Modeling Risk Contagion in the Italian Zonal Electricity Market ES Fianu, DF Ahelegbey, L Grossi DEM Working Papers Series, 2020 | 8* | 2020 |
Addendum to L. Lauwers and L. Van Liedekerke,“Ultraproducts and aggregation”[J. Math. Econ. 24 (3)(1995) 217–237] F Herzberg, L Lauwers, L Van Liedekerke, ES Fianu Journal of Mathematical Economics 46 (2), 277-278, 2010 | 7 | 2010 |
Estimation of risk measures on electricity markets with fat tailed distributions L Grossi, SE Fianu The Journal of Energy Markets 8 (4), 1-18, 2015 | 5 | 2015 |
Analyzing and Forecasting Multi-Commodity Prices Using Variants of Mode Decomposition-Based Extreme Learning Machine Hybridization Approach ES Fianu Forecasting 4 (2), 538-564, 2022 | 3 | 2022 |
Understanding Environmental, Social and Governance (ESG) contributions in the downside systematic and systemic risk measurement of the insurance sector ES Fianu Social and Governance (ESG) Contributions in the Downside Systematic and …, 2021 | 3 | 2021 |
Portfolio optimization in zonal energy markets: Evidence from Italy ES Fianu International Journal of Energy and Statistics 3 (02), 1550006, 2015 | 3 | 2015 |
Artificial Intelligence Meets Computational Intelligence: Multi-Commodity Price Volatility Accuracy Forecast with Variants of Markov-Switching-GARCH-Type-Extreme Learning … ES Fianu Available at SSRN 4101277, 2022 | 2 | 2022 |
The delay vector variance method and the recurrence quantification analysis of energy markets ES Fianu International Journal of Energy and Statistics 4 (01), 1650001, 2016 | 1 | 2016 |
Risk Management for Energy Markets. ES Fianu | 1 | 2013 |
Structural changes in contagion channels: the impact of COVID-19 on the Italian electricity market DF Ahelegbey, R Casarin, ES Fianu, L Grossi Annals of Operations Research, 1-26, 2024 | | 2024 |
Responsible investments in life insurers’ optimal portfolios under solvency constraints S Schlütter, ES Fianu, H Gründl Zeitschrift für die gesamte Versicherungswissenschaft, 53-81, 2023 | | 2023 |
Acknowledgment to the Reviewers of Forecasting in 2021 M Abolghasemi, P Giudici, MF Aguilar, T Górecki, G Alfian, NP Greis, ... | | 2022 |
Responsible investments in life insurers' optimal portfolios under solvency constraints SS ES. Fianu, H. Gründl German Insurance Association 2022 Annual Meeting, 2022 | | 2022 |
Risk management via contemporaneous and temporal dependence structures with applications ES Fianu, DF Ahelegbey, L Grossi MethodsX 8, 101587, 2021 | | 2021 |
Modeling Risk Contagion in the Italian Zonal Electricity Market L Grossi, DF Ahelegbey, ES Fianu Università di Pavia, Department of Economics and Management, 2020 | | 2020 |
Portfolio optimisation of power futures market: evidence from France and Germany ES Fianu International Journal of Public Policy 14 (1-2), 120-144, 2018 | | 2018 |
A Concise Note on Risk Externalities: A Critical Review ES Fianu | | 2017 |
Exploring the resilience of crude oil market via nonlinear dynamics and wavelet-based analysis: an international experience ES Fianu International Journal of Decision Sciences, Risk and Management 7 (4), 255-280, 2017 | | 2017 |
Insights into congestion events in zonal energy markets ES Fianu The 22nd Annual Conference of the European Association of Environmental and …, 2016 | | 2016 |
Risk, Externalities and Insurance S Baumgaertner, ES Fianu The 21st Annual Conference of the European Association of Environmental and …, 2015 | | 2015 |