Florentina Paraschiv : Citation Profile

Are you Florentina Paraschiv?

7

H index

5

i10 index

403

Citations

RESEARCH PRODUCTION:

7

Articles

12

Papers

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   5 years (2012 - 2017). See details.
   Cites by year: 80
   Journals where Florentina Paraschiv has often published
   Relations with other researchers
   Recent citing documents: 95.    Total self citations: 10 (2.42 %)

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   Permalink: http://citec.repec.org/ppa877
   Updated: 2023-08-19    RAS profile: 2018-03-10    
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Relations with other researchers

Works with:

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 (44)

Uniejewski, Bartosz (23)

Marcjasz, Grzegorz (18)

Maciejowska, Katarzyna (14)

Nitka, Weronika (10)

Weron, Tomasz (9)

Serafin, Tomasz (9)

Vargiolu, Tiziano (8)

Nowotarski, Jakub (7)

Rossini, Luca (5)

Zarnikau, Jay (5)

Cites to:

Weron, Rafał (21)

Fleten, Stein-Erik (8)

Misiorek, Adam (7)

Cartea, Álvaro (7)

GUEGAN, Dominique (5)

DIONGUE, Abdou Ka (5)

Engle, Robert (5)

Trueck, Stefan (5)

Kemfert, Claudia (4)

Narayan, Paresh (3)

Laurent, Sébastien (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 (2022 and 2021)

YearTitle of citing document
2021Forecasting Electricity Prices: Autoregressive Hybrid Nearest Neighbors (ARHNN) method. (2021). Sotiros, Dimitrios ; Serafin, Tomasz ; Nitka, Weronika. In: WORking papers in Management Science (WORMS). RePEc:ahh:wpaper:worms2106.

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2021Price formation and optimal trading in intraday electricity markets. (2020). Tinsi, Laura ; Tankov, Peter. In: Papers. RePEc:arx:papers:2009.04786.

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2021Electricity intraday price modeling with marked Hawkes processes. (2021). Gruet, Pierre ; Deschatre, Thomas. In: Papers. RePEc:arx:papers:2103.07407.

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2021A survey of electricity spot and futures price models for risk management applications. (2021). Gruet, Pierre ; Deschatre, Thomas. In: Papers. RePEc:arx:papers:2103.16918.

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2022Optimal bidding on hourly and quarter-hourly day-ahead electricity price auctions: trading large volumes of power with market impact and transaction costs. (2021). Narajewski, Michal ; Ziel, Florian. In: Papers. RePEc:arx:papers:2104.14204.

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2021Decision making with dynamic probabilistic forecasts. (2021). Tinsi, Laura ; Tankov, Peter. In: Papers. RePEc:arx:papers:2106.16047.

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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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2022Tail Risk of Electricity Futures. (2022). Mayoral, Silvia ; Rodriguez, Rosa ; Pena, Juan Ignacio. In: Papers. RePEc:arx:papers:2202.01732.

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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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2022A portfolio management of a small RES utility with a Structural Vector Autoregressive model of German electricity markets. (2022). Maciejowska, Katarzyna. In: Papers. RePEc:arx:papers:2205.00975.

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2023A cross-border market model with limited transmission capacities. (2022). Milbradt, Cassandra. In: Papers. RePEc:arx:papers:2207.01939.

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2023Multivariate Simulation-based Forecasting for Intraday Power Markets: Modelling Cross-Product Price Effects. (2023). Ziel, Florian ; Hirsch, Simon. In: Papers. RePEc:arx:papers:2306.13419.

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2021The cost of uncoupling GB interconnectors. (2021). Newbery, D ; Guo, B. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2118.

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2021Data-driven real-time price-based demand response for industrial facilities energy management. (2021). Ding, Yuemin ; Jiang, Junhui ; Li, Yuting ; Huang, Yuan ; Bai, Ruichang ; Lu, Renzhi. In: Applied Energy. RePEc:eee:appene:v:283:y:2021:i:c:s0306261920316779.

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2021Evolutionary double attention-based long short-term memory model for building energy prediction: Case study of a green building. (2021). Xu, Xiaoxiao ; Hu, Ting ; Chen, Weilin ; Ding, Zhikun. In: Applied Energy. RePEc:eee:appene:v:288:y:2021:i:c:s0306261921001902.

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2021Advanced price forecasting in agent-based electricity market simulation. (2021). Fichtner, Wolf ; Keles, Dogan ; Kraft, Emil ; Fraunholz, Christoph. In: Applied Energy. RePEc:eee:appene:v:290:y:2021:i:c:s0306261921002142.

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2021Energy trading efficiency in the US Midcontinent electricity markets. (2021). Zarnikau, J ; Woo, C K ; Tsai, C H ; Qi, H S ; Cao, K H. In: Applied Energy. RePEc:eee:appene:v:302:y:2021:i:c:s0306261921008886.

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2021Forecasting seasonal electricity generation in European countries under Covid-19-induced lockdown using fractional grey prediction models and machine learning methods. (2021). Chen, Yan ; Balli, Serkan ; Ahin, Utkucan. In: Applied Energy. RePEc:eee:appene:v:302:y:2021:i:c:s0306261921009181.

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2022Empirical study of day-ahead electricity spot-price forecasting: Insights into a novel loss function for training neural networks. (2022). Solibakke, Per Bjarte ; Loutfi, Ijlal ; Sun, Mengtao. In: Applied Energy. RePEc:eee:appene:v:319:y:2022:i:c:s0306261922005542.

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2022Pricing the risk due to weather conditions in small variable renewable energy projects. (2022). Uribe, Jorge M ; Mosquera-Lopez, Stephania. In: Applied Energy. RePEc:eee:appene:v:322:y:2022:i:c:s0306261922008029.

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2023The impact of offshore wind energy on Northern European wholesale electricity prices. (2023). Schluter, Jan Chr ; Wacker, Benjamin ; Seebass, Johann V ; Hosius, Emil. In: Applied Energy. RePEc:eee:appene:v:341:y:2023:i:c:s030626192300274x.

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2021Ensemble forecasting for product futures prices using variational mode decomposition and artificial neural networks. (2021). Huang, Keke ; Liu, Yishun ; Wang, Chengzhu. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:146:y:2021:i:c:s0960077921001740.

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2021Risk premia in electricity derivatives markets. (2021). Leccadito, Arturo ; Algieri, Bernardina ; Tunaru, Diana. In: Energy Economics. RePEc:eee:eneeco:v:100:y:2021:i:c:s014098832100205x.

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2021A survey of electricity spot and futures price models for risk management applications. (2021). Gruet, Pierre ; Feron, Olivier ; Deschatre, Thomas. In: Energy Economics. RePEc:eee:eneeco:v:102:y:2021:i:c:s0140988321003881.

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2021Wind generation and the dynamics of electricity prices in Australia. (2021). Konstandatos, Otto ; Nikitopoulos, Christina Sklibosios ; Mwampashi, Muthe Mathias ; Rai, Alan. In: Energy Economics. RePEc:eee:eneeco:v:103:y:2021:i:c:s0140988321004230.

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2021Application of bagging in day-ahead electricity price forecasting and factor augmentation. (2021). Yildirim, Dilem ; Ozen, Kadir. In: Energy Economics. RePEc:eee:eneeco:v:103:y:2021:i:c:s0140988321004448.

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2022The dependence of quantile power prices on supply from renewables. (2022). Stet, Cristian ; Huisman, Ronald. In: Energy Economics. RePEc:eee:eneeco:v:105:y:2022:i:c:s0140988321005351.

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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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2022Spatial merit order effects of renewables in the Italian power exchange. (2022). Sapio, Alessandro ; de Siano, Rita ; Desiano, Rita . In: Energy Economics. RePEc:eee:eneeco:v:108:y:2022:i:c:s0140988322000172.

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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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2022Optimal bidding in hourly and quarter-hourly electricity price auctions: Trading large volumes of power with market impact and transaction costs. (2022). Ziel, Florian ; Narajewski, Micha. In: Energy Economics. RePEc:eee:eneeco:v:110:y:2022:i:c:s0140988322001505.

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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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2022Trading on short-term path forecasts of intraday electricity prices. (2022). Weron, Rafa ; Marcjasz, Grzegorz ; Serafin, Tomasz. In: Energy Economics. RePEc:eee:eneeco:v:112:y:2022:i:c:s014098832200281x.

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2022The impact of variable renewables on the distribution of hourly electricity prices and their variability: A panel approach. (2022). Tselika, Kyriaki. In: Energy Economics. RePEc:eee:eneeco:v:113:y:2022:i:c:s0140988322003449.

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2021Capturing the power options smile by an additive two-factor model for overlapping futures prices. (2021). Vargiolu, Tiziano ; Schmeck, Maren Diane ; Piccirilli, Marco. In: Energy Economics. RePEc:eee:eneeco:v:95:y:2021:i:c:s0140988320303467.

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2021Electricity pricing using a periodic GARCH model with conditional skewness and kurtosis components. (2021). Theodossiou, Panayiotis ; Savva, Christos ; Kosmidou, Kyriaki ; Ioannidis, Filippos. In: Energy Economics. RePEc:eee:eneeco:v:95:y:2021:i:c:s0140988321000153.

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2021Regularized quantile regression averaging for probabilistic electricity price forecasting. (2021). Weron, Rafał ; Uniejewski, Bartosz. In: Energy Economics. RePEc:eee:eneeco:v:95:y:2021:i:c:s0140988321000268.

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2021Exogenous factors for order arrivals on the intraday electricity market. (2021). Kiesel, Rudiger ; Kramer, Anke. In: Energy Economics. RePEc:eee:eneeco:v:97:y:2021:i:c:s0140988321000918.

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2021Enhancing load, wind and solar generation for day-ahead forecasting of electricity prices. (2021). Weron, Tomasz ; Nitka, Weronika ; Maciejowska, Katarzyna. In: Energy Economics. RePEc:eee:eneeco:v:99:y:2021:i:c:s014098832100178x.

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2021Can liberalised electricity markets support decarbonised portfolios in line with the Paris Agreement? A case study of Central Western Europe. (2021). van den Broek, Machteld ; Junginger, Martin ; Zappa, William. In: Energy Policy. RePEc:eee:enepol:v:149:y:2021:i:c:s0301421520306984.

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2021The impact of variable renewable energy technologies on electricity markets: An analysis of the Turkish balancing market. (2021). ŞİRİN, Selahattin ; Yilmaz, Berna N ; Sirin, Selahattin Murat. In: Energy Policy. RePEc:eee:enepol:v:151:y:2021:i:c:s0301421520308041.

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2021The cost of uncoupling GB interconnectors. (2021). Newbery, David M ; Guo, Bowei. In: Energy Policy. RePEc:eee:enepol:v:158:y:2021:i:c:s0301421521004390.

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2021Analysis and forecast of Chinas energy consumption structure. (2021). Su, Bin ; Zhang, Minglong ; Zeng, Sheng ; Tao, Qingmei ; Luo, Song ; Liu, Jun ; Gao, Yuan. In: Energy Policy. RePEc:eee:enepol:v:159:y:2021:i:c:s030142152100495x.

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2022Cannibalization, depredation, and market remuneration of power plants. (2022). Mayoral, Silvia ; Rodriguez, Rosa ; Pea, Juan Ignacio. In: Energy Policy. RePEc:eee:enepol:v:167:y:2022:i:c:s0301421522003111.

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2022Impact of renewable electricity on utility finances: Assessing merit order effect for an Indian utility. (2022). Shrimali, Gireesh ; Jain, Sourabh. In: Energy Policy. RePEc:eee:enepol:v:168:y:2022:i:c:s0301421522003172.

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2021Performing price scenario analysis and stress testing using quantile regression: A case study of the Californian electricity market. (2021). Verling, Trude Haugsvaer ; Bogaard, Katinka ; Botterud, Audun ; Negash, Ahlmahz ; Fleten, Stein-Erik ; Stein- Erik Fleten, ; Westgaard, Sjur. In: Energy. RePEc:eee:energy:v:214:y:2021:i:c:s0360544220319034.

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2021Renewable electricity business models in a post feed-in tariff era. (2021). Fridgen, Gilbert ; Weibelzahl, Martin ; Wagon, Felix ; Schopf, Michael ; Rovekamp, Patrick. In: Energy. RePEc:eee:energy:v:216:y:2021:i:c:s0360544220323355.

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2021Energy futures price prediction and evaluation model with deep bidirectional gated recurrent unit neural network and RIF-based algorithm. (2021). Wang, Jun. In: Energy. RePEc:eee:energy:v:216:y:2021:i:c:s0360544220324063.

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2021Learning spatiotemporal dynamics in wholesale energy markets with dynamic mode decomposition. (2021). Dowling, Alexander W ; Elmore, Clay T. In: Energy. RePEc:eee:energy:v:232:y:2021:i:c:s0360544221012615.

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2021Day-ahead electricity price prediction applying hybrid models of LSTM-based deep learning methods and feature selection algorithms under consideration of market coupling. (2021). Becker, Denis Mike ; Li, Wei. In: Energy. RePEc:eee:energy:v:237:y:2021:i:c:s0360544221017916.

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2022National-scale electricity peak load forecasting: Traditional, machine learning, or hybrid model?. (2022). Cho, Youngsang ; Lee, Juyong. In: Energy. RePEc:eee:energy:v:239:y:2022:i:pd:s0360544221026153.

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2022Demand response potential: An economic analysis for MIBEL and EEX. (2022). Soares, Isabel ; Sousa, Joana. In: Energy. RePEc:eee:energy:v:244:y:2022:i:pa:s0360544221028735.

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2022Data-driven modeling for long-term electricity price forecasting. (2022). Sansavini, Giovanni ; Blume, Steffen ; Wuthrich, Moritz ; Gabrielli, Paolo. In: Energy. RePEc:eee:energy:v:244:y:2022:i:pb:s036054422200010x.

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2022Forecasting the occurrence of extreme electricity prices using a multivariate logistic regression model. (2022). Wennersten, Ronald ; Sun, Qie ; Li, Hailong ; Yan, Ruifeng ; Ma, Cuiping ; Bai, Feifei ; Liu, Luyao. In: Energy. RePEc:eee:energy:v:247:y:2022:i:c:s0360544222003206.

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2023Distributionally robust day-ahead combined heat and power plants scheduling with Wasserstein Metric. (2023). Soder, Lennart ; Wu, Qiuwei ; Amelin, Mikael ; Skalyga, Mikhail. In: Energy. RePEc:eee:energy:v:269:y:2023:i:c:s0360544223001871.

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2021Conformal prediction interval estimation and applications to day-ahead and intraday power markets. (2021). Ziel, Florian ; Kath, Christopher. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:2:p:777-799.

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2022Forecasting: theory and practice. (2022). Shang, Han Lin ; Rubaszek, Michał ; Martinez, Andrew ; Grossi, Luigi ; Franses, Philip Hans ; Fiszeder, Piotr ; Clements, Michael ; Castle, Jennifer ; Carnevale, Claudio ; Kolassa, Stephan ; Thorarinsdottir, Thordis ; Guo, Xiaojia ; Reade, James J ; Petropoulos, Fotios ; Nikolopoulos, Konstantinos ; Koehler, Anne B ; Thomakos, Dimitrios ; Browell, Jethro ; Rapach, David E ; Modis, Theodore ; Kang, Yanfei ; Tashman, Len ; Boylan, John E ; Gunter, Ulrich ; Ramos, Patricia ; Ellison, Joanne ; Meeran, Sheik ; Richmond, Victor ; Talagala, Thiyanga S ; Bijak, Jakub ; Guidolin, Massimo ; Pinson, Pierre ; Dokumentov, Alexander ; Jeon, Jooyoung ; Bessa, Ricardo J ; Pedregal, Diego J ; de Baets, Shari ; Ziel, Florian ; Syntetos, Aris A ; Bergmeir, Christoph
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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2021The electricity production cost curve during extreme winter weather. (2021). Pilotte, Eugene A ; Michelfelder, Richard A. In: Journal of Economics and Business. RePEc:eee:jebusi:v:117:y:2021:i:c:s0148619521000370.

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2022Modelling the evolution of wind and solar power infeed forecasts. (2022). Paraschiv, Florentina ; Li, Wei. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:25:y:2022:i:c:s2405851321000234.

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2022Short- and long-term forecasting of electricity prices using embedding of calendar information in neural networks. (2022). Michaeli, Hendrik ; Schirra, Florian ; Ramentol, Enislay ; Wagner, Andreas. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:28:y:2022:i:c:s2405851322000046.

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2021Cointegration between the structure of copper futures prices and Brexit. (2021). Martin-Garcia, Rodrigo ; Galan-Gutierrez, Juan Antonio. In: Resources Policy. RePEc:eee:jrpoli:v:71:y:2021:i:c:s0301420721000155.

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2022Presidential honeymoons, political cycles and the commodity market. (2022). Idilbi, Yasmeen ; Qadan, Mahmoud. In: Resources Policy. RePEc:eee:jrpoli:v:77:y:2022:i:c:s0301420722000800.

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2022A novel seasonal fractional grey model for predicting electricity demand: A case study of Zhejiang in China. (2022). Zhang, Zhiwei ; Li, Hailin ; Zhou, Wenhao. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:200:y:2022:i:c:p:128-147.

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2021Minority games played by arbitrageurs on the energy market. (2021). Meyer-Ortmanns, Hildegard ; Ritmeester, Tim. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:573:y:2021:i:c:s0378437121001990.

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2021Pricing forward contracts in power markets with variable renewable energy sources. (2021). Stet, Cristian ; Koolen, Derck ; Huisman, Ronald. In: Renewable Energy. RePEc:eee:renene:v:180:y:2021:i:c:p:1260-1265.

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2022The role of data frequency and method selection in electricity price estimation: Comparative evidence from Turkey in pre-pandemic and pandemic periods. (2022). Ertugrul, Hasan ; Depren, Ozer ; Erturul, Hasan Murat ; Kartal, Mustafa Tevfik. In: Renewable Energy. RePEc:eee:renene:v:186:y:2022:i:c:p:217-225.

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2021The role of flexibility in the light of the COVID-19 pandemic and beyond: Contributing to a sustainable and resilient energy future in Europe. (2021). Weibelzahl, Martin ; Wagner, Jonathan ; Schopf, Michael ; Korner, Marc-Fabian ; Heffron, Raphael J. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:140:y:2021:i:c:s1364032121000393.

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2021Assessing the renewable energy policy paradox: A scenario analysis for the Italian electricity market. (2021). Marghella, F ; D'Alessandro, S ; Cieplinski, A. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:142:y:2021:i:c:s1364032121001325.

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2022Artificial Intelligence for Electricity Supply Chain automation. (2022). Lenk, Steve ; Klaiber, Stefan ; Dreher, Alexander ; Scholz, Christoph ; Marchand, Sophie ; Lehna, Malte ; Richter, Lucas. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:163:y:2022:i:c:s1364032122003653.

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2021Modeling Dynamic Multifractal Efficiency of US Electricity Market. (2021). Ferreira, Paulo ; Ali, Haider ; Aslam, Faheem. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:19:p:6145-:d:644089.

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2021Comprehensive Review on Electricity Market Price and Load Forecasting Based on Wind Energy. (2021). Garcia, Fausto Pedro ; Acarolu, Hakan. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:22:p:7473-:d:675237.

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2021Improving Artificial Intelligence Forecasting Models Performance with Data Preprocessing: European Union Allowance Prices Case Study. (2021). Garcia, Agustin ; Fernandez-Martinez, Daniel ; Jaramillo-Moran, Miguel A ; Carmona-Fernandez, Diego ; Garcia-Garcia, Agustin. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:23:p:7845-:d:685593.

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2021Energy Markets Forecasting. From Inferential Statistics to Machine Learning: The German Case. (2021). Ehrhardt, Matthias ; di Persio, Luca ; Viviani, Emma. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:2:p:364-:d:478401.

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2021Scheduling Optimization of a Cabinet Refrigerator Incorporating a Phase Change Material to Reduce Its Indirect Environmental Impact. (2021). del Duca, Manuel Gesu ; Mota-Babiloni, Adrian ; Maiorino, Angelo ; Aprea, Ciro. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:8:p:2154-:d:535009.

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2022Impact of the COVID-19 Pandemic Crisis on the Efficiency of European Intraday Electricity Markets. (2022). Momm, Florian ; Gottwald, Daria ; Buescher, Jan Niklas ; Zureck, Alexander. In: Energies. RePEc:gam:jeners:v:15:y:2022:i:10:p:3494-:d:812510.

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2022Reviewing Explanatory Methodologies of Electricity Markets: An Application to the Iberian Market. (2022). Soares, Isabel ; Fernandes, Renato. In: Energies. RePEc:gam:jeners:v:15:y:2022:i:14:p:5020-:d:859098.

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2022Determinants of Electricity Prices in Turkey: An Application of Machine Learning and Time Series Models. (2022). Soyta, Uur ; Depren, Serpil Kili ; Kartal, Mustafa Tevfik ; Erturul, Hasan Murat. In: Energies. RePEc:gam:jeners:v:15:y:2022:i:20:p:7512-:d:940113.

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2022Short-Term Electricity Price Forecasting Based on the Two-Layer VMD Decomposition Technique and SSA-LSTM. (2022). Guo, Fang ; Deng, Shangyun ; Zheng, Weijia ; Wen, AN ; Du, Jinfeng ; Huang, Guangshan ; Wang, Ruiyang. In: Energies. RePEc:gam:jeners:v:15:y:2022:i:22:p:8445-:d:969965.

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2022VMD-WSLSTM Load Prediction Model Based on Shapley Values. (2022). Zeng, Huibin ; Yan, Yichuan ; Shao, Bilin. In: Energies. RePEc:gam:jeners:v:15:y:2022:i:2:p:487-:d:721853.

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2022Modelling the Potential Impacts of Nuclear Energy and Renewables in the Turkish Energy System. (2022). Onoz, Bihrat ; Korkmaz, Ozan. In: Energies. RePEc:gam:jeners:v:15:y:2022:i:4:p:1392-:d:749326.

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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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2023A Hawkes Model Approach to Modeling Price Spikes in the Japanese Electricity Market. (2023). Ikeda, Kazushi ; Adline, Bikeri. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:4:p:1570-:d:1057836.

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2023Electricity Prices in the European Union Region: The Role of Renewable Energy Sources, Key Economic Factors and Market Liberalization. (2023). HALKOS, GEORGE ; Tsirivis, Apostolos S. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:6:p:2540-:d:1090794.

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2021Do IFRS Promote Transparency? Evidence from the Bankruptcy Prediction of Privately Held Swedish and Norwegian Companies. (2021). Wahlstrom, Ranik Raaen ; Kainth, Akarsh. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:3:p:123-:d:517046.

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2021Towards Electric Price and Load Forecasting Using CNN-Based Ensembler in Smart Grid. (2021). Farooq, Umer ; Ayub, Nasir ; Aslam, Shahzad ; Bukhsh, Rasool ; Azar, Ahmad Taher ; Haider, Syed Irtaza ; Rukh, Gul ; Albogamy, Fahad R ; Alvi, Muhammad Junaid. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:22:p:12653-:d:680508.

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2021Short-term electricity price forecastingmodels comparative analysis : Machine Learning vs. Econometrics. (2021). Lantz, Frederic ; Farnoosh, Arash ; Cohet, Tancrede ; Cazelles, Jerome ; de Certaines, Guillaume ; Ferre, Antoine. In: Working Papers. RePEc:hal:wpaper:hal-03262208.

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2021Machine learning in energy forecasts with an application to high frequency electricity consumption data. (2021). Wetzel, Heike ; Henze, Janosch ; Heilmann, Erik. In: MAGKS Papers on Economics. RePEc:mar:magkse:202135.

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2022Reversible Power-to-Gas systems for energy conversion and storage. (2022). Reichelstein, Stefan ; Glenk, Gunther. In: Nature Communications. RePEc:nat:natcom:v:13:y:2022:i:1:d:10.1038_s41467-022-29520-0.

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2021The impact of variable renewable energy penetration on wholesale electricity prices in Japan. (2021). Fujii, Hidemichi ; Sakaguchi, Makishi. In: MPRA Paper. RePEc:pra:mprapa:110554.

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2021Forecasting Electricity Prices with Expert, Linear and Non-Linear Models. (2021). Ravazzolo, Francesco ; del Grosso, Filippo ; Gianfreda, Angelica ; Bille, Anna Gloria. In: Working Paper series. RePEc:rim:rimwps:21-20.

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2021Gaussian clustering and jump-diffusion models of electricity prices: a deep learning analysis. (2021). Mari, Carlo. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:44:y:2021:i:2:d:10.1007_s10203-021-00332-z.

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2023Intraday power trading: toward an arms race in weather forecasting?. (2023). Wozabal, David ; Kuppelwieser, Thomas. In: OR Spectrum: Quantitative Approaches in Management. RePEc:spr:orspec:v:45:y:2023:i:1:d:10.1007_s00291-022-00698-5.

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2021Short-term risk management for electricity retailers under rising shares of decentralized solar generation. (2021). Keles, Dogan ; Bertsch, Valentin ; Kraft, Emil ; Russo, Marianna. In: Working Paper Series in Production and Energy. RePEc:zbw:kitiip:57.

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2022An electricity price modeling framework for renewable-dominant markets. (2022). Hain, Martin ; Kargus, Tobias ; Schermeyer, Hans ; Uhrig-Homburg, Marliese ; Fichtner, Wolf. In: Working Paper Series in Production and Energy. RePEc:zbw:kitiip:65.

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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.
[Full Text][Citation analysis]		article95
2015Stress-testing for portfolios of commodity futures In: Economic Modelling.
[Full Text][Citation analysis]		article7
2015A spot-forward model for electricity prices with regime shifts In: Energy Economics.
[Full Text][Citation analysis]		article30
2017Econometric analysis of 15-minute intraday electricity prices In: Energy Economics.
[Full Text][Citation analysis]		article89
2015Econometric Analysis of 15-minute Intraday Electricity Prices.(2015) In: Working Papers on Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 89		paper
2014The impact of renewable energies on EEX day-ahead electricity prices In: Energy Policy.
[Full Text][Citation analysis]		article129
2013Adjustment Policy of Deposit Rates in the Case of Swiss Non-maturing Savings Accounts In: Journal of Applied Finance & Banking.
[Full Text][Citation analysis]		article0
2012Adjustment Policy of Deposit Rates in the Case of Swiss non-Maturing Savings Accounts.(2012) In: Working Papers on Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2016Prediction of extreme price occurrences in the German day-ahead electricity market In: Quantitative Finance.
[Full Text][Citation analysis]		article25
2016Prediction of Extreme Price Occurrences in the German Day-ahead Electricity Market.(2016) In: Working Papers on Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 25		paper
2012Modeling Non-maturing Savings Volumes In: Working Papers on Finance.
[Full Text][Citation analysis]		paper0
2012Medium-term Planning for Thermal Electricity Production. In: Working Papers on Finance.
[Full Text][Citation analysis]		paper7
2013Spot-forward Model for Electricity Prices In: Working Papers on Finance.
[Full Text][Citation analysis]		paper4
2013Extreme Spillover Between Shadow Banking and Regular Banking In: Working Papers on Finance.
[Full Text][Citation analysis]		paper1
2013Investors’ Behavior under Changing Market Volatility In: Working Papers on Finance.
[Full Text][Citation analysis]		paper0
2013Price Dynamics in Electricity Markets In: Working Papers on Finance.
[Full Text][Citation analysis]		paper7
2015Multivariate Dynamic Copula Models: Parameter Estimation and Forecast Evaluation In: Working Papers on Finance.
[Full Text][Citation analysis]		paper0
2016Estimation and Application of Fully Parametric Multifactor Quantile Regression with Dynamic Coefficients In: Working Papers on Finance.
[Full Text][Citation analysis]		paper9
2016A Structural Model for Electricity Forward Prices In: Working Papers on Finance.
[Full Text][Citation analysis]		paper0

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