EconPapers    
Economics at your fingertips  
 

Details about Angelica Gianfreda

Postal address:University of Padua, Department of Economics and Management via del Santo 33 35123, Padova Italy
Workplace:Dipartimento di Scienze Economiche e Aziendali "Marco Fanno" (Department of Economics and Management), Università degli Studi di Padova (University of Padua), (more information at EDIRC)

Access statistics for papers by Angelica Gianfreda.

Last updated 2024-02-07. Update your information in the RePEc Author Service.

Short-id: pgi226


Jump to Journal Articles Chapters

Working Papers

2022

  1. A Multivariate Dependence Analysis for Electricity Prices, Demand and Renewable Energy Sources
    Papers, arXiv.org Downloads View citations (1)

2021

  1. Forecasting Electricity Prices with Expert, Linear and Non-Linear Models
    Working Paper series, Rimini Centre for Economic Analysis Downloads
    See also Journal Article Forecasting electricity prices with expert, linear, and nonlinear models, International Journal of Forecasting, Elsevier (2023) Downloads View citations (2) (2023)

2020

  1. Large Time-Varying Volatility Models for Electricity Prices
    Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School Downloads View citations (4)

2019

  1. Comparing the Forecasting Performances of Linear Models for Electricity Prices with High RES Penetration
    Papers, arXiv.org Downloads View citations (5)
    Also in Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School (2018) Downloads View citations (4)

    See also Journal Article Comparing the forecasting performances of linear models for electricity prices with high RES penetration, International Journal of Forecasting, Elsevier (2020) Downloads View citations (28) (2020)

2018

  1. A Review of Balancing Costs in Italy before and after RES introduction
    BEMPS - Bozen Economics & Management Paper Series, Faculty of Economics and Management at the Free University of Bozen Downloads View citations (24)
    See also Journal Article A review of balancing costs in Italy before and after RES introduction, Renewable and Sustainable Energy Reviews, Elsevier (2018) Downloads View citations (23) (2018)
  2. A Stochastic Latent Moment Model for Electricity Price Formation
    BEMPS - Bozen Economics & Management Paper Series, Faculty of Economics and Management at the Free University of Bozen Downloads View citations (38)

2017

  1. The RES-induced Switching Effect Across Fossil Fuels: An Analysis of the Italian Day-Ahead and Balancing Prices and Their Connected Costs
    Working Papers, University of Milano-Bicocca, Department of Economics Downloads View citations (2)

2011

  1. Forecasting Italian Electricity Zonal Prices with Exogenous Variables
    Working Papers, University of Verona, Department of Economics Downloads View citations (2)
    See also Journal Article Forecasting Italian electricity zonal prices with exogenous variables, Energy Economics, Elsevier (2012) Downloads View citations (72) (2012)

2008

  1. Risk adjustment, investment policy, and valuation for an unlevered firm
    Working Papers, University of Verona, Department of Economics Downloads

Journal Articles

2023

  1. A worldwide analysis of the energy regulatory tasks and activities through the lenses of entropy and unsupervised statistical learning
    Energy, 2023, 271, (C) Downloads
  2. Forecasting electricity prices with expert, linear, and nonlinear models
    International Journal of Forecasting, 2023, 39, (2), 570-586 Downloads View citations (2)
    See also Working Paper Forecasting Electricity Prices with Expert, Linear and Non-Linear Models, Working Paper series (2021) Downloads (2021)
  3. Large Time‐Varying Volatility Models for Hourly Electricity Prices
    Oxford Bulletin of Economics and Statistics, 2023, 85, (3), 545-573 Downloads
  4. Testing for integration and cointegration when time series are observed with noise
    Economic Modelling, 2023, 125, (C) Downloads View citations (1)

2022

  1. Higher moments in the fundamental specification of electricity forward prices
    Quantitative Finance, 2022, 22, (11), 2063-2078 Downloads

2020

  1. Comparing the forecasting performances of linear models for electricity prices with high RES penetration
    International Journal of Forecasting, 2020, 36, (3), 974-986 Downloads View citations (28)
    See also Working Paper Comparing the Forecasting Performances of Linear Models for Electricity Prices with High RES Penetration, Papers (2019) Downloads View citations (5) (2019)

2019

  1. The RES-Induced Switching Effect Across Fossil Fuels: An Analysis of Day-Ahead and Balancing Prices
    The Energy Journal, 2019, Volume 40, (The New Era of Energy Transition) Downloads View citations (6)

2018

  1. A Trading-Based Evaluation of Density Forecasts in a Real-Time Electricity Market
    Energies, 2018, 11, (10), 1-13 Downloads View citations (20)
  2. A review of balancing costs in Italy before and after RES introduction
    Renewable and Sustainable Energy Reviews, 2018, 91, (C), 549-563 Downloads View citations (23)
    See also Working Paper A Review of Balancing Costs in Italy before and after RES introduction, BEMPS - Bozen Economics & Management Paper Series (2018) Downloads View citations (24) (2018)

2016

  1. Revisiting long-run relations in power markets with high RES penetration
    Energy Policy, 2016, 94, (C), 432-445 Downloads View citations (25)
  2. The Impact of RES in the Italian DayAhead and Balancing Markets
    The Energy Journal, 2016, Volume 37, (Bollino-Madlener Special Issue) Downloads View citations (34)

2012

  1. Forecasting Italian electricity zonal prices with exogenous variables
    Energy Economics, 2012, 34, (6), 2228-2239 Downloads View citations (72)
    See also Working Paper Forecasting Italian Electricity Zonal Prices with Exogenous Variables, Working Papers (2011) Downloads View citations (2) (2011)

2010

  1. Integration and shock transmissions across European electricity forward markets
    Energy Economics, 2010, 32, (2), 278-291 Downloads View citations (69)
  2. Volatility and Volume Effects in European Electricity Spot Markets
    Economic Notes, 2010, 39, (1‐2), 47-63 Downloads View citations (12)

Chapters

2018

  1. Measuring Model Risk in the European Energy Exchange
    Springer View citations (2)
 
Page updated 2024-04-18