Luca Rossini
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Luca |
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Rossini |
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Contact
Affiliations
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Università Ca' Foscari Venezia
/ Dipartimento di Economia (weight: 1%)
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Fondazione ENI Enrico Mattei (FEEM) (weight: 5%)
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Università degli Studi di Milano
/ Dipartimento di Economia, Management e Metodi Quantitativi (DEMM) (weight: 94%)
Research profile
author of:
- Is the Price Cap for Gas Useful? Evidence from European Countries (RePEc:ags:feemwp:338790)
by Ravazzolo, Francesco & Rossini, Luca - What drives the European carbon market? Macroeconomic factors and forecasts (RePEc:ags:feemwp:339740)
by Bastianin, Andrea & Mirto, Elisabetta & Qin, Yan & Rossini, Luca - Bayesian nonparametric sparse VAR models (RePEc:arx:papers:1608.02740)
by Monica Billio & Roberto Casarin & Luca Rossini - Comparing the Forecasting Performances of Linear Models for Electricity Prices with High RES Penetration (RePEc:arx:papers:1801.01093)
by Angelica Gianfreda & Francesco Ravazzolo & Luca Rossini - Bayesian nonparametric graphical models for time-varying parameters VAR (RePEc:arx:papers:1906.02140)
by Matteo Iacopini & Luca Rossini - Comparing the forecasting of cryptocurrencies by Bayesian time-varying volatility models (RePEc:arx:papers:1909.06599)
by Rick Bohte & Luca Rossini - Proper scoring rules for evaluating asymmetry in density forecasting (RePEc:arx:papers:2006.11265)
by Matteo Iacopini & Francesco Ravazzolo & Luca Rossini - Inference in Bayesian Additive Vector Autoregressive Tree Models (RePEc:arx:papers:2006.16333)
by Florian Huber & Luca Rossini - Are low frequency macroeconomic variables important for high frequency electricity prices? (RePEc:arx:papers:2007.13566)
by Claudia Foroni & Francesco Ravazzolo & Luca Rossini - Sparse time-varying parameter VECMs with an application to modeling electricity prices (RePEc:arx:papers:2011.04577)
by Niko Hauzenberger & Michael Pfarrhofer & Luca Rossini - A Multivariate Dependence Analysis for Electricity Prices, Demand and Renewable Energy Sources (RePEc:arx:papers:2201.01132)
by Fabrizio Durante & Angelica Gianfreda & Francesco Ravazzolo & Luca Rossini - Bayesian Mixed-Frequency Quantile Vector Autoregression: Eliciting tail risks of Monthly US GDP (RePEc:arx:papers:2209.01910)
by Matteo Iacopini & Aubrey Poon & Luca Rossini & Dan Zhu - Bayesian Multivariate Quantile Regression with alternative Time-varying Volatility Specifications (RePEc:arx:papers:2211.16121)
by Matteo Iacopini & Francesco Ravazzolo & Luca Rossini - Money Growth and Inflation: A Quantile Sensitivity Approach (RePEc:arx:papers:2308.05486)
by Matteo Iacopini & Aubrey Poon & Luca Rossini & Dan Zhu - A Quantile Nelson-Siegel model (RePEc:arx:papers:2401.09874)
by Matteo Iacopini & Aubrey Poon & Luca Rossini & Dan Zhu - What drives the European carbon market? Macroeconomic factors and forecasts (RePEc:arx:papers:2402.04828)
by Andrea Bastianin & Elisabetta Mirto & Yan Qin & Luca Rossini - Comparing predictive ability in presence of instability over a very short time (RePEc:arx:papers:2405.11954)
by Fabrizio Iacone & Luca Rossini & Andrea Viselli - Bayesian non‐parametric conditional copula estimation of twin data (RePEc:bla:jorssc:v:67:y:2018:i:3:p:523-548)
by Luciana Dalla Valle & Fabrizio Leisen & Luca Rossini - Large Time‐Varying Volatility Models for Hourly Electricity Prices (RePEc:bla:obuest:v:85:y:2023:i:3:p:545-573)
by Angelica Gianfreda & Francesco Ravazzolo & Luca Rossini - Comparing the Forecasting Performances of Linear Models for Electricity Prices with High RES Penetration (RePEc:bny:wpaper:0060)
by Angelica Gianfreda & Francesco Ravazzolo & Luca Rossini - Large Time-Varying Volatility Models for Electricity Prices (RePEc:bny:wpaper:0088)
by Angelica Gianfreda & Francesco Ravazzolo & Luca Rossini - Proper scoring rules for evaluating asymmetry in density forecasting (RePEc:bny:wpaper:0089)
by Matteo Iacopini & Francesco Ravazzolo & Luca Rossini - Dynamic Bayesian forecasting of English Premier League match results with the Skellam distribution (RePEc:bzn:wpaper:bemps72)
by Robert C. Smit & Francesco Ravazzolo & Luca Rossini - Forecasting daily electricity prices with monthly macroeconomic variables (RePEc:ecb:ecbwps:20192250)
by Foroni, Claudia & Ravazzolo, Francesco & Rossini, Luca - Bayesian mixed-frequency quantile vector autoregression: Eliciting tail risks of monthly US GDP (RePEc:eee:dyncon:v:157:y:2023:i:c:s016518892300163x)
by Iacopini, Matteo & Poon, Aubrey & Rossini, Luca & Zhu, Dan - Are low frequency macroeconomic variables important for high frequency electricity prices? (RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999322003972)
by Foroni, Claudia & Ravazzolo, Francesco & Rossini, Luca - Bayesian nonparametric sparse VAR models (RePEc:eee:econom:v:212:y:2019:i:1:p:97-115)
by Billio, Monica & Casarin, Roberto & Rossini, Luca - Comparing the forecasting performances of linear models for electricity prices with high RES penetration (RePEc:eee:intfor:v:36:y:2020:i:3:p:974-986)
by Gianfreda, Angelica & Ravazzolo, Francesco & Rossini, Luca - Sparse time-varying parameter VECMs with an application to modeling electricity prices (RePEc:eee:intfor:v:41:y:2025:i:1:p:361-376)
by Hauzenberger, Niko & Pfarrhofer, Michael & Rossini, Luca - On a flexible construction of a negative binomial model (RePEc:eee:stapro:v:152:y:2019:i:c:p:1-8)
by Leisen, Fabrizio & Mena, Ramsés H. & Palma, Freddy & Rossini, Luca - Is the Price Cap for Gas Useful? Evidence from European Countries (RePEc:fem:femwpa:2023.23)
by Francesco Ravazzolo & Luca Rossini - What drives the European carbon market? Macroeconomic factors and forecasts (RePEc:fem:femwpa:2024.02)
by Andrea Bastianin & Elisabetta Mirto & Yan Qin & Luca Rossini - Comparing the Forecasting of Cryptocurrencies by Bayesian Time-Varying Volatility Models (RePEc:gam:jjrfmx:v:12:y:2019:i:3:p:150-:d:268406)
by Rick Bohte & Luca Rossini - The Role of the Monthly ENSO in Forecasting the Daily Baltic Dry Index (RePEc:pre:wpaper:202229)
by Elie Bouri & Rangan Gupta & Luca Rossini - Objective bayesian analysis of the Yule–Simon distribution with applications (RePEc:spr:compst:v:33:y:2018:i:1:d:10.1007_s00180-017-0735-1)
by Fabrizio Leisen & Luca Rossini & Cristiano Villa - Loss-based approach to two-piece location-scale distributions with applications to dependent data (RePEc:spr:stmapp:v:29:y:2020:i:2:d:10.1007_s10260-019-00481-x)
by Fabrizio Leisen & Luca Rossini & Cristiano Villa - Bayesian analysis of immigration in Europe with generalized logistic regression (RePEc:taf:japsta:v:47:y:2020:i:3:p:424-438)
by Luciana Dalla Valle & Fabrizio Leisen & Luca Rossini & Weixuan Zhu - Proper Scoring Rules for Evaluating Density Forecasts with Asymmetric Loss Functions (RePEc:taf:jnlbes:v:41:y:2023:i:2:p:482-496)
by Matteo Iacopini & Francesco Ravazzolo & Luca Rossini - Tail Heterogeneity for Dynamic Covariance Matrices: the F-Riesz Distribution (RePEc:tin:wpaper:20210010)
by Andre Lucas & Anne Opschoor & Luca Rossini - Density Forecasting for Electricity Prices under Tail Heterogeneity with the t-Riesz Distribution (RePEc:tin:wpaper:20240049)
by Anne Opschoor & Dewi Peerlings & Luca Rossini & Andre Lucas - Bayesian Nonparametric Conditional Copula Estimation of Twin Data (RePEc:ven:wpaper:2016:08)
by Luciana Dalla Valle & Fabrizio Leisen & Luca Rossini - Bayesian nonparametric sparse seemingly unrelated regression model (SUR) (RePEc:ven:wpaper:2016:20)
by Monica Billio & Roberto Casarin & Luca Rossini