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Details about Luca Rossini

Homepage:http://lucarossini.wixsite.com/luca-rossini
Workplace:Dipartimento di Economia, Management e Metodi Quantitativi (DEMM) (Department of Economics, Management and Quantitative Methods), Università degli Studi di Milano (University of Milan), (more information at EDIRC)
Dipartimento di Economia (Department of Economics), Università Ca' Foscari Venezia (University Ca' Foscari Venice), (more information at EDIRC)

Access statistics for papers by Luca Rossini.

Last updated 2022-09-19. Update your information in the RePEc Author Service.

Short-id: pro1002


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Working Papers

2022

  1. A Multivariate Dependence Analysis for Electricity Prices, Demand and Renewable Energy Sources
    Papers, arXiv.org Downloads View citations (1)
  2. Are low frequency macroeconomic variables important for high frequency electricity prices?
    Papers, arXiv.org Downloads
  3. Bayesian Mixed-Frequency Quantile Vector Autoregression: Eliciting tail risks of Monthly US GDP
    Papers, arXiv.org Downloads View citations (1)
  4. The Role of the Monthly ENSO in Forecasting the Daily Baltic Dry Index
    Working Papers, University of Pretoria, Department of Economics Downloads

2021

  1. Inference in Bayesian Additive Vector Autoregressive Tree Models
    Papers, arXiv.org Downloads View citations (2)
  2. Tail Heterogeneity for Dynamic Covariance-Matrix-Valued Random Variables: the F-Riesz Distribution
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads View citations (1)

2020

  1. 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
  2. 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 (2)
  3. 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
  4. 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 (4)

    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 (10)
    See also Journal Article in JRFM (2019)
  4. Forecasting daily electricity prices with monthly macroeconomic variables
    Working Paper Series, European Central Bank Downloads View citations (3)

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 View citations (1)
  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 (20)
    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

2019

  1. Bayesian nonparametric sparse VAR models
    Journal of Econometrics, 2019, 212, (1), 97-115 Downloads View citations (17)
    See also Working Paper (2018)
  2. Comparing the Forecasting of Cryptocurrencies by Bayesian Time-Varying Volatility Models
    JRFM, 2019, 12, (3), 1-18 Downloads View citations (10)
    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 (4)
    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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