Institution: Università Ca' Foscari Venezia
Primary Field: Econometrics (weighted toward more recent publications)
Homepage: https://rossiniluca.github.io/web/
Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).
| Period | S (4x) | A (2x) | B (1x) | C (½x) | Total |
|---|---|---|---|---|---|
| Last 5 Years | 0.00 | 0.67 | 1.84 | 0.00 | 3.52 |
| Last 10 Years | 0.00 | 1.34 | 2.51 | 0.00 | 5.53 |
| All Time | 0.00 | 1.34 | 2.51 | 0.00 | 5.53 |
| Year | Article | Journal | Tier | Authors |
|---|---|---|---|---|
| 2025 | Sparse time-varying parameter VECMs with an application to modeling electricity prices | International Journal of Forecasting | B | 3 |
| 2023 | Large Time‐Varying Volatility Models for Hourly Electricity Prices | Oxford Bulletin of Economics and Statistics | B | 3 |
| 2023 | Bayesian mixed-frequency quantile vector autoregression: Eliciting tail risks of monthly US GDP | Journal of Economic Dynamics and Control | B | 4 |
| 2023 | Are low frequency macroeconomic variables important for high frequency electricity prices? | Economic Modeling | C | 3 |
| 2023 | Proper Scoring Rules for Evaluating Density Forecasts with Asymmetric Loss Functions | Journal of Business & Economic Statistics | A | 3 |
| 2020 | Comparing the forecasting performances of linear models for electricity prices with high RES penetration | International Journal of Forecasting | B | 3 |
| 2019 | Bayesian nonparametric sparse VAR models | Journal of Econometrics | A | 3 |