Narrow search
Showing 1 - 6 of 6
Cover Image
Models of Capital Requirements in Static and Dynamic Settings
Scandolo, Giacomo - In: Economic notes : economic review of Banca Monte dei … 33 (2004) 3, pp. 415-436
Persistent link: https://www.econbiz.de/10006021510
Cover Image
Conditional and dynamic convex risk measures
Detlefsen, Kai; Scandolo, Giacomo - In: Finance and stochastics 9 (2005) 4, pp. 539-562
Persistent link: https://www.econbiz.de/10008214150
Cover Image
RISK MEASURES AND CAPITAL REQUIREMENTS FOR PROCESSES
Frittelli, Marco; Scandolo, Giacomo - In: Mathematical finance : an international journal of … 16 (2006) 4, pp. 589-612
Persistent link: https://www.econbiz.de/10008222418
Cover Image
Volatility and Volume Effects in European Electricity Spot Markets
Gianfreda, Angelica - In: Economic notes : economic review of Banca Monte dei … 39 (2010) 1, pp. 47-64
Persistent link: https://www.econbiz.de/10008716633
Cover Image
Quantitative analysis of energy markets
Gianfreda, Angelica; Grossi, Luigi - In: Energy economics 35 (2013), pp. 1-4
Persistent link: https://www.econbiz.de/10010059680
Cover Image
Forecasting Italian electricity zonal prices with exogenous variables
Gianfreda, Angelica; Grossi, Luigi - In: Energy economics 34 (2012) 6, pp. 2228-2240
Persistent link: https://www.econbiz.de/10010034787