GIANFREDA, Angelica
GIANFREDA, Angelica
Dipartimento di Economia "Marco Biagi"
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, Angelica; Parisio, Lucia; Pelagatti, Matteo
A Stochastic Latent Moment Model for Electricity Price Formation
2018 Gianfreda, Angelica; Bunn, Derek
A Trading-Based Evaluation of Density Forecasts in a Real-Time Electricity Market
2018 Bunn, Derek W.; Gianfreda, Angelica; Kermer, Stefan
A worldwide analysis of the energy regulatory tasks and activities through the lenses of entropy and unsupervised statistical learning
2023 Gianfreda, Angelica; Scandolo, Giacomo
Comparing the forecasting performances of linear models for electricity prices with high RES penetration
2020 Gianfreda, Angelica; Ravazzolo, Francesco; Rossini, Luca
Economics of Sustainable and Renewable Energy Systems
2019 Gianfreda, A.; Weron, R.
Energy Risk Management by Value-at-Risk
2018 Gianfreda, A.; Scandolo, G.
Forecasting electricity prices with expert, linear, and nonlinear models
2023 Gloria Billè, Anna; Gianfreda, Angelica; Del Grosso, Filippo; Ravazzolo, Francesco
Forecasting Italian electricity zonal prices with exogenous variables
2012 Gianfreda, A.; Grossi, L.
Forecasting Value-at-Risk for Model Risk Analysis in Energy Markets
2018 Gianfreda, A.; Scandolo, G.
Higher moments in the fundamental specification of electricity forward prices
2022 Gianfreda, Angelica; Scandolo, Giacomo; Bunn, Derek W.
Imbalances and market rules in Italian wholesale electricity market
2017 Gianfreda, A.; Clò, S.
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.
Measuring model risk in the European energy exchange
2018 Gianfreda, A.; Scandolo, G.
Quantitative analysis of energy markets
2013 Gianfreda, A.; Grossi, L.
RES effects in Italian wholesale electricity market
2015 Gianfreda, A.; Parisio, L.
Revisiting long-run relations in power markets with high RES penetration
2016 Gianfreda, A.; Parisio, L.; Pelagatti, M.
Revisiting Risk Premia in Electricity Markets
2022 Gianfreda, A.; Scandolo, G.