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Luca Rossini — most-cited papers & profile · Time Series
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overview
Luca Rossini
10
papers ·
2
citations ·
13
h-index
Ca' Foscari University of Venice · University of Milan · Quanta System (Italy) · Fondazione Eni Enrico Mattei
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Most-cited papers
Sparse time-varying parameter VECMs with an application to modeling electricity prices
2020
A Multivariate Dependence Analysis for Electricity Prices, Demand and Renewable Energy Sources
2022
What drives the European carbon market? Macroeconomic factors and forecasts
2024
Comparing predictive ability in presence of instability over a very short time
2024
Top co-authors
Andrea Bastianin
· 1
Andrea Viselli
· 1
Angelica Gianfreda
· 1
Elisabetta Mirto
· 1
Fabrizio Durante
· 1
Fabrizio Iacone
· 1
Francesco Ravazzolo
· 1
Michael Pfarrhofer
· 1
Niko Hauzenberger
· 1
Yan Qin
· 1
Topics
Domain — Energy/Weather
Probabilistic
econ.EM
stat.AP
Domain — Finance