20172020

Research output per year

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Personal profile

Personal information

Luca Rossini is a Marie-Curie Individual Fellow at the department of Econometrics/OR of the Vrije Universiteit.

Research

His main research interest are:

- Bayesian econometrics (in particular Bayesian nonparametrics)

- Graph Theory and Network Theory for time series models

- Forecasting Electricity Prices

- Objective Bayesian Analysis

Ancillary activities

No ancillary activities

Ancillary activities are updated daily

Academic qualification

Economics, PhD, Ca' Foscari University Venice

Sep 2013Jan 2017

Statistics, Master, Università di Padova

Sep 2011Apr 2013

User created Keywords

  • Bayesian Econometrics
  • Graph Theory for time series
  • Forecasting Methods

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Research Output

Bayesian analysis of immigration in Europe with generalized logistic regression

Dalla Valle, L., Leisen, F., Rossini, L. & Zhu, W., 2020, In : Journal of Applied Statistics. 47, 3, p. 424-438 15 p.

Research output: Contribution to JournalArticleAcademicpeer-review

Open Access
File
  • Comparing the Forecasting Performances of Linear Models for Electricity Prices with High RES Penetration

    Gianfreda, A., Ravazzolo, F. & Rossini, L., 19 Feb 2020, (Accepted/In press) In : International Journal of Forecasting. 36, 3, p. 1-13 13 p.

    Research output: Contribution to JournalArticleAcademic

    Open Access
  • Bayesian nonparametric sparse VAR models

    Billio, M., Casarin, R. & Rossini, L., Sep 2019, In : Journal of Econometrics. 212, 1, p. 97-115 19 p.

    Research output: Contribution to JournalArticleAcademicpeer-review

    Open Access
    File
  • Comparing the Forecasting of Cryptocurrencies by Bayesian Time-Varying Volatility Models

    Bohte, R. & Rossini, L., 18 Sep 2019, In : Journal of Risk and Financial Management. 12, 3, p. 1-18 18 p., 150.

    Research output: Contribution to JournalArticleAcademicpeer-review

    Open Access
  • Forecasting daily electricity prices with monthly macroeconomic variables

    Foroni, C., Ravazzolo, F. & Rossini, L., 20 Mar 2019, 2250 ed., European Central Bank, (ECB Working Paper Series).

    Research output: Working paperProfessional