9
H index
9
i10 index
306
Citations
Angelica Gianfreda : Citation Profile
Università degli Studi di Modena e Reggio Emilia | RESEARCH PRODUCTION: 9 Articles 9 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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13 years (2008 - 2021). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Angelica Gianfreda. | Is cited by:
| Cites to:
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Main data
Where Angelica Gianfreda has published?
| Journals with more than one article published | # docs |
|---|---|
| The Energy Journal | 2 |
| Energy Economics | 2 |
Recent works citing Angelica Gianfreda (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Sparse time-varying parameter VECMs with an application to modeling electricity prices. (2020). Pfarrhofer, Michael ; Hauzenberger, Niko ; Rossini, Luca. In: Papers. RePEc:arx:papers:2011.04577. Full description at Econpapers || Download paper |
| 2023 | Bayesian Forecasting in the 21st Century: A Modern Review. (2022). Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Maneesoonthorn, Worapree ; Frazier, David T ; Martin, Gael M ; Panagiotelis, Anastasios ; Nibbering, Didier ; Maheu, John . In: Papers. RePEc:arx:papers:2212.03471. Full description at Econpapers || Download paper |
| 2023 | Smoothing Quantile Regression Averaging: A new approach to probabilistic forecasting of electricity prices. (2023). Uniejewski, Bartosz. In: Papers. RePEc:arx:papers:2302.00411. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | Optimized operation of distributed energy resources: The opportunities of value stacking for Power-to-Gas aggregated with PV. (2023). Lorenzoni, Arturo ; Bignucolo, Fabio ; Coppo, Massimiliano ; Agostini, Marco ; Schwidtal, Jan Marc. In: Applied Energy. RePEc:eee:appene:v:334:y:2023:i:c:s0306261923000107. Full description at Econpapers || Download paper |
| 2023 | Are low frequency macroeconomic variables important for high frequency electricity prices?. (2023). Rossini, Luca ; Ravazzolo, Francesco ; Foroni, Claudia. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999322003972. Full description at Econpapers || Download paper |
| 2023 | Testing for integration and cointegration when time series are observed with noise. (2023). Pelagatti, Matteo ; Parisio, Lucia ; Maranzano, Paolo ; Gianfreda, Angelica. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001645. Full description at Econpapers || Download paper |
| 2023 | Combining probabilistic forecasts of COVID-19 mortality in the United States. (2023). Taylor, Kathryn S. In: European Journal of Operational Research. RePEc:eee:ejores:v:304:y:2023:i:1:p:25-41. Full description at Econpapers || Download paper |
| 2023 | Distributional neural networks for electricity price forecasting. (2023). Weron, Rafał ; Ziel, Florian ; Narajewski, Micha ; Marcjasz, Grzegorz. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003419. Full description at Econpapers || Download paper |
| 2023 | Forecasting electricity prices with expert, linear, and nonlinear models. (2023). Ravazzolo, Francesco ; del Grosso, Filippo ; Gianfreda, Angelica ; Bille, Anna Gloria. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:570-586. Full description at Econpapers || Download paper |
| 2023 | Neural basis expansion analysis with exogenous variables: Forecasting electricity prices with NBEATSx. (2023). Weron, Rafał ; Dubrawski, Artur ; Marcjasz, Grzegorz ; Challu, Cristian ; Olivares, Kin G. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:884-900. Full description at Econpapers || Download paper |
| 2023 | Energy prices in Europe. Evidence of persistence across markets. (2023). Gil-Alana, Luis ; Martin-Valmayor, Miguel A ; Infante, Juan. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s030142072300257x. Full description at Econpapers || Download paper |
| 2023 | ARX-GARCH Probabilistic Price Forecasts for Diversification of Trade in Electricity Markets—Variance Stabilizing Transformation and Financial Risk-Minimizing Portfolio Allocation. (2023). Janczura, Joanna ; Pu, Andrzej. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:2:p:807-:d:1031193. Full description at Econpapers || Download paper |
| 2023 | Volatility Spillovers and Carbon Price in the Nordic Wholesale Electricity Markets. (2023). Jamasb, Tooraj ; Nepal, Rabindra ; Do, Hung Xuan ; Lyu, Chenyan. In: Working Papers. RePEc:hhs:cbsnow:2023_005. Full description at Econpapers || Download paper |
| 2023 | Bayesian Forecasting in the 21st Century: A Modern Review. (2023). Maheu, John ; Panagiotelis, Anastasios ; Nibbering, Didier ; Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Frazier, David T ; Martin, Gael M. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2023-1. Full description at Econpapers || Download paper |
| 2023 | Machine Learning and Deep Learning Forecasts of Electricity Imbalance Prices. (2023). Smirnov, Vladimir ; Wang, Chao ; Wait, Andrew ; Inekwe, John ; Deng, Sinan. In: Working Papers. RePEc:syd:wpaper:2023-03. Full description at Econpapers || Download paper |
| 2023 | Deep distributional time series models and the probabilistic forecasting of intraday electricity prices. (2023). Nott, David J ; Smith, Michael Stanley ; Klein, Nadja. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:4:p:493-511. Full description at Econpapers || Download paper |
| 2023 | Electricity price forecasting using hybrid deep learned networks. (2023). Singh, Jai Govind ; Prakash, Krishna. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:7:p:1750-1771. Full description at Econpapers || Download paper |
| 2023 | Modelling Natural Gas Markets: Could We Learn from our Mistakes in the Past? - A Reality Check for MAGELAN. (2023). Seeliger, Andreas. In: EconStor Preprints. RePEc:zbw:esprep:276957. Full description at Econpapers || Download paper |
Works by Angelica Gianfreda:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2016 | The Impact of RES in the Italian DayAhead and Balancing Markets In: The Energy Journal. [Full Text][Citation analysis] | article | 29 |
| 2019 | The RES-Induced Switching Effect Across Fossil Fuels: An Analysis of Day-Ahead and Balancing Prices In: The Energy Journal. [Full Text][Citation analysis] | article | 4 |
| 2019 | Comparing the Forecasting Performances of Linear Models for Electricity Prices with High RES Penetration In: Papers. [Full Text][Citation analysis] | paper | 30 |
| 2018 | Comparing the Forecasting Performances of Linear Models for Electricity Prices with High RES Penetration.(2018) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 30 | paper | |
| 2020 | Comparing the forecasting performances of linear models for electricity prices with high RES penetration.(2020) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 30 | article | |
| 2010 | Volatility and Volume Effects in European Electricity Spot Markets In: Economic Notes. [Full Text][Citation analysis] | article | 11 |
| 2020 | Large Time-Varying Volatility Models for Electricity Prices In: Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 2018 | A Review of Balancing Costs in Italy before and after RES introduction In: BEMPS - Bozen Economics & Management Paper Series. [Full Text][Citation analysis] | paper | 22 |
| 2018 | A review of balancing costs in Italy before and after RES introduction.(2018) In: Renewable and Sustainable Energy Reviews. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 22 | article | |
| 2018 | A Stochastic Latent Moment Model for Electricity Price Formation In: BEMPS - Bozen Economics & Management Paper Series. [Full Text][Citation analysis] | paper | 32 |
| 2010 | Integration and shock transmissions across European electricity forward markets In: Energy Economics. [Full Text][Citation analysis] | article | 62 |
| 2012 | Forecasting Italian electricity zonal prices with exogenous variables In: Energy Economics. [Full Text][Citation analysis] | article | 68 |
| 2011 | Forecasting Italian Electricity Zonal Prices with Exogenous Variables.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 68 | paper | |
| 2016 | Revisiting long-run relations in power markets with high RES penetration In: Energy Policy. [Full Text][Citation analysis] | article | 23 |
| 2018 | A Trading-Based Evaluation of Density Forecasts in a Real-Time Electricity Market In: Energies. [Full Text][Citation analysis] | article | 18 |
| 2017 | The RES-induced Switching Effect Across Fossil Fuels: An Analysis of the Italian Day-Ahead and Balancing Prices and Their Connected Costs In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2021 | Forecasting Electricity Prices with Expert, Linear and Non-Linear Models In: Working Paper series. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Measuring Model Risk in the European Energy Exchange In: International Series in Operations Research & Management Science. [Citation analysis] | chapter | 1 |
| 2008 | Risk adjustment, investment policy, and valuation for an unlevered firm In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 10 2023. Contact: CitEc Team