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 1 1 1 10 1 2 7 25
A Review of Balancing Costs in Italy before and after RES introduction 0 0 0 71 0 0 1 216
A Stochastic Latent Moment Model for Electricity Price Formation 0 0 1 48 1 1 3 91
Comparing the Forecasting Performances of Linear Models for Electricity Prices with High RES Penetration 0 0 0 41 2 3 4 86
Comparing the Forecasting Performances of Linear Models for Electricity Prices with High RES Penetration 0 0 0 37 0 3 5 41
Forecasting Electricity Prices with Expert, Linear and Non-Linear Models 0 1 8 100 4 9 31 181
Forecasting Italian Electricity Zonal Prices with Exogenous Variables 0 0 0 102 1 4 4 182
Large Time-Varying Volatility Models for Electricity Prices 0 0 3 55 3 5 14 85
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 0 1 2 71
Total Working Papers 1 2 13 494 12 28 71 989

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 1 1 33
A review of balancing costs in Italy before and after RES introduction 1 2 2 10 3 5 7 212
A worldwide analysis of the energy regulatory tasks and activities through the lenses of entropy and unsupervised statistical learning 0 0 0 0 0 1 1 3
Comparing the forecasting performances of linear models for electricity prices with high RES penetration 1 1 1 9 4 5 10 33
Forecasting Italian electricity zonal prices with exogenous variables 0 0 2 67 1 3 12 283
Forecasting electricity prices with expert, linear, and nonlinear models 3 4 6 11 4 6 15 34
Higher moments in the fundamental specification of electricity forward prices 0 0 0 1 0 1 1 6
Integration and shock transmissions across European electricity forward markets 2 2 6 49 3 6 11 142
Large Time‐Varying Volatility Models for Hourly Electricity Prices 0 0 1 6 0 1 4 16
Revisiting long-run relations in power markets with high RES penetration 0 0 0 8 2 3 3 53
Testing for integration and cointegration when time series are observed with noise 0 0 1 5 0 2 5 25
The Impact of RES in the Italian Day-Ahead and Balancing Markets 0 0 0 1 2 3 3 4
The Impact of RES in the Italian DayAhead and Balancing Markets 0 0 1 17 0 0 6 78
The RES-Induced Switching Effect Across Fossil Fuels: An Analysis of Day-Ahead and Balancing Prices 0 0 0 5 0 1 1 40
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 2 2 4 4
Volatility and Volume Effects in European Electricity Spot Markets 0 0 1 8 0 0 1 19
Total Journal Articles 7 9 21 200 21 40 86 986

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 1 9
Total Chapters 0 0 0 0 0 0 1 9

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Statistics updated 2025-12-06