Florentina Paraschiv : Citation Profile


Are you Florentina Paraschiv?

6

H index

5

i10 index

253

Citations

RESEARCH PRODUCTION:

7

Articles

12

Papers

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   5 years (2012 - 2017). See details.
   Cites by year: 50
   Journals where Florentina Paraschiv has often published
   Relations with other researchers
   Recent citing documents: 89.    Total self citations: 9 (3.44 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/ppa877
   Updated: 2020-10-17    RAS profile: 2018-03-10    
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Relations with other researchers


Works with:

Prokopczuk, Marcel (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Florentina Paraschiv.

Is cited by:

Weron, Rafał (37)

Uniejewski, Bartosz (17)

Marcjasz, Grzegorz (12)

Weron, Tomasz (7)

Nowotarski, Jakub (7)

Nitka, Weronika (7)

Maciejowska, Katarzyna (6)

Vargiolu, Tiziano (6)

Schuerle, Michael (5)

Serafin, Tomasz (5)

woo, chi-keung (4)

Cites to:

Weron, Rafał (18)

Fleten, Stein-Erik (6)

Cartea, Álvaro (5)

Trueck, Stefan (5)

GUEGAN, Dominique (5)

Misiorek, Adam (5)

Kemfert, Claudia (4)

DIONGUE, Abdou Ka (4)

Hammoudeh, Shawkat (3)

Lopez, Claude (3)

Chkili, Walid (3)

Main data


Where Florentina Paraschiv has published?


Journals with more than one article published# docs
Energy Economics2

Working Papers Series with more than one paper published# docs
Working Papers on Finance / University of St. Gallen, School of Finance12

Recent works citing Florentina Paraschiv (2020 and 2019)


YearTitle of citing document
2020Beating the naive: Combining LASSO with naive intraday electricity price forecasts. (2020). Weron, Rafał ; Uniejewski, Bartosz ; Marcjasz, Grzegorz. In: WORking papers in Management Science (WORMS). RePEc:ahh:wpaper:worms2001.

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2020PCA forecast averaging - predicting day-ahead and intraday electricity prices. (2020). Uniejewski, Bartosz ; Serafin, Tomasz ; Maciejowska, Katarzyna. In: WORking papers in Management Science (WORMS). RePEc:ahh:wpaper:worms2002.

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2019Comparing the Forecasting Performances of Linear Models for Electricity Prices with High RES Penetration. (2018). Rossini, Luca ; Ravazzolo, Francesco ; Gianfreda, Angelica. In: Papers. RePEc:arx:papers:1801.01093.

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2019Econometric modelling and forecasting of intraday electricity prices. (2019). Ziel, Florian ; Narajewski, Michal. In: Papers. RePEc:arx:papers:1812.09081.

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2019Pricing Reliability Options under different electricity prices regimes. (2019). Vargiolu, Tiziano ; Fontini, Fulvio ; Flora, Maria ; Andreis, Luisa. In: Papers. RePEc:arx:papers:1909.05761.

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2019A Self-Exciting Modelling Framework for Forward Prices in Power Markets. (2019). Sgarra, Carlo ; Mazzoran, Andrea ; Callegaro, Giorgia. In: Papers. RePEc:arx:papers:1910.13286.

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2020Ensemble Forecasting for Intraday Electricity Prices: Simulating Trajectories. (2020). Ziel, Florian ; Narajewski, Michal. In: Papers. RePEc:arx:papers:2005.01365.

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2020Price formation and optimal trading in intraday electricity markets. (2020). Tinsi, Laura ; Tankov, Peter. In: Papers. RePEc:arx:papers:2009.04786.

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2020Optimal Order Execution in Intraday Markets: Minimizing Costs in Trade Trajectories. (2020). Ziel, Florian ; Kath, Christopher. In: Papers. RePEc:arx:papers:2009.07892.

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2020Regularization Approach for Network Modeling of German Power Derivative Market. (2020). L'Opez, Brenda ; Hardle, Wolfgang Karl ; Chen, Shi. In: Papers. RePEc:arx:papers:2009.09739.

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2019Capturing the power options smile by an additive two-factor model for overlapping futures prices. (2019). Vargiolu, Tiziano ; Schmeck, Maren Diane ; Piccirilli, Marco. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:625.

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2020Passive Balancing Through Intraday Trading: Whether Interactions Between Short-term Trading and Balancing Stabilize Germany’s Electricity System. (2020). Koch, Christopher ; Maskos, Philipp. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-02-14.

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2019On the impact of outlier filtering on the electricity price forecasting accuracy. (2019). Afanasyev, Dmitriy ; Fedorova, Elena A. In: Applied Energy. RePEc:eee:appene:v:236:y:2019:i:c:p:196-210.

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2019Incentive-based demand response for smart grid with reinforcement learning and deep neural network. (2019). Ho, Seung ; Lu, Renzhi. In: Applied Energy. RePEc:eee:appene:v:236:y:2019:i:c:p:937-949.

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2019Integrated European intra-day electricity market: Rules, modeling and analysis. (2019). Bovo, Cristian ; Ilea, Valentin. In: Applied Energy. RePEc:eee:appene:v:238:y:2019:i:c:p:258-273.

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2019Prediction and explanation of the formation of the Spanish day-ahead electricity price through machine learning regression. (2019). Gomez-Aleixandre, Javier ; Coto, Jose ; Diaz, Guzman. In: Applied Energy. RePEc:eee:appene:v:239:y:2019:i:c:p:610-625.

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2019A two-stage supervised learning approach for electricity price forecasting by leveraging different data sources. (2019). Weng, Yang ; Luo, Shuman. In: Applied Energy. RePEc:eee:appene:v:242:y:2019:i:c:p:1497-1512.

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2019Bayesian deep learning based method for probabilistic forecast of day-ahead electricity prices. (2019). Portolani, Pietro ; Matteucci, Matteo ; Brusaferri, Alessandro ; Vitali, Andrea. In: Applied Energy. RePEc:eee:appene:v:250:y:2019:i:c:p:1158-1175.

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2020Day-ahead high-resolution forecasting of natural gas demand and supply in Germany with a hybrid model. (2020). Koch, Thorsten ; Xu, Xiuqin ; Chen, Ying. In: Applied Energy. RePEc:eee:appene:v:262:y:2020:i:c:s0306261919321749.

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2020Hybrid modeling in the predictive analytics of energy systems and prices. (2020). Duru, Okan ; Gulay, Emrah. In: Applied Energy. RePEc:eee:appene:v:268:y:2020:i:c:s0306261920304979.

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2019Mean-reverting no-arbitrage additive models for forward curves in energy markets. (2019). Vargiolu, Tiziano ; Piccirilli, Marco ; Latini, Luca. In: Energy Economics. RePEc:eee:eneeco:v:79:y:2019:i:c:p:157-170.

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2019Probabilistic electricity price forecasting with Bayesian stochastic volatility models. (2019). Kostrzewska, Jadwiga ; Kostrzewski, Maciej . In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:610-620.

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2019The value of gas-fired power plants in markets with high shares of renewable energy. (2019). Hornlein, Lena. In: Energy Economics. RePEc:eee:eneeco:v:81:y:2019:i:c:p:1078-1098.

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2019Pricing German Energiewende products: Intraday cap/floor futures. (2019). Wagner, A ; Hinderks, W J. In: Energy Economics. RePEc:eee:eneeco:v:81:y:2019:i:c:p:287-296.

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2019Price volatility in commodity markets with restricted participation. (2019). Paschmann, Martin ; Knaut, Andreas. In: Energy Economics. RePEc:eee:eneeco:v:81:y:2019:i:c:p:37-51.

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2019An effective and robust decomposition-ensemble energy price forecasting paradigm with local linear prediction. (2019). Wei, Yi-Ming ; Chu, Xianghua ; Li, LI ; He, Huangda ; Xie, Kangqiang ; Qin, Quande ; Wu, Teresa. In: Energy Economics. RePEc:eee:eneeco:v:83:y:2019:i:c:p:402-414.

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2019The future developments of the electricity prices in view of the implementation of the Paris Agreements: Will the current trends prevail, or a reversal is ahead?. (2019). Densing, Martin ; Panos, Evangelos. In: Energy Economics. RePEc:eee:eneeco:v:84:y:2019:i:c:s0140988319302579.

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2020Factor models in the German electricity market: Stylized facts, seasonality, and calibration. (2020). Wagner, A ; Hinderks, W J. In: Energy Economics. RePEc:eee:eneeco:v:85:y:2020:i:c:s0140988319301033.

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2020Assessing the impact of renewable energy sources on the electricity price level and variability – A quantile regression approach. (2020). Maciejowska, Katarzyna. In: Energy Economics. RePEc:eee:eneeco:v:85:y:2020:i:c:s0140988319303275.

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2020Managing volumetric risk of long-term power purchase agreements. (2020). Hansen, Rasmus Thrane ; Tranberg, BO ; Catania, Leopoldo. In: Energy Economics. RePEc:eee:eneeco:v:85:y:2020:i:c:s0140988319303627.

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2020Modeling and forecasting the electricity clearing price: A novel BELM based pattern classification framework and a comparative analytic study on multi-layer BELM and LSTM. (2020). Zheng, Qingru ; Shao, Zhen ; Liu, Chen ; Zhang, Qiang ; Cheng, Manli ; Gao, Fei ; Yang, Shanlin. In: Energy Economics. RePEc:eee:eneeco:v:86:y:2020:i:c:s0140988319304451.

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2020Pricing reliability options under different electricity price regimes. (2020). Vargiolu, Tiziano ; Fontini, Fulvio ; Flora, Maria ; Andreis, Luisa. In: Energy Economics. RePEc:eee:eneeco:v:87:y:2020:i:c:s014098832030044x.

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2019Changes to Gate Closure and its impact on wholesale electricity prices: The case of the UK. (2019). di Liddo, Giuseppe ; Caldarelli, Guido ; Rubino, Alessandro ; Facchini, Angelo. In: Energy Policy. RePEc:eee:enepol:v:125:y:2019:i:c:p:110-121.

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2019Market price behavior of wholesale electricity products: Texas. (2019). Tsai, C H ; Zhu, S ; Woo, C K ; Zarnikau, J. In: Energy Policy. RePEc:eee:enepol:v:125:y:2019:i:c:p:418-428.

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2019Greener, more integrated, and less volatile? A quantile regression analysis of Italian wholesale electricity prices. (2019). Sapio, Alessandro. In: Energy Policy. RePEc:eee:enepol:v:126:y:2019:i:c:p:452-469.

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2019Drivers of electricity price dynamics: Comparative analysis of spot and futures markets. (2019). Nursimulu, Anjali ; Mosquera-Lopez, Stephania. In: Energy Policy. RePEc:eee:enepol:v:126:y:2019:i:c:p:76-87.

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2019The merit order effect of wind and river type hydroelectricity generation on Turkish electricity prices. (2019). Dastan, Seyit Ali ; Selcuk, Orhun ; Acar, Berkan. In: Energy Policy. RePEc:eee:enepol:v:132:y:2019:i:c:p:1298-1319.

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2019The impact of renewable energy forecast errors on imbalance volumes and electricity spot prices. (2019). Bunn, Derek ; Perera, Niles H ; Goodarzi, Shadi. In: Energy Policy. RePEc:eee:enepol:v:134:y:2019:i:c:s0301421519304057.

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2020Towards a solar-hydro based generation: The case of Switzerland. (2020). van Ackere, Ann ; Martinez-Jaramillo, Juan Esteban ; Larsen, Erik R. In: Energy Policy. RePEc:eee:enepol:v:138:y:2020:i:c:s0301421519307827.

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2019Modeling electricity consumption using nighttime light images and artificial neural networks. (2019). Jasiski, Tomasz . In: Energy. RePEc:eee:energy:v:179:y:2019:i:c:p:831-842.

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2020Forecast the electricity price of U.S. using a wavelet transform-based hybrid model. (2020). Yang, Zhe ; Qiao, Weibiao. In: Energy. RePEc:eee:energy:v:193:y:2020:i:c:s0360544219323990.

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2020Determinants of the wholesale prices of energy and ancillary services in the U.S. Midcontinent electricity market. (2020). Zarnikau, Jay ; Woo, C K ; Tsai, C H. In: Energy. RePEc:eee:energy:v:195:y:2020:i:c:s0360544220301584.

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2019On the importance of the long-term seasonal component in day-ahead electricity price forecasting with NARX neural networks. (2019). Weron, Rafał ; Marcjasz, Grzegorz ; Uniejewski, Bartosz . In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:4:p:1520-1532.

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2019Understanding intraday electricity markets: Variable selection and very short-term price forecasting using LASSO. (2019). Weron, Rafał ; Marcjasz, Grzegorz ; Uniejewski, Bartosz . In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:4:p:1533-1547.

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2020Probabilistic electricity price forecasting with NARX networks: Combine point or probabilistic forecasts?. (2020). Weron, Rafał ; Uniejewski, Bartosz ; Marcjasz, Grzegorz. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:2:p:466-479.

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2020Comparing the forecasting performances of linear models for electricity prices with high RES penetration. (2020). Gianfreda, Angelica ; Rossini, Luca ; Ravazzolo, Francesco. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:3:p:974-986.

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2019Market specific seasonal trading behavior in NASDAQ OMX electricity options. (2019). Rothovius, Timo ; Nikkinen, Jussi. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:13:y:2019:i:c:p:16-29.

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2020Econometric modelling and forecasting of intraday electricity prices. (2020). Ziel, Florian ; Narajewski, Micha. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:19:y:2020:i:c:s2405851319300728.

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2020Multistep-ahead forecasting of coal prices using a hybrid deep learning model. (2020). Fathalla, Ahmed ; Alameer, Zakaria ; Hua, Zhang Jian ; Jianhua, Zhang ; Ye, Haiwang ; Li, Kenli. In: Resources Policy. RePEc:eee:jrpoli:v:65:y:2020:i:c:s0301420719305240.

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2020Learning is not enough: Diminishing marginal revenues and increasing abatement costs of wind and solar. (2020). Williams, Eric ; Hittinger, Eric ; Das, Saptarshi. In: Renewable Energy. RePEc:eee:renene:v:156:y:2020:i:c:p:634-644.

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2019The “Merit-order effect” of wind and solar power: Volatility and determinants. (2019). da Silva, Patricia Pereira ; Figueiredo, Nuno Carvalho . In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:102:y:2019:i:c:p:54-62.

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2019Short-term electricity trading for system balancing: An empirical analysis of the role of intraday trading in balancing Germanys electricity system. (2019). Hirth, Lion ; Koch, Christopher. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:113:y:2019:i:c:9.

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2019The impact of virtual power plant technology composition on wholesale electricity prices: A comparative study of some European Union electricity markets. (2019). Moreno, Blanca ; Diaz, Guzman. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:99:y:2019:i:c:p:100-108.

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2019The relevance of wholesale electricity market places: the Nordic case. (2019). Spodniak, Petr ; Honkapuro, Samuli ; Ollikka, Kimmo. In: Papers. RePEc:esr:wpaper:wp631.

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2019Literature Review of Renewable Energy Policies and Impacts. (2019). Bassim, Mohga ; Kabel, Tarek Safwat. In: European Journal of Marketing and Economics. RePEc:eur:ejmejr:68.

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2019The Relevance of Wholesale Electricity Market Places: The Nordic Case. (2019). Spodniak, Petr ; Honkapuro, Samuli ; Ollikka, Kimmo. In: Working Papers. RePEc:fer:wpaper:126.

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2019Energy Use in Residential Buildings: Characterisation for Identifying Flexible Loads by Means of a Questionnaire Survey. (2019). de Santoli, Livio ; lo Basso, Gianluigi ; Mancini, Francesco . In: Energies. RePEc:gam:jeners:v:12:y:2019:i:11:p:2055-:d:235300.

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2019On the Influence of Renewable Energy Sources in Electricity Price Forecasting in the Iberian Market. (2019). Urchueguia, Javier F ; Onaindia, Eva ; Lemus-Zuiga, Lenin G ; Iranzo-Sanchez, Javier ; Aineto, Diego. In: Energies. RePEc:gam:jeners:v:12:y:2019:i:11:p:2082-:d:235959.

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2019Emissions Trading System of the European Union: Emission Allowances and EPEX Electricity Prices in Phase III. (2019). Feuerriegel, Stefan ; Wolff, Georg. In: Energies. RePEc:gam:jeners:v:12:y:2019:i:15:p:2894-:d:252198.

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2019Parsing the Effects of Wind and Solar Generation on the German Electricity Trade Surplus. (2019). Most, Dominik ; Schmidt, Matthew ; Schonheit, David ; Kumar, Samarth. In: Energies. RePEc:gam:jeners:v:12:y:2019:i:18:p:3434-:d:264754.

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2019Modeling Intraday Markets under the New Advances of the Cross-Border Intraday Project (XBID): Evidence from the German Intraday Market. (2019). Kath, Christopher. In: Energies. RePEc:gam:jeners:v:12:y:2019:i:22:p:4339-:d:286894.

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2019Applying Artificial Neural Networks to Forecast European Union Allowance Prices: The Effect of Information from Pollutant-Related Sectors. (2019). Garcia, Agustin ; Garcia-Garcia, Agustin ; Jaramillo-Moran, Miguel A. In: Energies. RePEc:gam:jeners:v:12:y:2019:i:23:p:4439-:d:289705.

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2019Estimation and Simulation of the Transaction Arrival Process in Intraday Electricity Markets. (2019). Ziel, Florian ; Narajewski, Micha. In: Energies. RePEc:gam:jeners:v:12:y:2019:i:23:p:4518-:d:291644.

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2019Neural Network Based Model Comparison for Intraday Electricity Price Forecasting. (2019). Ugurlu, Umut ; Oksuz, Ilkay. In: Energies. RePEc:gam:jeners:v:12:y:2019:i:23:p:4557-:d:292342.

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2019Short-Term Electricity Price Forecasting with a Composite Fundamental-Econometric Hybrid Methodology. (2019). de Marcos, Rodrigo A ; Reneses, Javier ; Bello, Antonio. In: Energies. RePEc:gam:jeners:v:12:y:2019:i:6:p:1067-:d:215468.

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2019Multi-Output Conditional Inference Trees Applied to the Electricity Market: Variable Importance Analysis. (2019). Dfuf, Ismael Ahrazem ; Gonzalez, Maria Camino ; Mira, Jose Manuel. In: Energies. RePEc:gam:jeners:v:12:y:2019:i:6:p:1097-:d:215955.

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2020Water-Energy Management for Demand Charges and Energy Cost Optimization of a Pumping Stations System under a Renewable Virtual Power Plant Model. (2020). Yusta, Jose M ; Naval, Natalia. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:11:p:2900-:d:367987.

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2020PCA Forecast Averaging—Predicting Day-Ahead and Intraday Electricity Prices. (2020). Serafin, Tomasz ; Uniejewski, Bartosz ; Maciejowska, Katarzyna. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:14:p:3530-:d:382069.

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2020Forecasting Electricity Prices Using Deep Neural Networks: A Robust Hyper-Parameter Selection Scheme. (2020). Marcjasz, Grzegorz. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:18:p:4605-:d:409115.

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2020Balancing Generation from Renewable Energy Sources: Profitability of an Energy Trader. (2020). Weron, Tomasz ; Serafin, Tomasz ; Nitka, Weronika ; Zaleski, Przemysaw ; Kath, Christopher. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:1:p:205-:d:304260.

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2020Solar Energy Data Analytics: PV Deployment and Land Use. (2020). Nastasi, Benedetto ; Mancini, Francesco. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:2:p:417-:d:308900.

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2020Optimization of Electric Energy Sales Strategy Based on Probabilistic Forecasts. (2020). Michalak, Aleksandra ; Janczura, Joanna . In: Energies. RePEc:gam:jeners:v:13:y:2020:i:5:p:1045-:d:325457.

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2020Beating the Naïve—Combining LASSO with Naïve Intraday Electricity Price Forecasts. (2020). Weron, Rafał ; Uniejewski, Bartosz ; Marcjasz, Grzegorz. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:7:p:1667-:d:340785.

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2019The European intraday electricity market : a modeling based on the Hawkes process. (2019). FAVETTO, BENJAMIN . In: Working Papers. RePEc:hal:wpaper:hal-02089289.

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2020Asian options pricing in Hawkes-type jump-diffusion models. (2020). Sgarra, Carlo ; Brignone, Riccardo. In: Annals of Finance. RePEc:kap:annfin:v:16:y:2020:i:1:d:10.1007_s10436-019-00352-1.

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2019Valuation and pricing of electricity delivery contracts: the producer’s view. (2019). Kovacevic, Raimund M. In: Annals of Operations Research. RePEc:spr:annopr:v:275:y:2019:i:2:d:10.1007_s10479-018-3010-0.

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2019Framing Microgrid Design from a Business and Information Systems Engineering Perspective. (2019). Rusic, Milos ; Grundler, Anna ; Sachs, Thomas ; Fridgen, Gilbert. In: Business & Information Systems Engineering: The International Journal of WIRTSCHAFTSINFORMATIK. RePEc:spr:binfse:v:61:y:2019:i:6:d:10.1007_s12599-018-00573-0.

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2020Portfolio stress testing applied to commodity futures. (2020). Paraschiv, Florentina ; Skjelstad, Margrethe Ringkjob ; Reese, Stine Marie. In: Computational Management Science. RePEc:spr:comgts:v:17:y:2020:i:2:d:10.1007_s10287-020-00370-9.

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2020An Extended Mean Field Game for Storage in Smart Grids. (2020). Matoussi, Anis ; ben Taher, Imen ; Alasseur, Clemence. In: Journal of Optimization Theory and Applications. RePEc:spr:joptap:v:184:y:2020:i:2:d:10.1007_s10957-019-01619-3.

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2019Balancing RES generation: Profitability of an energy trader. (2019). Weron, Rafał ; Nitka, Weronika ; Zaleski, Przemyslaw ; Serafin, Tomasz ; Kath, Christopher. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1907.

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2019Enhancing load, wind and solar generation forecasts in day-ahead forecasting of spot and intraday electricity prices. (2019). Nitka, Weronika ; Maciejowska, Katarzyna. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1908.

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2019Biogas plant optimization by increasing its exibility considering uncertain revenues. (2019). Meyr, Herbert ; Fichtner, Stephan. In: Hohenheim Discussion Papers in Business, Economics and Social Sciences. RePEc:zbw:hohdps:072019.

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Florentina Paraschiv has edited the books:


YearTitleTypeCited

Works by Florentina Paraschiv:


YearTitleTypeCited
2016Extended forecast methods for day-ahead electricity spot prices applying artificial neural networks In: Applied Energy.
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article57
2015Stress-testing for portfolios of commodity futures In: Economic Modelling.
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article4
2015A spot-forward model for electricity prices with regime shifts In: Energy Economics.
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article24
2017Econometric analysis of 15-minute intraday electricity prices In: Energy Economics.
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article53
2015Econometric Analysis of 15-minute Intraday Electricity Prices.(2015) In: Working Papers on Finance.
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This paper has another version. Agregated cites: 53
paper
2014The impact of renewable energies on EEX day-ahead electricity prices In: Energy Policy.
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article80
2013Adjustment Policy of Deposit Rates in the Case of Swiss Non-maturing Savings Accounts In: Journal of Applied Finance & Banking.
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2016Prediction of Extreme Price Occurrences in the German Day-ahead Electricity Market.(2016) In: Working Papers on Finance.
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