Luca Rossini

University of Milan

Italy

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Articles (12)

Year:

2025

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2025

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2025

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2025

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2024

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2023

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2023

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2021

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2020

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2020

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2020

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2020

Collaborators (9)

Andre Lucas

University of Amsterdam

NETHERLANDS

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Francesco Ravazzolo

Full Professor

Free University of Bozen-Bolzano

ITALY

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Luciana Dalla Valle

University of Plymouth

UNITED KINGDOM

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Rachel S. McCrea

University of Lancaster

UNITED KINGDOM

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Alexander Shestopaloff

Senior Lecturer

Queen Mary University of London

UNITED KINGDOM

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Angelica GIANFREDA

Associate Professor

University of Modena and Reggio Emilia

ITALY

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Matteo Iacopini

University of Amsterdam

NETHERLANDS

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A. Opschoor

University of Amsterdam

NETHERLANDS

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Niko Hauzenberger

University Of Strathclyde

UNITED KINGDOM

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Luca Rossini

Research Interests

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Articles (12)

The Conditional Autoregressive F-Riesz Model for Realized Covariance Matrices

Bayesian Partial Reduced-Rank Regression

Bayesian semiparametric inference for TVP-SVAR models with asymmetry and fat tails

Sparse time-varying parameter VECMs with an application to modeling electricity prices

Loss-based prior for the degrees of freedom of the Wishart distribution

Proper Scoring Rules for Evaluating Density Forecasts with Asymmetric Loss Functions

Are low frequency macroeconomic variables important for high frequency electricity prices?

A Pólya–Gamma sampler for a generalized logistic regression

Comparing the forecasting performances of linear models for electricity prices with high RES penetration

Hierarchical species sampling models

Loss-based approach to two-piece location-scale distributions with applications to dependent data

Bayesian analysis of immigration in Europe with generalized logistic regression

Collaborators (9)

Andre Lucas

Francesco Ravazzolo

Luciana Dalla Valle

Rachel S. McCrea

Alexander Shestopaloff

Angelica GIANFREDA

Matteo Iacopini

A. Opschoor

Niko Hauzenberger

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