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Luigi Grossi

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First Name:Luigi
Middle Name:
Last Name:Grossi
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RePEc Short-ID:pgr363
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Affiliation

(66%) Università degli Studi di Padova Dipartimento di Scienze Statistiche

https://www.stat.unipd.it
Italy, Padova
Via Cesare Battisti, 241

Research output

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Jump to: Working papers Articles

Working papers

  1. Filippo Beltrami & Fulvio Fontini & Monica Giulietti & Luigi Grossi, 2021. "The zonal and seasonal CO2 marginal emissions factors for the Italian power market," Working Papers 01/2021, University of Verona, Department of Economics.
  2. Daniel Felix Ahelegbey & Emmanuel Senyo Fianu & Luigi Grossi, 2020. "Modeling Risk Contagion in the Italian Zonal Electricity Market," DEM Working Papers Series 182, University of Pavia, Department of Economics and Management.
  3. Fotios Petropoulos & Daniele Apiletti & Vassilios Assimakopoulos & Mohamed Zied Babai & Devon K. Barrow & Souhaib Ben Taieb & Christoph Bergmeir & Ricardo J. Bessa & Jakub Bijak & John E. Boylan & Jet, 2020. "Forecasting: theory and practice," Papers 2012.03854, arXiv.org, revised Jan 2022.
  4. Filippo Beltrami & Andrew Burlinson & Luigi Grossi & Monica Giulietti & Paul Rowley & Grant Wilson, 2020. "Where did the time (series) go? Estimation of marginal emission factors with autoregressive components," Working Papers 02/2020, University of Verona, Department of Economics.
  5. Luigi Grossi & Mauro Mussini, 2019. "Seasonality in tourist flows: Decomposing and testing changes in seasonal concentration," Working Papers 16/2019, University of Verona, Department of Economics.
  6. Rossetto, F. & Grossi, L. & Pollitt, M., 2019. "Assessing Market Power in the Italian Electricity Market: A synthetic supply approach," Cambridge Working Papers in Economics 1975, Faculty of Economics, University of Cambridge.
  7. Luigi Grossi & Fany Nan, 2018. "The influence of renewables on electricity price forecasting: a robust approach," Working Papers 2018/10, Institut d'Economia de Barcelona (IEB).
  8. Luigi Grossi & Sven Heim & Kai Hüschelrath & Michael Waterson, 2018. "Electricity market integration and the impact of unilateral policy reforms," Post-Print hal-01952930, HAL.
  9. Luigi Grossi & Fany Nan, 2017. "Forecasting electricity prices through robust nonlinear models," Working Papers 06/2017, University of Verona, Department of Economics.
  10. Lisa Flatley & Monica Giulietti & Luigi Grossi & Elisa Trujillo-Baute & Michael Waterson, 2016. "Analysing the potential economic value of energy storage," Working Papers 2016/2, Institut d'Economia de Barcelona (IEB).
  11. Grossi, Luigi & Heim, Sven & Waterson, Michael, 2014. "A vision of the European energy future? The impact of the German response to the Fukushima earthquake," Economic Research Papers 270236, University of Warwick - Department of Economics.
  12. Grossi, Luigi & Waterson, Michael, 2013. "German Energy Market Fallout from the Japanese Earthquake," CAGE Online Working Paper Series 157, Competitive Advantage in the Global Economy (CAGE).
  13. Giulietti, Monica & Grossi, Luigi & Waterson, Michael, 2011. "A Rough Examination of the value of gas storage," Economic Research Papers 270757, University of Warwick - Department of Economics.
  14. Angelica Gianfreda & Luigi Grossi, 2011. "Forecasting Italian Electricity Zonal Prices with Exogenous Variables," Working Papers 01/2011, University of Verona, Department of Economics.
  15. P Ganugi & L Grossi & G Ianulardo, 2009. "Scale Economies and Heterogeneity in Business Money Demand: The Italian Experience," Department of Economics Working Papers 17/09, University of Bath, Department of Economics.
  16. Giulietti, Monica & Grossi, Luigi & Waterson, Michael, 2009. "Price transmission in the UK electricity market: was NETA beneficial?," Economic Research Papers 271287, University of Warwick - Department of Economics.
  17. Arfini, Filippo & Donati, Michele & Grossi, L. & Paris, Quirino, 2008. "Revenue and Cost Functions in PMP: a Methodological Integration for a Territorial Analysis of CAP," 107th Seminar, January 30-February 1, 2008, Sevilla, Spain 6636, European Association of Agricultural Economists.
  18. L. Grossi & G. Morelli, 2006. "Robust volatility forecasts and model selection in financial time series," Economics Department Working Papers 2006-SE02, Department of Economics, Parma University (Italy).

Articles

  1. Lisi, Francesco & Grossi, Luigi & Quaglia, Federico, 2023. "Evaluation of Cost-at-Risk related to the procurement of resources in the ancillary services market. The case of the Italian electricity market," Energy Economics, Elsevier, vol. 121(C).
  2. Favero, Filippo & Grossi, Luigi, 2023. "Analysis of individual natural gas consumption and price elasticity: Evidence from billing data in Italy," Energy Economics, Elsevier, vol. 118(C).
  3. Silvia Golia & Luigi Grossi & Matteo Pelagatti, 2022. "Machine Learning Models and Intra-Daily Market Information for the Prediction of Italian Electricity Prices," Forecasting, MDPI, vol. 5(1), pages 1-21, December.
  4. Fianu, Emmanuel Senyo & Ahelegbey, Daniel Felix & Grossi, Luigi, 2022. "Modeling risk contagion in the Italian zonal electricity market," European Journal of Operational Research, Elsevier, vol. 298(2), pages 656-679.
  5. Filippo Beltrami & Fulvio Fontini & Monica Giulietti & Luigi Grossi, 2022. "The Zonal and Seasonal CO2 Marginal Emissions Factors for the Italian Power Market," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 83(2), pages 381-411, October.
  6. Petropoulos, Fotios & Apiletti, Daniele & Assimakopoulos, Vassilios & Babai, Mohamed Zied & Barrow, Devon K. & Ben Taieb, Souhaib & Bergmeir, Christoph & Bessa, Ricardo J. & Bijak, Jakub & Boylan, Joh, 2022. "Forecasting: theory and practice," International Journal of Forecasting, Elsevier, vol. 38(3), pages 705-871.
    • Fotios Petropoulos & Daniele Apiletti & Vassilios Assimakopoulos & Mohamed Zied Babai & Devon K. Barrow & Souhaib Ben Taieb & Christoph Bergmeir & Ricardo J. Bessa & Jakub Bijak & John E. Boylan & Jet, 2020. "Forecasting: theory and practice," Papers 2012.03854, arXiv.org, revised Jan 2022.
  7. Beltrami, Filippo & Fontini, Fulvio & Grossi, Luigi, 2021. "The value of carbon emission reduction induced by Renewable Energy Sources in the Italian power market," Ecological Economics, Elsevier, vol. 189(C).
  8. Luigi Grossi & Fabrizio Laurini, 2020. "Robust asset allocation with conditional value at risk using the forward search," Applied Stochastic Models in Business and Industry, John Wiley & Sons, vol. 36(3), pages 335-352, May.
  9. Beltrami, Filippo & Burlinson, Andrew & Giulietti, Monica & Grossi, Luigi & Rowley, Paul & Wilson, Grant, 2020. "Where did the time (series) go? Estimation of marginal emission factors with autoregressive components," Energy Economics, Elsevier, vol. 91(C).
  10. Daniela Bragoli & Camilla Ferretti & Piero Ganugi & Luigi Grossi & Giancarlo Ianulardo, 2019. "Does The Past Count? Sovereign Debt During The Classical Gold Standard Through The Lenses Of Mover Stayer And Markov Chain Models," Rivista Internazionale di Scienze Sociali, Vita e Pensiero, Pubblicazioni dell'Universita' Cattolica del Sacro Cuore, vol. 127(4), pages 407-432.
  11. Grossi, Luigi & Nan, Fany, 2019. "Robust forecasting of electricity prices: Simulations, models and the impact of renewable sources," Technological Forecasting and Social Change, Elsevier, vol. 141(C), pages 305-318.
  12. Lisa Crosato & Luigi Grossi, 2019. "Correcting outliers in GARCH models: a weighted forward approach," Statistical Papers, Springer, vol. 60(6), pages 1939-1970, December.
  13. Grossi, Luigi & Mussini, Mauro, 2018. "A spatial shift-share decomposition of electricity consumption changes across Italian regions," Energy Policy, Elsevier, vol. 113(C), pages 278-293.
  14. Monica Giulietti, Luigi Grossi, Elisa Trujillo Baute, and Michael Waterson, 2018. "Analyzing the Potential Economic Value of Energy Storage," The Energy Journal, International Association for Energy Economics, vol. 0(Special I).
  15. Luigi Grossi & Sven Heim & Kai Hüschelrath & Michael Waterson, 2018. "Electricity market integration and the impact of unilateral policy reforms," Oxford Economic Papers, Oxford University Press, vol. 70(3), pages 799-820.
  16. Luigi Grossi & Mauro Mussini, 2017. "Inequality in Energy Intensity in the EU-28: Evidence from a New Decomposition Method," The Energy Journal, International Association for Energy Economics, vol. 0(Number 4).
  17. Grossi, Luigi & Heim, Sven & Waterson, Michael, 2017. "The impact of the German response to the Fukushima earthquake," Energy Economics, Elsevier, vol. 66(C), pages 450-465.
  18. Mussini, Mauro & Grossi, Luigi, 2015. "Decomposing changes in CO2 emission inequality over time: The roles of re-ranking and changes in per capita CO2 emission disparities," Energy Economics, Elsevier, vol. 49(C), pages 274-281.
  19. Piero Ganugi & Luigi Grossi & Giancarlo Ianulardo, 2015. "Scale Economies And Heterogeneity In Business Money Demand: The Italian Experience," Bulletin of Economic Research, Wiley Blackwell, vol. 67(2), pages 146-165, April.
  20. Gianfreda, Angelica & Grossi, Luigi, 2012. "Forecasting Italian electricity zonal prices with exogenous variables," Energy Economics, Elsevier, vol. 34(6), pages 2228-2239.
  21. Monica Giulietti, Luigi Grossi, and Michael Waterson, 2012. "A Rough Analysis: Valuing Gas Storage," The Energy Journal, International Association for Energy Economics, vol. 0(Number 4).
  22. Luigi Grossi & Fabrizio Laurini, 2011. "Robust estimation of efficient mean–variance frontiers," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 5(1), pages 3-22, April.
  23. Giulietti, Monica & Grossi, Luigi & Waterson, Michael, 2010. "Price transmission in the UK electricity market: Was NETA beneficial?," Energy Economics, Elsevier, vol. 32(5), pages 1165-1174, September.
  24. Grossi, Luigi & Laurini, Fabrizio, 2009. "A robust forward weighted Lagrange multiplier test for conditional heteroscedasticity," Computational Statistics & Data Analysis, Elsevier, vol. 53(6), pages 2251-2263, April.
  25. P. Ganugi & L. Grossi & G. Gozzi, 2005. "Testing Gibrat's law in Italian macro-regions: Analysis on a panel of mechanical companies," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 14(1), pages 101-126, February.
  26. Piero Ganugi & Luigi Grossi & Lisa Crosato, 2004. "Firm size distributions and stochastic growth models: a comparison between ICT and Mechanical Italian Companies," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 12(3), pages 391-414, February.
  27. Luigi Grossi & Fabrizio Laurini, 2004. "Analysis of economic time series: effects of extremal observations on testing heteroscedastic components," Applied Stochastic Models in Business and Industry, John Wiley & Sons, vol. 20(2), pages 115-130, April.
  28. Grossi Luigi, 2004. "Analyzing Financial Time Series through Robust Estimators," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 8(2), pages 1-15, May.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Rankings

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 18 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ENE: Energy Economics (14) 2009-09-19 2011-07-02 2014-04-18 2014-06-02 2014-09-05 2015-11-07 2016-03-29 2017-05-14 2018-12-24 2019-09-02 2020-03-02 2020-03-02 2020-07-20 2021-05-24. Author is listed
  2. NEP-REG: Regulation (7) 2011-07-02 2015-11-07 2016-03-29 2019-09-02 2020-03-02 2020-07-20 2021-05-24. Author is listed
  3. NEP-EUR: Microeconomic European Issues (6) 2014-06-02 2014-09-05 2015-11-07 2019-09-02 2020-03-02 2020-07-20. Author is listed
  4. NEP-FOR: Forecasting (5) 2006-10-21 2011-07-02 2017-05-14 2018-12-24 2022-03-21. Author is listed
  5. NEP-ECM: Econometrics (3) 2006-10-21 2017-05-14 2018-12-24
  6. NEP-ETS: Econometric Time Series (3) 2006-10-21 2018-12-24 2020-03-02
  7. NEP-COM: Industrial Competition (2) 2019-09-02 2020-07-20
  8. NEP-ENV: Environmental Economics (2) 2020-03-02 2021-05-24
  9. NEP-IND: Industrial Organization (2) 2015-11-07 2019-09-02
  10. NEP-BAN: Banking (1) 2022-03-21
  11. NEP-CFN: Corporate Finance (1) 2006-10-21
  12. NEP-CWA: Central and Western Asia (1) 2022-03-21
  13. NEP-FIN: Finance (1) 2006-10-21
  14. NEP-FMK: Financial Markets (1) 2006-10-21
  15. NEP-MON: Monetary Economics (1) 2009-10-31
  16. NEP-NET: Network Economics (1) 2020-03-02
  17. NEP-TUR: Tourism Economics (1) 2020-08-31
  18. NEP-UPT: Utility Models and Prospect Theory (1) 2022-03-21
  19. NEP-URE: Urban and Real Estate Economics (1) 2020-08-31

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