative binomial model
    Statistics & Probability Letters, 2019, 152, (C), 1-8 Downloads

2018

  1. Bayesian non‐parametric conditional copula estimation of twin data
    Journal of the Royal Statistical Society Series C, 2018, 67, (3), 523-548 Downloads View citations (3)
    See also Working Paper (2016)
  2. Objective bayesian analysis of the Yule–Simon distribution with applications
    Computational Statistics, 2018, 33, (1), 99-126 Downloads
 
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