Luca Rossini : Citation Profile


Are you Luca Rossini?

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

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i10 index

9

Citations

RESEARCH PRODUCTION:

6

Articles

8

Papers

RESEARCH ACTIVITY:

   3 years (2016 - 2019). See details.
   Cites by year: 3
   Journals where Luca Rossini has often published
   Relations with other researchers
   Recent citing documents: 9.    Total self citations: 2 (18.18 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pro1002
   Updated: 2020-08-09    RAS profile: 2020-07-30    
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Relations with other researchers


Works with:

Billio, Monica (3)

Dalla Valle, Luciana (3)

Casarin, Roberto (3)

Ravazzolo, Francesco (3)

Gianfreda, Angelica (2)

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

Is cited by:

Gianfreda, Angelica (1)

Giudici, Paolo (1)

Huber, Florian (1)

Cites to:

Koop, Gary (23)

Korobilis, Dimitris (18)

Diebold, Francis (16)

Weron, Rafał (15)

Yilmaz, Kamil (10)

Sims, Christopher (9)

Griffin, Jim (8)

Ravazzolo, Francesco (7)

Watson, Mark (6)

Gefang, Deborah (6)

Misiorek, Adam (6)

Main data


Where Luca Rossini has published?


Working Papers Series with more than one paper published# docs
Papers / arXiv.org4
Working Papers / Department of Economics, University of Venice "Ca' Foscari"2

Recent works citing Luca Rossini (2020 and 2019)


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

Full description at Econpapers || Download paper

2020Inference in Bayesian Additive Vector Autoregressive Tree Models. (2020). Huber, Florian ; Rossini, Luca. In: Papers. RePEc:arx:papers:2006.16333.

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2018Bayesian inference for conditional copulas using Gaussian Process single index models. (2018). Levi, Evgeny ; Craiu, Radu V. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:122:y:2018:i:c:p:115-134.

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2019Probabilistic electricity price forecasting with Bayesian stochastic volatility models. (2019). Kostrzewska, Jadwiga ; Kostrzewski, Maciej . In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:610-620.

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2019Dependence properties and Bayesian inference for asymmetric multivariate copulas. (2019). Girard, Stephane ; Crispino, Marta ; Arbel, Julyan . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:174:y:2019:i:c:s0047259x18306547.

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2018A Trading-Based Evaluation of Density Forecasts in a Real-Time Electricity Market. (2018). Bunn, Derek W ; Kermer, Stefan ; Gianfreda, Angelica. In: Energies. RePEc:gam:jeners:v:11:y:2018:i:10:p:2658-:d:173889.

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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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2019Robust Bayesian seemingly unrelated regression model. (2019). van Aelst, Stefan ; Peremans, Kris ; Mbah, Chamberlain ; Benoit, Dries F. In: Computational Statistics. RePEc:spr:compst:v:34:y:2019:i:3:d:10.1007_s00180-018-0854-3.

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2019High-dimensional sparse financial networks through a regularised regression model. (2019). Costola, Michele ; Bernardi, Mauro. In: SAFE Working Paper Series. RePEc:zbw:safewp:244.

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Works by Luca Rossini:


YearTitleTypeCited
2018Bayesian nonparametric sparse VAR models In: Papers.
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2019Bayesian nonparametric sparse VAR models.(2019) In: Journal of Econometrics.
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This paper has another version. Agregated cites: 3
article
2019Comparing the Forecasting Performances of Linear Models for Electricity Prices with High RES Penetration In: Papers.
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paper2
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: 2
paper
2019Bayesian nonparametric graphical models for time-varying parameters VAR In: Papers.
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2019Comparing the forecasting of cryptocurrencies by Bayesian time-varying volatility models In: Papers.
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paper1
2019Comparing the Forecasting of Cryptocurrencies by Bayesian Time-Varying Volatility Models.(2019) In: Journal of Risk and Financial Management.
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This paper has another version. Agregated cites: 1
article
2018Bayesian non‐parametric conditional copula estimation of twin data In: Journal of the Royal Statistical Society Series C.
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article2
2016Bayesian Nonparametric Conditional Copula Estimation of Twin Data.(2016) In: Working Papers.
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This paper has another version. Agregated cites: 2
paper
2019Forecasting daily electricity prices with monthly macroeconomic variables In: Working Paper Series.
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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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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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