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 0 1 18
A Review of Balancing Costs in Italy before and after RES introduction 0 0 1 71 0 1 6 216
A Stochastic Latent Moment Model for Electricity Price Formation 0 0 1 47 0 1 3 89
Comparing the Forecasting Performances of Linear Models for Electricity Prices with High RES Penetration 0 0 1 41 0 1 2 83
Comparing the Forecasting Performances of Linear Models for Electricity Prices with High RES Penetration 0 0 0 37 1 2 2 38
Forecasting Electricity Prices with Expert, Linear and Non-Linear Models 0 1 13 93 1 6 32 156
Forecasting Italian Electricity Zonal Prices with Exogenous Variables 0 0 1 102 0 0 2 178
Large Time-Varying Volatility Models for Electricity Prices 0 1 4 53 0 2 12 73
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 70
Total Working Papers 0 2 21 483 3 14 62 932

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 0 4 205
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 1 8 0 2 4 25
Forecasting Italian electricity zonal prices with exogenous variables 0 0 2 65 2 2 6 273
Forecasting electricity prices with expert, linear, and nonlinear models 0 0 1 5 0 0 5 19
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 0 1 43 0 0 1 131
Large Time‐Varying Volatility Models for Hourly Electricity Prices 0 0 1 5 1 2 3 14
Revisiting long-run relations in power markets with high RES penetration 0 0 0 8 0 0 1 50
Testing for integration and cointegration when time series are observed with noise 1 1 5 5 2 2 11 22
The Impact of RES in the Italian Day-Ahead and Balancing Markets 0 0 1 1 0 0 1 1
The Impact of RES in the Italian DayAhead and Balancing Markets 0 0 2 16 0 3 5 75
The RES-Induced Switching Effect Across Fossil Fuels: An Analysis of Day-Ahead and Balancing Prices 0 0 1 5 0 0 2 39
The RES-Induced Switching Effect Across Fossil Fuels: An Analysis of Day-Ahead and Balancing Prices 0 0 0 0 1 1 1 1
The connectedness features of German electricity futures over short and long maturities 0 0 0 0 0 1 1 1
Volatility and Volume Effects in European Electricity Spot Markets 0 0 2 7 0 0 3 18
Total Journal Articles 1 1 18 180 6 13 51 913

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 1 1 3 9
Total Chapters 0 0 0 0 1 1 3 9

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Statistics updated 2025-03-03