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

4

i10 index

133

Citations

RESEARCH PRODUCTION:

15

Articles

42

Papers

1

Chapters

RESEARCH ACTIVITY:

   29 years (1997 - 2026). See details.
   Cites by year: 4
   Journals where Luca Rossini has often published
   Relations with other researchers
   Recent citing documents: 26.    Total self citations: 22 (14.19 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pro1002
   Updated: 2026-07-18    RAS profile: 2026-07-14    
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Relations with other researchers

Works with:

Bastianin, Andrea (7)

Poon, Aubrey (4)

Lucas, Andre (3)

Iacone, Fabrizio (2)

Gianfreda, Angelica (2)

Pfarrhofer, Michael (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)

Billio, Monica (7)

Ahelegbey, Daniel Felix (6)

Huber, Florian (6)

Koop, Gary (6)

Weron, Rafał (6)

Maciejowska, Katarzyna (4)

Hecq, Alain (4)

Marcjasz, Grzegorz (4)

Marcellino, Massimiliano (3)

Gianfreda, Angelica (3)

Cites to:

Koop, Gary (52)

Weron, Rafał (38)

Diebold, Francis (37)

Korobilis, Dimitris (30)

Ravazzolo, Francesco (28)

Huber, Florian (25)

Clark, Todd (25)

Gianfreda, Angelica (23)

Marcellino, Massimiliano (22)

Giacomini, Raffaella (16)

Misiorek, Adam (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.org19
FEEM Working Papers / Fondazione Eni Enrico Mattei (FEEM)6
Working Papers / Fondazione Eni Enrico Mattei5
Working Papers / Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School3
Tinbergen Institute Discussion Papers / Tinbergen Institute2
Working Papers / Department of Economics, University of Venice "Ca' Foscari"2

Recent works citing Luca Rossini (2026 and 2025)

YearTitle of citing document
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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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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2025Nonparametric mixed frequency monitoring macro-at-risk. (2025). Pfarrhofer, Michael ; Marcellino, Massimiliano. In: Economics Letters. RePEc:eee:ecolet:v:255:y:2025:i:c:s0165176525003350.

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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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2025Compounding geopolitical and energy risks: A clustered stochastic multi-COVOL model. (2025). Billio, Monica ; Casarin, Roberto ; Lpez, Ovielt Baltodano ; Costola, Michele. In: Energy Economics. RePEc:eee:eneeco:v:149:y:2025:i:c:s0140988325005274.

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2025AI-based integration of flexible diverse electricity aggregators in multiple electricity markets under uncertainty. (2025). Wu, Fan ; Xu, Xiaofeng ; Li, Chenxi ; Yang, Ning ; Liu, Dunnan ; Hu, Sile. In: Energy. RePEc:eee:energy:v:333:y:2025:i:c:s0360544225027562.

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2025Forecasting macroeconomic data with Bayesian VARs: Sparse or dense? It depends!. (2025). Kastner, Gregor ; Gruber, Luis. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:4:p:1589-1619.

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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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2025Extremal dependence in Australian electricity markets. (2025). Trck, Stefan ; Han, Lin ; Cribben, Ivor. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:39:y:2025:i:c:s2405851325000200.

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2025Smoothing quantile regression averaging: A new approach to probabilistic forecasting of electricity prices. (2025). Uniejewski, Bartosz. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:39:y:2025:i:c:s2405851325000455.

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2026Renewable sources and short-to-mid-term electricity price forecasting. (2026). Ravazzolo, Francesco ; Fezzi, Carlo ; Behmiri, Niaz Bashiri. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:41:y:2026:i:c:s2405851326000036.

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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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2026Variable renewable energy forecasting in Germany: Reassessing simplicity with Bayesian-optimised multilayer perceptrons. (2026). Wanek, Milan. In: Renewable Energy. RePEc:eee:renene:v:262:y:2026:i:c:s096014812600234x.

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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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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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2026Dams and Rural Conflict: Evidence from Brazil’s Hydropower Expansion. (2026). Testa, Alessandra ; Rossini, Luca ; Bastianin, Andrea. In: Working Papers. RePEc:fem:femwpa:2026.02.

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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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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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2026Econometrics at the Extreme: From Quantile Regression to QFAVAR 1. (2026). Michaelides, Panayotis ; Konstantakis, Konstantinos ; Goutte, Stéphane ; Konstantios, Dimitris ; Prelorentzos, Arseniosgeorgios N. In: Post-Print. RePEc:hal:journl:hal-05503058.

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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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2026Matrix-valued AutoRegressive (MAR) models in gretl. (2026). Palomba, Giulio ; Tedeschi, Marco ; Bucci, Andrea. In: Computational Statistics. RePEc:spr:compst:v:41:y:2026:i:3:d:10.1007_s00180-025-01681-8.

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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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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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2026What explains international interest rate co-movement?. (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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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
2025Shadow Price Signals in the Steel Sector: From Efficiency Gaps to Policy Maps In: FEEM Working Papers.
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2025Shadow Price Signals in the Steel Sector: From Efficiency Gaps to Policy Maps.(2025) In: Working Papers.
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This paper has nother version. Agregated cites: 0		paper
2025Modeling European electricity market integration during turbulent times In: FEEM Working Papers.
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2025Modeling European Electricity Market Integration during turbulent times.(2025) In: Papers.
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This paper has nother version. Agregated cites: 0		paper
2025Modeling European electricity market integration during turbulent times.(2025) In: Working Papers.
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This paper has nother version. Agregated cites: 0		paper
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
2025A Real-Time Framework for Forecasting Metal Prices In: FEEM Working Papers.
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2025A Real-Time Framework for Forecasting Metal Prices.(2025) In: Papers.
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This paper has nother version. Agregated cites: 1		paper
2025A Real-Time Framework for Forecasting Metal Prices.(2025) In: Working Papers.
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This paper has nother version. Agregated cites: 1		paper
2026Industrial Metal Supply Shocks and Heterogeneous Macroeconomic Effects: Evidence from Copper In: FEEM Working Papers.
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2018Bayesian nonparametric sparse VAR models In: Papers.
[Full Text][Citation analysis]		paper28
2019Bayesian nonparametric sparse VAR models.(2019) In: Journal of Econometrics.
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This paper has nother version. Agregated cites: 28		article
2019Comparing the Forecasting Performances of Linear Models for Electricity Prices with High RES Penetration In: Papers.
[Full Text][Citation analysis]		paper38
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: 38		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: 38		article
2019Bayesian nonparametric graphical models for time-varying parameters VAR In: Papers.
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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.
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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]		paper7
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: 7		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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2022A Multivariate Dependence Analysis for Electricity Prices, Demand and Renewable Energy Sources In: Papers.
[Full Text][Citation analysis]		paper12
2022Bayesian Mixed-Frequency Quantile Vector Autoregression: Eliciting tail risks of Monthly US GDP In: Papers.
[Full Text][Citation analysis]		paper7
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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2024Bayesian Multivariate Quantile Regression with alternative Time-varying Volatility Specifications In: Papers.
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2023Money Growth and Inflation: A Quantile Sensitivity Approach In: Papers.
[Full Text][Citation analysis]		paper0
2025A Quantile Nelson-Siegel model In: Papers.
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2024Comparing predictive ability in presence of instability over a very short time In: Papers.
[Full Text][Citation analysis]		paper0
2026Comparing predictive ability in the presence of instability over a very short time.(2026) In: The Econometrics Journal.
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This paper has nother version. Agregated cites: 0		article
2026Model selection confidence sets for time series models with applications to electricity load data In: Papers.
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2026Quantifying Demand Shocks in the Green and Digital Transition 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]		article6
2016Bayesian Nonparametric Conditional Copula Estimation of Twin Data.(2016) In: Working Papers.
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2023Large Time‐Varying Volatility Models for Hourly Electricity Prices In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article2
2020Large Time-Varying Volatility Models for Electricity Prices In: Working Papers.
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2020Dynamic Bayesian forecasting of English Premier League match results with the Skellam distribution In: BEMPS - Bozen Economics & Management Paper Series.
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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.
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2022The Role of the Monthly ENSO in Forecasting the Daily Baltic Dry Index In: Working Papers.
[Citation analysis]		paper2
2018Objective bayesian analysis of the Yule–Simon distribution with applications In: Computational Statistics.
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2018Bayesian Nonparametric Sparse Vector Autoregressive Models In: Springer Books.
[Citation analysis]		chapter0
2020Loss-based approach to two-piece location-scale distributions with applications to dependent data In: Statistical Methods & Applications.
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2020Bayesian analysis of immigration in Europe with generalized logistic regression In: Journal of Applied Statistics.
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2023Proper Scoring Rules for Evaluating Density Forecasts with Asymmetric Loss Functions In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article4
2023Tail Heterogeneity for Dynamic Covariance Matrices: the F-Riesz Distribution In: Tinbergen Institute Discussion Papers.
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2024Density Forecasting for Electricity Prices under Tail Heterogeneity with the t-Riesz Distribution In: Tinbergen Institute Discussion Papers.
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2016Bayesian nonparametric sparse seemingly unrelated regression model (SUR) In: Working Papers.
[Full Text][Citation analysis]		paper1

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