4
H index
3
i10 index
73
Citations
Università Ca' Foscari Venezia (1% share) | 4 H index 3 i10 index 73 Citations RESEARCH PRODUCTION: 10 Articles 21 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 | 12 |
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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2022 | Forecasting Electricity Prices. (2022). Weron, Rafał ; Uniejewski, Bartosz ; Maciejowska, Katarzyna. In: Papers. RePEc:arx:papers:2204.11735. Full description at Econpapers || Download paper |
2022 | LASSO Principal Component Averaging -- a fully automated approach for point forecast pooling. (2022). Maciejowska, Katarzyna ; Uniejewski, Bartosz. In: Papers. RePEc:arx:papers:2207.04794. Full description at Econpapers || Download paper |
2023 | Bayesian 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. Full description at Econpapers || Download paper |
2022 | Probabilistic quantile factor analysis. (2022). Korobilis, Dimitris ; Schroder, Maximilian. In: Papers. RePEc:arx:papers:2212.10301. Full description at Econpapers || Download paper |
2023 | 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 |
2023 | Probabilistic Quantile Factor Analysis. (2023). Schrder, Maximilian ; Korobilis, Dimitris. In: Working Papers. RePEc:bny:wpaper:0116. Full description at Econpapers || Download paper |
2022 | Short-term hydropower optimization driven by innovative time-adapting econometric model. (2022). Majone, Bruno ; Righetti, Maurizio ; Ravazzolo, Francesco ; Galletti, Andrea ; di Marco, Nicola ; Zanfei, Ariele ; Avesani, Diego. In: Applied Energy. RePEc:eee:appene:v:310:y:2022:i:c:s0306261921017244. 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 |
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 |
2022 | Short-term risk management of electricity retailers under rising shares of decentralized solar generation. (2022). Keles, Dogan ; Bertsch, Valentin ; Kraft, Emil ; Russo, Marianna. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322001323. Full description at Econpapers || Download paper |
2022 | Dynamic short-term risk management strategies for the choice of electricity market based on probabilistic forecasts of profit and risk measures. The German and the Polish market case study. (2022). Wojcik, Edyta ; Janczura, Joanna. In: Energy Economics. RePEc:eee:eneeco:v:110:y:2022:i:c:s0140988322001840. Full description at Econpapers || Download paper |
2022 | Electricity price forecasting with high penetration of renewable energy using attention-based LSTM network trained by crisscross optimization. (2022). Yang, Xiaoyi ; Chen, Shun ; Zeng, Cong ; Yin, Hao ; Meng, Anbo ; Wang, Peng ; Zhai, Guangsong. In: Energy. RePEc:eee:energy:v:254:y:2022:i:pa:s036054422201115x. Full description at Econpapers || Download paper |
2022 | Research on the dynamic evolution and its influencing factors of stock correlation network in the Chinese new energy market. (2022). Liu, Xiaoxing ; Ma, Qianting. In: Finance Research Letters. RePEc:eee:finlet:v:45:y:2022:i:c:s1544612321002191. Full description at Econpapers || Download paper |
2023 | Forecasting 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. Full description at Econpapers || Download paper |
2023 | Neural 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. Full description at Econpapers || Download paper |
2022 | NetVIX — A network volatility index of financial markets. (2022). Giudici, Paolo ; Ahelegbey, Daniel Felix. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:594:y:2022:i:c:s0378437122000917. Full description at Econpapers || Download paper |
2022 | 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 |
2023 | Bayesian Modeling of Time-Varying Parameters Using Regression Trees. (2023). Mitchell, James ; Koop, Gary ; Huber, Florian ; Hauzenberger, Niko. In: Working Papers. RePEc:fip:fedcwq:95470. Full description at Econpapers || Download paper |
2022 | Study on Support Mechanisms for Renewable Energy Sources in Poland. (2022). Salamaga, Marcin ; Rosiek, Ksymena ; Mazurek-Czarnecka, Agnieszka ; Aba-Nieroda, Renata ; Wsowicz, Krzysztof. In: Energies. RePEc:gam:jeners:v:15:y:2022:i:12:p:4196-:d:833419. Full description at Econpapers || Download paper |
2022 | From Wind to Hybrid: A Contribution to the Optimal Design of Utility-Scale Hybrid Power Plants. (2022). Estanqueiro, Ana ; Silva, Ana Rita. In: Energies. RePEc:gam:jeners:v:15:y:2022:i:7:p:2560-:d:784871. Full description at Econpapers || Download paper |
2022 | . Full description at Econpapers || Download paper |
2023 | Safe-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. Full description at Econpapers || Download paper |
2023 | Bayesian 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. Full description at Econpapers || Download paper |
2022 | On the Gaussian representation of the Riesz probability distribution on symmetric matrices. (2022). Zine, Raoudha ; Ktari, Fatma ; Hassairi, Abdelhamid. In: AStA Advances in Statistical Analysis. RePEc:spr:alstar:v:106:y:2022:i:4:d:10.1007_s10182-022-00436-w. 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 |
2022 | A DEA MCDM Approach Applied to ESS8 Dataset for Measuring Immigration and Refugees Citizens’ Openness. (2022). Indelicato, Alessandro ; Martin, Juan Carlos. In: Journal of International Migration and Integration. RePEc:spr:joimai:v:23:y:2022:i:4:d:10.1007_s12134-021-00920-3. Full description at Econpapers || Download paper |
2022 | Forecasting oil Prices: can large BVARs help?. (2022). Zhang, BO ; Nguyen, BH. In: Working Papers. RePEc:tas:wpaper:47522. Full description at Econpapers || Download paper |
2022 | A Flexible Predictive Density Combination for Large Financial Data Sets in Regular and Crisis Periods. (2022). van Dijk, Herman K ; Ravazzolo, Francesco ; Grassi, Stefano ; Casarin, Roberto. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20220053. Full description at Econpapers || Download paper |
2023 | Deep 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. Full description at Econpapers || Download paper |
2022 | Mixed data sampling regression: Parameter selection of smoothed least squares estimator. (2022). Mnsson, Kristofer ; Ozbay, Nimet ; Toker, Selma. In: Journal of Forecasting. RePEc:wly:jforec:v:41:y:2022:i:4:p:718-751. Full description at Econpapers || Download paper |
2023 | Modelling 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. Full description at Econpapers || Download paper |
2023 | Active 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. 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 | 19 |
2019 | Bayesian nonparametric sparse VAR models.(2019) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 19 | article | |
2019 | Comparing the Forecasting Performances of Linear Models for Electricity Prices with High RES Penetration In: Papers. [Full Text][Citation analysis] | paper | 25 |
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: 25 | 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: 25 | 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 |
2022 | Are low frequency macroeconomic variables important for high frequency electricity prices? In: Papers. [Full Text][Citation analysis] | paper | 1 |
2023 | Are low frequency macroeconomic variables important for high frequency electricity prices?.(2023) In: Economic Modelling. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
2023 | Sparse time-varying parameter VECMs with an application to modeling electricity prices In: Papers. [Full Text][Citation analysis] | paper | 0 |
2022 | A Multivariate Dependence Analysis for Electricity Prices, Demand and Renewable Energy Sources In: Papers. [Full Text][Citation analysis] | paper | 1 |
2022 | Bayesian Mixed-Frequency Quantile Vector Autoregression: Eliciting tail risks of Monthly US GDP In: Papers. [Full Text][Citation analysis] | paper | 0 |
2022 | Bayesian Multivariate Quantile Regression with alternative Time-varying Volatility Specifications In: Papers. [Full Text][Citation analysis] | paper | 2 |
2023 | The Distributional Impact of Money Growth and Inflation Disaggregates: A Quantile Sensitivity Analysis 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 | 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 | 0 |
2023 | Tail Heterogeneity for Dynamic Covariance Matrices: the F-Riesz Distribution In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
2016 | Bayesian nonparametric sparse seemingly unrelated regression model (SUR) In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
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