Via Festa del Perdono, 7
Milan, 20122
Italy
Cannaregio 873
Venice, 30121
University of Milan
Ca Foscari University of Venice - Dipartimento di Economia
Density Forecasting, Electricity Prices, Forecasting, Mixed-Frequency VAR models, MIDAS models
Matrix Distributions, Tail Heterogeneity, (inverse) Riesz Distribution, Fat-Tails, Realized Covariance Matrices
Bayesian nonparametrics; Bayesian model selection; Shrinkage; Large vector autoregression; Network representation; Connectedness
Yule-Simon Distribution, Data Augmentation, Count Data Regression, Text Analysis
Bayesian time series, Forecasted error variance decomposition, Gas price cap, Impulse response function, Mixture representation
Bayesian Nonparametrics, Dependent Dirichlet process, Large vector autoregression, Sparsity, Time-Varying networks
Bayesian nonparametrics, Conditional Copula models, Slice sampling
Bayesian inference, Carbon prices, Climate Changes, EU ETS, Forecasting
Bayesian inference, mixed-frequency, multivariate quantile regression, nowcasting, VAR
Bayesian inference, Carbon prices, Climate Changes, EU ETS, Forecasting.
