Details about Angelica Gianfreda
Access statistics for papers by Angelica Gianfreda.
Last updated 2025-02-17. Update your information in the RePEc Author Service.
Short-id: pgi226
Jump to Journal Articles Chapters
Working Papers
2022
- A Multivariate Dependence Analysis for Electricity Prices, Demand and Renewable Energy Sources
Papers, arXiv.org View citations (7)
2021
- Forecasting Electricity Prices with Expert, Linear and Non-Linear Models
Working Paper series, Rimini Centre for Economic Analysis 
See also Journal Article Forecasting electricity prices with expert, linear, and nonlinear models, International Journal of Forecasting, Elsevier (2023) View citations (8) (2023)
2020
- Large Time-Varying Volatility Models for Electricity Prices
Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School View citations (4)
2019
- Comparing the Forecasting Performances of Linear Models for Electricity Prices with High RES Penetration
Papers, arXiv.org View citations (5)
Also in Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School (2018) 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) View citations (34) (2020)
2018
- 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 View citations (26)
See also Journal Article A review of balancing costs in Italy before and after RES introduction, Renewable and Sustainable Energy Reviews, Elsevier (2018) View citations (24) (2018)
- 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 View citations (42)
2017
- 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 View citations (2)
2011
- Forecasting Italian Electricity Zonal Prices with Exogenous Variables
Working Papers, University of Verona, Department of Economics View citations (2)
See also Journal Article Forecasting Italian electricity zonal prices with exogenous variables, Energy Economics, Elsevier (2012) View citations (74) (2012)
2008
- Risk adjustment, investment policy, and valuation for an unlevered firm
Working Papers, University of Verona, Department of Economics
Journal Articles
2024
- The connectedness features of German electricity futures over short and long maturities
Finance Research Letters, 2024, 70, (C)
2023
- A worldwide analysis of the energy regulatory tasks and activities through the lenses of entropy and unsupervised statistical learning
Energy, 2023, 271, (C)
- Forecasting electricity prices with expert, linear, and nonlinear models
International Journal of Forecasting, 2023, 39, (2), 570-586 View citations (8)
See also Working Paper Forecasting Electricity Prices with Expert, Linear and Non-Linear Models, Working Paper series (2021) (2021)
- Large Time‐Varying Volatility Models for Hourly Electricity Prices
Oxford Bulletin of Economics and Statistics, 2023, 85, (3), 545-573
- Testing for integration and cointegration when time series are observed with noise
Economic Modelling, 2023, 125, (C) View citations (4)
2022
- Higher moments in the fundamental specification of electricity forward prices
Quantitative Finance, 2022, 22, (11), 2063-2078
2020
- Comparing the forecasting performances of linear models for electricity prices with high RES penetration
International Journal of Forecasting, 2020, 36, (3), 974-986 View citations (34)
See also Working Paper Comparing the Forecasting Performances of Linear Models for Electricity Prices with High RES Penetration, Papers (2019) View citations (5) (2019)
2019
- 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) View citations (7)
Also in The Energy Journal, 2019, 40, (1_suppl), 1-22 (2019) View citations (1)
2018
- A Trading-Based Evaluation of Density Forecasts in a Real-Time Electricity Market
Energies, 2018, 11, (10), 1-13 View citations (21)
- A review of balancing costs in Italy before and after RES introduction
Renewable and Sustainable Energy Reviews, 2018, 91, (C), 549-563 View citations (24)
See also Working Paper A Review of Balancing Costs in Italy before and after RES introduction, BEMPS - Bozen Economics & Management Paper Series (2018) View citations (26) (2018)
2016
- Revisiting long-run relations in power markets with high RES penetration
Energy Policy, 2016, 94, (C), 432-445 View citations (27)
- The Impact of RES in the Italian Day-Ahead and Balancing Markets
The Energy Journal, 2016, 37, (2_suppl), 161-184 View citations (1)
Also in The Energy Journal, 2016, Volume 37, (Bollino-Madlener Special Issue) (2016) View citations (35)
2012
- Forecasting Italian electricity zonal prices with exogenous variables
Energy Economics, 2012, 34, (6), 2228-2239 View citations (74)
See also Working Paper Forecasting Italian Electricity Zonal Prices with Exogenous Variables, Working Papers (2011) View citations (2) (2011)
2010
- Integration and shock transmissions across European electricity forward markets
Energy Economics, 2010, 32, (2), 278-291 View citations (72)
- Volatility and Volume Effects in European Electricity Spot Markets
Economic Notes, 2010, 39, (1‐2), 47-63 View citations (13)
Chapters
2018
- Measuring Model Risk in the European Energy Exchange
Springer View citations (2)
|
The links between different versions of a paper are constructed automatically by matching on the titles.
Please contact if a link is incorrect.
Use this form
to add links between versions where the titles do not match.
|