Luca Rossini : Citation Profile

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

6

H index

3

i10 index

118

Citations

RESEARCH PRODUCTION:

14

Articles

32

Papers

RESEARCH ACTIVITY:

   28 years (1997 - 2025). See details.
   Cites by year: 4
   Journals where Luca Rossini has often published
   Relations with other researchers
   Recent citing documents: 40.    Total self citations: 19 (13.87 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pro1002
   Updated: 2025-11-22    RAS profile: 2025-08-05    
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Relations with other researchers

Works with:

Ravazzolo, Francesco (6)

Gianfreda, Angelica (4)

Poon, Aubrey (4)

Lucas, Andre (3)

Pfarrhofer, Michael (2)

Bastianin, Andrea (2)

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

Is cited by:

Casarin, Roberto (9)

Huber, Florian (6)

Ahelegbey, Daniel Felix (6)

Weron, Rafał (6)

Billio, Monica (6)

Koop, Gary (6)

Marcjasz, Grzegorz (4)

Gianfreda, Angelica (3)

Maheu, John (3)

Hecq, Alain (3)

Maciejowska, Katarzyna (3)

Cites to:

Koop, Gary (52)

Weron, Rafał (39)

Diebold, Francis (36)

Korobilis, Dimitris (30)

Ravazzolo, Francesco (28)

Huber, Florian (25)

Clark, Todd (24)

Gianfreda, Angelica (24)

Marcellino, Massimiliano (23)

Giacomini, Raffaella (15)

Giannone, Domenico (15)

Main data

Where Luca Rossini has published?

Journals with more than one article published# docs
International Journal of Forecasting2

Working Papers Series with more than one paper published# docs
Papers / arXiv.org16
Working Papers / Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School3
FEEM Working Papers / Fondazione Eni Enrico Mattei (FEEM)2
Working Papers / Department of Economics, University of Venice "Ca' Foscari"2
Working Papers / Fondazione Eni Enrico Mattei2
Tinbergen Institute Discussion Papers / Tinbergen Institute2

Recent works citing Luca Rossini (2025 and 2024)

YearTitle of citing document
2024Modeling of Functional Relationships of Regional Economic Systems Based on Small Samples Based on Bayesian Intelligent Measurements. (2024). Zhukov, Roman ; Zhelunitsina, Maria A ; Plinskaya, Maria A ; Prokopchina, Svetlana V. In: Journal of Applied Economic Research. RePEc:aiy:jnjaer:v:23:y:2024:i:3:p:721-750.

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2024Probabilistic Quantile Factor Analysis. (2024). Korobilis, Dimitris ; Schroder, Maximilian. In: Papers. RePEc:arx:papers:2212.10301.

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2024Hierarchical Regularizers for Reverse Unrestricted Mixed Data Sampling Regressions. (2024). Wilms, Ines ; Hecq, Alain ; Ternes, Marie. In: Papers. RePEc:arx:papers:2301.10592.

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2024From day-ahead to mid and long-term horizons with econometric electricity price forecasting models. (2024). Ghelasi, Paul ; Ziel, Florian. In: Papers. RePEc:arx:papers:2406.00326.

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2024Multiple split approach -- multidimensional probabilistic forecasting of electricity markets. (2024). Nitka, Weronika ; Maciejowska, Katarzyna. In: Papers. RePEc:arx:papers:2407.07795.

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2024Bayesian modelling of VAR precision matrices using stochastic block networks. (2024). Marcellino, Massimiliano ; Koop, Gary ; Huber, Florian ; Scheckel, Tobias. In: Papers. RePEc:arx:papers:2407.16349.

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2025Extrapolating 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.

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2024Nowcasting Inflation at Quantiles: Causality from Commodities. (2024). Caporin, Massimiliano ; Boni, Sara ; Ravazzolo, Francesco. In: BEMPS - Bozen Economics & Management Paper Series. RePEc:bzn:wpaper:bemps102.

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2024Flexible operation and integration of high-temperature heat pumps using large temperature glides. (2024). Horstmann, Nils ; Knorr, Lukas ; Meschede, Henning ; Schlosser, Florian ; Divkovic, Denis. In: Applied Energy. RePEc:eee:appene:v:368:y:2024:i:c:s0306261924008006.

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2024A hybrid framework for day-ahead electricity spot-price forecasting: A case study in China. (2024). Li, LI ; Wang, Kai ; Shi, Jianheng ; Hou, Xuebing ; Zhang, Xiandong ; Huang, Siwan ; Zhong, Ming. In: Applied Energy. RePEc:eee:appene:v:373:y:2024:i:c:s0306261924012467.

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2025Enhancing electricity price forecasting accuracy: A novel filtering strategy for improved out-of-sample predictions. (2025). Cerasa, Andrea ; Zani, Alessandro. In: Applied Energy. RePEc:eee:appene:v:383:y:2025:i:c:s030626192500087x.

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2024Pseudo-variance quasi-maximum likelihood estimation of semi-parametric time series models. (2024). Armillotta, Mirko ; Gorgi, Paolo. In: Journal of Econometrics. RePEc:eee:econom:v:246:y:2024:i:1:s0304407624002458.

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2024COVID-19 spreading in financial networks: A semiparametric matrix regression model. (2024). Casarin, Roberto ; Billio, Monica ; Costola, Michele ; Iacopini, Matteo. In: Econometrics and Statistics. RePEc:eee:ecosta:v:29:y:2024:i:c:p:113-131.

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2024Modeling 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.

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2024Food, energy, and water nexus: A study on interconnectedness and trade-offs. (2024). Vo, Xuan Vinh ; Gubareva, Mariya ; Paparas, Dimitrios ; Ghosh, Bikramaditya. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324002299.

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2024Weather 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.

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2024Forecasting oil prices: Can large BVARs help?. (2024). Sun, Chuanwang ; Zhang, BO ; Nguyen, Bao H. In: Energy Economics. RePEc:eee:eneeco:v:137:y:2024:i:c:s0140988324005139.

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2025The role of geopolitical and climate risk in driving uncertainty in European electricity markets. (2025). Pellini, Elisabetta ; Cincinelli, Peter. In: Energy Economics. RePEc:eee:eneeco:v:144:y:2025:i:c:s0140988325000994.

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2024Global uncertainties and Australian financial markets: Quantile time-frequency connectedness. (2024). Sheikh, Umaid A ; Hammoudeh, Shawkat ; Asadi, Mehrad ; Roubaud, David. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000309.

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2024A 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.

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2024Forecasting day-ahead electricity prices with spatial dependence. (2024). Li, YI ; Yang, Yifan ; Guo, Jue ; Zhou, Jiandong. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:3:p:1255-1270.

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2025Extrapolating the long-term seasonal component of electricity prices for forecasting in the day-ahead market. (2025). Weron, Rafa ; Uniejewski, Bartosz ; Che, Katarzyna. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:37:y:2025:i:c:s2405851324000680.

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2025Resilience 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.

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2025From day-ahead to mid and long-term horizons with econometric electricity price forecasting models. (2025). Ghelasi, Paul ; Ziel, Florian. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:217:y:2025:i:c:s1364032125003570.

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2024Extreme time-frequency connectedness across U.S. sector stock and commodity futures markets. (2024). Mishra, Sibanjan ; Kang, Sang Hoon ; Bhattacherjee, Purba. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pb:p:1176-1197.

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2024Forecasting electricity prices from the state-of-the-art modeling technology and the price determinant perspectives. (2024). lucey, brian ; Chai, Shanglei ; Li, Qiang ; Abedin, Mohammad Zoynul. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pa:s0275531923002581.

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2025Connectedness 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.

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2025Inference of Impulse Responses via Bayesian Graphical Structural VAR Models. (2025). Ahelegbey, Daniel Felix. In: Econometrics. RePEc:gam:jecnmx:v:13:y:2025:i:2:p:15-:d:1626420.

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2025Settlement Intention of Foreign Workers in Japan: Bayesian Multinomial Logistic Regression Analysis. (2025). Thuzar, Mi Moe ; Karki, Shyam Kumar ; Ramdani, Andi Holik ; Istiqomah, Waode Hanifah ; Inoue, Tokiko ; Chaiboonsri, Chukiat. In: Economies. RePEc:gam:jecomi:v:13:y:2025:i:4:p:112-:d:1636877.

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2024Dealing with Anomalies in Day-Ahead Market Prediction Using Machine Learning Hybrid Model. (2024). Kania, Krzysztof ; Pilot, Karol ; Ganczarek-Gamrot, Alicja. In: Energies. RePEc:gam:jeners:v:17:y:2024:i:17:p:4436-:d:1471177.

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2025A Review of Electricity Price Forecasting Models in the Day-Ahead, Intra-Day, and Balancing Markets. (2025). Visentin, Andrea ; Prestwich, Steven ; Bahloul, Mohamed ; Oconnor, Ciaran. In: Energies. RePEc:gam:jeners:v:18:y:2025:i:12:p:3097-:d:1677361.

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2024Nonparametric Estimation of Conditional Copula Using Smoothed Checkerboard Bernstein Sieves. (2024). Ghosh, Sujit ; Lu, LU. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:8:p:1135-:d:1372983.

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2024Bayesian Quantile Regression Analysis for Bivariate Vector Autoregressive Models with an Application to Financial Time Series. (2024). Wang, Wenshan ; Hu, Qian ; Zhao, Luan ; Yang, Kai. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:4:d:10.1007_s10614-023-10498-w.

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2025The 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.

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2025Structural changes in contagion channels: the impact of COVID-19 on the Italian electricity market. (2025). Ahelegbey, Daniel Felix ; Casarin, Roberto ; Fianu, Emmanuel Senyo ; Grossi, Luigi. In: Annals of Operations Research. RePEc:spr:annopr:v:345:y:2025:i:2:d:10.1007_s10479-024-05893-x.

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2024Understanding 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.

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2025Imitated student’s t distribution: a Bayesian approach. (2025). Lenart, Ukasz ; Mokrzycka-Gajda, Justyna. In: Statistical Papers. RePEc:spr:stpapr:v:66:y:2025:i:4:d:10.1007_s00362-025-01720-y.

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2024Electricity price forecasting using quantile regression averaging with nonconvex regularization. (2024). Dong, Yao ; Wang, Jianzhou ; Jiang, HE. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:6:p:1859-1879.

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2024An infinite hidden Markov model with stochastic volatility. (2024). Maheu, John ; Li, Chenxing ; Yang, Qiao. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:6:p:2187-2211.

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2025Hierarchical Regularizers for Reverse Unrestricted Mixed Data Sampling Regressions. (2025). Hecq, Alain ; Ternes, Marie ; Wilms, Ines. In: Journal of Forecasting. RePEc:wly:jforec:v:44:y:2025:i:6:p:1946-1968.

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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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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
1997What drives the European carbon market? Macroeconomic factors and forecasts In: FEEM Working Papers.
[Full Text][Citation analysis]		paper0
2024What drives the European carbon market? Macroeconomic factors and forecasts.(2024) In: Papers.
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This paper has nother version. Agregated cites: 0		paper
2024What drives the European carbon market? Macroeconomic factors and forecasts.(2024) In: Working Papers.
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This paper has nother version. Agregated cites: 0		paper
2018Bayesian nonparametric sparse VAR models In: Papers.
[Full Text][Citation analysis]		paper26
2019Bayesian nonparametric sparse VAR models.(2019) In: Journal of Econometrics.
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This paper has nother version. Agregated cites: 26		article
2019Comparing the Forecasting Performances of Linear Models for Electricity Prices with High RES Penetration In: Papers.
[Full Text][Citation analysis]		paper35
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: 35		paper
2020Comparing 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: 35		article
2019Bayesian nonparametric graphical models for time-varying parameters VAR In: Papers.
[Full Text][Citation analysis]		paper0
2019Comparing the forecasting of cryptocurrencies by Bayesian time-varying volatility models In: Papers.
[Full Text][Citation analysis]		paper12
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: 12		article
2020Proper scoring rules for evaluating asymmetry in density forecasting In: Papers.
[Full Text][Citation analysis]		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.
[Full Text][Citation analysis]		paper2
2022Are low frequency macroeconomic variables important for high frequency electricity prices? In: Papers.
[Full Text][Citation analysis]		paper6
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: 6		article
2023Sparse time-varying parameter VECMs with an application to modeling electricity prices In: Papers.
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2025Sparse time-varying parameter VECMs with an application to modeling electricity prices.(2025) In: International Journal of Forecasting.
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This paper has nother version. Agregated cites: 0		article
2022A Multivariate Dependence Analysis for Electricity Prices, Demand and Renewable Energy Sources In: Papers.
[Full Text][Citation analysis]		paper9
2022Bayesian Mixed-Frequency Quantile Vector Autoregression: Eliciting tail risks of Monthly US GDP In: Papers.
[Full Text][Citation analysis]		paper5
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: 5		article
2024Bayesian Multivariate Quantile Regression with alternative Time-varying Volatility Specifications In: Papers.
[Full Text][Citation analysis]		paper2
2023Money Growth and Inflation: A Quantile Sensitivity Approach In: Papers.
[Full Text][Citation analysis]		paper0
2025A Quantile Nelson-Siegel model In: Papers.
[Full Text][Citation analysis]		paper0
2024Comparing predictive ability in presence of instability over a very short time In: Papers.
[Full Text][Citation analysis]		paper0
2025Modeling European Electricity Market Integration during turbulent times In: Papers.
[Full Text][Citation analysis]		paper0
2025Modeling European Electricity Market Integration during turbulent times.(2025) In: Working Paper series.
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This paper has nother version. Agregated cites: 0		paper
2018Bayesian non‐parametric conditional copula estimation of twin data In: Journal of the Royal Statistical Society Series C.
[Full Text][Citation analysis]		article6
2016Bayesian Nonparametric Conditional Copula Estimation of Twin Data.(2016) In: Working Papers.
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This paper has nother version. Agregated cites: 6		paper
2023Large Time‐Varying Volatility Models for Hourly Electricity Prices In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article1
2020Large Time-Varying Volatility Models for Electricity Prices In: Working Papers.
[Full Text][Citation analysis]		paper3
2020Dynamic Bayesian forecasting of English Premier League match results with the Skellam distribution In: BEMPS - Bozen Economics & Management Paper Series.
[Full Text][Citation analysis]		paper0
2019Forecasting daily electricity prices with monthly macroeconomic variables In: Working Paper Series.
[Full Text][Citation analysis]		paper2
2019On a flexible construction of a negative binomial model In: Statistics & Probability Letters.
[Full Text][Citation analysis]		article1
2025Technical versus Environmental Efficiency in Steel Production: A Global Perspective In: Discussion Papers.
[Full Text][Citation analysis]		paper0
2025The Conditional Autoregressive F-Riesz Model for Realized Covariance Matrices In: Journal of Financial Econometrics.
[Full Text][Citation analysis]		article0
2022The Role of the Monthly ENSO in Forecasting the Daily Baltic Dry Index In: Working Papers.
[Citation analysis]		paper1
2018Objective bayesian analysis of the Yule–Simon distribution with applications In: Computational Statistics.
[Full Text][Citation analysis]		article0
2020Loss-based approach to two-piece location-scale distributions with applications to dependent data In: Statistical Methods & Applications.
[Full Text][Citation analysis]		article0
2020Bayesian analysis of immigration in Europe with generalized logistic regression In: Journal of Applied Statistics.
[Full Text][Citation analysis]		article2
2023Proper Scoring Rules for Evaluating Density Forecasts with Asymmetric Loss Functions In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article3
2023Tail Heterogeneity for Dynamic Covariance Matrices: the F-Riesz Distribution In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]		paper1
2024Density Forecasting for Electricity Prices under Tail Heterogeneity with the t-Riesz Distribution In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]		paper0
2016Bayesian nonparametric sparse seemingly unrelated regression model (SUR) In: Working Papers.
[Full Text][Citation analysis]		paper1

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