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~type_genre:"Aufsatz in Zeitschrift"
~person:"Vargiolu, Tiziano"
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Vargiolu, Tiziano
Simshauser, Paul
14
Benth, Fred Espen
12
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12
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11
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10
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EFI-Meeting <2., 2016, Padua>
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ECONIS (ZBW)
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1
Efficient representation of supply and demand curves on day-ahead electricity markets
Soloviova, Mariia
;
Vargiolu, Tiziano
- In:
The journal of energy markets
14
(
2021
)
1
,
pp. 99-126
Persistent link: https://www.econbiz.de/10012662353
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2
Special issue: energy markets dynamics in a changing environment
D'Ecclesia, Rita L.
(
ed.
);
Vargiolu, Tiziano
(
ed.
)
-
EURO Working Group Commodities and Financial Modelling …
;
…
-
2019
Persistent link: https://www.econbiz.de/10012172168
Saved in:
3
Special Issue on energy markets dynamics in a changing environment
D'Ecclesia, Rita L.
;
Vargiolu, Tiziano
- In:
Energy economics
79
(
2019
),
pp. 1-2
Persistent link: https://www.econbiz.de/10012172250
Saved in:
4
Mean-reverting no-arbitrage additive models for forward curves in energy markets
Latini, Luca
;
Piccirilli, Marco
;
Vargiolu, Tiziano
- In:
Energy economics
79
(
2019
),
pp. 157-170
Persistent link: https://www.econbiz.de/10012172269
Saved in:
5
Mean-reverting additive energy forward curves in a Heath-Jarrow-Morton framework
Benth, Fred Espen
;
Piccirilli, Marco
;
Vargiolu, Tiziano
- In:
Mathematics and financial economics
13
(
2019
)
4
,
pp. 543-577
Persistent link: https://www.econbiz.de/10012055877
Saved in:
6
Utility indifference pricing and hedging for structured contracts in energy markets
Callegaro, Giorgia
;
Campi, Luciano
;
Giusto, Valeria
; …
- In:
Mathematical methods of operations research
85
(
2017
)
2
,
pp. 265-303
Persistent link: https://www.econbiz.de/10011714437
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