Luca Rossini : Citation Profile


Are you Luca Rossini?

Università Ca' Foscari Venezia (17% share)
Vrije Universiteit Amsterdam (83% share)

4

H index

3

i10 index

46

Citations

RESEARCH PRODUCTION:

9

Articles

15

Papers

RESEARCH ACTIVITY:

   5 years (2016 - 2021). See details.
   Cites by year: 9
   Journals where Luca Rossini has often published
   Relations with other researchers
   Recent citing documents: 39.    Total self citations: 7 (13.21 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pro1002
   Updated: 2022-06-25    RAS profile: 2020-12-29    
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Relations with other researchers


Works with:

Ravazzolo, Francesco (9)

Gianfreda, Angelica (4)

Billio, Monica (3)

Casarin, Roberto (3)

Dalla Valle, Luciana (3)

Foroni, Claudia (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Luca Rossini.

Is cited by:

Casarin, Roberto (5)

Billio, Monica (4)

Marcjasz, Grzegorz (3)

Weron, Rafał (3)

Koop, Gary (2)

Huber, Florian (2)

Gianfreda, Angelica (2)

Ravazzolo, Francesco (2)

Durante, Fabrizio (1)

Sartore, Domenico (1)

Bertsch, Valentin (1)

Cites to:

Koop, Gary (42)

Weron, Rafał (28)

Diebold, Francis (25)

Korobilis, Dimitris (23)

Huber, Florian (21)

Ravazzolo, Francesco (18)

Clark, Todd (13)

Marcellino, Massimiliano (13)

Sims, Christopher (12)

Yilmaz, Kamil (12)

Gianfreda, Angelica (12)

Main data


Where Luca Rossini has published?


Working Papers Series with more than one paper published# docs
Papers / arXiv.org8
Working Papers / Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School3
Working Papers / Department of Economics, University of Venice "Ca' Foscari"2

Recent works citing Luca Rossini (2021 and 2020)


YearTitle of citing document
2020A Scoring Rule for Factor and Autoregressive Models Under Misspecification. (2020). Corradin, Fausto ; Casarin, Roberto ; Wong, Wing-Keung ; Sartore, Nguyen Domenico ; Ravazzolo, Francesco. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:24:y:2020:i:2:p:66-103.

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2021Neural basis expansion analysis with exogenous variables: Forecasting electricity prices with NBEATSx. (2021). Weron, Rafał ; Marcjasz, Grzegorz ; Dubrawski, Artur ; Challu, Cristian ; Olivares, Kin G. In: WORking papers in Management Science (WORMS). RePEc:ahh:wpaper:worms2107.

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2020A Scoring Rule for Factor and Autoregressive Models Under Misspecification. (2020). Wong, Wing-Keung ; Sartore, Nguyen Domenico ; Ravazzolo, Francesco ; Corradin, Fausto ; Casarin, Roberto. In: International Association of Decision Sciences. RePEc:ahq:wpaper:v:24:y:2020:i:2:p:66-103.

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2020Forecasting day-ahead electricity prices: A review of state-of-the-art algorithms, best practices and an open-access benchmark. (2020). Weron, Rafał ; Marcjasz, Grzegorz ; de Schutter, Bart ; Lago, Jesus. In: Papers. RePEc:arx:papers:2008.08004.

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2020Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs. (2020). Pfarrhofer, Michael ; Huber, Florian ; Schreiner, Josef ; Onorante, Luca ; Koop, Gary. In: Papers. RePEc:arx:papers:2008.12706.

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2021COVID-19 spreading in financial networks: A semiparametric matrix regression model. (2021). Billio, Monica ; Matteo, Iacopini ; Michele, Costola ; Roberto, Casarin ; Monica, Billio. In: Papers. RePEc:arx:papers:2101.00422.

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2022A Multivariate Dependence Analysis for Electricity Prices, Demand and Renewable Energy Sources. (2022). Durante, Fabrizio ; Gianfreda, Angelica ; Rossini, Luca ; Ravazzolo, Francesco. In: Papers. RePEc:arx:papers:2201.01132.

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2020Moving markets? Government bond investors and microeconomic policy changes. (2020). Wibbels, Erik ; Paniagua, Victoria ; Mosley, Layna. In: Economics and Politics. RePEc:bla:ecopol:v:32:y:2020:i:2:p:197-249.

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2020Modelling fuel injector spray characteristics in jet engines by using vine copulas. (2020). Holz, Simon ; Coblenz, Maximilian ; Koch, Rainer ; Grothe, Oliver ; Bauer, Hansjorg. In: Journal of the Royal Statistical Society Series C. RePEc:bla:jorssc:v:69:y:2020:i:4:p:863-886.

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2020Risk mitigation in the electricity market driven by new renewable energy sources. (2020). Gubina, Andrej F ; Krear, Nikola. In: Wiley Interdisciplinary Reviews: Energy and Environment. RePEc:bla:wireae:v:9:y:2020:i:1:n:e362.

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2021Multi-Day-Ahead Electricity Price Forecasting: A Comparison of fundamental, econometric and hybrid Models. (2021). Vogler, Arne ; Beran, Philip. In: EWL Working Papers. RePEc:dui:wpaper:2102.

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2021Forecasting day-ahead electricity prices: A review of state-of-the-art algorithms, best practices and an open-access benchmark. (2021). Weron, Rafał ; de Schutter, Bart ; Marcjasz, Grzegorz ; Lago, Jesus. In: Applied Energy. RePEc:eee:appene:v:293:y:2021:i:c:s0306261921004529.

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2022Approximate Bayesian conditional copulas. (2022). Dalla Valle, Luciana ; Liseo, Brunero ; Grazian, Clara. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:169:y:2022:i:c:s0167947321002516.

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2021Forecasting natural gas prices using highly flexible time-varying parameter models. (2021). Nguyen, Bao H ; Hou, Chenghan ; Gao, Shen. In: Economic Modelling. RePEc:eee:ecmode:v:105:y:2021:i:c:s0264999321002418.

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2021A general ODE-based model to describe the physiological age structure of ectotherms: Description and application to Drosophila suzukii. (2021). Rossello, Nicolas Bono ; Rossini, Luca ; Garone, Emanuele ; Speranza, Stefano. In: Ecological Modelling. RePEc:eee:ecomod:v:456:y:2021:i:c:s0304380021002313.

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2021Spatially varying sparsity in dynamic regression models. (2021). Hu, Guanyu. In: Econometrics and Statistics. RePEc:eee:ecosta:v:17:y:2021:i:c:p:23-34.

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2021Application of bagging in day-ahead electricity price forecasting and factor augmentation. (2021). Yildirim, Dilem ; Ozen, Kadir. In: Energy Economics. RePEc:eee:eneeco:v:103:y:2021:i:c:s0140988321004448.

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2022Forecasting day-ahead electricity prices: A comparison of time series and neural network models taking external regressors into account. (2022). Herwartz, Helmut ; Scheller, Fabian ; Lehna, Malte. In: Energy Economics. RePEc:eee:eneeco:v:106:y:2022:i:c:s0140988321005879.

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2021Enhancing load, wind and solar generation for day-ahead forecasting of electricity prices. (2021). Weron, Tomasz ; Nitka, Weronika ; Maciejowska, Katarzyna. In: Energy Economics. RePEc:eee:eneeco:v:99:y:2021:i:c:s014098832100178x.

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2021Optimal time-varying tail risk network with a rolling window approach. (2021). Zhang, Shuai. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:580:y:2021:i:c:s0378437121004003.

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2021Tail Forecasting with Multivariate Bayesian Additive Regression Trees. (2021). Pfarrhofer, Michael ; Marcellino, Massimiliano ; Huber, Florian ; Clark, Todd ; Koop, Gary. In: Working Papers. RePEc:fip:fedcwq:90366.

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2021Idiosyncrasies of Money: 21st Century Evolution of Money. (2021). Zeman, Zoltan ; Bares, Lydia ; Mugambi, Paul ; Ogachi, Daniel. In: Economies. RePEc:gam:jecomi:v:9:y:2021:i:1:p:40-:d:517870.

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2020Bayesian Econometrics. (2020). Ravazzolo, Francesco ; Grassi, Stefano ; Bernardi, Mauro. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:11:p:257-:d:436904.

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2020Bitcoin Network Mechanics: Forecasting the BTC Closing Price Using Vector Auto-Regression Models Based on Endogenous and Exogenous Feature Variables. (2020). Huang, Eric ; Valencia, Esteban ; Li, Menglu ; Kashef, Rasha ; Ibrahim, Ahmed. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:9:p:189-:d:401211.

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2021.

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2021.

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2020Lead Behaviour in Bitcoin Markets. (2020). Trimborn, Simon ; Misheva, Branka Hadji ; Giudici, Paolo ; Chen, Ying. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:1:p:4-:d:305277.

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2021Bitcoin as an Investment and Hedge Alternative. A DCC MGARCH Model Analysis. (2021). el Zein, Samer Ajour ; Rudolf, Karl Oton ; Lansdowne, Nicola Jackman. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:9:p:154-:d:622085.

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2021A causal inference approach to measure the vulnerability of urban metro systems. (2021). Zhang, Nan ; Bansal, Prateek ; Horcher, Daniel ; Graham, Daniel J. In: Transportation. RePEc:kap:transp:v:48:y:2021:i:6:d:10.1007_s11116-020-10152-6.

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2020TESTING METHODS AND MODELS TO FORECAST CRYPTOCURRENCIES EXCHANGE RATE. (2020). Nikolaev, Daniel ; Todorov, Theodor ; Simeonov, Stefan. In: Economics and Management. RePEc:neo:journl:v:17:y:2020:i:1:p:10-26.

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2020Modeling Turning Points In Global Equity Market. (2020). Ahelegbey, Daniel Felix ; Billio, Monica ; Casarin, Roberto. In: DEM Working Papers Series. RePEc:pav:demwpp:demwp0195.

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2022The Role of the Monthly ENSO in Forecasting the Daily Baltic Dry Index. (2022). Rossini, Luca ; Gupta, Rangan ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:202229.

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2021Forecasting Electricity Prices with Expert, Linear and Non-Linear Models. (2021). Ravazzolo, Francesco ; del Grosso, Filippo ; Gianfreda, Angelica ; Bille, Anna Gloria. In: Working Paper series. RePEc:rim:rimwps:21-20.

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2021Betting on bitcoin: a profitable trading between directional and shielding strategies. (2021). Oliva, Immacolata ; Martire, Antonio Luciano ; Marino, Mario ; Marchis, Roberto ; Angelis, Paolo. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:44:y:2021:i:2:d:10.1007_s10203-021-00324-z.

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2022Cue the volatility spillover in the cryptocurrency markets during the COVID-19 pandemic: evidence from DCC-GARCH and wavelet analysis. (2022). Özdemir, Onur. In: Financial Innovation. RePEc:spr:fininn:v:8:y:2022:i:1:d:10.1186_s40854-021-00319-0.

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2021Multivariate distributions of correlated binary variables generated by pair-copulas. (2021). Chaganty, Rao N ; Lin, Huihui. In: Journal of Statistical Distributions and Applications. RePEc:spr:jstada:v:8:y:2021:i:1:d:10.1186_s40488-021-00118-z.

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2021COVID-19 spreading in financial networks: A semiparametric matrix regression model. (2021). Billio, Monica ; Iacopini, Matteo ; Costola, Michele ; Casarin, Roberto. In: Working Papers. RePEc:ven:wpaper:2021:05.

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2021Reduced?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.

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2021Short-term risk management for electricity retailers under rising shares of decentralized solar generation. (2021). Keles, Dogan ; Bertsch, Valentin ; Kraft, Emil ; Russo, Marianna. In: Working Paper Series in Production and Energy. RePEc:zbw:kitiip:57.

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Works by Luca Rossini:


YearTitleTypeCited
2018Bayesian nonparametric sparse VAR models In: Papers.
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paper11
2019Bayesian nonparametric sparse VAR models.(2019) In: Journal of Econometrics.
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This paper has another version. Agregated cites: 11
article
2019Comparing the Forecasting Performances of Linear Models for Electricity Prices with High RES Penetration In: Papers.
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paper13
2018Comparing the Forecasting Performances of Linear Models for Electricity Prices with High RES Penetration.(2018) In: Working Papers.
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This paper has another version. Agregated cites: 13
paper
2020Comparing the forecasting performances of linear models for electricity prices with high RES penetration.(2020) In: International Journal of Forecasting.
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This paper has another version. Agregated cites: 13
article
2019Bayesian nonparametric graphical models for time-varying parameters VAR In: Papers.
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paper0
2019Comparing the forecasting of cryptocurrencies by Bayesian time-varying volatility models In: Papers.
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paper10
2019Comparing the Forecasting of Cryptocurrencies by Bayesian Time-Varying Volatility Models.(2019) In: JRFM.
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This paper has another version. Agregated cites: 10
article
2020Proper scoring rules for evaluating asymmetry in density forecasting In: Papers.
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paper0
2020Proper scoring rules for evaluating asymmetry in density forecasting.(2020) In: Working Papers.
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This paper has another version. Agregated cites: 0
paper
2021Inference in Bayesian Additive Vector Autoregressive Tree Models In: Papers.
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paper2
2020Are low frequency macroeconomic variables important for high frequency electricity prices? In: Papers.
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paper0
2020Sparse time-varying parameter VECMs with an application to modeling electricity prices In: Papers.
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paper0
2018Bayesian non?parametric conditional copula estimation of twin data In: Journal of the Royal Statistical Society Series C.
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article5
2016Bayesian Nonparametric Conditional Copula Estimation of Twin Data.(2016) In: Working Papers.
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This paper has another version. Agregated cites: 5
paper
2020Large Time-Varying Volatility Models for Electricity Prices In: Working Papers.
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paper1
2020Dynamic Bayesian forecasting of English Premier League match results with the Skellam distribution In: BEMPS - Bozen Economics & Management Paper Series.
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2019Forecasting daily electricity prices with monthly macroeconomic variables In: Working Paper Series.
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paper2
2020Reformulation of the Distributed Delay Model to describe insect pest populations using count variables In: Ecological Modelling.
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article1
2019On a flexible construction of a negative binomial model In: Statistics & Probability Letters.
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2018Objective bayesian analysis of the Yule–Simon distribution with applications In: Computational Statistics.
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2020Loss-based approach to two-piece location-scale distributions with applications to dependent data In: Statistical Methods & Applications.
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2020Bayesian analysis of immigration in Europe with generalized logistic regression In: Journal of Applied Statistics.
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2016Bayesian nonparametric sparse seemingly unrelated regression model (SUR) In: Working Papers.
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paper1

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