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Luca Rossini

Fondazione Eni Enrico Mattei (from arXiv:2606.27842, 2026) · ORCID · OpenAlex

34 papers in scope · 24 published · 15 on the econ.EM arXiv · 278 citations · h-index 9 (over the papers listed here)

Related authors

The 20 authors closest to this one in our weighted citation graph, most related first.

  1. Francesco Ravazzolo
  2. Angelica Gianfreda
  3. Claudia Foroni
  4. Andrea Viselli
  5. Andrea Bastianin
  6. Florian Huber
  7. Fabrizio Durante
  8. Lorenzo Tonni
  9. Gary Koop
  10. Mateus Maia
  11. Judith E. Bosmans
  12. Jonas Eßer
  13. Matteo Iacopini
  14. Aubrey Poon
  15. Michael Pfarrhofer
  16. Luca Onorante
  17. Marco Zoso
  18. Keefe Murphy
  19. Andrew Parnell
  20. Thomas Klausch

Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md.

Papers

(18 of 34)

Quantifying Demand Shocks in the Green and Digital Transition
working paper2026 · arXiv
with Andrea Bastianin, Marco Zoso
Paper profile arXiv arXiv:2606.27842
A comparison between initialization strategies for the infinite hidden Markov model
published2026 · Computational Statistics & Data Analysis
with Federico P. Cortese
Computational Statistics & Data Analysis
Model selection confidence sets for time series models with applications to electricity load data
working paper2026 · arXiv
with Piersilvio De Bortoli, Davide Ferrari, Francesco Ravazzolo
Paper profile arXiv arXiv:2602.16527
Static and Dynamic BART for Rank-Order Data
published2025 · Journal of Business and Economic Statistics · first circulated 2023
with Matteo Iacopini, Eoghan O’Neill
Journal of Business and Economic Statistics
Comparing predictive ability in the presence of instability over a very short time
published2025 · Econometrics Journal · first circulated 2024
with Fabrizio Iacone, Andrea Viselli
Paper profile Econometrics Journal arXiv:2405.11954
Modeling European Electricity Market Integration during turbulent times
working paper2025 · arXiv
with Francesco Ravazzolo, Andrea Viselli
Paper profile arXiv arXiv:2506.23289
Uncertainty Quantification in Bayesian Reduced-Rank Sparse Regressions
published2025 · Statistics and Computing · 1 citations · first circulated 2023
with Maria F. Pintado, Matteo Iacopini, Alexander Y. Shestopaloff
Statistics and Computing
Is the price cap for gas useful? Evidence from European countries
published2025 · The Annals of Applied Statistics · first circulated 2023
with Francesco Ravazzolo
The Annals of Applied Statistics
Bayesian semiparametric inference for TVP-SVAR models with asymmetry and fat tails
published2025 · Statistical Modelling · 1 citations
with Matteo Iacopini
Statistical Modelling
Bayesian Partial Reduced-Rank Regression
published2025 · Journal of Computational and Graphical Statistics · first circulated 2024
with Maria F. Pintado, Matteo Iacopini, Alexander Y. Shestopaloff
Journal of Computational and Graphical Statistics
A Real-Time Framework for Forecasting Metal Prices
working paper2025 · arXiv
with Andrea Bastianin, Lorenzo Tonni
Paper profile arXiv arXiv:2512.16521
The Conditional Autoregressive F -Riesz Model for Realized Covariance Matrices
published2024 · Journal of Financial Econometrics
with Anne Opschoor, André Lucas
Journal of Financial Econometrics
Sparse time-varying parameter VECMs with an application to modeling electricity prices
published2024 · International Journal of Forecasting · 1 citations · first circulated 2020
with Niko Hauzenberger, Michael Pfarrhofer
Paper profile International Journal of Forecasting arXiv:2011.04577
Loss-based prior for the degrees of freedom of the Wishart distribution
published2024 · Econometrics and Statistics · 1 citations · first circulated 2021
with Cristiano Villa, Sotiris Prevenas, Rachel S. McCrea
Econometrics and Statistics
A Quantile Nelson-Siegel model
working paper2024 · arXiv
with Matteo Iacopini, Aubrey Poon, Dan Zhu
Paper profile arXiv arXiv:2401.09874
What drives the European carbon market? Macroeconomic factors and forecasts
working paper2024 · arXiv · 11 citations
with Andrea Bastianin, Elisabetta Mirto, Yan Qin
Paper profile arXiv arXiv:2402.04828
Bayesian mixed-frequency quantile vector autoregression: Eliciting tail risks of monthly US GDP
published2023 · Journal of Economic Dynamics and Control · 12 citations · first circulated 2022
with Matteo Iacopini, Aubrey Poon, Dan Zhu
Paper profile Journal of Economic Dynamics and Control arXiv:2209.01910
Money Growth and Inflation: A Quantile Sensitivity Approach
working paper2023 · arXiv
with Matteo Iacopini, Aubrey Poon, Dan Zhu
Paper profile arXiv arXiv:2308.05486
Are low frequency macroeconomic variables important for high frequency electricity prices?
published2022 · Economic Modelling · 13 citations · first circulated 2020
with Claudia Foroni, Francesco Ravazzolo
Paper profile Economic Modelling arXiv:2007.13566
Large Time‐Varying Volatility Models for Hourly Electricity Prices*
published2022 · Oxford Bulletin of Economics and Statistics · 7 citations · first circulated 2020
with Angelica Gianfreda, Francesco Ravazzolo
Oxford Bulletin of Economics and Statistics
Bayesian Multivariate Quantile Regression with alternative Time-varying Volatility Specifications
working paper2022 · arXiv · 5 citations
with Matteo Iacopini, Francesco Ravazzolo
Paper profile arXiv arXiv:2211.16121
Inference in Bayesian additive vector autoregressive tree models
published2022 · The Annals of Applied Statistics · 36 citations · first circulated 2020
with Florian Huber
Paper profile The Annals of Applied Statistics arXiv:2006.16333
Proper Scoring Rules for Evaluating Density Forecasts with Asymmetric Loss Functions
published2022 · Journal of Business and Economic Statistics · 13 citations
with Matteo Iacopini, Francesco Ravazzolo
Journal of Business and Economic Statistics
A multivariate dependence analysis for electricity prices, demand and renewable energy sources
published2022 · Information Sciences · 30 citations
with Fabrizio Durante, Angelica Gianfreda, Francesco Ravazzolo
Paper profile Information Sciences arXiv:2201.01132
A Pólya–Gamma sampler for a generalized logistic regression
published2021 · Journal of Statistical Computation and Simulation · 3 citations · first circulated 2019
with Luciana Dalla Valle, Fabrizio Leisen, Weixuan Zhu
Journal of Statistical Computation and Simulation
Comparing the forecasting performances of linear models for electricity prices with high RES penetration
published2020 · International Journal of Forecasting · 51 citations · first circulated 2018
with Angelica Gianfreda, Francesco Ravazzolo
Paper profile International Journal of Forecasting arXiv:1801.01093
Proper Scoring Rules for Evaluating Asymmetry in Density Forecasting
working paper2020 · arXiv
with Matteo Iacopini, Francesco Ravazzolo
Paper profile arXiv arXiv:2006.11265
Hierarchical Species Sampling Models
published2019 · Bayesian Analysis · 3 citations
with Federico Bassetti, Roberto Casarin
Bayesian Analysis
Comparing the Forecasting of Cryptocurrencies by Bayesian Time-Varying Volatility Models
published2019 · Journal of risk and financial management · 1 citations
with Rick Bohte
Paper profile Journal of risk and financial management arXiv:1909.06599
Bayesian analysis of immigration in Europe with generalized logistic regression
published2019 · Journal of Applied Statistics · 9 citations
with Luciana Dalla Valle, Fabrizio Leisen, Weixuan Zhu
Journal of Applied Statistics
Loss-based approach to two-piece location-scale distributions with applications to dependent data
published2019 · Statistical Methods & Applications
with Fabrizio Leisen, Cristiano Villa
Statistical Methods & Applications
Bayesian nonparametric sparse VAR models
published2019 · Journal of Econometrics · 74 citations
with Monica Billio, Roberto Casarin
Journal of Econometrics
On a flexible construction of a negative binomial model
published2019 · Statistics & Probability Letters · 6 citations · first circulated 2018
with Fabrizio Leisen, Ramsés H. Mena, Freddy Palma, Freddy Palma Mancilla
Statistics & Probability Letters
Bayesian Nonparametric Graphical Models for Time-Varying Parameters VAR
working paper2019 · arXiv
with Matteo Iacopini
Paper profile arXiv arXiv:1906.02140

Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.