← All authors Angelica Gianfreda University of Modena and Reggio Emilia (from arXiv:2201.01132, 2022) · ORCID · OpenAlex
20 papers in scope · 20 published · 2 on the econ.EM arXiv · 731 citations · h-index 13 (over the papers listed here)
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
Luca Rossini Francesco Ravazzolo Andrea Viselli Claudia Foroni Fabrizio Durante Andrea Bastianin Lorenzo Tonni Matteo Iacopini Florian Huber John M. Maheu Gary Koop Worapree Maneesoonthorn Rubén Loaiza-Maya Anastasios Panagiotelis David T. Frazier Gael M. Martin Didier Nibbering Greta Goracci Simone Giannerini Howell Tong Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md .
Papers (2 of 20)
The connectedness features of German electricity futures over short and long maturities
published 2024 · Finance research letters · 2 citations
Testing for integration and cointegration when time series are observed with noise
published 2023 · Economic Modelling · 32 citations
A worldwide analysis of the energy regulatory tasks and activities through the lenses of entropy and unsupervised statistical learning
published 2023 · Energy · 1 citations
with Giacomo Scandolo
Large Time‐Varying Volatility Models for Hourly Electricity Prices*
published 2022 · Oxford Bulletin of Economics and Statistics · 7 citations · first circulated 2020
Higher moments in the fundamental specification of electricity forward prices
published 2022 · Quantitative Finance · 1 citations
Forecasting electricity prices with expert, linear, and nonlinear models
published 2022 · International Journal of Forecasting · 70 citations
published 2022 · Information Sciences · 30 citations
published 2020 · International Journal of Forecasting · 51 citations · first circulated 2018
The RES-Induced Switching Effect Across Fossil Fuels: An Analysis of Day-Ahead and Balancing Prices
published 2019 · The Energy Journal · 15 citations · first circulated 2016
A Trading-Based Evaluation of Density Forecasts in a Real-Time Electricity Market
published 2018 · Energies · 32 citations
A Stochastic Latent Moment Model for Electricity Price Formation
published 2018 · Operations Research · 59 citations · first circulated 2017
A review of balancing costs in Italy before and after RES introduction
published 2018 · Renewable and Sustainable Energy Reviews · 35 citations
ENERGY RISK MANAGEMENT BY VALUE-AT-RISK
published 2018 · How to Cope With Disrupted Times
with Giacomo Scandolo
Revisiting long-run relations in power markets with high RES penetration
published 2016 · Energy Policy · 43 citations
The Impact of RES in the Italian Day-Ahead and Balancing Markets
published 2016 · The Energy Journal · 71 citations
Tail risk in power price modelling and forecasting with RES.
published 2014 · Sustainable Energy Policy and Strategies for Europe,14th IAEE European Conference,October 28-31, 2014
no link
Forecasting Italian electricity zonal prices with exogenous variables
published 2012 · Energy Economics · 126 citations · first circulated 2011
with Luigi Grossi
Quantitative analysis of energy markets
published 2012 · Energy Economics · 7 citations
with Luigi Grossi
Volatility and Volume Effects in European Electricity Spot Markets
published 2010 · Economic Notes · 32 citations
Integration and shock transmissions across European electricity forward markets
published 2009 · Energy Economics · 117 citations
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