Publications

You can also find my articles on my Google Scholar profile.

• Rossini, L., Villa, C., Prevenas, S. and McCrea, R. (202X) - “Loss-based prior for the degrees of freedom of the Wishart distribution”. Econometrics and Statistics (Forthcoming).
• Iacopini, M., Poon, A., Rossini, L. and Zhu, D. (2023) - “Bayesian mixed-frequency quantile vector autoregression: Eliciting tail risks of monthly US GDP”. Journal of Economic Dynamics and Control, 157:104757
• Gianfreda, A., Ravazzolo, F. and Rossini, L. (2023) - “Large Time-Varying Volatility Models for Electricity Prices”. Oxford Bulletin of Economics & Statistics, 85:3, 545 - 573 – Video
• Iacopini, M., Ravazzolo, F. and Rossini, L. (2023) - “Proper scoring rules for evaluating density forecasts with asymmetric loss functions”. Journal of Business and Economic Statistics, 41:2, 482 - 486
• Foroni, C., Ravazzolo, F. and Rossini, L. (2023) - “Are low frequency macroeconomic variables important for high frequency electricity prices?”. Economic Modelling, 120, 106160
• Huber, F. and Rossini, L. (2022) - “Inference in Bayesian Additive Vector Autoregressive Tree Models”. Annals of Applied Statistics, 16:1, 104 - 123
• Durante, F., Gianfreda, A., Ravazzolo, F. and Rossini, L. (2022) - “A Multivariate Dependence Analysis for Electricity Prices, Demand and Renewable Energy Sources”. Information Sciences, 590, 74 - 89
• Dalla Valle, L., Leisen, F., Rossini, L. and Zhu, W. (2021) - “A Pòlya-Gamma sampler for a generalized logistic regression”. Journal of Statistical Computation and Simulation, 91:14, 2899 - 2916
• Bassetti, F., Casarin, R. and Rossini, L. (2020) - “Hierarchical Species Sampling Models”. Bayesian Analysis, 15:3, 809 - 833.
• Gianfreda, A., Ravazzolo, F. and Rossini, L. (2020) - “Comparing the Forecasting Performances of Linear Models for Electricity Prices with High RES Penetration”. International Journal of Forecasting, 36:3, 974 - 986.
• Leisen, F., Rossini, L. and Villa, C. (2020) - “Loss-based approach to two-piece location-scale distributions with applications to dependent data”. Statistical Methods and Applications, 29, 309 - 333.
• Dalla Valle, L., Leisen, F., Rossini, L. and Zhu, W. (2020) - “Bayesian Analysis of Immigration in Europe with Generalized Logistic Regression”. Journal of Applied Statistics. 47:3, 424 - 438.
• Billio, M., Casarin, R. and Rossini, L. (2019) - “Bayesian nonparametric sparse VAR models”. _Journal of Econometrics, 212:1, 97 - 115.
• Bohte, R. and Rossini, L. (2019) - “Comparing the Forecasting of Cryptocurrencies by Bayesian Time-Varying Volatility Models”. Journal of Risk and Financial Management, 12(3), 150.
• Leisen, F., Mena, R.H., Palma, F. and Rossini, L. (2019) - “On a flexible construction of a negative binomial model”. Statistics & Probability Letters, 152, 1 - 8.
• Dalla Valle, L., Leisen, F. and Rossini, L. (2018) - “Bayesian Nonparametric Conditional Copulas Estimation of Twin Data”. Journal of the Royal Statistical Society, Series C, 67:3, 523 - 548.
• Leisen, F., Rossini, L. and Villa, C. (2018) - “Objective Bayesian Analysis of the Yule- Simon Distribution with Applications”. Computational Statistics, 33:1, 99 - 126.
• Leisen, F., Rossini, L. and Villa, C. (2017) - “A Note on the Posterior Inference for the Yule-Simon Distribution”. Journal of Statistical Computation and Simulation, 87:6, 1179 - 1188.

Published discussions:

• Iacopini, M., Ravazzolo, R. and Rossini, L. (2020) - “Discussion on: On a Class of Objective Priors from Scoring Rules”, by Fabrizio Leisen, Cristiano Villa, and Stephen G. Walker”. Bayesian Analysis, 15:4, 1345 - 1423
• Casarin, R., Iacopini, M. and Rossini, L. (2017) - “A discussion on: Sparse graphs using exchangeable random measures by F. Caron and E.B. Fox”. Journal of the Royal Statistical Society, Series B, 79:5, 1295 - 1366.
• Casarin, R., Frattarolo, L. and Rossini, L. (2017) - “A discussion on: Random-projection ensemble classification by T. Cannings and R. Samworth”. Journal of the Royal Statistical Society, Series B, 79:4, 959 - 1035.

Book Chapters:

• Bouri, E., Gupta, R. and Rossini, L. (2023) - “The Role of the Monthly ENSO in Forecasting the Daily Baltic Dry Index”. Encyclopedia of Monetary Policy, Financial Markets and Banking