Access Statistics for Angelica Gianfreda

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Multivariate Dependence Analysis for Electricity Prices, Demand and Renewable Energy Sources 0 0 0 9 0 3 5 23
A Review of Balancing Costs in Italy before and after RES introduction 0 0 0 71 0 0 3 216
A Stochastic Latent Moment Model for Electricity Price Formation 0 0 1 48 0 0 2 90
Comparing the Forecasting Performances of Linear Models for Electricity Prices with High RES Penetration 0 0 0 41 1 1 2 84
Comparing the Forecasting Performances of Linear Models for Electricity Prices with High RES Penetration 0 0 0 37 0 0 2 38
Forecasting Electricity Prices with Expert, Linear and Non-Linear Models 0 3 9 99 3 8 32 175
Forecasting Italian Electricity Zonal Prices with Exogenous Variables 0 0 0 102 1 1 1 179
Large Time-Varying Volatility Models for Electricity Prices 0 0 3 55 1 4 11 81
Risk adjustment, investment policy, and valuation for an unlevered firm 0 0 0 0 0 0 0 11
The RES-induced Switching Effect Across Fossil Fuels: An Analysis of the Italian Day-Ahead and Balancing Prices and Their Connected Costs 0 0 0 30 1 1 2 71
Total Working Papers 0 3 13 492 7 18 60 968

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Trading-Based Evaluation of Density Forecasts in a Real-Time Electricity Market 0 0 0 3 0 0 0 32
A review of balancing costs in Italy before and after RES introduction 0 0 1 8 0 1 3 207
A worldwide analysis of the energy regulatory tasks and activities through the lenses of entropy and unsupervised statistical learning 0 0 0 0 0 0 1 2
Comparing the forecasting performances of linear models for electricity prices with high RES penetration 0 0 0 8 0 1 5 28
Forecasting Italian electricity zonal prices with exogenous variables 0 0 2 67 1 2 11 281
Forecasting electricity prices with expert, linear, and nonlinear models 0 0 2 7 1 1 11 29
Higher moments in the fundamental specification of electricity forward prices 0 0 0 1 0 0 2 5
Integration and shock transmissions across European electricity forward markets 0 3 4 47 1 4 6 137
Large Time‐Varying Volatility Models for Hourly Electricity Prices 0 0 1 6 1 1 4 16
Revisiting long-run relations in power markets with high RES penetration 0 0 0 8 0 0 0 50
Testing for integration and cointegration when time series are observed with noise 0 0 1 5 1 1 5 24
The Impact of RES in the Italian Day-Ahead and Balancing Markets 0 0 0 1 0 0 0 1
The Impact of RES in the Italian DayAhead and Balancing Markets 0 0 3 17 0 2 8 78
The RES-Induced Switching Effect Across Fossil Fuels: An Analysis of Day-Ahead and Balancing Prices 0 0 0 5 0 0 0 39
The RES-Induced Switching Effect Across Fossil Fuels: An Analysis of Day-Ahead and Balancing Prices 0 0 0 0 0 0 1 1
The connectedness features of German electricity futures over short and long maturities 0 0 0 0 0 0 2 2
Volatility and Volume Effects in European Electricity Spot Markets 0 0 2 8 0 0 2 19
Total Journal Articles 0 3 16 191 5 13 61 951

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Measuring Model Risk in the European Energy Exchange 0 0 0 0 0 0 2 9
Total Chapters 0 0 0 0 0 0 2 9

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Statistics updated 2025-10-06