Robust forecast evaluation under extreme shocks
F. Iacone and A. Viselli · International Journal of Forecasting
Publications
Comparing predictive ability in the presence of instability over a very short time
F. Iacone, L. Rossini, and A. Viselli · The Econometrics Journal
Nowcasting and forecast evaluation under large instabilities
A. Viselli · University of Milan and University of Pavia
Working papers
Power Play: How Structural Shocks Drive European Electricity Markets
F. Ravazzolo, L. Rossini, and A. Viselli
Modeling European electricity market integration during turbulent times
F. Ravazzolo, L. Rossini, and A. Viselli
You can find the complete list of my work on Google Scholar, and code and replication materials on GitHub.