ROSSINI, LUCA
ROSSINI, LUCA
Dipartimento di Economia, Management e Metodi Quantitativi
Sparse time-varying parameter VECMs with an application to modeling electricity prices
2024 N. Hauzenberger, M. Pfarrhofer, L. Rossini
The Conditional Autoregressive F-Riesz Model for Realized Covariance Matrices
2024 A. Opschoor, A. Lucas, L. Rossini
Loss-based prior for the degrees of freedom of the Wishart distribution
2024 L. Rossini, C. Villa, S. Prevenas, R. Mccrea
Large Time-Varying Volatility Models for Hourly Electricity Prices
2023 A. Gianfreda, F. Ravazzolo, L. Rossini
Are low frequency macroeconomic variables important for high frequency electricity prices?
2023 C. Foroni, F. Ravazzolo, L. Rossini
Bayesian mixed-frequency quantile vector autoregression: Eliciting tail risks of monthly US GDP
2023 M. Iacopini, A. Poon, L. Rossini, D. Zhu
Proper scoring rules for evaluating density forecasts with asymmetric loss functions
2022 M. Iacopini, F. Ravazzolo, L. Rossini
Inference in Bayesian Additive Vector Autoregressive Tree Models
2022 F. Huber, L. Rossini
A multivariate dependence analysis for electricity prices, demand and renewable energy sources
2022 F. Durante, A. Gianfreda, F. Ravazzolo, L. Rossini
A Pólya–Gamma sampler for a generalized logistic regression
2021 L. Dalla Valle, F. Leisen, L. Rossini, W. Zhu
Bayesian analysis of immigration in Europe with generalized logistic regression
2020 L. Dalla Valle, F. Leisen, L. Rossini, W. Zhu
Contributed Discussion [On a Class of Objective Priors from Scoring Rules]
2020 M. Iacopini, F. Ravazzolo, L. Rossini
Hierarchical species sampling models
2020 F. Bassetti, R. Casarin, L. Rossini
Comparing the forecasting performances of linear models for electricity prices with high RES penetration
2020 A. Gianfreda, F. Ravazzolo, L. Rossini
Loss-based approach to two-piece location-scale distributions with applications to dependent data
2020 F. Leisen, L. Rossini, C. Villa
Comparing the Forecasting of Cryptocurrencies by Bayesian Time-Varying Volatility Models
2019 R. Bohte, L. Rossini
Bayesian nonparametric sparse VAR models
2019 M. Billio, R. Casarin, L. Rossini
On a flexible construction of a negative binomial model
2019 F. Leisen, R.H. Mena, F. Palma, L. Rossini
Objective bayesian analysis of the Yule–Simon distribution with applications
2018 F. Leisen, L. Rossini, C. Villa
Bayesian non-parametric conditional copula estimation of twin data
2018 L. Dalla Valle, F. Leisen, L. Rossini