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Pubblicazioni

 

1. Fianu, E.S., Ahelegbey, D.F., Grossi, L. (2021), Modeling risk contagion in the Italian zonal electricity market, European Journal of Operational Research, doi: 10.1016/j.ejor.2021.06.052. (Rivista Fascia A per ANVUR e per abilitazione SECS-S/03).

2. Beltrami, F., Fontini, F., Grossi, L. (2021) The value of carbon emission reduction induced by Renewable Energy Sources in the Italian power market, Ecological Economics, vol. 189, doi: 10.1016/j.ecolecon.2021.107149. (Rivista Fascia A per ANVUR e per abilitazione SECS-S/03).

3. Beltrami, F., Fontini, F., Giulietti, M., Grossi L. (2021) The Zonal and Seasonal CO2 Marginal Emissions Factors for the Italian Power Market, Environmental and Resource Economics, https://doi.org/10.1007/s10640-021-00567-9. (Rivista Fascia A per ANVUR e per abilitazione SECS-S/03).

4. Grossi L., Mussini M. (2021), Seasonality in tourist flows: Decomposing and testing changes in seasonal concentration, Tourism Management, Vol. 84, n.104289, https://doi.org/10.1016/j.tourman.2021.104289. (Rivista Fascia A per ANVUR e per abilitazione SECS-S/03).

5. Beltrami F., Burlinson A., Giulietti M., Grossi L., Rowley P., Wilson G. (2020). Where did the time (series) go? Estimation of marginal emission factors with autoregressive components, Vol. 91, September 2020, 104905, Energy Economics, https://doi.org/10.1016/j.eneco.2020.104905. (Rivista Fascia A per ANVUR e per abilitazione SECS-S/03).

6. Aronne A., Grossi L. and Bressan A.A. (2020), Identifying outliers in asset pricing data with a new weighted forward search estimator, Revista Contabilidade & Financas, Epub January 31, 2020.https://dx.doi.org/10.1590/1808-057×201909620.

7. Grossi L. and Laurini F. (2020), Robust asset allocation with conditional value at risk using the forward search, Applied Stochastic Models in Business and Industry, Vol. 36, Issue 3, May 2020, pp. 335-352, https://doi.org/10.1002/asmb.2492. (Rivista Fascia A per abilitazione SECS-S/03).

8. Crosato L. and Grossi L. (2019), Correcting outliers in GARCH models: a weighted forward approach, Statistical Papers, Vol. 60, Issue 6, pp 1939-1970, doi:10.1007/s00362-017-0903-y. (Rivista Fascia A per abilitazione SECS-S/03).

9. Grossi L., Fany N. (2019), Robust forecasting of electricity prices: simulations, models and the impact of renewable sources, Technological Forecasting & Social Change, Vol. 141, p. 305-318. (Rivista Fascia A per ANVUR e per abilitazione SECS-S/03).

10.  Bragoli, D., Ferretti, C., Ganugi, P., Grossi, L., Ianulardo, G. (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, (4), p. 407-432.

11.  Giulietti M., Grossi L., Trujillo Baute E., Waterson M. (2018), Analyzing the Potential Economic Value of Energy Storage, The Energy Journal, Vol. 39, pp. 101-122. (Rivista Fascia A per ANVUR e per abilitazione SECS-S/03).

12.  Grossi L., Heim S., Hüschelrath K., Waterson M. (2018), Electricity market integration and the impact of unilateral policy reforms, Oxford Economic Papers, Vol. 70, Issue 3, pp. 799–820 https://doi.org/10.1093/oep/gpy005. (Rivista Fascia A per abilitazione SECS-S/03).

13.  Grossi L., Mussini M. (2018), A spatial shift-share decomposition of electricity consumption changes across Italian regions, Energy Policy, Vol. 113, p. 278-293, doi: doi.org/10.1016/j.enpol.2017.10.043. (Rivista Fascia A per ANVUR e per abilitazione SECS-S/03).

14.  Grossi L., Heim S. and Waterson M. (2017), The Impact of the German Response to the Fukushima Earthquake, Energy Economics, Vol. 66, p. 450-465, doi: 10.1016/j.eneco.2017.07.010. (Rivista Fascia A per ANVUR e per abilitazione SECS-S/03).

15.  Grossi L., Mussini M. (2017), Inequality in energy intensity in the EU-28. Evidences from a new decomposition method, The Energy Journal, Vol. 38 (4), http://dx.doi.org/10.5547/01956574.38.4.lgro. (Rivista Fascia A per ANVUR e per abilitazione SECS-S/03)

16.  Mussini M., Grossi L. (2015), Decomposing changes in CO2 emission inequality over time: the roles of re-ranking and changes in per capita CO2 emission disparities, Energy Economics, Vol. 49, pp. 274-281,

http://dx.doi.org/10.1016/j.eneco.2015.02.012.  (Rivista Fascia A per ANVUR e per abilitazione SECS-S/03)

17.  Fianu Senyo E., Grossi L. (2015), Estimation of risk measures on electricity markets with fat tailed distributions, Journal of Energy Markets, Vol.8(3), pp. 29-54.

18.  “Scale Economies and Heterogeneity in Business Money Demand: the Italian Experience”, (con Ganugi P., Ianulardo G.), Bulletin of Economic Research, Vol. 67, Issue 2, pp. 146–165 (2015).

19.  Gianfreda A., Grossi L. (2013), Editorial of the Special Issue on “Quantitative Analysis of Energy Markets”, Energy Economics, Vol. 35, pp. 1-4. doi:10.1016/j.eneco.2012.06.026. (Rivista Fascia A per ANVUR e per abilitazione SECS-S/03)

20.  Gianfreda A., Grossi L. (2012), “Forecasting Italian Electricity Zonal Prices with Exogenous Variables”, (con A. Gianfreda), Energy Economics, Vol. 34 (6), pp. 2228–2239. http://dx.doi.org/10.1016/j.eneco.2012.06.024 (Rivista Fascia A per ANVUR e per abilitazione SECS-S/03).

21.  Giulietti M., Grossi L., M. Waterson (2012) “A Rough Analysis: Valuing Gas Storage”,  The Energy Journal, Vol. 33 (4), pp. 119-141, http://dx.doi.org/10.5547/01956574.33.4.6. (Rivista Fascia A per ANVUR e per abilitazione SECS-S/03).

22.  Grossi L., Laurini F. (2011) “Robust estimation of efficient mean–variance frontiers”, Advances in Data Analysis and Classification, Vol. 5 (1), pp. 3-22. (Rivista Fascia A per abilitazione SECS-S/03).

23.  Giulietti M., Grossi L., M. Waterson (2010) “Price transmission in the UK electricity market: was NETA beneficial?”, Energy Economics, Vol. 32, pp. 1165–1174. (Rivista Fascia A per ANVUR e per abilitazione SECS-S/03).

24.  Grossi L., Laurini F. (2009) “A robust forward weighted Lagrange multiplier test for conditional heteroscedasticity”, Computational Statistics and Data Analysis Vol. 53 (6), pp. 2251-2263. (Rivista Fascia A per abilitazione SECS-S/03).

  1. Ganugi P., Grossi L., Gozzi G. (2004) “Testing Gibrat’s law in italian macro-regions: analysis on a panel of mechanical companies”, Statistical Methods and Applications, Vol. 14, Issue 1, pp.101-126. (Rivista Fascia A per abilitazione SECS-S/03).
  2. Grossi L., Laurini F. (2004) “Analysis of economic time series: effects of extremal observations on testing heteroscedastic components”, Applied Stochastic Models in Business and Industry, Vol. 20, Issue 2, pp. 115-130. (Rivista Fascia A per abilitazione SECS-S/03).
  3. Grossi L. (2004) “Analyzing Financial Time Series through Robust Estimators”, Studies in Nonlinear Dynamics & Econometrics: Vol. 8: No. 2, Article 3, http://www.bepress.com/snde/vol8/iss2/art3.
  4. Grossi L., G. P. Patil e C. Taillie (2004), “Statistical selection of perimeter-area models for patch mosaics in multiscale landscape analysis”, Environmental and Ecological Statistics, Vol. 11, pp. 165-181 (2004) (Rivista Fascia A per abilitazione SECS-S/03).
  5. Ganugi P., Grossi L., Crosato L. (2003) “Firm size distributions and stochastic growth models: a comparison between ICT and Mechanical Italian Companies”, Statistical Methods and Applications, Vol. 12, Issue 3, pp.391-414. (Rivista Fascia A per abilitazione SECS-S/03).
  6. Grossi L., G. Zurlini e O. Rossi (2002), “Spatial accumulation and extinction rates of mediterranean flora as related to species confinement to habitats”, Conservation Biology, Vol. 16, Issue 4, pp. 948-963.
  7. Grossi L., G. Zurlini e O. Rossi (2001), “Statistical detection of multiscale landscape patterns”, Environmental and Ecological Statistics, Vol. 8, Issue 3, pp. 253-267, (Rivista Fascia A per abilitazione SECS-S/03).

32.  Grossi L. e Gozzi G. (2000), “Influential observations in financial distress prediction models”, Statistica Applicata, Vol. 12 (4), pp. 497-517.

33.  Grossi L. e Morlini I. (1999), “Variabilità del benessere economico nelle province dell’Italia settentrionale”, Rivista di Statistica Applicata, Vol. 11, pp.93-121.

34.  Grossi L. (1999), “Influential observations in bivariate VARMA models”, Statistica, Vol. 2., pp. 279-291.

35.  Grossi L., Cocchi D., Tani J., Trivisano C. (1996), Metodi statistici per la sorveglianza della qualità dell’aria urbana: il caso di Bologna, Annali di Statistica, Vol. 10, pp.201-215.

Dipartimento di Scienze Statistiche | Università degli studi di Padova