GROSSI, LUIGI
GROSSI, LUIGI
A robust forward weighted Lagrange multiplier test for conditional heteroscedasticity
2009 Grossi, L.; Laurini, F.
A rough analysis: Valuing gas storage
2012 Giulietti, M.; Grossi, L.; Waterson, M.
A spatial shift-share decomposition of electricity consumption changes across Italian regions
2018 Grossi, L.; Mussini, M.
Analysis of economic time series: Effects of extremal observations on testing heteroscedastic components
2004 Grossi, L.; Laurini, F.
Analysis of individual natural gas consumption and price elasticity: Evidence from billing data in Italy
2023 Favero, Filippo; Grossi, Luigi
Analyzing financial time series through robust estimators
2004 Grossi, L.
Analyzing financial time series through robust estimators
2004 Grossi, L.
Analyzing the Potential Economic Value of Energy Storage
2018 Giulietti, M.; Grossi, L.; Baute, E. T.; Waterson, M.
Correcting outliers in GARCH models: a weighted forward approach
2019 Crosato, L.; Grossi, L.
Decomposing changes in CO2 emission inequality over time: The roles of re-ranking and changes in per capita CO2 emission disparities
2015 Mussini, M.; Grossi, L.
Does the Past Count? Sovereign Debt during the Classical Gold Standard through the Lenses of Mover Stayer and Markov Chain Models
2020 Bragoli, D.; Ferretti, C.; Ganugi, P.; Grossi, L.; Ianulardo, G.
Electricity market integration and the impact of unilateral policy reforms
2018 Grossi, L.; Heim, S.; Huschelrath, K.; Waterson, M.
Estimation of risk measures on electricity markets with fat-tailed distributions
2015 Fianu, E. S.; Grossi, L.
Evaluation of Cost-at-Risk related to the procurement of resources in the ancillary services market. The case of the Italian electricity market
2023 Lisi, Francesco; Grossi, Luigi; Quaglia, Federico
Firm size distributions and stochastic growth models: A comparison between ICT and Mechanical Italian Companies
2004 Ganugi, P.; Grossi, L.; Crosato, L.
Forecasting Italian electricity zonal prices with exogenous variables
2012 Gianfreda, A.; Grossi, L.
Forecasting: theory and practice
2022 Petropoulos, Fotios; Apiletti, Daniele; Assimakopoulos, Vassilios; Babai, Mohamed Zied; Barrow, Devon K.; Ben Taieb, Souhaib; Bergmeir, Christoph; Bessa, Ricardo J.; Bijak, Jakub; Boylan, John E.; Browell, Jethro; Carnevale, Claudio; Castle, Jennifer L.; Cirillo, Pasquale; Clements, Michael P.; Cordeiro, Clara; Cyrino Oliveira, Fernando Luiz; De Baets, Shari; Dokumentov, Alexander; Ellison, Joanne; Fiszeder, Piotr; Franses, Philip Hans; Frazier, David T.; Gilliland, Michael; Gönül, M. Sinan; Goodwin, Paul; Grossi, Luigi; Grushka-Cockayne, Yael; Guidolin, Mariangela; Guidolin, Massimo; Gunter, Ulrich; Guo, Xiaojia; Guseo, Renato; Harvey, Nigel; Hendry, David F.; Hollyman, Ross; Januschowski, Tim; Jeon, Jooyoung; Jose, Victor Richmond R.; Kang, Yanfei; Koehler, Anne B.; Kolassa, Stephan; Kourentzes, Nikolaos; Leva, Sonia; Li, Feng; Litsiou, Konstantia; Makridakis, Spyros; Martin, Gael M.; Martinez, Andrew B.; Meeran, Sheik; Modis, Theodore; Nikolopoulos, Konstantinos; Önkal, Dilek; Paccagnini, Alessia; Panagiotelis, Anastasios; Panapakidis, Ioannis; Pavía, Jose M.; Pedio, Manuela; Pedregal, Diego J.; Pinson, Pierre; Ramos, Patrícia; Rapach, David E.; Reade, J. James; Rostami-Tabar, Bahman; Rubaszek, Michał; Sermpinis, Georgios; Shang, Han Lin; Spiliotis, Evangelos; Syntetos, Aris A.; Talagala, Priyanga Dilini; Talagala, Thiyanga S.; Tashman, Len; Thomakos, Dimitrios; Thorarinsdottir, Thordis; Todini, Ezio; Trapero Arenas, Juan Ramón; Wang, Xiaoqian; Winkler, Robert L.; Yusupova, Alisa; Ziel, Florian
Identifying outliers in asset pricing data with a new weighted forward search estimator
2020 Aronne, A.; Grossi, L.; Bressan, A. A.
Inequality in energy intensity in the EU-28: Evidence from a new decomposition method
2017 Grossi, L.; Mussini, M.
Machine Learning Models and Intra-Daily Market Information for the Prediction of Italian Electricity Prices
2022 Golia, Silvia; Grossi, Luigi; Pelagatti, Matteo