4
H index
3
i10 index
46
Citations
Università Ca' Foscari Venezia (17% share) | 4 H index 3 i10 index 46 Citations RESEARCH PRODUCTION: 9 Articles 15 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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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: |
Working Papers Series with more than one paper published | # docs |
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Papers / arXiv.org | 8 |
Working Papers / Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School | 3 |
Working Papers / Department of Economics, University of Venice "Ca' Foscari" | 2 |
Year | Title of citing document |
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2020 | A 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. Full description at Econpapers || Download paper |
2021 | Neural 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. Full description at Econpapers || Download paper |
2020 | A 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. Full description at Econpapers || Download paper |
2020 | Forecasting 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. Full description at Econpapers || Download paper |
2020 | Nowcasting 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. Full description at Econpapers || Download paper |
2021 | COVID-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. Full description at Econpapers || Download paper |
2022 | A 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. Full description at Econpapers || Download paper |
2020 | Moving 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. Full description at Econpapers || Download paper |
2020 | Modelling 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. Full description at Econpapers || Download paper |
2020 | Risk 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. Full description at Econpapers || Download paper |
2021 | Multi-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. Full description at Econpapers || Download paper |
2021 | Forecasting 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. Full description at Econpapers || Download paper |
2022 | Approximate 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. Full description at Econpapers || Download paper |
2021 | Forecasting 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. Full description at Econpapers || Download paper |
2021 | A 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. Full description at Econpapers || Download paper |
2021 | Spatially 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. Full description at Econpapers || Download paper |
2021 | Application 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. Full description at Econpapers || Download paper |
2022 | Forecasting 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. Full description at Econpapers || Download paper |
2021 | Enhancing 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. Full description at Econpapers || Download paper |
2021 | Optimal 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. Full description at Econpapers || Download paper |
2021 | Tail 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. Full description at Econpapers || Download paper |
2021 | Idiosyncrasies 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. Full description at Econpapers || Download paper |
2020 | Bayesian 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. Full description at Econpapers || Download paper |
2020 | Bitcoin 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. Full description at Econpapers || Download paper |
2021 | . Full description at Econpapers || Download paper |
2021 | . Full description at Econpapers || Download paper |
2020 | Lead 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. Full description at Econpapers || Download paper |
2021 | Bitcoin 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. Full description at Econpapers || Download paper |
2021 | A 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. Full description at Econpapers || Download paper |
2020 | TESTING 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. Full description at Econpapers || Download paper |
2020 | Modeling Turning Points In Global Equity Market. (2020). Ahelegbey, Daniel Felix ; Billio, Monica ; Casarin, Roberto. In: DEM Working Papers Series. RePEc:pav:demwpp:demwp0195. Full description at Econpapers || Download paper |
2022 | The 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. Full description at Econpapers || Download paper |
2021 | Forecasting 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. Full description at Econpapers || Download paper |
2021 | Betting 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. Full description at Econpapers || Download paper |
2022 | Cue the volatility spillover in the cryptocurrency markets during the COVID-19 pandemic: evidence from DCC-GARCH and wavelet analysis. (2022). Ãzdemir, Onur. In: Financial Innovation. RePEc:spr:fininn:v:8:y:2022:i:1:d:10.1186_s40854-021-00319-0. Full description at Econpapers || Download paper |
2021 | Multivariate 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. Full description at Econpapers || Download paper |
2021 | COVID-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. Full description at Econpapers || Download paper |
2021 | 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 |
2021 | Short-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. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2018 | Bayesian nonparametric sparse VAR models In: Papers. [Full Text][Citation analysis] | paper | 11 |
2019 | Bayesian nonparametric sparse VAR models.(2019) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | article | |
2019 | Comparing the Forecasting Performances of Linear Models for Electricity Prices with High RES Penetration In: Papers. [Full Text][Citation analysis] | paper | 13 |
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 another version. Agregated cites: 13 | 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 another version. Agregated cites: 13 | 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 | 10 |
2019 | Comparing the Forecasting of Cryptocurrencies by Bayesian Time-Varying Volatility Models.(2019) In: JRFM. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | 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 another version. Agregated cites: 0 | paper | |
2021 | Inference in Bayesian Additive Vector Autoregressive Tree Models In: Papers. [Full Text][Citation analysis] | paper | 2 |
2020 | Are low frequency macroeconomic variables important for high frequency electricity prices? In: Papers. [Full Text][Citation analysis] | paper | 0 |
2020 | Sparse time-varying parameter VECMs with an application to modeling electricity prices In: Papers. [Full Text][Citation analysis] | paper | 0 |
2018 | Bayesian non?parametric conditional copula estimation of twin data In: Journal of the Royal Statistical Society Series C. [Full Text][Citation analysis] | article | 5 |
2016 | Bayesian Nonparametric Conditional Copula Estimation of Twin Data.(2016) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
2020 | Large Time-Varying Volatility Models for Electricity Prices In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
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 |
2020 | Reformulation of the Distributed Delay Model to describe insect pest populations using count variables In: Ecological Modelling. [Full Text][Citation analysis] | article | 1 |
2019 | On a flexible construction of a negative binomial model In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 0 |
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 | 0 |
2016 | Bayesian nonparametric sparse seemingly unrelated regression model (SUR) In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
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