Details about Florentina Paraschiv

Access statistics for papers by Florentina Paraschiv.

Last updated 2018-03-10. Update your information in the RePEc Author Service.

Short-id: ppa877

Working Papers

2016

1. A Structural Model for Electricity Forward Prices
   Working Papers on Finance, University of St. Gallen, School of Finance View citations (1)
2. Estimation and Application of Fully Parametric Multifactor Quantile Regression with Dynamic Coefficients
   Working Papers on Finance, University of St. Gallen, School of Finance View citations (10)
3. Prediction of Extreme Price Occurrences in the German Day-ahead Electricity Market
   Working Papers on Finance, University of St. Gallen, School of Finance View citations (28)
   See also Journal Article Prediction of extreme price occurrences in the German day-ahead electricity market, Quantitative Finance, Taylor & Francis Journals (2016) View citations (28) (2016)

2015

4. Econometric Analysis of 15-minute Intraday Electricity Prices
   Working Papers on Finance, University of St. Gallen, School of Finance View citations (8)
   See also Journal Article Econometric analysis of 15-minute intraday electricity prices, Energy Economics, Elsevier (2017) View citations (96) (2017)
5. Multivariate Dynamic Copula Models: Parameter Estimation and Forecast Evaluation
   Working Papers on Finance, University of St. Gallen, School of Finance View citations (1)

2013

6. Extreme Spillover Between Shadow Banking and Regular Banking
   Working Papers on Finance, University of St. Gallen, School of Finance View citations (1)
7. Investors’ Behavior under Changing Market Volatility
   Working Papers on Finance, University of St. Gallen, School of Finance
8. Price Dynamics in Electricity Markets
   Working Papers on Finance, University of St. Gallen, School of Finance View citations (11)
9. Spot-forward Model for Electricity Prices
   Working Papers on Finance, University of St. Gallen, School of Finance View citations (5)

2012

10. Adjustment Policy of Deposit Rates in the Case of Swiss non-Maturing Savings Accounts
    Working Papers on Finance, University of St. Gallen, School of Finance View citations (1)
    See also Journal Article Adjustment Policy of Deposit Rates in the Case of Swiss Non-maturing Savings Accounts, Journal of Applied Finance & Banking, SCIENPRESS Ltd (2013) View citations (3) (2013)
11. Medium-term Planning for Thermal Electricity Production
    Working Papers on Finance, University of St. Gallen, School of Finance View citations (8)
12. Modeling Non-maturing Savings Volumes
    Working Papers on Finance, University of St. Gallen, School of Finance

Journal Articles

2017

1. Econometric analysis of 15-minute intraday electricity prices
   Energy Economics, 2017, 64, (C), 77-90 View citations (96)
   See also Working Paper Econometric Analysis of 15-minute Intraday Electricity Prices, Working Papers on Finance (2015) View citations (8) (2015)

2016

2. Extended forecast methods for day-ahead electricity spot prices applying artificial neural networks
   Applied Energy, 2016, 162, (C), 218-230 View citations (105)
3. Prediction of extreme price occurrences in the German day-ahead electricity market
   Quantitative Finance, 2016, 16, (12), 1929-1948 View citations (28)
   See also Working Paper Prediction of Extreme Price Occurrences in the German Day-ahead Electricity Market, Working Papers on Finance (2016) View citations (28) (2016)

2015

4. A spot-forward model for electricity prices with regime shifts
   Energy Economics, 2015, 47, (C), 142-153 View citations (36)
5. Stress-testing for portfolios of commodity futures
   Economic Modelling, 2015, 50, (C), 9-18 View citations (10)

2014

6. The impact of renewable energies on EEX day-ahead electricity prices
   Energy Policy, 2014, 73, (C), 196-210 View citations (149)

2013

7. Adjustment Policy of Deposit Rates in the Case of Swiss Non-maturing Savings Accounts
   Journal of Applied Finance & Banking, 2013, 3, (3), 19 View citations (3)
   See also Working Paper Adjustment Policy of Deposit Rates in the Case of Swiss non-Maturing Savings Accounts, Working Papers on Finance (2012) View citations (1) (2012)

Edited books

2006

1. Creare si deturnare de comert datorita extinderii Uniunii Europene. Analiza econometrica - Creation and Trade Diversion Due to EU Enlargement. Econometric Analysis (Romanian Version), vol 1
   Books of European Integration, Editura Lumen, Department of Economics