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The connectedness features of German electricity futures over short and long maturities

Gianfreda, Angelica; Scandolo, Giacomo; Bunn, Derek W. - In: Finance research letters 70 (2024), pp. 1-8

Persistent link: https://www.econbiz.de/10015194086

Integration and shock transmissions across European electricity forward markets

Bunn, Derek W.; Gianfreda, Angelica - In: Energy economics 32 (2010) 2, pp. 278-291

Persistent link: https://www.econbiz.de/10003954605

Comparing the forecasting performances of linear models for electricity prices with high RES penetration

Gianfreda, Angelica; Ravazzolo, Francesco; Rossini, Luca - 2018

Persistent link: https://www.econbiz.de/10011798864

Integration and Shock Transmissions across European Electricity Forward Markets

Gianfreda, Angelica - 2019

New results are presented relating to the integration of the French, German, British, Dutch and Spanish power markets at day-ahead, week-ahead, one month-ahead and two month-ahead lead times. Overall, there is evidence of market integration, increasing over time, despite an underlying...

Persistent link: https://www.econbiz.de/10012905468

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

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