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

73

Citations

RESEARCH PRODUCTION:

10

Articles

21

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: 33.    Total self citations: 12 (14.12 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pro1002
   Updated: 2023-11-04    RAS profile: 2023-10-24    
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Relations with other researchers

Works with:

Ravazzolo, Francesco (9)

Gianfreda, Angelica (4)

Billio, Monica (2)

Casarin, Roberto (2)

Foroni, Claudia (2)

Poon, Aubrey (2)

Dalla Valle, Luciana (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)

Weron, Rafał (5)

Casarin, Roberto (5)

Koop, Gary (4)

Billio, Monica (4)

Marcjasz, Grzegorz (3)

Maciejowska, Katarzyna (3)

Ahelegbey, Daniel Felix (3)

Hecq, Alain (2)

Maheu, John (2)

Uniejewski, Bartosz (2)

Cites to:

Koop, Gary (47)

Weron, Rafał (34)

Diebold, Francis (29)

Korobilis, Dimitris (24)

Ravazzolo, Francesco (23)

Huber, Florian (22)

Clark, Todd (18)

Marcellino, Massimiliano (17)

Gianfreda, Angelica (14)

Misiorek, Adam (13)

Yilmaz, Kamil (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 (2023 and 2022)

YearTitle of citing document
2022Forecasting Electricity Prices. (2022). Weron, Rafał ; Uniejewski, Bartosz ; Maciejowska, Katarzyna. In: Papers. RePEc:arx:papers:2204.11735.

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2022LASSO Principal Component Averaging -- a fully automated approach for point forecast pooling. (2022). Maciejowska, Katarzyna ; Uniejewski, Bartosz. In: Papers. RePEc:arx:papers:2207.04794.

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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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2022Probabilistic quantile factor analysis. (2022). Korobilis, Dimitris ; Schroder, Maximilian. In: Papers. RePEc:arx:papers:2212.10301.

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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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2022Short-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.

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2022Approximate 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.

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2022Forecasting 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.

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2022Short-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.

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2022Dynamic 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.

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2022Electricity 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.

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2022Research 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.

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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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2022NetVIX — 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.

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2022Tail 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.

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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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2022Study 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.

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2022From 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.

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2022.

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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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2022On 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.

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2022Cue the volatility spillover in the cryptocurrency markets during the COVID-19 pandemic: evidence from DCC-GARCH and wavelet analysis. (2022). Özdemir, Onur. In: Financial Innovation. RePEc:spr:fininn:v:8:y:2022:i:1:d:10.1186_s40854-021-00319-0.

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2022A 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.

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2022Forecasting oil Prices: can large BVARs help?. (2022). Zhang, BO ; Nguyen, BH. In: Working Papers. RePEc:tas:wpaper:47522.

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2022A 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.

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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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2022Mixed 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.

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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
2018Bayesian nonparametric sparse VAR models In: Papers.
[Full Text][Citation analysis]		paper19
2019Bayesian nonparametric sparse VAR models.(2019) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 19		article
2019Comparing the Forecasting Performances of Linear Models for Electricity Prices with High RES Penetration In: Papers.
[Full Text][Citation analysis]		paper25
2018Comparing 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
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 another version. Agregated cites: 25		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]		paper10
2019Comparing 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
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.
[Full Text][Citation analysis]
This paper has another 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]		paper1
2023Are 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
2023Sparse time-varying parameter VECMs with an application to modeling electricity prices In: Papers.
[Full Text][Citation analysis]		paper0
2022A Multivariate Dependence Analysis for Electricity Prices, Demand and Renewable Energy Sources In: Papers.
[Full Text][Citation analysis]		paper1
2022Bayesian Mixed-Frequency Quantile Vector Autoregression: Eliciting tail risks of Monthly US GDP In: Papers.
[Full Text][Citation analysis]		paper0
2022Bayesian Multivariate Quantile Regression with alternative Time-varying Volatility Specifications In: Papers.
[Full Text][Citation analysis]		paper2
2023The Distributional Impact of Money Growth and Inflation Disaggregates: A Quantile Sensitivity Analysis In: Papers.
[Full Text][Citation analysis]		paper0
2018Bayesian non?parametric conditional copula estimation of twin data In: Journal of the Royal Statistical Society Series C.
[Full Text][Citation analysis]		article5
2016Bayesian Nonparametric Conditional Copula Estimation of Twin Data.(2016) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5		paper
2020Large Time-Varying Volatility Models for Electricity Prices In: Working Papers.
[Full Text][Citation analysis]		paper2
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]		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]		article1
2023Proper Scoring Rules for Evaluating Density Forecasts with Asymmetric Loss Functions In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article0
2023Tail Heterogeneity for Dynamic Covariance Matrices: the F-Riesz Distribution In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]		paper1
2016Bayesian nonparametric sparse seemingly unrelated regression model (SUR) In: Working Papers.
[Full Text][Citation analysis]		paper1

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