ROSSINI, LUCA
ROSSINI, LUCA
Dipartimento di Economia, Management e Metodi Quantitativi
Sparse time-varying parameter VECMs with an application to modeling electricity prices
2025 N. Hauzenberger, M. Pfarrhofer, L. Rossini
Comparing predictive ability in presence of instability over a very short time
2025 F. Iacone, L. Rossini, A. Viselli
The Conditional Autoregressive F-Riesz Model for Realized Covariance Matrices
2025 A. Opschoor, A. Lucas, L. Rossini
Is the price cap for gas useful? Evidence from European countries
2025 F. Ravazzolo, L. Rossini
Uncertainty Quantification in Bayesian Reduced-Rank Sparse Regressions
2025 M.F. Pintado, M. Iacopini, L. Rossini, A.Y. Shestopaloff
Bayesian semiparametric inference for TVP-SVAR models with asymmetry and fat tails
2025 M. Iacopini, L. Rossini
Bayesian Partial Reduced-Rank Regression
2025 M.F. Pintado, M. Iacopini, L. Rossini, A.Y. Shestopaloff
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
Bayesian mixed-frequency quantile vector autoregression: Eliciting tail risks of monthly US GDP
2023 M. Iacopini, A. Poon, L. Rossini, D. Zhu
Are low frequency macroeconomic variables important for high frequency electricity prices?
2023 C. Foroni, F. Ravazzolo, L. Rossini
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
Loss-based approach to two-piece location-scale distributions with applications to dependent data
2020 F. Leisen, L. Rossini, C. Villa
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
Comparing the forecasting performances of linear models for electricity prices with high RES penetration
2020 A. Gianfreda, F. Ravazzolo, L. Rossini
Hierarchical species sampling models
2020 F. Bassetti, R. Casarin, L. Rossini