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  • Search: person:"De Giuli, Maria Elena"
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Year of publication
Subject
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Theorie 13 Theory 13 Multivariate Verteilung 7 Multivariate distribution 7 Copulas 6 Monte Carlo simulation 5 Monte-Carlo-Simulation 5 Simulation 5 EU countries 4 EU-Staaten 4 Forecasting 4 Forecasting model 4 Prognoseverfahren 4 Bayes-Statistik 3 Bayesian inference 3 Copula-GARCH models 3 Credit risk 3 Industrial Production 3 Kreditrisiko 3 Markov Chain Monte Carlo 3 Maximum Likelihood 3 Option pricing theory 3 Optionspreistheorie 3 Portfolio selection 3 Portfolio-Management 3 Risiko 3 Risk 3 Sampling 3 Small Sample Properties 3 Stichprobenerhebung 3 Time series analysis 3 VAR models 3 Zeitreihenanalyse 3 Bank risk 2 Bankrisiko 2 Bayesian analysis 2 Bitcoin 2 CAPM 2 Credit derivative 2 Industrial production 2
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Online availability
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Free 20 Undetermined 7 CC license 1
Type of publication
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Article 26 Book / Working Paper 14
Type of publication (narrower categories)
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Article in journal 17 Aufsatz in Zeitschrift 17 Working Paper 5 Aufsatz im Buch 3 Book section 3 Graue Literatur 3 Non-commercial literature 3 Arbeitspapier 2 Article 2
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Language
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English 32 Undetermined 8
Author
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De Giuli, Maria Elena 40 Fantazzini, Dean 16 Bianchi, Carluccio 13 Maggi, Mario Alessandro 9 Carta, Alessandro 6 Maggi, Mario 6 Tarantola, Claudia 5 Resta, Marina 4 Maggi, Mario A. 3 Paris, Francesco Maria 3 Allevi, Elisabetta 2 Dalla Valle, Luciana 2 Farina, G. 2 Figini, Silvia 2 Giacometti, Rosella 2 Giudici, Paolo 2 Greppi, Alessandro 2 Magnani, Umberto 2 Manelli, Claudio 2 Pagnottoni, Paolo 2 Spelta, Alessandro 2 Tanda, Alessandra 2 Uberti, Pierpaolo 2 Bassetti, Federico 1 Boffino, L. 1 Domínguez, Ruth 1 Flori, Andrea 1 Glielmo, Aldo 1 Grechi, Daniele 1 Lazzari, Daniela 1 Mira, Antonietta 1 Montagna, Dennis 1 Naldi, Federica 1 Nicolino, Enrica 1 Oggioni, G. 1 Oggioni, Giorgia 1 Prienau, Karl 1 Salvagnin, Cristiano 1 Torri, Gabriele 1
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Institution
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Dipartimento di Scienze Economiche e Aziendali, Università degli Studi di Pavia 3
Published in...
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Quaderni di Dipartimento 4 Computational management science 3 Journal of banking & finance 3 Applied economics 2 Applied financial economics 2 European journal of operational research : EJOR 2 Quaderni del Dipartimento 2 Quantitative finance 2 Risks 2 Risks : open access journal 2 Annals of operations research ; volume 274, numbers 1/2 (March 2019) 1 Computational economics 1 Corporate social responsibility and environmental management 1 DEM Working Papers Series 1 Financial modelling : recent research ; [selection of papers presented and discussed during the two Meetings held in 1992 of the EURO Working Group on Financial Modelling] 1 International journal of economics and finance 1 Journal / The Capco Institute : journal of financial transformation 1 Journal of the Operational Research Society 1 Modelling techniques for financial markets and bank management 1 Quaderni del Dipartimento di Economia Politica 1 Quaderni di Dipartimento - EPMQ 1
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Source
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ECONIS (ZBW) 28 EconStor 5 OLC EcoSci 4 RePEc 3
Showing 1 - 10 of 40
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Investigating the price determinants of the European Emission Trading System : a non-parametric approach
Salvagnin, Cristiano; Glielmo, Aldo; De Giuli, Maria Elena - In: Quantitative finance 24 (2024) 10, pp. 1529-1544
Persistent link: https://www.econbiz.de/10015196939
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Evaluating the role of waste-to-energy and cogeneration units in district heatings and electricity markets
Allevi, Elisabetta; De Giuli, Maria Elena; Domínguez, Ruth - In: Computational management science 20 (2023) 1, pp. 1-49
Persistent link: https://www.econbiz.de/10014228497
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Wasserstein barycenter regression for estimating the joint dynamics of renewable and fossil fuel energy indices
De Giuli, Maria Elena; Spelta, Alessandro - In: Computational management science 20 (2023) 1, pp. 1-17
Persistent link: https://www.econbiz.de/10014228504
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What do we know about ESG and risk? : a systematic and bibliometric review
De Giuli, Maria Elena; Grechi, Daniele; Tanda, Alessandra - In: Corporate social responsibility and environmental management 31 (2024) 2, pp. 1096-1108
Persistent link: https://www.econbiz.de/10014507075
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Technical analysis on the Bitcoin market: Trading opportunities or investors' pitfall?
Resta, Marina; Pagnottoni, Paolo; De Giuli, Maria Elena - In: Risks 8 (2020) 2, pp. 1-15
In this paper we aimed to examine the profitability of technical trading rules in the Bitcoin market by using trend-following and mean-reverting strategies. We applied our strategies on the Bitcoin price series sampled both at 5-min intervals and on a daily basis, during the period 1 January...
Persistent link: https://www.econbiz.de/10013200578
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Risk attribution and interconnectedness in the EU via CDS data
Giacometti, Rosella; Torri, Gabriele; Farina, G.; De … - In: Computational management science 17 (2020) 4, pp. 549-567
Persistent link: https://www.econbiz.de/10012486984
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Technical analysis on the Bitcoin market : trading opportunities or investors' pitfall?
Resta, Marina; Pagnottoni, Paolo; De Giuli, Maria Elena - In: Risks : open access journal 8 (2020) 2/44, pp. 1-15
In this paper we aimed to examine the profitability of technical trading rules in the Bitcoin market by using trend-following and mean-reverting strategies. We applied our strategies on the Bitcoin price series sampled both at 5-min intervals and on a daily basis, during the period 1 January...
Persistent link: https://www.econbiz.de/10012292821
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An object-oriented Bayesian framework for the detection of market drivers
De Giuli, Maria Elena; Greppi, Alessandro; Resta, Marina - In: Risks 7 (2019) 1, pp. 1-18
We use Object Oriented Bayesian Networks (OOBNs) to analyze complex ties in the equity market and to detect drivers for the Standard & Poor's 500 (S&P 500) index. To such aim, we consider a vast number of indicators drawn from various investment areas (Value, Growth, Sentiment, Momentum, and...
Persistent link: https://www.econbiz.de/10013200426
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An object-oriented Bayesian framework for the detection of market drivers
De Giuli, Maria Elena; Greppi, Alessandro; Resta, Marina - In: Risks : open access journal 7 (2019) 1/8, pp. 1-18
We use Object Oriented Bayesian Networks (OOBNs) to analyze complex ties in the equity market and to detect drivers for the Standard & Poor’s 500 (S&P 500) index. To such aim, we consider a vast number of indicators drawn from various investment areas (Value, Growth, Sentiment, Momentum, and...
Persistent link: https://www.econbiz.de/10012018694
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Brexit news propagation in financial systems : multidimensional visibility networks for market volatility dynamics
De Giuli, Maria Elena; Flori, Andrea; Lazzari, Daniela; … - In: Quantitative finance 22 (2022) 5, pp. 973-995
Persistent link: https://www.econbiz.de/10013367878
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