Angelica Gianfreda : Citation Profile


Università degli Studi di Padova

11

H index

11

i10 index

377

Citations

RESEARCH PRODUCTION:

17

Articles

10

Papers

1

Chapters

RESEARCH ACTIVITY:

   16 years (2008 - 2024). See details.
   Cites by year: 23
   Journals where Angelica Gianfreda has often published
   Relations with other researchers
   Recent citing documents: 53.    Total self citations: 20 (5.04 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pgi226
   Updated: 2026-01-03    RAS profile: 2025-02-17    
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Relations with other researchers


Works with:

Rossini, Luca (4)

Billé, Anna Gloria (2)

Ravazzolo, Francesco (2)

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 (45)

Rossini, Luca (19)

Uniejewski, Bartosz (18)

Marcjasz, Grzegorz (17)

Maciejowska, Katarzyna (12)

Weron, Tomasz (10)

Nitka, Weronika (10)

Grossi, Luigi (8)

Nowotarski, Jakub (8)

Spagnolo, Nicola (7)

Polinori, Paolo (7)

Cites to:

Weron, Rafał (50)

Pelagatti, Matteo (26)

Parisio, Lucia (20)

Misiorek, Adam (15)

Ravazzolo, Francesco (13)

Clark, Todd (10)

Polinori, Paolo (8)

Koopman, Siem Jan (8)

Diebold, Francis (8)

Maciejowska, Katarzyna (8)

Nowotarski, Jakub (8)

Main data


Where Angelica Gianfreda has published?


Journals with more than one article published# docs
The Energy Journal2
International Journal of Forecasting2
The Energy Journal2
Energy Economics2

Working Papers Series with more than one paper published# docs
Working Papers / University of Verona, Department of Economics2
Papers / arXiv.org2
Working Papers / Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School2
BEMPS - Bozen Economics & Management Paper Series / Faculty of Economics and Management at the Free University of Bozen2

Recent works citing Angelica Gianfreda (2025 and 2024)


YearTitle of citing document
2024Smoothing Quantile Regression Averaging: A new approach to probabilistic forecasting of electricity prices. (2024). Uniejewski, Bartosz. In: Papers. RePEc:arx:papers:2302.00411.

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2024From day-ahead to mid and long-term horizons with econometric electricity price forecasting models. (2024). Ghelasi, Paul ; Ziel, Florian. In: Papers. RePEc:arx:papers:2406.00326.

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2024Multiple split approach -- multidimensional probabilistic forecasting of electricity markets. (2024). Nitka, Weronika ; Maciejowska, Katarzyna. In: Papers. RePEc:arx:papers:2407.07795.

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2025Extrapolating the long-term seasonal component of electricity prices for forecasting in the day-ahead market. (2025). Chke, Katarzyna ; Uniejewski, Bartosz ; Weron, Rafal. In: Papers. RePEc:arx:papers:2503.02518.

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2025Online Multivariate Regularized Distributional Regression for High-dimensional Probabilistic Electricity Price Forecasting. (2025). Hirsch, Simon. In: Papers. RePEc:arx:papers:2504.02518.

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2025Modeling European Electricity Market Integration during turbulent times. (2025). Rossini, Luca ; Ravazzolo, Francesco ; Viselli, Andrea. In: Papers. RePEc:arx:papers:2506.23289.

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2025Statistical and economic evaluation of forecasts in electricity markets: beyond RMSE and MAE. (2025). Lipiecki, Arkadiusz ; Maciejowska, Katarzyna ; Uniejewski, Bartosz. In: Papers. RePEc:arx:papers:2511.13616.

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2024Two-step deep learning framework with error compensation technique for short-term, half-hourly electricity price forecasting. (2024). Ghimire, Sujan ; Salcedo-Sanz, Sancho ; Deo, Ravinesh C ; Casillas-Perez, David. In: Applied Energy. RePEc:eee:appene:v:353:y:2024:i:pa:s030626192301423x.

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2024Electricity market price forecasting using ELM and Bootstrap analysis: A case study of the German and Finnish Day-Ahead markets. (2024). Loizidis, Stylianos ; Georghiou, George E ; Kyprianou, Andreas. In: Applied Energy. RePEc:eee:appene:v:363:y:2024:i:c:s0306261924004410.

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2024A novel multivariate electrical price bi-forecasting system based on deep learning, a multi-input multi-output structure and an operator combination mechanism. (2024). Nie, Ying ; Li, Ping ; Zhang, Lifang ; Wang, Jianzhou. In: Applied Energy. RePEc:eee:appene:v:366:y:2024:i:c:s0306261924006160.

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2024Flexible operation and integration of high-temperature heat pumps using large temperature glides. (2024). Horstmann, Nils ; Knorr, Lukas ; Meschede, Henning ; Schlosser, Florian ; Divkovic, Denis. In: Applied Energy. RePEc:eee:appene:v:368:y:2024:i:c:s0306261924008006.

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2024A hybrid framework for day-ahead electricity spot-price forecasting: A case study in China. (2024). Li, LI ; Wang, Kai ; Shi, Jianheng ; Hou, Xuebing ; Zhang, Xiandong ; Huang, Siwan ; Zhong, Ming. In: Applied Energy. RePEc:eee:appene:v:373:y:2024:i:c:s0306261924012467.

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2025Enhancing electricity price forecasting accuracy: A novel filtering strategy for improved out-of-sample predictions. (2025). Cerasa, Andrea ; Zani, Alessandro. In: Applied Energy. RePEc:eee:appene:v:383:y:2025:i:c:s030626192500087x.

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2025Univariate and multivariate forecasting of the electricity futures curve using Dynamic Recurrent Neural Networks. (2025). Castello, Oleksandr ; Resta, Marina. In: Applied Energy. RePEc:eee:appene:v:394:y:2025:i:c:s0306261925008128.

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2025On-line conformalized neural networks ensembles for probabilistic forecasting of day-ahead electricity prices. (2025). Brusaferri, Alessandro ; Ballarino, Andrea ; Grossi, Luigi ; Laurini, Fabrizio. In: Applied Energy. RePEc:eee:appene:v:398:y:2025:i:c:s0306261925011420.

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2024The race between education and technology in Chile and its impact on the skill premium. (2024). Balcombe, Kelvin ; Campos-Gonzalez, Jorge. In: Economic Modelling. RePEc:eee:ecmode:v:131:y:2024:i:c:s0264999323004285.

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2024Volatility spillovers and carbon price in the Nordic wholesale electricity markets. (2024). Nepal, Rabindra ; Jamasb, Tooraj ; Do, Hung Xuan ; Lyu, Chenyan. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324002676.

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2024Seasonality in deep learning forecasts of electricity imbalance prices. (2024). Smirnov, Vladimir ; Deng, Sinan ; Inekwe, John ; Wang, Chao ; Wait, Andrew. In: Energy Economics. RePEc:eee:eneeco:v:137:y:2024:i:c:s014098832400478x.

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2024Weather conditions, climate change, and the price of electricity. (2024). Uribe, Jorge ; Mosquera-López, Stephania ; Joaqui-Barandica, Orlando ; Mosquera-Lopez, Stephania. In: Energy Economics. RePEc:eee:eneeco:v:137:y:2024:i:c:s0140988324004973.

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2024Forecasting oil prices: Can large BVARs help?. (2024). Sun, Chuanwang ; Zhang, BO ; Nguyen, Bao H. In: Energy Economics. RePEc:eee:eneeco:v:137:y:2024:i:c:s0140988324005139.

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2024Postprocessing of point predictions for probabilistic forecasting of day-ahead electricity prices: The benefits of using isotonic distributional regression. (2024). Weron, Rafał ; Uniejewski, Bartosz ; Lipiecki, Arkadiusz. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s014098832400642x.

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2025Intermittency and uncertainty in wind and solar energy: Impacts on the French electricity market. (2025). Woerman, Matt ; Ekoue, Maurice K ; Clastres, Cdric. In: Energy Economics. RePEc:eee:eneeco:v:142:y:2025:i:c:s0140988324008855.

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2025The role of geopolitical and climate risk in driving uncertainty in European electricity markets. (2025). Pellini, Elisabetta ; Cincinelli, Peter. In: Energy Economics. RePEc:eee:eneeco:v:144:y:2025:i:c:s0140988325000994.

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2025Loss functions in regression models: Impact on profits and risk in day-ahead electricity trading. (2025). Weron, Rafał ; Serafin, Tomasz. In: Energy Economics. RePEc:eee:eneeco:v:148:y:2025:i:c:s0140988325004207.

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2025Profitability of batteries in day-ahead and intraday electricity markets: Assessment of operation strategies with endogenous prices. (2025). Veenstra, Arjen T ; Mulder, Machiel. In: Energy Economics. RePEc:eee:eneeco:v:148:y:2025:i:c:s0140988325004359.

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2025Can climate factors improve the forecasting of electricity price volatility? Evidence from Australia. (2025). Cao, Shanwei ; Zhai, Xiangyang ; Ji, Qiang ; Guo, Kun ; Liu, YU. In: Energy. RePEc:eee:energy:v:315:y:2025:i:c:s0360544224041100.

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2025AI-based integration of flexible diverse electricity aggregators in multiple electricity markets under uncertainty. (2025). Xu, Xiaofeng ; Li, Chenxi ; Yang, Ning ; Liu, Dunnan ; Hu, Sile ; Wu, Fan. In: Energy. RePEc:eee:energy:v:333:y:2025:i:c:s0360544225027562.

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2025Multiscale dependence and risk contagion between European carbon market, energy, and financial markets. (2025). Cao, Yuan ; Wang, Jia ; Xiong, Xiong. In: Energy. RePEc:eee:energy:v:335:y:2025:i:c:s0360544225039106.

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2024Forecasting day-ahead electricity prices with spatial dependence. (2024). Li, YI ; Yang, Yifan ; Guo, Jue ; Zhou, Jiandong. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:3:p:1255-1270.

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2025Sparse time-varying parameter VECMs with an application to modeling electricity prices. (2025). Rossini, Luca ; Pfarrhofer, Michael ; Hauzenberger, Niko. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:1:p:361-376.

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2024Internalizing match-dependent externalities. (2024). Ross, Johannes ; Lange, Andreas. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:218:y:2024:i:c:p:356-378.

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2025Extrapolating the long-term seasonal component of electricity prices for forecasting in the day-ahead market. (2025). Weron, Rafa ; Uniejewski, Bartosz ; Che, Katarzyna. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:37:y:2025:i:c:s2405851324000680.

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2024Merit-order of dispatchable and variable renewable energy sources in Turkeys day-ahead electricity market. (2024). Yucel, Oyku ; Gokgoz, Fazil. In: Utilities Policy. RePEc:eee:juipol:v:88:y:2024:i:c:s0957178724000511.

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2025Resilience evaluation of train control on-board system considering component failure correlations: Based on Apriori-Multi Layer-Copula Bayesian Network model. (2025). Huang, Wencheng ; Shuai, Bin ; Yu, Yaocheng. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:253:y:2025:i:c:s0951832024005866.

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2025Bayesian Belief Networks: Redefining wholesale electricity price modelling in high penetration non-firm renewable generation power systems. (2025). Mahmoud, Thair S ; Maticka, Martin J. In: Renewable Energy. RePEc:eee:renene:v:239:y:2025:i:c:s096014812402113x.

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2025Measuring the long-term impact of wind, run-of-river, solar renewable energy alternatives on market clearing prices. (2025). Gkgz, Fazil ; Ycel, YK. In: Renewable Energy. RePEc:eee:renene:v:241:y:2025:i:c:s0960148124023607.

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2025From day-ahead to mid and long-term horizons with econometric electricity price forecasting models. (2025). Ghelasi, Paul ; Ziel, Florian. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:217:y:2025:i:c:s1364032125003570.

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2025Cross-border effects on electricity spot prices - a meta-study. (2025). Keles, Dogan ; Mantke, Henrik ; Deissenroth-Uhrig, Marc ; de Blauwe, Jilles. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:224:y:2025:i:c:s1364032125007671.

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2024Forecasting electricity prices from the state-of-the-art modeling technology and the price determinant perspectives. (2024). lucey, brian ; Chai, Shanglei ; Li, Qiang ; Abedin, Mohammad Zoynul. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pa:s0275531923002581.

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2024Data-driven drone pre-positioning for traffic accident rapid assessment. (2024). Meng, Zhu ; Liu, Zhaocai ; Yang, Yuance ; Zhu, Ning ; Zhang, Guowei ; Ke, Ginger Y. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:183:y:2024:i:c:s1366554524000425.

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2024Dealing with Anomalies in Day-Ahead Market Prediction Using Machine Learning Hybrid Model. (2024). Kania, Krzysztof ; Pilot, Karol ; Ganczarek-Gamrot, Alicja. In: Energies. RePEc:gam:jeners:v:17:y:2024:i:17:p:4436-:d:1471177.

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2025A Review of Electricity Price Forecasting Models in the Day-Ahead, Intra-Day, and Balancing Markets. (2025). Visentin, Andrea ; Prestwich, Steven ; Bahloul, Mohamed ; Oconnor, Ciaran. In: Energies. RePEc:gam:jeners:v:18:y:2025:i:12:p:3097-:d:1677361.

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2025Price Behavior and Market Integration in European Union Electricity Markets: A VECM Analysis. (2025). Mitu, Narcis ; Stanciu, Cristian Valeriu. In: Energies. RePEc:gam:jeners:v:18:y:2025:i:4:p:770-:d:1585778.

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2024Forecasting Influenza Trends Using Decomposition Technique and LightGBM Optimized by Grey Wolf Optimizer Algorithm. (2024). Wang, Hao ; Li, Chen ; Guo, Yibin ; Duan, Yonghui. In: Mathematics. RePEc:gam:jmathe:v:13:y:2024:i:1:p:24-:d:1553207.

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2025From Signals to Outcomes: Evidence from Slovakia. (2025). Kurjak, David. In: MENDELU Working Papers in Business and Economics. RePEc:men:wpaper:106_2025.

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2025Power price stability and the insurance value of renewable technologies. (2025). Simon, Daniel Navia ; Anadon, Laura Diaz. In: Nature Energy. RePEc:nat:natene:v:10:y:2025:i:3:d:10.1038_s41560-025-01704-0.

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2025Modeling European Electricity Market Integration during turbulent times. (2025). Rossini, Luca ; Ravazzolo, Francesco ; Viselli, Andrea. In: Working Paper series. RePEc:rim:rimwps:25-06.

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2024Time-varying firm cash holding and economic policy uncertainty nexus: a quantile regression approach. (2024). Magerakis, Efstathios ; Gkillas, Konstantinos ; Galariotis, Emilios ; Floros, Christos ; Zopounidis, Constantin. In: Annals of Operations Research. RePEc:spr:annopr:v:341:y:2024:i:2:d:10.1007_s10479-024-06176-1.

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2025Structural changes in contagion channels: the impact of COVID-19 on the Italian electricity market. (2025). Ahelegbey, Daniel Felix ; Casarin, Roberto ; Fianu, Emmanuel Senyo ; Grossi, Luigi. In: Annals of Operations Research. RePEc:spr:annopr:v:345:y:2025:i:2:d:10.1007_s10479-024-05893-x.

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2024Understanding relationships with the Aggregate Zonal Imbalance using copulas. (2024). Ravazzolo, F ; Gatto, A ; Durante, F. In: Statistical Methods & Applications. RePEc:spr:stmapp:v:33:y:2024:i:2:d:10.1007_s10260-023-00736-8.

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2024Density Forecasting for Electricity Prices under Tail Heterogeneity with the t-Riesz Distribution. (2024). Rossini, Luca ; Lucas, Andre ; Peerlings, Dewi ; Opschoor, Anne. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20240049.

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2025Forecasting Digital Asset Return: An Application of Machine Learning Model. (2025). Senyo, P K ; Lodh, Suman ; Pallotta, Alberto ; Ciciretti, Vito ; Nandy, Monomita. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:30:y:2025:i:3:p:3169-3186.

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2024Electricity price forecasting using quantile regression averaging with nonconvex regularization. (2024). Dong, Yao ; Wang, Jianzhou ; Jiang, HE. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:6:p:1859-1879.

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Works by Angelica Gianfreda:


YearTitleTypeCited
2016The Impact of RES in the Italian DayAhead and Balancing Markets In: The Energy Journal.
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article31
2016The Impact of RES in the Italian Day-Ahead and Balancing Markets.(2016) In: The Energy Journal.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 31
article
2019The RES-Induced Switching Effect Across Fossil Fuels: An Analysis of Day-Ahead and Balancing Prices In: The Energy Journal.
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article6
2019The RES-Induced Switching Effect Across Fossil Fuels: An Analysis of Day-Ahead and Balancing Prices.(2019) In: The Energy Journal.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6
article
2019Comparing the Forecasting Performances of Linear Models for Electricity Prices with High RES Penetration In: Papers.
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paper39
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 nother version. Agregated cites: 39
paper
2020Comparing the forecasting performances of linear models for electricity prices with high RES penetration.(2020) In: International Journal of Forecasting.
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This paper has nother version. Agregated cites: 39
article
2022A Multivariate Dependence Analysis for Electricity Prices, Demand and Renewable Energy Sources In: Papers.
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paper13
2010Volatility and Volume Effects in European Electricity Spot Markets In: Economic Notes.
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article12
2023Large Time‐Varying Volatility Models for Hourly Electricity Prices In: Oxford Bulletin of Economics and Statistics.
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article4
2020Large Time-Varying Volatility Models for Electricity Prices In: Working Papers.
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paper5
2018A Review of Balancing Costs in Italy before and after RES introduction In: BEMPS - Bozen Economics & Management Paper Series.
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paper22
2018A review of balancing costs in Italy before and after RES introduction.(2018) In: Renewable and Sustainable Energy Reviews.
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This paper has nother version. Agregated cites: 22
article
2018A Stochastic Latent Moment Model for Electricity Price Formation In: BEMPS - Bozen Economics & Management Paper Series.
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paper34
2023Testing for integration and cointegration when time series are observed with noise In: Economic Modelling.
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article6
2010Integration and shock transmissions across European electricity forward markets In: Energy Economics.
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article65
2012Forecasting Italian electricity zonal prices with exogenous variables In: Energy Economics.
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article74
2011Forecasting Italian Electricity Zonal Prices with Exogenous Variables.(2011) In: Working Papers.
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This paper has nother version. Agregated cites: 74
paper
2016Revisiting long-run relations in power markets with high RES penetration In: Energy Policy.
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article22
2023A worldwide analysis of the energy regulatory tasks and activities through the lenses of entropy and unsupervised statistical learning In: Energy.
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article0
2024The connectedness features of German electricity futures over short and long maturities In: Finance Research Letters.
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article0
2023Forecasting electricity prices with expert, linear, and nonlinear models In: International Journal of Forecasting.
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article21
2021Forecasting Electricity Prices with Expert, Linear and Non-Linear Models.(2021) In: Working Paper series.
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This paper has nother version. Agregated cites: 21
paper
2018A Trading-Based Evaluation of Density Forecasts in a Real-Time Electricity Market In: Energies.
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article20
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.
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paper2
2018Measuring Model Risk in the European Energy Exchange In: International Series in Operations Research & Management Science.
[Citation analysis]
chapter0
2022Higher moments in the fundamental specification of electricity forward prices In: Quantitative Finance.
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article1
2008Risk adjustment, investment policy, and valuation for an unlevered firm In: Working Papers.
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paper0

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