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person:"Bode, Sven"
~person:"Gianfreda, Angelica"
~person:"Smeers, Yves"
~type_genre:"Article in journal"
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19
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Bode, Sven
Gianfreda, Angelica
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27
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27
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23
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ECONIS (ZBW)
19
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1
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
An analysis of zonal electricity pricing from a long-term perspective
Lété, Quentin
;
Smeers, Yves
;
Papavasiliou, Anthony
- In:
Energy economics
107
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013202444
Saved in:
5
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:
6
Transmission capacity allocation in zonal electricity markets
Aravena, Ignacio
;
Lété, Quentin
;
Papavasiliou, Anthony
; …
- In:
Operations research
69
(
2021
)
4
,
pp. 1240-1255
Persistent link: https://www.econbiz.de/10012625187
Saved in:
7
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:
8
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:
9
An extended analysis on the remuneration of capacity under scarcity conditions
Papavasiliou, Anthony
;
Smeers, Yves
;
Bertrand, Gilles
- In:
Economics of energy & environmental policy
7
(
2018
)
2
,
pp. 125-143
Persistent link: https://www.econbiz.de/10011974819
Saved in:
10
Evaluating the impacts of priority dispatch in the European electricity market
Oggioni, G.
;
Murphy, Frederic H.
;
Smeers, Yves
- In:
Energy economics
42
(
2014
),
pp. 183-200
Persistent link: https://www.econbiz.de/10010502944
Saved in:
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