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

Working Papers

2022

1. A Multivariate Dependence Analysis for Electricity Prices, Demand and Renewable Energy Sources
   Papers, arXiv.org View citations (8)

2021

2. 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 (10) (2023)

2020

3. 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

4. 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 (36) (2020)

2018

5. 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)
6. 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

7. 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

8. 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 (77) (2012)

2008

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

Journal Articles

2024

1. The connectedness features of German electricity futures over short and long maturities
   Finance Research Letters, 2024, 70, (C)

2023

2. A worldwide analysis of the energy regulatory tasks and activities through the lenses of entropy and unsupervised statistical learning
   Energy, 2023, 271, (C)
3. Forecasting electricity prices with expert, linear, and nonlinear models
   International Journal of Forecasting, 2023, 39, (2), 570-586 View citations (10)
   See also Working Paper Forecasting Electricity Prices with Expert, Linear and Non-Linear Models, Working Paper series (2021) (2021)
4. Large Time‐Varying Volatility Models for Hourly Electricity Prices
   Oxford Bulletin of Economics and Statistics, 2023, 85, (3), 545-573
5. Testing for integration and cointegration when time series are observed with noise
   Economic Modelling, 2023, 125, (C) View citations (4)

2022

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

2020

7. 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 (36)
   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

8. 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

9. A Trading-Based Evaluation of Density Forecasts in a Real-Time Electricity Market
   Energies, 2018, 11, (10), 1-13 View citations (22)
10. 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

11. Revisiting long-run relations in power markets with high RES penetration
    Energy Policy, 2016, 94, (C), 432-445 View citations (27)
12. 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

13. Forecasting Italian electricity zonal prices with exogenous variables
    Energy Economics, 2012, 34, (6), 2228-2239 View citations (77)
    See also Working Paper Forecasting Italian Electricity Zonal Prices with Exogenous Variables, Working Papers (2011) View citations (2) (2011)

2010

14. Integration and shock transmissions across European electricity forward markets
    Energy Economics, 2010, 32, (2), 278-291 View citations (72)
15. Volatility and Volume Effects in European Electricity Spot Markets
    Economic Notes, 2010, 39, (1‐2), 47-63 View citations (13)

Chapters

2018

1. Measuring Model Risk in the European Energy Exchange
   Springer View citations (2)