5
H index
3
i10 index
107
Citations
Luca Rossini : Citation Profile
Università Ca' Foscari Venezia (1% share) | RESEARCH PRODUCTION: 13 Articles 29 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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9 years (2016 - 2025). Relations with other researchers
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:
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Main data
Where Luca Rossini has published?
| Journals with more than one article published | # docs |
|---|---|
| International Journal of Forecasting | 2 |
Recent works citing Luca Rossini (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2024 | Probabilistic quantile factor analysis. (2022). Korobilis, Dimitris ; Schroder, Maximilian. In: Papers. RePEc:arx:papers:2212.10301. Full description at Econpapers || Download paper |
| 2024 | Hierarchical Regularizers for Reverse Unrestricted Mixed Data Sampling Regressions. (2023). Hecq, Alain ; Wilms, Ines ; Ternes, Marie. In: Papers. RePEc:arx:papers:2301.10592. Full description at Econpapers || Download paper |
| 2025 | Extrapolating the long-term seasonal component of electricity prices for forecasting in the day-ahead market. (2025). Chke, Katarzyna ; Uniejewski, Bartosz ; Weron, Rafal. In: Papers. RePEc:arx:papers:2503.02518. Full description at Econpapers || Download paper |
| 2024 | A hybrid framework for day-ahead electricity spot-price forecasting: A case study in China. (2024). Zhang, Sui ; Huang, Siwan ; Zhong, Ming ; Li, LI ; Wang, Kai ; Shi, Jianheng ; Hou, Xuebing. In: Applied Energy. RePEc:eee:appene:v:373:y:2024:i:c:s0306261924012467. Full description at Econpapers || Download paper |
| 2024 | COVID-19 spreading in financial networks: A semiparametric matrix regression model. (2024). Casarin, Roberto ; Billio, Monica ; Iacopini, Matteo ; Costola, Michele. In: Econometrics and Statistics. RePEc:eee:ecosta:v:29:y:2024:i:c:p:113-131. Full description at Econpapers || Download paper |
| 2024 | Modeling Turning Points in the Global Equity Market. (2024). Casarin, Roberto ; Billio, Monica ; Ahelegbey, Daniel Felix. In: Econometrics and Statistics. RePEc:eee:ecosta:v:30:y:2024:i:c:p:60-75. Full description at Econpapers || Download paper |
| 2024 | Food, energy, and water nexus: A study on interconnectedness and trade-offs. (2024). Paparas, Dimitrios ; Ghosh, Anandita ; Gubareva, Mariya ; Vo, Xuan Vinh. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324002299. Full description at Econpapers || Download paper |
| 2024 | Weather conditions, climate change, and the price of electricity. (2024). Uribe, Jorge ; Mosquera-López, Stephania ; Joaqui-Barandica, Orlando ; Mosquera-Lopez, Stephania. In: Energy Economics. RePEc:eee:eneeco:v:137:y:2024:i:c:s0140988324004973. Full description at Econpapers || Download paper |
| 2024 | Global uncertainties and Australian financial markets: Quantile time-frequency connectedness. (2024). Hammoudeh, Shawkat ; Roubaud, David ; Asadi, Mehrad ; Sheikh, Umaid A. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000309. Full description at Econpapers || Download paper |
| 2024 | A machine learning approach in stress testing US bank holding companies. (2024). Fonton, Ahmadou Mustapha. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pc:s1057521924004083. Full description at Econpapers || Download paper |
| 2025 | Resilience evaluation of train control on-board system considering component failure correlations: Based on Apriori-Multi Layer-Copula Bayesian Network model. (2025). Huang, Wencheng ; Shuai, Bin ; Yu, Yaocheng. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:253:y:2025:i:c:s0951832024005866. Full description at Econpapers || Download paper |
| 2024 | Forecasting electricity prices from the state-of-the-art modeling technology and the price determinant perspectives. (2024). Abedin, Mohammad Zoynul ; Li, Qiang ; Chai, Shanglei ; Lucey, Brian M. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pa:s0275531923002581. Full description at Econpapers || Download paper |
| 2025 | Connectedness and frequency connection among green bond, cryptocurrency and green energy-related metals around the COVID-19 outbreak. (2025). Lucey, Brian ; Ahmed, Abdullahi D ; Abedin, Mohammad Zoynul ; Huang, Qingcheng ; Zeng, Hongjun. In: Research in International Business and Finance. RePEc:eee:riibaf:v:73:y:2025:i:pa:s0275531924003404. Full description at Econpapers || Download paper |
| 2024 | . Full description at Econpapers || Download paper |
| 2025 | The Role of Uncertainty in Forecasting Realized Covariance of US State-Level Stock Returns: A Reverse-MIDAS Approach. (2025). GUPTA, RANGAN ; Cepni, Oguzhan ; Fu, Shengjie ; Luo, Jiawen. In: Working Papers. RePEc:pre:wpaper:202501. Full description at Econpapers || Download paper |
| 2025 | Structural changes in contagion channels: the impact of COVID-19 on the Italian electricity market. (2025). Grossi, Luigi ; Ahelegbey, Daniel Felix ; Casarin, Roberto ; Fianu, Emmanuel Senyo. In: Annals of Operations Research. RePEc:spr:annopr:v:345:y:2025:i:2:d:10.1007_s10479-024-05893-x. Full description at Econpapers || Download paper |
| 2024 | Understanding relationships with the Aggregate Zonal Imbalance using copulas. (2024). Ravazzolo, F ; Gatto, A ; Durante, F. In: Statistical Methods & Applications. RePEc:spr:stmapp:v:33:y:2024:i:2:d:10.1007_s10260-023-00736-8. Full description at Econpapers || Download paper |
Works by Luca Rossini:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2023 | Is the Price Cap for Gas Useful? Evidence from European Countries In: FEEM Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2023 | Is the Price Cap for Gas Useful? Evidence from European Countries.(2023) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2024 | What drives the European carbon market? Macroeconomic factors and forecasts In: FEEM Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2024 | What drives the European carbon market? Macroeconomic factors and forecasts.(2024) In: Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2024 | What drives the European carbon market? Macroeconomic factors and forecasts.(2024) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2018 | Bayesian nonparametric sparse VAR models In: Papers. [Full Text][Citation analysis] | paper | 25 |
| 2019 | Bayesian nonparametric sparse VAR models.(2019) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 25 | article | |
| 2019 | Comparing the Forecasting Performances of Linear Models for Electricity Prices with High RES Penetration In: Papers. [Full Text][Citation analysis] | paper | 33 |
| 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 nother version. Agregated cites: 33 | 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 nother version. Agregated cites: 33 | 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 | 12 |
| 2019 | Comparing the Forecasting of Cryptocurrencies by Bayesian Time-Varying Volatility Models.(2019) In: JRFM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | 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 nother version. Agregated cites: 0 | paper | |
| 2021 | Inference in Bayesian Additive Vector Autoregressive Tree Models In: Papers. [Full Text][Citation analysis] | paper | 2 |
| 2022 | Are low frequency macroeconomic variables important for high frequency electricity prices? In: Papers. [Full Text][Citation analysis] | paper | 4 |
| 2023 | Are low frequency macroeconomic variables important for high frequency electricity prices?.(2023) In: Economic Modelling. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
| 2023 | Sparse time-varying parameter VECMs with an application to modeling electricity prices In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2025 | Sparse time-varying parameter VECMs with an application to modeling electricity prices.(2025) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2022 | A Multivariate Dependence Analysis for Electricity Prices, Demand and Renewable Energy Sources In: Papers. [Full Text][Citation analysis] | paper | 8 |
| 2022 | Bayesian Mixed-Frequency Quantile Vector Autoregression: Eliciting tail risks of Monthly US GDP In: Papers. [Full Text][Citation analysis] | paper | 5 |
| 2023 | Bayesian mixed-frequency quantile vector autoregression: Eliciting tail risks of monthly US GDP.(2023) In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | article | |
| 2024 | Bayesian Multivariate Quantile Regression with alternative Time-varying Volatility Specifications In: Papers. [Full Text][Citation analysis] | paper | 2 |
| 2023 | Money Growth and Inflation: A Quantile Sensitivity Approach In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2024 | A Quantile Nelson-Siegel model In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2024 | Comparing predictive ability in presence of instability over a very short time 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 | 6 |
| 2016 | Bayesian Nonparametric Conditional Copula Estimation of Twin Data.(2016) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
| 2023 | Large Time‐Varying Volatility Models for Hourly Electricity Prices In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 0 |
| 2020 | Large Time-Varying Volatility Models for Electricity Prices In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 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 |
| 2019 | On a flexible construction of a negative binomial model In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 0 |
| 2022 | The Role of the Monthly ENSO in Forecasting the Daily Baltic Dry Index In: Working Papers. [Citation analysis] | paper | 1 |
| 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 | 1 |
| 2023 | Proper Scoring Rules for Evaluating Density Forecasts with Asymmetric Loss Functions In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 2 |
| 2023 | Tail Heterogeneity for Dynamic Covariance Matrices: the F-Riesz Distribution In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
| 2024 | Density Forecasting for Electricity Prices under Tail Heterogeneity with the t-Riesz Distribution In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Bayesian nonparametric sparse seemingly unrelated regression model (SUR) In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated April, 14 2025. Contact: CitEc Team