Working papers
You can also find my articles on my ResearchGate profile.
- Opschoor A., Peerlings, D., Rossini, L. and Lucas, A. (2024) - “Density Forecasting for Electricity Prices under Tail Heterogeneity with the t-Riesz Distribution”. Tinbergen Institute 24-049/III (Submitted)
- Pintado, M.F., Iacopini, M., Rossini, L. and Shestopaloff, A. (2024) - “Bayesian Partial Reduced-Rank Regression”. arXiv:2406.17444 (Submitted)
- Iacone, F., Rossini, L. and Viselli, A. (2024) - “Comparing predictive ability in presence of instability over a very short time”. arXiv:2405.11954 (Submitted)
- Pintado, M.F., Iacopini, M., Rossini, L. and Shestopaloff, A. (2024) - “Uncertainty Quantification in Bayesian Reduced-Rank Sparse Regressions”. arXiv:2306.01521 (R&R)
- Bastianin, A., Mirto, E., Qin, Y and Rossini, L. (2024) – “What drives the European carbon market? Macroeconomic factors and forecasts”. arXiv:2402.04828 or FEEM Working paper Nota di Lavoro 02.2024 (Submitted)
- Iacopini, M., O’Neill, E. and Rossini, L. (2024) - “Static and Dynamic BART for Rank-Order Data”. arXiv:2308.10231 (R&R)
- Iacopini, M., Poon, A., Rossini, L. and Zhu, D. (2024) - “A Quantile Nelson-Siegel model”. arXiv:2401.09874 (Submitted)
- Ravazzolo, F. and Rossini, L. (2023) - “Is the Price Cap for Gas Useful? Evidence from European Countries”. FEEM Working paper Nota di Lavoro 023.2023 (R&R)
- Iacopini, M., Poon, A., Rossini, L. and Zhu, D. (2023) - “Money Growth and Inflation: A Quantile Sensitivity Approach”. arXiv:2308.05486 (Submitted) - Previously circulated as “The Distributional Impact of Money Growth and Inflation Disaggregates: A Quantile Sensitivity Analysis”
- Iacopini, M., Ravazzolo, F. and Rossini, L. (2023) - “Bayesian Multivariate Quantile Regression with alternative Time-varying Volatility Specifications”. arXiv:2211.16121 (R&R) - Video
- Iacopini, M. and Rossini, L. (2023) - “Bayesian Semiparametric inference for TVP-SVAR models with asymmetry and fat tails”. (R&R)
Permanent Working paper:
- Bianchi, D., Rossini, L. and Iacopini, M. (2021) - “Stablecoins and cryptocurrency returns: What is the role of Tether?”. SSRN: 3605451