9
H index
9
i10 index
302
Citations
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:
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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: |
Journals with more than one article published | # docs |
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Energy Economics | 2 |
The Energy Journal | 2 |
Year | Title of citing document |
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2022 | Are low frequency macroeconomic variables important for high frequency electricity prices?. (2020). Rossini, Luca ; Ravazzolo, Francesco ; Foroni, Claudia. In: Papers. RePEc:arx:papers:2007.13566. Full description at Econpapers || Download paper |
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 |
2022 | A 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. Full description at Econpapers || Download paper |
2022 | Time-zero Efficiency of European Power Derivatives Markets. (2022). Rodriguez, Rosa ; Pena, Juan Ignacio. In: Papers. RePEc:arx:papers:2202.01737. Full description at Econpapers || Download paper |
2022 | Forecasting Electricity Prices. (2022). Weron, Rafał ; Uniejewski, Bartosz ; Maciejowska, Katarzyna. In: Papers. RePEc:arx:papers:2204.11735. Full description at Econpapers || Download paper |
2022 | Probabilistic forecasting of German electricity imbalance prices. (2022). Narajewski, Michal. In: Papers. RePEc:arx:papers:2205.11439. Full description at Econpapers || Download paper |
2022 | Distributional neural networks for electricity price forecasting. (2022). Ziel, Florian ; Weron, Rafal ; Narajewski, Michal ; Marcjasz, Grzegorz. In: Papers. RePEc:arx:papers:2207.02832. Full description at Econpapers || Download paper |
2022 | LASSO Principal Component Averaging -- a fully automated approach for point forecast pooling. (2022). Maciejowska, Katarzyna ; Uniejewski, Bartosz. In: Papers. RePEc:arx:papers:2207.04794. Full description at Econpapers || Download paper |
2022 | Simulation-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. 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 |
2022 | . Full description at Econpapers || Download paper |
2022 | Solar 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. Full description at Econpapers || Download paper |
2022 | Short-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. Full description at Econpapers || Download paper |
2022 | Improving 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. Full description at Econpapers || Download paper |
2022 | Potential 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. 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 |
2022 | Modeling 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. 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 |
2022 | Valuing 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. Full description at Econpapers || Download paper |
2022 | Forecasting 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. Full description at Econpapers || Download paper |
2022 | Does 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. Full description at Econpapers || Download paper |
2022 | Short-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. Full description at Econpapers || Download paper |
2022 | Dynamic 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. Full description at Econpapers || Download paper |
2022 | A 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. Full description at Econpapers || Download paper |
2022 | Decision 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. Full description at Econpapers || Download paper |
2022 | A 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. Full description at Econpapers || Download paper |
2022 | Electricity 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. 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 |
2022 | Study 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. Full description at Econpapers || Download paper |
2022 | Probabilistic Forecasting of German Electricity Imbalance Prices. (2022). Narajewski, Micha. In: Energies. RePEc:gam:jeners:v:15:y:2022:i:14:p:4976-:d:857870. Full description at Econpapers || Download paper |
2022 | The 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. Full description at Econpapers || Download paper |
2022 | PV 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. 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 |
2022 | Machine 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. Full description at Econpapers || Download paper |
2022 | . 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 |
2022 | The 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. 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 |
2022 | Forecasting oil Prices: can large BVARs help?. (2022). Zhang, BO ; Nguyen, BH. In: Working Papers. RePEc:tas:wpaper:47522. 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 | 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 |
Year | Title | Type | Cited |
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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 | 29 |
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 another version. Agregated cites: 29 | 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 another version. Agregated cites: 29 | 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 another 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 | 31 |
2010 | Integration and shock transmissions across European electricity forward markets In: Energy Economics. [Full Text][Citation analysis] | article | 61 |
2012 | Forecasting Italian electricity zonal prices with exogenous variables In: Energy Economics. [Full Text][Citation analysis] | article | 67 |
2011 | Forecasting Italian Electricity Zonal Prices with Exogenous Variables.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 67 | 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 |
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