Luigi Grossi

Luigi Grossi

Università degli Studi di Padova

H-index: 20

Europe-Italy

About Luigi Grossi

Luigi Grossi, With an exceptional h-index of 20 and a recent h-index of 12 (since 2020), a distinguished researcher at Università degli Studi di Padova, specializes in the field of Time series, Robust statistics, Energy prices, Energy markets, Carbon emissions.

His recent articles reflect a diverse array of research interests and contributions to the field:

On-line conformalized neural networks ensembles for probabilistic forecasting of day-ahead electricity prices

Structural changes in contagion channels: the impact of COVID-19 on the Italian electricity market

Analysis of individual natural gas consumption and price elasticity: Evidence from billing data in Italy

Evaluation of Cost-at-Risk related to the procurement of resources in the ancillary services market. The case of the Italian electricity market

Modeling risk contagion in the Italian zonal electricity market

Machine Learning Models and Intra-Daily Market Information for the Prediction of Italian Electricity Prices

The zonal and seasonal CO2 marginal emissions factors for the Italian power market

Robust Diagnostics for Linear Mixed Models with the Forward Search

Luigi Grossi Information

University

Position

___

Citations(all)

1418

Citations(since 2020)

903

Cited By

713

hIndex(all)

20

hIndex(since 2020)

12

i10Index(all)

26

i10Index(since 2020)

17

Email

University Profile Page

Università degli Studi di Padova

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Luigi Grossi Skills & Research Interests

Time series

Robust statistics

Energy prices

Energy markets

Carbon emissions

Top articles of Luigi Grossi

Title

Journal

Author(s)

Publication Date

On-line conformalized neural networks ensembles for probabilistic forecasting of day-ahead electricity prices

arXiv preprint arXiv:2404.02722

Alessandro Brusaferri

Andrea Ballarino

Luigi Grossi

Fabrizio Laurini

2024/4/3

Structural changes in contagion channels: the impact of COVID-19 on the Italian electricity market

Annals of Operations Research

Daniel Felix Ahelegbey

Roberto Casarin

Emmanuel Senyo Fianu

Luigi Grossi

2024/3/15

Analysis of individual natural gas consumption and price elasticity: Evidence from billing data in Italy

Energy Economics

Filippo Favero

Luigi Grossi

2023/2/1

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

Francesco Lisi

Luigi Grossi

Federico Quaglia

2023/5/1

Modeling risk contagion in the Italian zonal electricity market

European Journal of Operational Research

Emmanuel Senyo Fianu

Daniel Felix Ahelegbey

Luigi Grossi

2022/4/16

Machine Learning Models and Intra-Daily Market Information for the Prediction of Italian Electricity Prices

Forecasting

Silvia Golia

Luigi Grossi

Matteo Pelagatti

2022/12/30

The zonal and seasonal CO2 marginal emissions factors for the Italian power market

Environmental and Resource Economics

Filippo Beltrami

Fulvio Fontini

Monica Giulietti

Luigi Grossi

2022/10

Robust Diagnostics for Linear Mixed Models with the Forward Search

Aldo Corbellini

Luigi Grossi

Fabrizio Laurini

2022/8/25

Forecasting: theory and practice

Fotios Petropoulos

Daniele Apiletti

Vassilios Assimakopoulos

Mohamed Zied Babai

Devon K Barrow

...

2022/7/1

Risk management via contemporaneous and temporal dependence structures with applications

MethodsX

Emmanuel Senyo Fianu

Daniel Felix Ahelegbey

Luigi Grossi

2021/1/1

Machine learning models for electricity price forecasting

Preface XIX 1 Plenary Sessions

Silvia Golia

Luigi Grossi

Matteo Pelagatti

2021

The value of carbon emission reduction induced by renewable energy sources in the Italian power market

Ecological Economics

Filippo Beltrami

Fulvio Fontini

Luigi Grossi

2021/11/1

Seasonality in tourist flows: Decomposing and testing changes in seasonal concentration

Tourism Management

Luigi Grossi

Mauro Mussini

2021/6/1

Where did the time (series) go? Estimation of marginal emission factors with autoregressive components

Energy Economics

Filippo Beltrami

Andrew Burlinson

Monica Giulietti

Luigi Grossi

Paul Rowley

...

2020/9/1

Essays on the Italian electricity market

Francesco Rossetto

Luigi Grossi

Pollitt Michael

2021

Robust asset allocation with conditional value at risk using the forward search

Applied Stochastic Models in Business and Industry

Luigi Grossi

Fabrizio Laurini

2020/5

Identificação de outliers em dados de precificação de ativos com um novo estimador de forward search ponderado

Revista Contabilidade & Finanças

Alexandre Aronne

Luigi Grossi

Aureliano Angel Bressan

2020/12

See List of Professors in Luigi Grossi University(Università degli Studi di Padova)

Co-Authors

H-index: 30
Filippo Arfini

Filippo Arfini

Università degli Studi di Parma

H-index: 22
Monica Giulietti

Monica Giulietti

Loughborough University

H-index: 21
Michele Donati

Michele Donati

Università degli Studi di Parma

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