Luca Rossini : Citation Profile


Are you Luca Rossini?

Università Ca' Foscari Venezia (1% share)
Fondazione ENI Enrico Mattei (FEEM) (5% share)
Università degli Studi di Milano (94% share)

4

H index

3

i10 index

75

Citations

RESEARCH PRODUCTION:

12

Articles

23

Papers

RESEARCH ACTIVITY:

   7 years (2016 - 2023). See details.
   Cites by year: 10
   Journals where Luca Rossini has often published
   Relations with other researchers
   Recent citing documents: 14.    Total self citations: 12 (13.79 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pro1002
   Updated: 2024-01-16    RAS profile: 2024-01-05    
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Relations with other researchers


Works with:

Ravazzolo, Francesco (8)

Poon, Aubrey (3)

Gianfreda, Angelica (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:

Huber, Florian (5)

Casarin, Roberto (5)

Weron, Rafał (5)

Koop, Gary (4)

Billio, Monica (4)

Ahelegbey, Daniel Felix (3)

Maciejowska, Katarzyna (3)

Marcjasz, Grzegorz (3)

Hecq, Alain (2)

Maheu, John (2)

Pfarrhofer, Michael (2)

Cites to:

Koop, Gary (49)

Weron, Rafał (36)

Diebold, Francis (30)

Korobilis, Dimitris (28)

Ravazzolo, Francesco (25)

Huber, Florian (23)

Clark, Todd (22)

Marcellino, Massimiliano (19)

Gianfreda, Angelica (19)

Misiorek, Adam (15)

Giannone, Domenico (13)

Main data


Where Luca Rossini has published?


Working Papers Series with more than one paper published# docs
Papers / arXiv.org12
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 (2024 and 2023)


YearTitle of citing document
2023Bayesian 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.

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2023Hierarchical Regularizers for Reverse Unrestricted Mixed Data Sampling Regressions. (2023). Hecq, Alain ; Wilms, Ines ; Ternes, Marie. In: Papers. RePEc:arx:papers:2301.10592.

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2023Probabilistic Quantile Factor Analysis. (2023). Schrder, Maximilian ; Korobilis, Dimitris. In: Working Papers. RePEc:bny:wpaper:0116.

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2023Forecasting 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.

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2023Neural 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.

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2023Penalized 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.

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2023Bayesian Modeling of Time-Varying Parameters Using Regression Trees. (2023). Mitchell, James ; Koop, Gary ; Huber, Florian ; Hauzenberger, Niko. In: Working Papers. RePEc:fip:fedcwq:95470.

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2023Dirichlet 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.

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2023Safe-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.

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2023Bayesian 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.

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2023Deep 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.

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2023Electricity 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.

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2023Modelling 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.

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2023Active 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.

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Works by Luca Rossini:


YearTitleTypeCited
2023Is the Price Cap for Gas Useful? Evidence from European Countries In: FEEM Working Papers.
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paper0
2023Is the Price Cap for Gas Useful? Evidence from European Countries.(2023) In: Working Papers.
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This paper has nother version. Agregated cites: 0
paper
2018Bayesian nonparametric sparse VAR models In: Papers.
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paper20
2019Bayesian nonparametric sparse VAR models.(2019) In: Journal of Econometrics.
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This paper has nother version. Agregated cites: 20
article
2019Comparing the Forecasting Performances of Linear Models for Electricity Prices with High RES Penetration In: Papers.
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paper26
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 nother version. Agregated cites: 26
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 nother version. Agregated cites: 26
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 nother 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 nother version. Agregated cites: 0
paper
2021Inference in Bayesian Additive Vector Autoregressive Tree Models In: Papers.
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paper2
2022Are low frequency macroeconomic variables important for high frequency electricity prices? In: Papers.
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paper1
2023Are low frequency macroeconomic variables important for high frequency electricity prices?.(2023) In: Economic Modelling.
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This paper has nother version. Agregated cites: 1
article
2023Sparse time-varying parameter VECMs with an application to modeling electricity prices In: Papers.
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paper0
2022A Multivariate Dependence Analysis for Electricity Prices, Demand and Renewable Energy Sources In: Papers.
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paper1
2022Bayesian Mixed-Frequency Quantile Vector Autoregression: Eliciting tail risks of Monthly US GDP In: Papers.
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paper0
2023Bayesian mixed-frequency quantile vector autoregression: Eliciting tail risks of monthly US GDP.(2023) In: Journal of Economic Dynamics and Control.
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This paper has nother version. Agregated cites: 0
article
2022Bayesian Multivariate Quantile Regression with alternative Time-varying Volatility Specifications In: Papers.
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paper2
2023Money Growth and Inflation: A Quantile Sensitivity Approach 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 nother version. Agregated cites: 5
paper
2023Large Time?Varying Volatility Models for Hourly Electricity Prices In: Oxford Bulletin of Economics and Statistics.
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article0
2020Large Time-Varying Volatility Models for Electricity Prices In: Working Papers.
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paper2
2020Dynamic Bayesian forecasting of English Premier League match results with the Skellam distribution In: BEMPS - Bozen Economics & Management Paper Series.
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paper0
2019Forecasting daily electricity prices with monthly macroeconomic variables In: Working Paper Series.
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paper2
2019On a flexible construction of a negative binomial model In: Statistics & Probability Letters.
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article0
2022The Role of the Monthly ENSO in Forecasting the Daily Baltic Dry Index In: Working Papers.
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paper1
2018Objective bayesian analysis of the Yule–Simon distribution with applications In: Computational Statistics.
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article0
2020Loss-based approach to two-piece location-scale distributions with applications to dependent data In: Statistical Methods & Applications.
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article0
2020Bayesian analysis of immigration in Europe with generalized logistic regression In: Journal of Applied Statistics.
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article1
2023Proper Scoring Rules for Evaluating Density Forecasts with Asymmetric Loss Functions In: Journal of Business & Economic Statistics.
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article0
2023Tail Heterogeneity for Dynamic Covariance Matrices: the F-Riesz Distribution In: Tinbergen Institute Discussion Papers.
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paper1
2016Bayesian nonparametric sparse seemingly unrelated regression model (SUR) In: Working Papers.
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paper1

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