4
H index
3
i10 index
90
Citations
Luca Rossini : Citation Profile
Università Ca' Foscari Venezia (1% share) | RESEARCH PRODUCTION: 10 Articles 29 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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8 years (2016 - 2024). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Luca Rossini. | Is cited by:
| Cites to:
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Main data
Where Luca Rossini has published?
Recent works citing Luca Rossini (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Bayesian Forecasting in the 21st Century: A Modern Review. (2022). Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Maneesoonthorn, Worapree ; Frazier, David T ; Martin, Gael M ; Panagiotelis, Anastasios ; Nibbering, Didier ; Maheu, John . In: Papers. RePEc:arx:papers:2212.03471. Full description at Econpapers || Download paper |
| 2024 | Probabilistic quantile factor analysis. (2022). Korobilis, Dimitris ; Schroder, Maximilian. In: Papers. RePEc:arx:papers:2212.10301. Full description at Econpapers || Download paper |
| 2023 | Hierarchical Regularizers for Reverse Unrestricted Mixed Data Sampling Regressions. (2023). Hecq, Alain ; Wilms, Ines ; Ternes, Marie. In: Papers. RePEc:arx:papers:2301.10592. Full description at Econpapers || Download paper |
| 2023 | Probabilistic Quantile Factor Analysis. (2023). Schrder, Maximilian ; Korobilis, Dimitris. In: Working Papers. RePEc:bny:wpaper:0116. Full description at Econpapers || Download paper |
| 2023 | A flexible predictive density combination for large financial data sets in regular and crisis periods. (2023). Casarin, Roberto ; Grassi, Stefano ; van Dijk, Herman K ; Ravazzolo, Francesco. In: Journal of Econometrics. RePEc:eee:econom:v:237:y:2023:i:2:s0304407622002093. Full description at Econpapers || Download paper |
| 2024 | COVID-19 spreading in financial networks: A semiparametric matrix regression model. (2024). Casarin, Roberto ; Billio, Monica ; Iacopini, Matteo ; Costola, Michele. In: Econometrics and Statistics. RePEc:eee:ecosta:v:29:y:2024:i:c:p:113-131. Full description at Econpapers || Download paper |
| 2024 | Modeling Turning Points in the Global Equity Market. (2024). Casarin, Roberto ; Billio, Monica ; Ahelegbey, Daniel Felix. In: Econometrics and Statistics. RePEc:eee:ecosta:v:30:y:2024:i:c:p:60-75. Full description at Econpapers || Download paper |
| 2024 | Food, energy, and water nexus: A study on interconnectedness and trade-offs. (2024). Paparas, Dimitrios ; Ghosh, Anandita ; Gubareva, Mariya ; Vo, Xuan Vinh. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324002299. Full description at Econpapers || Download paper |
| 2024 | Global uncertainties and Australian financial markets: Quantile time-frequency connectedness. (2024). Hammoudeh, Shawkat ; Roubaud, David ; Asadi, Mehrad ; Sheikh, Umaid A. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000309. Full description at Econpapers || Download paper |
| 2023 | Forecasting electricity prices with expert, linear, and nonlinear models. (2023). Ravazzolo, Francesco ; del Grosso, Filippo ; Gianfreda, Angelica ; Bille, Anna Gloria. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:570-586. Full description at Econpapers || Download paper |
| 2023 | Neural basis expansion analysis with exogenous variables: Forecasting electricity prices with NBEATSx. (2023). Weron, Rafał ; Dubrawski, Artur ; Marcjasz, Grzegorz ; Challu, Cristian ; Olivares, Kin G. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:884-900. Full description at Econpapers || Download paper |
| 2023 | Penalized estimation of panel vector autoregressive models: A panel LASSO approach. (2023). Camehl, Annika. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1185-1204. Full description at Econpapers || Download paper |
| 2024 | Forecasting electricity prices from the state-of-the-art modeling technology and the price determinant perspectives. (2024). Abedin, Mohammad Zoynul ; Li, Qiang ; Chai, Shanglei ; Lucey, Brian M. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pa:s0275531923002581. Full description at Econpapers || Download paper |
| 2023 | Bayesian Modeling of Time-Varying Parameters Using Regression Trees. (2023). Mitchell, James ; Koop, Gary ; Huber, Florian ; Hauzenberger, Niko. In: Working Papers. RePEc:fip:fedcwq:95470. Full description at Econpapers || Download paper |
| 2023 | Dirichlet Process Log Skew-Normal Mixture with a Missing-at-Random-Covariate in Insurance Claim Analysis. (2023). Bezbradica, Marija ; Crane, Martin ; Lindberg, David ; Kim, Minkun. In: Econometrics. RePEc:gam:jecnmx:v:11:y:2023:i:4:p:24-:d:1258711. Full description at Econpapers || Download paper |
| 2023 | Safe-Haven Currencies as Defensive Assets in Global Stocks Portfolios: A Reassessment of the Empirical Evidence (1999–2022). (2023). Tronzano, Marco. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:5:p:273-:d:1147407. Full description at Econpapers || Download paper |
| 2023 | Bayesian Forecasting in the 21st Century: A Modern Review. (2023). Maheu, John ; Panagiotelis, Anastasios ; Nibbering, Didier ; Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Frazier, David T ; Martin, Gael M. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2023-1. Full description at Econpapers || Download paper |
| 2023 | Reduced?form factor augmented VAR—Exploiting sparsity to include meaningful factors. (2021). Kaufmann, Sylvia ; Beyeler, Simon. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:36:y:2021:i:7:p:989-1012. Full description at Econpapers || Download paper |
| 2023 | Deep distributional time series models and the probabilistic forecasting of intraday electricity prices. (2023). Nott, David J ; Smith, Michael Stanley ; Klein, Nadja. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:4:p:493-511. Full description at Econpapers || Download paper |
| 2023 | Electricity price forecasting using hybrid deep learned networks. (2023). Singh, Jai Govind ; Prakash, Krishna. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:7:p:1750-1771. Full description at Econpapers || Download paper |
| 2023 | Modelling Natural Gas Markets: Could We Learn from our Mistakes in the Past? - A Reality Check for MAGELAN. (2023). Seeliger, Andreas. In: EconStor Preprints. RePEc:zbw:esprep:276957. Full description at Econpapers || Download paper |
| 2023 | Active driver or passive victim: On the role of international monetary policy transmission. (2023). von Schweinitz, Gregor ; Camehl, Annika. In: IWH Discussion Papers. RePEc:zbw:iwhdps:32023. Full description at Econpapers || Download paper |
Works by Luca Rossini:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2023 | Is the Price Cap for Gas Useful? Evidence from European Countries In: FEEM Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2023 | Is the Price Cap for Gas Useful? Evidence from European Countries.(2023) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2024 | What drives the European carbon market? Macroeconomic factors and forecasts In: FEEM Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2024 | What drives the European carbon market? Macroeconomic factors and forecasts.(2024) In: Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2024 | What drives the European carbon market? Macroeconomic factors and forecasts.(2024) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2018 | Bayesian nonparametric sparse VAR models In: Papers. [Full Text][Citation analysis] | paper | 24 |
| 2019 | Bayesian nonparametric sparse VAR models.(2019) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 24 | article | |
| 2019 | Comparing the Forecasting Performances of Linear Models for Electricity Prices with High RES Penetration In: Papers. [Full Text][Citation analysis] | paper | 30 |
| 2018 | Comparing the Forecasting Performances of Linear Models for Electricity Prices with High RES Penetration.(2018) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 30 | paper | |
| 2020 | Comparing the forecasting performances of linear models for electricity prices with high RES penetration.(2020) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 30 | article | |
| 2019 | Bayesian nonparametric graphical models for time-varying parameters VAR In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Comparing the forecasting of cryptocurrencies by Bayesian time-varying volatility models In: Papers. [Full Text][Citation analysis] | paper | 11 |
| 2019 | Comparing the Forecasting of Cryptocurrencies by Bayesian Time-Varying Volatility Models.(2019) In: JRFM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | article | |
| 2020 | Proper scoring rules for evaluating asymmetry in density forecasting In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Proper scoring rules for evaluating asymmetry in density forecasting.(2020) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2021 | Inference in Bayesian Additive Vector Autoregressive Tree Models In: Papers. [Full Text][Citation analysis] | paper | 2 |
| 2022 | Are low frequency macroeconomic variables important for high frequency electricity prices? In: Papers. [Full Text][Citation analysis] | paper | 3 |
| 2023 | Are low frequency macroeconomic variables important for high frequency electricity prices?.(2023) In: Economic Modelling. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
| 2023 | Sparse time-varying parameter VECMs with an application to modeling electricity prices In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2022 | A Multivariate Dependence Analysis for Electricity Prices, Demand and Renewable Energy Sources In: Papers. [Full Text][Citation analysis] | paper | 4 |
| 2022 | Bayesian Mixed-Frequency Quantile Vector Autoregression: Eliciting tail risks of Monthly US GDP In: Papers. [Full Text][Citation analysis] | paper | 4 |
| 2023 | Bayesian mixed-frequency quantile vector autoregression: Eliciting tail risks of monthly US GDP.(2023) In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
| 2024 | Bayesian Multivariate Quantile Regression with alternative Time-varying Volatility Specifications In: Papers. [Full Text][Citation analysis] | paper | 2 |
| 2023 | Money Growth and Inflation: A Quantile Sensitivity Approach In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2024 | A Quantile Nelson-Siegel model In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2024 | Comparing predictive ability in presence of instability over a very short time In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Large Time-Varying Volatility Models for Electricity Prices In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2020 | Dynamic Bayesian forecasting of English Premier League match results with the Skellam distribution In: BEMPS - Bozen Economics & Management Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Forecasting daily electricity prices with monthly macroeconomic variables In: Working Paper Series. [Full Text][Citation analysis] | paper | 2 |
| 2019 | On a flexible construction of a negative binomial model In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 0 |
| 2022 | The Role of the Monthly ENSO in Forecasting the Daily Baltic Dry Index In: Working Papers. [Citation analysis] | paper | 1 |
| 2018 | Objective bayesian analysis of the Yule–Simon distribution with applications In: Computational Statistics. [Full Text][Citation analysis] | article | 0 |
| 2020 | Loss-based approach to two-piece location-scale distributions with applications to dependent data In: Statistical Methods & Applications. [Full Text][Citation analysis] | article | 0 |
| 2020 | Bayesian analysis of immigration in Europe with generalized logistic regression In: Journal of Applied Statistics. [Full Text][Citation analysis] | article | 1 |
| 2023 | Proper Scoring Rules for Evaluating Density Forecasts with Asymmetric Loss Functions In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 1 |
| 2023 | Tail Heterogeneity for Dynamic Covariance Matrices: the F-Riesz Distribution In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
| 2024 | Density Forecasting for Electricity Prices under Tail Heterogeneity with the t-Riesz Distribution In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Bayesian Nonparametric Conditional Copula Estimation of Twin Data In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2016 | Bayesian nonparametric sparse seemingly unrelated regression model (SUR) In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team