GIANFREDA, ANGELICA
GIANFREDA, ANGELICA
Dipartimento di Scienze Economiche e Aziendali "Marco Fanno" - DSEA
A multivariate dependence analysis for electricity prices, demand and renewable energy sources
2022 Durante, F.; Gianfreda, A.; Ravazzolo, F.; Rossini, L.
A review of balancing costs in Italy before and after RES introduction
2018 Gianfreda, A.; Parisio, L.; Pelagatti, M.
A stochastic latent moment model for electricity price formation
2018 Gianfreda, A.; Bunn, D.
A trading-based evaluation of density forecasts in a real-time electricity market
2018 Bunn, D. W.; Gianfreda, A.; Kermer, S.
A worldwide analysis of the energy regulatory tasks and activites through the lenses of entropy and unsupervised statistical learning
2023 Gianfreda, A.; Scandolo, G.
Assessing model risk in financial and energy markets using dynamic conditional VaRs
2023 Gianfreda, Angelica; Scandolo, Giacomo
Comparing the forecasting performances of linear models for electricity prices with high RES penetration
2020 Gianfreda, A.; Ravazzolo, F.; Rossini, L.
Forecasting electricity prices with expert, linear, and nonlinear models
2023 Bille, A. G.; Gianfreda, A.; Del Grosso, F.; Ravazzolo, F.
Higher moments in the fundamental specification of electricity forward prices
2022 Gianfreda, A.; Scandolo, G.; Bunn, D. W.
Integration and shock transmissions across European electricity forward markets
2010 Bunn, D. W.; Gianfreda, A.
Large Time-Varying Volatility Models for Hourly Electricity Prices*
2023 Gianfreda, A.; Ravazzolo, F.; Rossini, L.
Revisiting long-run relations in power markets with high RES penetration
2016 Gianfreda, A.; Parisio, L.; Pelagatti, M.
Testing for integration and cointegration when time series are observed with noise
2023 Gianfreda, Angelica; Maranzano, Paolo; Parisio, Lucia; Pelagatti, Matteo
The Impact of RES in the Italian Day–Ahead and Balancing Markets
2016 Gianfreda, Angelica; Parisio, Lucia; Pelagatti, Matteo
The RES-Induced Switching Effect Across Fossil Fuels: An Analysis of Day-Ahead and Balancing Prices
2019 Gianfreda, Angelica; Parisio, Lucia; Pelagatti, Matteo