2 papers
econ.EM2025
Modeling European Electricity Market Integration during turbulent times
Francesco Ravazzolo, Luca Rossini, Andrea Viselli
This paper introduces a novel Bayesian reverse unrestricted mixed-frequency model applied to a panel of nine European electricity markets. Our model analyzes the impact of daily fo…
econ.EM2024
Comparing predictive ability in presence of instability over a very short time
Fabrizio Iacone, Luca Rossini, Andrea Viselli
We consider forecast comparison in the presence of instability when this affects only a short period of time. We demonstrate that global tests do not perform well in this case, as…