Tiziano Vargiolu : Citation Profile


Are you Tiziano Vargiolu?

7

H index

4

i10 index

115

Citations

RESEARCH PRODUCTION:

20

Articles

20

Papers

RESEARCH ACTIVITY:

   24 years (1999 - 2023). See details.
   Cites by year: 4
   Journals where Tiziano Vargiolu has often published
   Relations with other researchers
   Recent citing documents: 18.    Total self citations: 18 (13.53 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pva1
   Updated: 2024-11-08    RAS profile: 2023-12-06    
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Relations with other researchers


Works with:

Fontini, Fulvio (3)

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

Is cited by:

Fabbri, Giorgio (3)

Pascucci, Andrea (3)

Gozzi, Fausto (3)

moretto, michele (3)

Fontini, Fulvio (2)

Oosterlee, Cornelis (2)

Ramponi, Alessandro (2)

Sadana, Utsav (2)

Lempa, Jukka (2)

Zhang, Yue-Jun (1)

federico, salvatore (1)

Cites to:

Cartea, Álvaro (18)

Fontini, Fulvio (9)

Joskow, Paul (9)

Tirole, Jean (7)

Pelagatti, Matteo (6)

Parisio, Lucia (6)

Cramton, Peter (6)

Prokopczuk, Marcel (5)

Paraschiv, Florentina (5)

Figueroa, Marcelo (5)

Pascucci, Andrea (5)

Main data


Where Tiziano Vargiolu has published?


Journals with more than one article published# docs
Energy Economics4
Decisions in Economics and Finance3
Mathematical Methods of Operations Research3
Finance and Stochastics3
Journal of Economic Dynamics and Control2
Economic Notes2

Working Papers Series with more than one paper published# docs
Papers / arXiv.org12
Center for Mathematical Economics Working Papers / Center for Mathematical Economics, Bielefeld University3
Post-Print / HAL2

Recent works citing Tiziano Vargiolu (2024 and 2023)


YearTitle of citing document
2023A Heat-Jarrow-Morton framework for energy markets: a pragmatic approach. (2023). Santilli, Edoardo ; Gardini, Matteo. In: Papers. RePEc:arx:papers:2305.01485.

Full description at Econpapers || Download paper

2023A review of the operations literature on real options in energy. (2023). Secomandi, Nicola ; Nadarajah, Selvaprabu. In: European Journal of Operational Research. RePEc:eee:ejores:v:309:y:2023:i:2:p:469-487.

Full description at Econpapers || Download paper

2023Green investment and asset stranding under transition scenario uncertainty. (2023). Tankov, Peter ; Flora, Maria. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323002712.

Full description at Econpapers || Download paper

2024Reliability options: Regulatory recommendations for the next generation of capacity remuneration mechanisms. (2024). Rivier, Michel ; Rodilla, Pablo ; Mastropietro, Paolo ; Batlle, Carlos. In: Energy Policy. RePEc:eee:enepol:v:185:y:2024:i:c:s030142152300544x.

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2024Generation side strategy and user side cost based on equilibrium analysis of the power market under the reliability option. (2024). Zhou, Yun ; Feng, Donghan ; Xu, Shaolun. In: Energy. RePEc:eee:energy:v:287:y:2024:i:c:s0360544223031158.

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2024The new bond on the block — Designing a carbon-linked bond for sustainable investment projects. (2024). Schreiter, Maximilian ; Fehrenkotter, Rieke ; Dahlen, Niklas. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:95:y:2024:i:c:p:316-325.

Full description at Econpapers || Download paper

2023Optimal control of martingales in a radially symmetric environment. (2023). Robinson, Benjamin A. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:159:y:2023:i:c:p:149-198.

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2023A Systematic Review of European Electricity Market Design Options. (2023). Annala, Salla ; Jaanto, Jasmin ; Honkapuro, Samuli. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:9:p:3704-:d:1133143.

Full description at Econpapers || Download paper

2023A uniform asymptotic expansion for stochastic volatility model in pricing multi‐asset European options. (2012). Li, Yong ; Ma, Yansheng . In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:28:y:2012:i:4:p:324-341.

Full description at Econpapers || Download paper

Works by Tiziano Vargiolu:


YearTitleTypeCited
2013Optimal exercise of swing contracts in energy markets: an integral constrained stochastic optimal control problem In: Papers.
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paper3
2016Utility indifference pricing and hedging for structured contracts in energy markets In: Papers.
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paper1
2017Utility indifference pricing and hedging for structured contracts in energy markets.(2017) In: LSE Research Online Documents on Economics.
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This paper has nother version. Agregated cites: 1
paper
2017Utility indifference pricing and hedging for structured contracts in energy markets.(2017) In: Mathematical Methods of Operations Research.
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This paper has nother version. Agregated cites: 1
article
2018Nonzero-sum stochastic differential games with impulse controls: a verification theorem with applications In: Papers.
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paper17
2020Nonzero-sum stochastic differential games with impulse controls: a verification theorem with applications.(2020) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 17
paper
2019Nonzero-Sum Stochastic Differential Games with Impulse Controls: A Verification Theorem with Applications.(2019) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 17
paper
2020Nonzero-sum stochastic differential games with impulse controls: a verification theorem with applications.(2020) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 17
paper
2020Nonzero-Sum Stochastic Differential Games with Impulse Controls: A Verification Theorem with Applications.(2020) In: Mathematics of Operations Research.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 17
article
2018Additive energy forward curves in a Heath-Jarrow-Morton framework In: Papers.
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paper11
2017On the Singular Control of Exchange Rates In: Papers.
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paper1
2018On the Singular Control of Exchange Rates.(2018) In: Center for Mathematical Economics Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1
paper
2020On the singular control of exchange rates.(2020) In: Annals of Operations Research.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1
article
2018Optimal Portfolio in Intraday Electricity Markets Modelled by L\evy-Ornstein-Uhlenbeck Processes In: Papers.
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paper0
2019Pricing Reliability Options under different electricity prices regimes In: Papers.
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paper8
2020Pricing reliability options under different electricity price regimes.(2020) In: Energy Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8
article
2019Optimal management of pumped hydroelectric production with state constrained optimal control In: Papers.
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paper0
2021Optimal management of pumped hydroelectric production with state constrained optimal control.(2021) In: Journal of Economic Dynamics and Control.
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This paper has nother version. Agregated cites: 0
article
2019Capturing the power options smile by an additive two-factor model for overlapping futures prices In: Papers.
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paper7
2019Capturing the power options smile by an additive two-factor model for overlapping futures prices.(2019) In: Center for Mathematical Economics Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7
paper
2021Capturing the power options smile by an additive two-factor model for overlapping futures prices.(2021) In: Energy Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7
article
2019Optimal Installation of Solar Panels with Price Impact: a Solvable Singular Stochastic Control Problem In: Papers.
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paper2
2019Optimal Installation of Solar Panels with Price Impact: a Solvable Singular Stochastic Control Problem.(2019) In: Center for Mathematical Economics Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2
paper
2020Efficient representation of supply and demand curves on day-ahead electricity markets In: Papers.
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paper2
2023Optimal Investment and Fair Sharing Rules of the Incentives for Renewable Energy Communities In: Papers.
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paper0
2010Optimal Portfolio for CRRA Utility Functions when Risky Assets are Exponential Additive Processes In: Economic Notes.
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article1
2010Optimal Portfolio for CRRA Utility Functions when Risky Assets are Exponential Additive Processes In: Economic Notes.
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article1
2021Investing in electricity production under a reliability options scheme In: Journal of Economic Dynamics and Control.
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article1
2020Price dynamics in the European Union Emissions Trading System and evaluation of its ability to boost emission-related investment decisions In: European Journal of Operational Research.
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article11
2013Modeling and valuing make-up clauses in gas swing contracts In: Energy Economics.
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article4
2019Mean-reverting no-arbitrage additive models for forward curves in energy markets In: Energy Economics.
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article10
2010Optimal prepayment and default rules for mortgage-backed securities In: Decisions in Economics and Finance.
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article3
2013Robustness for path-dependent volatility models In: Decisions in Economics and Finance.
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article0
2021Optimal installation of renewable electricity sources: the case of Italy In: Decisions in Economics and Finance.
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article0
2014Pricing vulnerable claims in a Lévy-driven model In: Finance and Stochastics.
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article7
1999Invariant measures for the Musiela equation with deterministic diffusion term In: Finance and Stochastics.
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article8
2000Robustness of the Black-Scholes approach in the case of options on several assets In: Finance and Stochastics.
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article6
2002Superreplication of European multiasset derivatives with bounded stochastic volatility In: Mathematical Methods of Operations Research.
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article6
2006Shortfall risk minimising strategies in the binomial model: characterisation and convergence In: Mathematical Methods of Operations Research.
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article5
2020Variables Reduction in Sequential Resource Allocation Problems In: Research Paper Series.
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paper0

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team