Rossini Luca

Associate Professor
Scientific-Disciplinary Sector
STAT-01/A - Statistics
Scientific-Disciplinary Group/Competition Sector
13/STAT-01 - STATISTICA

Contacts

Workplace

Via Conservatorio, 7
20122 MILANO (MI)

Office phone number
02503 21504
University email address
Office hours
Each Wednesday 10 -12
Reception office
DEMM, room 31, 3° floor (By appointment, please send an email)
Research

Publications

  • Uncertainty Quantification in Bayesian Reduced-Rank Sparse Regressions / M.F. Pintado, M. Iacopini, L. Rossini, A.Y. Shestopaloff. - In: STATISTICS AND COMPUTING. - ISSN 0960-3174. - 35:4(2025 Aug), pp. 110.1-110.19. [10.1007/s11222-025-10629-3]
  • Is the price cap for gas useful? Evidence from European countries / F. Ravazzolo, L. Rossini. - In: THE ANNALS OF APPLIED STATISTICS. - ISSN 1932-6157. - 19:2(2025 Jun), pp. 1-29. [10.1214/25-aoas2016]
  • Sparse time-varying parameter VECMs with an application to modeling electricity prices / N. Hauzenberger, M. Pfarrhofer, L. Rossini. - In: INTERNATIONAL JOURNAL OF FORECASTING. - ISSN 0169-2070. - 41:(2025 Mar), pp. 1.361-1.376. [10.1016/j.ijforecast.2024.09.001]
  • Bayesian semiparametric inference for TVP-SVAR models with asymmetry and fat tails / M. Iacopini, L. Rossini. - In: STATISTICAL MODELLING. - ISSN 1471-082X. - (2025), pp. 1-20. [Epub ahead of print] [10.1177/1471082x251326360]
  • Bayesian Partial Reduced-Rank Regression / M.F. Pintado, M. Iacopini, L. Rossini, A.Y. Shestopaloff. - In: JOURNAL OF COMPUTATIONAL AND GRAPHICAL STATISTICS. - ISSN 1061-8600. - (2025), pp. 1-20. [Epub ahead of print] [10.1080/10618600.2024.2446357]