3 papers
econ.EM2025
A Real-Time Framework for Forecasting Metal Prices
Andrea Bastianin, Luca Rossini, Lorenzo Tonni
This paper develops a real-time forecasting framework for the monthly real prices of four key industrial metals -- aluminum, copper, nickel, and zinc -- whose demand is rising due…
econ.EM2020
Inference in Bayesian Additive Vector Autoregressive Tree Models
Florian Huber, Luca Rossini
Vector autoregressive (VAR) models assume linearity between the endogenous variables and their lags. This assumption might be overly restrictive and could have a deleterious impact…
econ.EM2019
Comparing the forecasting of cryptocurrencies by Bayesian time-varying volatility models
Rick Bohte, Luca Rossini
This paper studies the forecasting ability of cryptocurrency time series. This study is about the four most capitalized cryptocurrencies: Bitcoin, Ethereum, Litecoin and Ripple. Di…