Roberto Casarin

Full Professor of Econometrics

Università Ca' Foscari

Italy

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Roberto Casarin is a Full Professor of Econometrics at Università Ca' Foscari in Italy. His research focuses on econometric modeling, with recent articles addressing topics such as energy risks, the impact of COVID-19 on markets, and advanced Bayesian methods. He is particularly interested in asset clustering, tourism mobility, and dynamic models in economic contexts.

Roberto Casarin

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Articles (16)

Compounding geopolitical and energy risks: A clustered stochastic multi-COVOL model

Learning from experts: Energy efficiency in residential buildings

A Dynamic Latent-Space Model for Asset Clustering

Structural changes in contagion channels: the impact of COVID-19 on the Italian electricity market

Measuring daily tourism mobility spillover at the intra-metropolis level with mobile positioning data

Bayesian dynamic quantile model averaging

Bayesian Dynamic Tensor Regression

Bayesian Nonparametric Panel Markov-Switching GARCH Models

Monte carlo within simulated annealing for integral constrained optimizations

Bayesian Markov-Switching Tensor Regression for Time-Varying Networks

A framework for information synthesis into sentiment indicators using text mining methods

COVID-19 spreading in financial networks: A semiparametric matrix regression model

Modeling Turning Points in the Global Equity Market

A Matrix-Variate t Model for Networks

Markov switching panel with endogenous synchronization effects

On the role of dependence in sticky price and sticky information Phillips curve: Modelling and forecasting

Collaborators (5)

Francesco Ravazzolo

Monica Billio

Daniel Felix Ahelegbey

Matteo Iacopini

Luigi GROSSI

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