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person:"Bode, Sven"
~person:"Gianfreda, Angelica"
~person:"Pollitt, Michael G."
~type_genre:"Article in journal"
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Bode, Sven
Gianfreda, Angelica
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Testing for integration and cointegration when time series are observed with noise
Gianfreda, Angelica
;
Maranzano, Paolo
;
Parisio, Lucia
; …
- In:
Economic modelling
125
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014463618
Saved in:
2
Forecasting electricity prices with expert, linear, and nonlinear models
Billé, Anna Gloria
;
Gianfreda, Angelica
;
Del Grosso, …
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 570-586
Persistent link: https://www.econbiz.de/10014465069
Saved in:
3
Large time-varying volatility models for hourly electricity prices
Gianfreda, Angelica
;
Ravazzolo, Francesco
;
Rossini, Luca
- In:
Oxford bulletin of economics and statistics
85
(
2023
)
3
,
pp. 545-573
Persistent link: https://www.econbiz.de/10014304428
Saved in:
4
Higher moments in the fundamental specification of electricity forward prices
Gianfreda, Angelica
;
Scandolo, Giacomo
;
Bunn, Derek W.
- In:
Quantitative finance
22
(
2022
)
11
,
pp. 2063-2078
Persistent link: https://www.econbiz.de/10013490922
Saved in:
5
Can wholesale electricity prices support "subsidy-free" generation investment in Europe?
Chyong, Chi Kong
;
Pollitt, Michael G.
;
Cruise, Reuben
-
2019
Persistent link: https://www.econbiz.de/10012703179
Saved in:
6
Restructuring the Chinese electricity supply sector : an assessment of the market pilot in Guangdong Province
Pollitt, Michael G.
;
Yang, Chung-Han
;
Chen, Hao
-
2018
Persistent link: https://www.econbiz.de/10012667761
Saved in:
7
Restructuring the Chinese electricity supply sector : how industrial electricity prices are determined in a liberalized power market : lessons from Great Britain
Pollitt, Michael G.
;
Dale, Lewis
-
2018
Persistent link: https://www.econbiz.de/10012672258
Saved in:
8
Comparing the forecasting performances of linear models for electricity prices with high RES penetration
Gianfreda, Angelica
;
Ravazzolo, Francesco
;
Rossini, Luca
- In:
International journal of forecasting
36
(
2020
)
3
,
pp. 974-986
Persistent link: https://www.econbiz.de/10012497125
Saved in:
9
A stochastic latent moment model for electricity price formation
Gianfreda, Angelica
;
Bunn, Derek W.
- In:
Operations research
66
(
2018
)
5
,
pp. 1189-1203
Persistent link: https://www.econbiz.de/10011932421
Saved in:
10
Electricity network charging in the presence of distributed energy resources : principles, problems and solutions
Pollitt, Michael G.
- In:
Economics of energy & environmental policy
7
(
2018
)
1
,
pp. 89-103
Persistent link: https://www.econbiz.de/10011974764
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