Angelica Gianfreda : Citation Profile

Are you Angelica Gianfreda?

Università degli Studi di Modena e Reggio Emilia

9

H index

9

i10 index

302

Citations

RESEARCH PRODUCTION:

9

Articles

9

Papers

1

Chapters

RESEARCH ACTIVITY:

   13 years (2008 - 2021). See details.
   Cites by year: 23
   Journals where Angelica Gianfreda has often published
   Relations with other researchers
   Recent citing documents: 46.    Total self citations: 14 (4.43 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pgi226
   Updated: 2023-11-04    RAS profile: 2023-03-16    
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Relations with other researchers

Works with:

Ravazzolo, Francesco (4)

Rossini, Luca (4)

Parisio, Lucia (3)

Pelagatti, Matteo (3)

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

Is cited by:

Weron, Rafał (40)

Uniejewski, Bartosz (16)

Marcjasz, Grzegorz (15)

Rossini, Luca (14)

Maciejowska, Katarzyna (12)

Weron, Tomasz (10)

Nitka, Weronika (10)

Pelagatti, Matteo (10)

Nowotarski, Jakub (8)

Grossi, Luigi (8)

Polinori, Paolo (7)

Cites to:

Weron, Rafał (44)

Pelagatti, Matteo (18)

Misiorek, Adam (13)

Parisio, Lucia (13)

Ravazzolo, Francesco (10)

Nielsen, Morten (7)

Bollino, Carlo Andrea (7)

Haldrup, Niels (7)

Koopman, Siem Jan (7)

Ooms, Marius (6)

Maciejowska, Katarzyna (6)

Main data

Where Angelica Gianfreda has published?

Journals with more than one article published# docs
Energy Economics2
The Energy Journal2

Working Papers Series with more than one paper published# docs
BEMPS - Bozen Economics & Management Paper Series / Faculty of Economics and Management at the Free University of Bozen2
Working Papers / Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School2
Working Papers / University of Verona, Department of Economics2

Recent works citing Angelica Gianfreda (2023 and 2022)

YearTitle of citing document
2022Are low frequency macroeconomic variables important for high frequency electricity prices?. (2020). Rossini, Luca ; Ravazzolo, Francesco ; Foroni, Claudia. In: Papers. RePEc:arx:papers:2007.13566.

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2023Sparse 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.

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2022A Multivariate Dependence Analysis for Electricity Prices, Demand and Renewable Energy Sources. (2022). Durante, Fabrizio ; Gianfreda, Angelica ; Rossini, Luca ; Ravazzolo, Francesco. In: Papers. RePEc:arx:papers:2201.01132.

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2022Time-zero Efficiency of European Power Derivatives Markets. (2022). Rodriguez, Rosa ; Pena, Juan Ignacio. In: Papers. RePEc:arx:papers:2202.01737.

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2022Forecasting Electricity Prices. (2022). Weron, Rafał ; Uniejewski, Bartosz ; Maciejowska, Katarzyna. In: Papers. RePEc:arx:papers:2204.11735.

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2022Probabilistic forecasting of German electricity imbalance prices. (2022). Narajewski, Michal. In: Papers. RePEc:arx:papers:2205.11439.

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2022Distributional neural networks for electricity price forecasting. (2022). Ziel, Florian ; Weron, Rafal ; Narajewski, Michal ; Marcjasz, Grzegorz. In: Papers. RePEc:arx:papers:2207.02832.

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2022LASSO Principal Component Averaging -- a fully automated approach for point forecast pooling. (2022). Maciejowska, Katarzyna ; Uniejewski, Bartosz. In: Papers. RePEc:arx:papers:2207.04794.

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2022Simulation-based Forecasting for Intraday Power Markets: Modelling Fundamental Drivers for Location, Shape and Scale of the Price Distribution. (2022). Ziel, Florian ; Hirsch, Simon. In: Papers. RePEc:arx:papers:2211.13002.

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2023Bayesian 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.

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2023Smoothing Quantile Regression Averaging: A new approach to probabilistic forecasting of electricity prices. (2023). Uniejewski, Bartosz. In: Papers. RePEc:arx:papers:2302.00411.

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2022.

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2022Solar and wind power generation forecasts using elastic net in time-varying forecast combinations. (2022). Musgens, Felix ; Kaso, Mathias ; Nikodinoska, Dragana . In: Applied Energy. RePEc:eee:appene:v:306:y:2022:i:pa:s0306261921012861.

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2022Short-term hydropower optimization driven by innovative time-adapting econometric model. (2022). Majone, Bruno ; Righetti, Maurizio ; Ravazzolo, Francesco ; Galletti, Andrea ; di Marco, Nicola ; Zanfei, Ariele ; Avesani, Diego. In: Applied Energy. RePEc:eee:appene:v:310:y:2022:i:c:s0306261921017244.

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2022Improving the accuracy of wind speed statistical analysis and wind energy utilization in the Ningxia Autonomous Region, China. (2022). Ai, Xueshan ; Dong, Xuan ; Zhu, Runzhou ; Wang, Xianjia. In: Applied Energy. RePEc:eee:appene:v:320:y:2022:i:c:s0306261922006146.

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2022Potential utilization of battery energy storage systems (BESS) in the major European electricity markets. (2022). Sanchez, Maria Jesus ; Armada, Miguel ; Hu, YU. In: Applied Energy. RePEc:eee:appene:v:322:y:2022:i:c:s0306261922008340.

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2023Optimized 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.

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2023Are 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.

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2023Testing 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.

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2022Modeling risk contagion in the Italian zonal electricity market. (2022). Fianu, Emmanuel Senyo ; Ahelegbey, Daniel Felix ; Grossi, Luigi. In: European Journal of Operational Research. RePEc:eee:ejores:v:298:y:2022:i:2:p:656-679.

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2023Combining 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.

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2022Valuing investments in domestic PV-Battery Systems under uncertainty. (2022). Moretto, Michele ; Dalpaos, Chiara ; Andreolli, Francesca. In: Energy Economics. RePEc:eee:eneeco:v:106:y:2022:i:c:s0140988321005703.

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2022Forecasting day-ahead electricity prices: A comparison of time series and neural network models taking external regressors into account. (2022). Herwartz, Helmut ; Scheller, Fabian ; Lehna, Malte. In: Energy Economics. RePEc:eee:eneeco:v:106:y:2022:i:c:s0140988321005879.

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2022Does economic policy uncertainty drive volatility spillovers in electricity markets: Time and frequency evidence. (2022). Zhai, Pengxiang ; Liu, Zhen Hua ; Ma, Rufei. In: Energy Economics. RePEc:eee:eneeco:v:107:y:2022:i:c:s0140988322000354.

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2022Short-term risk management of electricity retailers under rising shares of decentralized solar generation. (2022). Keles, Dogan ; Bertsch, Valentin ; Kraft, Emil ; Russo, Marianna. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322001323.

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2022Dynamic short-term risk management strategies for the choice of electricity market based on probabilistic forecasts of profit and risk measures. The German and the Polish market case study. (2022). Wojcik, Edyta ; Janczura, Joanna. In: Energy Economics. RePEc:eee:eneeco:v:110:y:2022:i:c:s0140988322001840.

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2022A volatility spillover analysis with realized semi(co)variances in Australian electricity markets. (2022). Zarraga, Ainhoa ; Chanatasig-Niza, Evelyn ; Ciarreta, Aitor. In: Energy Economics. RePEc:eee:eneeco:v:111:y:2022:i:c:s0140988322002407.

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2022Decision strategies in sequential power markets with renewable energy. (2022). Ketter, Wolfgang ; Huisman, Ronald ; Koolen, Derck. In: Energy Policy. RePEc:eee:enepol:v:167:y:2022:i:c:s0301421522002506.

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2022A unit commitment and economic dispatch model of the GB electricity market – Formulation and application to hydro pumped storage. (2022). Newbery, David M ; Chyong, Chi Kong. In: Energy Policy. RePEc:eee:enepol:v:170:y:2022:i:c:s0301421522004323.

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2022Electricity price forecasting with high penetration of renewable energy using attention-based LSTM network trained by crisscross optimization. (2022). Yang, Xiaoyi ; Chen, Shun ; Zeng, Cong ; Yin, Hao ; Meng, Anbo ; Wang, Peng ; Zhai, Guangsong. In: Energy. RePEc:eee:energy:v:254:y:2022:i:pa:s036054422201115x.

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2023Forecasting 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.

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2023Neural 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.

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2022Study on Support Mechanisms for Renewable Energy Sources in Poland. (2022). Salamaga, Marcin ; Rosiek, Ksymena ; Mazurek-Czarnecka, Agnieszka ; Aba-Nieroda, Renata ; Wsowicz, Krzysztof. In: Energies. RePEc:gam:jeners:v:15:y:2022:i:12:p:4196-:d:833419.

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2022Probabilistic Forecasting of German Electricity Imbalance Prices. (2022). Narajewski, Micha. In: Energies. RePEc:gam:jeners:v:15:y:2022:i:14:p:4976-:d:857870.

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2022The Impact of Coskewness and Cokurtosis as Augmentation Factors in Modeling Colombian Electricity Price Returns. (2022). Sarmiento, Julio ; Cayon, Edgardo. In: Energies. RePEc:gam:jeners:v:15:y:2022:i:19:p:6930-:d:921619.

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2022PV Penetration under Market Environment and with System Constraints. (2022). Kiokes, George ; Dimeas, Aris. In: Energies. RePEc:gam:jeners:v:15:y:2022:i:22:p:8673-:d:977254.

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2023ARX-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.

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2022Machine Learning Models and Intra-Daily Market Information for the Prediction of Italian Electricity Prices. (2022). Pelagatti, Matteo ; Grossi, Luigi ; Golia, Silvia. In: Forecasting. RePEc:gam:jforec:v:5:y:2022:i:1:p:3-101:d:1020016.

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2022.

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2023Volatility 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.

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2023Bayesian 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.

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2022The future of the EU bioenergy sector: economic, environmental, social, and legislative challenges. (2022). Santeramo, Fabio ; Lombardi, Mariarosaria ; Imbert, Enrica ; Delsignore, Monica. In: MPRA Paper. RePEc:pra:mprapa:115454.

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2023Machine 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.

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2022Forecasting oil Prices: can large BVARs help?. (2022). Zhang, BO ; Nguyen, BH. In: Working Papers. RePEc:tas:wpaper:47522.

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2023Deep 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.

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2023Modelling 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.

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Works by Angelica Gianfreda:

YearTitleTypeCited
2016The Impact of RES in the Italian DayAhead and Balancing Markets In: The Energy Journal.
[Full Text][Citation analysis]		article29
2019The RES-Induced Switching Effect Across Fossil Fuels: An Analysis of Day-Ahead and Balancing Prices In: The Energy Journal.
[Full Text][Citation analysis]		article4
2019Comparing the Forecasting Performances of Linear Models for Electricity Prices with High RES Penetration In: Papers.
[Full Text][Citation analysis]		paper29
2018Comparing the Forecasting Performances of Linear Models for Electricity Prices with High RES Penetration.(2018) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 29		paper
2020Comparing 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 another version. Agregated cites: 29		article
2010Volatility and Volume Effects in European Electricity Spot Markets In: Economic Notes.
[Full Text][Citation analysis]		article11
2020Large Time-Varying Volatility Models for Electricity Prices In: Working Papers.
[Full Text][Citation analysis]		paper4
2018A Review of Balancing Costs in Italy before and after RES introduction In: BEMPS - Bozen Economics & Management Paper Series.
[Full Text][Citation analysis]		paper22
2018A 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 another version. Agregated cites: 22		article
2018A Stochastic Latent Moment Model for Electricity Price Formation In: BEMPS - Bozen Economics & Management Paper Series.
[Full Text][Citation analysis]		paper31
2010Integration and shock transmissions across European electricity forward markets In: Energy Economics.
[Full Text][Citation analysis]		article61
2012Forecasting Italian electricity zonal prices with exogenous variables In: Energy Economics.
[Full Text][Citation analysis]		article67
2011Forecasting Italian Electricity Zonal Prices with Exogenous Variables.(2011) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 67		paper
2016Revisiting long-run relations in power markets with high RES penetration In: Energy Policy.
[Full Text][Citation analysis]		article23
2018A Trading-Based Evaluation of Density Forecasts in a Real-Time Electricity Market In: Energies.
[Full Text][Citation analysis]		article18
2017The 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]		paper2
2021Forecasting Electricity Prices with Expert, Linear and Non-Linear Models In: Working Paper series.
[Full Text][Citation analysis]		paper0
2018Measuring Model Risk in the European Energy Exchange In: International Series in Operations Research & Management Science.
[Citation analysis]		chapter1
2008Risk adjustment, investment policy, and valuation for an unlevered firm In: Working Papers.
[Full Text][Citation analysis]		paper0

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