Multiplex Network Econometrics

Project Information

MultiNetMetrics

Grant agreement ID: 796902

DOI

10.3030/796902

Project closed

EC signature date 3 April 2018

Start date 1 November 2018

End date 31 October 2020

Funded under

• EXCELLENT SCIENCE - Marie Skłodowska-Curie Actions

Total cost

€ 177 598,80

EU contribution

€ 177 598,80

Coordinated by

STICHTING VU
Netherlands

CORDIS provides links to public deliverables and publications of HORIZON projects.

Links to deliverables and publications from FP7 projects, as well as links to some specific result types such as dataset and software, are dynamically retrieved from OpenAIRE .

Publications

Peer reviewed articles (7)

On a flexible construction of a negative binomial model

Author(s): Fabrizio Leisen, Ramsés H. Mena, Freddy Palma, Luca Rossini
Published in: Statistics & Probability Letters, Issue 152, 2019, Page(s) 1-8, ISSN 0167-7152
Publisher: Elsevier BV
DOI: 10.1016/j.spl.2019.04.004

Are low frequency macroeconomic variables important for high frequency electricity prices?

Author(s): Foroni, Claudia; Ravazzolo, Francesco; Rossini, Luca
Published in: ECB Working Paper Series, Issue 1, 2019, ISSN 1725-2806
Publisher: ECB
DOI: 10.2866/341253

Hierarchical Species Sampling Models

Author(s): Federico Bassetti, Roberto Casarin, Luca Rossini
Published in: Bayesian Analysis, Issue 15/3, 2020, Page(s) 809-838, ISSN 1936-0975
Publisher: Carnegie Mellon University
DOI: 10.1214/19-ba1168

Comparing the forecasting performances of linear models for electricity prices with high RES penetration

Author(s): Angelica Gianfreda, Francesco Ravazzolo, Luca Rossini
Published in: International Journal of Forecasting, Issue 36/3, 2020, Page(s) 974-986, ISSN 0169-2070
Publisher: Elsevier BV
DOI: 10.1016/j.ijforecast.2019.11.002

Loss-based approach to two-piece location-scale distributions with applications to dependent data

Author(s): Fabrizio Leisen, Luca Rossini, Cristiano Villa
Published in: Statistical Methods & Applications, Issue 29/2, 2020, Page(s) 309-333, ISSN 1618-2510
Publisher: Springer Verlag
DOI: 10.1007/s10260-019-00481-x

Comparing the Forecasting of Cryptocurrencies by Bayesian Time-Varying Volatility Models

Author(s): Rick Bohte, Luca Rossini
Published in: Journal of Risk and Financial Management, Issue 12/3, 2019, Page(s) 150, ISSN 1911-8074
Publisher: MDPI
DOI: 10.3390/jrfm12030150

Bayesian analysis of immigration in Europe with generalized logistic regression

Author(s): Luciana Dalla Valle, Fabrizio Leisen, Luca Rossini, Weixuan Zhu
Published in: Journal of Applied Statistics, Issue 47/3, 2020, Page(s) 424-438, ISSN 0266-4763
Publisher: Routledge
DOI: 10.1080/02664763.2019.1642310

Other (2)

A P\'olya-Gamma Sampler for a Generalized Logistic Regression

Author(s): Valle, Luciana Dalla; Leisen, Fabrizio; Rossini, Luca; Zhu, Weixuan
Published in: Issue 4, 2020
Publisher: arxiv

Inference in Bayesian Additive Vector Autoregressive Tree Models

Author(s): Huber, Florian; Rossini, Luca
Published in: Issue 3, 2020
Publisher: arxiv

Non-peer reviewed articles (2)

Bayesian Nonparametric Graphical Models for Time-Varying Parameters VAR

Author(s): Matteo Iacopini, Luca Rossini
Published in: SSRN Electronic Journal, 2019, ISSN 1556-5068
Publisher: SSRN
DOI: 10.2139/ssrn.3400078

Proper Scoring Rules for Evaluating Asymmetry in Density Forecasting

Author(s): Matteo Iacopini, Francesco Ravazzolo, Luca Rossini
Published in: SSRN Electronic Journal, 2020, ISSN 1556-5068
Publisher: SSRN
DOI: 10.2139/ssrn.3632278