Access Statistics for Tiziano Vargiolu

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
Additive energy forward curves in a Heath-Jarrow-Morton framework 0 0 0 27 4 10 13 49
Capturing the power options smile by an additive two-factor model for overlapping futures prices 0 0 0 2 2 2 4 21
Capturing the power options smile by an additive two-factor model for overlapping futures prices 0 0 1 16 2 4 6 39
Efficient representation of supply and demand curves on day-ahead electricity markets 0 0 0 26 0 0 3 22
Nonzero-Sum Stochastic Differential Games with Impulse Controls: A Verification Theorem with Applications 0 0 0 0 1 3 6 23
Nonzero-sum stochastic differential games with impulse controls: a verification theorem with applications 0 0 0 12 2 4 9 36
Nonzero-sum stochastic differential games with impulse controls: a verification theorem with applications 0 0 0 0 2 3 6 10
Nonzero-sum stochastic differential games with impulse controls: a verification theorem with applications 0 0 0 17 0 5 7 45
On the Singular Control of Exchange Rates 0 0 1 19 1 1 3 29
On the Singular Control of Exchange Rates 0 0 1 12 0 2 3 30
Optimal Installation of Solar Panels with Price Impact: a Solvable Singular Stochastic Control Problem 0 0 0 14 0 0 1 13
Optimal Installation of Solar Panels with Price Impact: a Solvable Singular Stochastic Control Problem 0 0 0 9 1 2 2 24
Optimal Investment and Fair Sharing Rules of the Incentives for Renewable Energy Communities 0 0 2 15 1 6 10 21
Optimal Portfolio in Intraday Electricity Markets Modelled by L\'evy-Ornstein-Uhlenbeck Processes 0 0 0 22 2 4 4 73
Optimal energy storage management for self-consumption groups 0 0 0 0 6 11 13 13
Optimal exercise of swing contracts in energy markets: an integral constrained stochastic optimal control problem 0 0 0 12 1 2 4 42
Optimal management of pumped hydroelectric production with state constrained optimal control 0 0 0 1 0 2 3 14
Pricing Reliability Options under different electricity prices' regimes 0 0 0 20 2 6 6 73
Utility indifference pricing and hedging for structured contracts in energy markets 0 0 0 10 1 2 4 36
Utility indifference pricing and hedging for structured contracts in energy markets 0 0 0 10 2 2 7 24
Variables Reduction in Sequential Resource Allocation Problems 0 0 0 7 3 3 5 20
Total Working Papers 0 0 5 251 33 74 119 657

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Capturing the power options smile by an additive two-factor model for overlapping futures prices 0 0 1 7 1 2 4 27
Efficient representation of supply and demand curves on day-ahead electricity markets 0 1 1 1 1 4 6 6
Invariant measures for the Musiela equation with deterministic diffusion term 0 0 0 146 0 2 2 679
Investing in electricity production under a reliability options scheme 0 0 0 1 0 0 1 10
Mean-reverting no-arbitrage additive models for forward curves in energy markets 0 0 2 17 3 3 13 50
Modeling and valuing make-up clauses in gas swing contracts 0 0 0 15 2 3 5 125
Nonzero-Sum Stochastic Differential Games with Impulse Controls: A Verification Theorem with Applications 0 0 0 3 3 6 7 21
On the singular control of exchange rates 0 0 0 10 0 2 8 37
Optimal Portfolio for CRRA Utility Functions when Risky Assets are Exponential Additive Processes 0 1 1 5 7 13 17 38
Optimal installation of renewable electricity sources: the case of Italy 0 0 1 5 1 2 6 32
Optimal intraday power trading with a Gaussian additive process 1 1 1 1 1 2 2 2
Optimal management of pumped hydroelectric production with state constrained optimal control 0 0 0 2 1 2 3 15
Optimal prepayment and default rules for mortgage-backed securities 0 0 0 12 1 1 2 63
Price dynamics in the European Union Emissions Trading System and evaluation of its ability to boost emission-related investment decisions 0 0 2 7 1 2 6 31
Pricing reliability options under different electricity price regimes 0 0 1 13 2 3 5 36
Pricing vulnerable claims in a Lévy-driven model 0 0 0 6 0 2 2 45
Recent advances in mathematical methods for finance 2 2 5 7 3 3 7 12
Robustness for path-dependent volatility models 0 0 0 1 1 3 4 38
Robustness of the Black-Scholes approach in the case of options on several assets 0 0 0 259 2 4 6 994
Shortfall risk minimising strategies in the binomial model: characterisation and convergence 0 0 0 1 1 4 4 21
Superreplication of European multiasset derivatives with bounded stochastic volatility 0 1 1 2 0 1 1 10
Utility indifference pricing and hedging for structured contracts in energy markets 0 0 0 2 0 2 2 29
Total Journal Articles 3 6 16 523 31 66 113 2,321
1 registered items for which data could not be found
logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2026-01-09