Sfoglia per Autore  GIANFREDA, ANGELICA

Mostrati risultati da 1 a 15 di 15
Titolo Data di pubblicazione Autori Rivista Serie Titolo libro
Assessing model risk in financial and energy markets using dynamic conditional VaRs 2023 Gianfreda, Angelica + APPLIED STOCHASTIC MODELS IN BUSINESS AND INDUSTRY - -
Testing for integration and cointegration when time series are observed with noise 2023 Gianfreda, Angelica + ECONOMIC MODELLING - -
A worldwide analysis of the energy regulatory tasks and activites through the lenses of entropy and unsupervised statistical learning 2023 Gianfreda A. + ENERGY - -
Forecasting electricity prices with expert, linear, and nonlinear models 2023 Gianfreda A. + INTERNATIONAL JOURNAL OF FORECASTING - -
Large Time-Varying Volatility Models for Hourly Electricity Prices* 2023 Gianfreda A. + OXFORD BULLETIN OF ECONOMICS AND STATISTICS - -
A multivariate dependence analysis for electricity prices, demand and renewable energy sources 2022 Gianfreda A. + INFORMATION SCIENCES - -
Higher moments in the fundamental specification of electricity forward prices 2022 Gianfreda A. + QUANTITATIVE FINANCE - -
Comparing the forecasting performances of linear models for electricity prices with high RES penetration 2020 Gianfreda A. + INTERNATIONAL JOURNAL OF FORECASTING - -
The RES-Induced Switching Effect Across Fossil Fuels: An Analysis of Day-Ahead and Balancing Prices 2019 Gianfreda, Angelica + THE ENERGY JOURNAL - -
A review of balancing costs in Italy before and after RES introduction 2018 Gianfreda A. + RENEWABLE & SUSTAINABLE ENERGY REVIEWS - -
A stochastic latent moment model for electricity price formation 2018 Gianfreda A. + OPERATIONS RESEARCH - -
A trading-based evaluation of density forecasts in a real-time electricity market 2018 Gianfreda A. + ENERGIES - -
The Impact of RES in the Italian Day–Ahead and Balancing Markets 2016 Gianfreda, Angelica + THE ENERGY JOURNAL - -
Revisiting long-run relations in power markets with high RES penetration 2016 Gianfreda A. + ENERGY POLICY - -
Integration and shock transmissions across European electricity forward markets 2010 Gianfreda A. + ENERGY ECONOMICS - -
Mostrati risultati da 1 a 15 di 15
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