Florentina Paraschiv : Citation Profile

7

H index

7

i10 index

464

Citations

RESEARCH PRODUCTION:

7

Articles

12

Papers

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   5 years (2012 - 2017). See details.
   Cites by year: 92
   Journals where Florentina Paraschiv has often published
   Relations with other researchers
   Recent citing documents: 43.    Total self citations: 10 (2.11 %)

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   Permalink: http://citec.repec.org/ppa877
   Updated: 2026-02-21    RAS profile: 2026-02-15    
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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 (47)

Uniejewski, Bartosz (23)

Marcjasz, Grzegorz (19)

Maciejowska, Katarzyna (14)

Nitka, Weronika (10)

Serafin, Tomasz (9)

Weron, Tomasz (9)

Gianfreda, Angelica (8)

Vargiolu, Tiziano (8)

Nowotarski, Jakub (7)

Rossini, Luca (7)

Cites to:

Weron, Rafał (21)

Fleten, Stein-Erik (8)

Cartea, Álvaro (7)

Misiorek, Adam (7)

Engle, Robert (5)

GUEGAN, Dominique (5)

Trueck, Stefan (5)

DIONGUE, Abdou Ka (5)

Kemfert, Claudia (4)

Nguyen, Duc Khuong (3)

Giot, Pierre (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 (2025 and 2024)

YearTitle of citing document
2024A cross-border market model with limited transmission capacities. (2024). Milbradt, Cassandra. In: Papers. RePEc:arx:papers:2207.01939.

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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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2025Optimal Execution in Intraday Energy Markets under Hawkes Processes with Transient Impact. (2025). Karbach, Sven ; Chatziandreou, Konstantinos. In: Papers. RePEc:arx:papers:2504.10282.

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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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2024Investigating Inefficiencies in the German Rental Housing Market: The Impact of Disclosing Total Costs on Energy Efficiency Appreciation. (2024). Jahns, Christopher. In: EWL Working Papers. RePEc:dui:wpaper:2406.

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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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2024Bidding zero? An analysis of solar power plants’ price bids in the electricity day-ahead market. (2024). Bertsch, Valentin ; Johanndeiter, Silke. In: Applied Energy. RePEc:eee:appene:v:371:y:2024:i:c:s0306261924010559.

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2024Half-hourly electricity price prediction with a hybrid convolution neural network-random vector functional link deep learning approach. (2024). Salcedo-Sanz, Sancho ; Deo, Ravinesh C ; Acharya, Rajendra U ; Barua, Prabal Datta ; Sharma, Ekta ; Casillas-Perez, David ; Ghimire, Sujan. In: Applied Energy. RePEc:eee:appene:v:374:y:2024:i:c:s0306261924013035.

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2025Unified carbon emissions and market prices forecasts of the power grid. (2025). Kvasnica, Michal ; Klauo, Martin ; Koht, Roman. In: Applied Energy. RePEc:eee:appene:v:377:y:2025:i:pc:s030626192401910x.

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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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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 calibration of initial shocks in bank stress test scenarios: An outlier detection based approach. (2024). Darne, Olivier ; Levy-Rueff, Guy ; Pop, Adrian. In: Economic Modelling. RePEc:eee:ecmode:v:136:y:2024:i:c:s0264999324001007.

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2024Decoding market reactions: The certification role of EU-wide stress tests. (2024). Ongena, Steven ; Marques, Aurea ; Durrani, Agha. In: Economic Modelling. RePEc:eee:ecmode:v:139:y:2024:i:c:s0264999324001858.

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2024Designing risk-free service for renewable wind and solar resources. (2024). Palepu, Sai ; Gupta, Aparna. In: European Journal of Operational Research. RePEc:eee:ejores:v:315:y:2024:i:2:p:715-728.

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2024Toward high-resolution projection of electricity prices: A machine learning approach to quantifying the effects of high fuel and CO2 prices. (2024). Ikonnikova, Svetlana ; Madadkhani, Shiva. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007399.

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2024Local energy management: A base model for the optimization of virtual economic units. (2024). Manitz, Michael ; Hurink, Johann ; Hildebrandt, Benjamin. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007508.

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2024Intermittently coupled electricity markets. (2024). Schneider, Lorenz ; Pierre, Erwan. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988324000355.

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2024Financial development and renewable energy adoption in EU and ASEAN countries. (2024). Horky, Florian ; Fidrmuc, Jarko. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000768.

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2024Dispatch strategies for large-scale heat pump based district heating under high renewable share and risk-aversion: A multistage stochastic optimization approach. (2024). Nielsen, Per Sieverts ; Siddique, Muhammad Bilal ; Scheller, Fabian ; Keles, Dogan. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004729.

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2024Solar surge and cost shifts: Heterogenous effects of redistribution in the electricity bills in Japan. (2024). Zhang, Tuo ; Tang, Maogang. In: Energy Economics. RePEc:eee:eneeco:v:137:y:2024:i:c:s0140988324005140.

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2025Multivariate probabilistic forecasting of electricity prices with trading applications. (2025). Petukhina, Alla ; Kozmik, Karel ; Kopa, Milos ; Hrdle, Wolfgang Karl ; Agakishiev, Ilyas. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324007163.

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2025The stochastic behavior of electricity prices under scrutiny: Evidence from spot and futures markets. (2025). Li, Han ; Ignatieva, Katja ; Gmez, Fabio ; Bgin, Jean-Franois. In: Energy Economics. RePEc:eee:eneeco:v:144:y:2025:i:c:s0140988325001197.

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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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2024Estimating the merit-order effect using coarsened exact matching: Reconciling theory with the empirical results to improve policy implications. (2024). Rinne, Sonja. In: Energy Policy. RePEc:eee:enepol:v:185:y:2024:i:c:s0301421523005165.

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2024Forecasting electricity production from various energy sources in Türkiye: A predictive analysis of time series, deep learning, and hybrid models. (2024). Akgun, Omer Burak ; Sen, Mustafa ; Gulay, Emrah. In: Energy. RePEc:eee:energy:v:286:y:2024:i:c:s0360544223029602.

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2024Wholesale electricity price forecasting by Quantile Regression and Kalman Filter method. (2024). Monjazeb, Mohammadreza ; Amiri, Hossein ; Movahedi, Akram. In: Energy. RePEc:eee:energy:v:290:y:2024:i:c:s0360544223033194.

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2024Impact of the feed-in-tariff exemption on energy consumption in Japanese industrial plants. (2024). Mortha, Aline ; Arimura, Toshi ; Yajima, Naonari. In: Japan and the World Economy. RePEc:eee:japwor:v:69:y:2024:i:c:s0922142524000045.

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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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2024“Comparing merit order effects of wind penetration across wholesale electricity markets”. (2024). Ajanaku, Bolarinwa A ; Collins, Alan R. In: Renewable Energy. RePEc:eee:renene:v:226:y:2024:i:c:s0960148124004373.

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2024Beyond the merit order effect: Impact of the rapid expansion of renewable energy on electricity market price. (2024). Tanaka, Kenta ; Managi, Shunsuke ; Shimomura, Mizue ; Matsumoto, Ken'Ichi ; Keeley, Alexander Ryota. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:189:y:2024:i:pb:s136403212300895x.

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2025Impact of energy transitions on energy poverty in the European Union. (2025). Śmiech, Sławomir ; Karpinska, Lilia ; Bouzarovski, Stefan. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:211:y:2025:i:c:s1364032124010372.

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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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2025Forecasting Electricity Prices Three Days in Advance: Comparison Between Multilayer Perceptron and Support Vector Machine Networks. (2025). Borkowski, Dariusz ; Jakiewicz, Micha. In: Energies. RePEc:gam:jeners:v:18:y:2025:i:17:p:4744-:d:1743246.

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2025Empirical Evidence of the Market Price of Risk for Delivery Periods. (2025). Kemper, Annika ; Schmeck, Maren Diane. In: Risks. RePEc:gam:jrisks:v:13:y:2025:i:1:p:7-:d:1559951.

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2025Day-Ahead Electricity Price Forecasting for Sustainable Electricity Markets: A Multi-Objective Optimization Approach Combining Improved NSGA-II and RBF Neural Networks. (2025). Sun, Yumiao ; Song, Shiwei ; Wang, Donglai ; Zhang, Guifan ; Liu, Zhenghan ; Qiu, Shuang. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:10:p:4551-:d:1657146.

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2024Forecasting price spikes in day-ahead electricity markets: techniques, challenges, and the road ahead. (2024). Sheybanivaziri, Samaneh ; le Dreau, Jerome ; Kazmi, Hussain. In: Discussion Papers. RePEc:hhs:nhhfms:2024_001.

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2024Bank Risk-Taking and Impaired Monetary Policy Transmission. (2024). Koenig, Philipp J ; Schliephake, Eva. In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2024:q:3:a:6.

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2024Stochastic optimization with dynamic probabilistic forecasts. (2024). Tankov, Peter ; Tinsi, Laura. In: Annals of Operations Research. RePEc:spr:annopr:v:336:y:2024:i:1:d:10.1007_s10479-022-04913-y.

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2025A mean field game model for optimal trading in the intraday electricity market. (2025). Coskun, Sema ; Korn, Ralf. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:48:y:2025:i:1:d:10.1007_s10203-024-00445-1.

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2025The market price of jump risk for delivery periods: pricing of electricity swaps with geometric averaging. (2025). Kemper, Annika ; Schmeck, Maren Diane. In: Mathematics and Financial Economics. RePEc:spr:mathfi:v:19:y:2025:i:2:d:10.1007_s11579-025-00383-5.

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2024Occam’s razor, machine learning and stochastic modeling of complex systems: the case of the Italian energy market. (2024). Mari, Carlo. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:58:y:2024:i:2:d:10.1007_s11135-023-01681-0.

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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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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]		article109
2015Stress-testing for portfolios of commodity futures In: Economic Modelling.
[Full Text][Citation analysis]		article10
2015A spot-forward model for electricity prices with regime shifts In: Energy Economics.
[Full Text][Citation analysis]		article35
2017Econometric analysis of 15-minute intraday electricity prices In: Energy Economics.
[Full Text][Citation analysis]		article101
2015Econometric Analysis of 15-minute Intraday Electricity Prices.(2015) In: Working Papers on Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 101		paper
2014The impact of renewable energies on EEX day-ahead electricity prices In: Energy Policy.
[Full Text][Citation analysis]		article146
2013Adjustment Policy of Deposit Rates in the Case of Swiss Non-maturing Savings Accounts In: Journal of Applied Finance & Banking.
[Full Text][Citation analysis]		article1
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 nother version. Agregated cites: 1		paper
2016Prediction of extreme price occurrences in the German day-ahead electricity market In: Quantitative Finance.
[Full Text][Citation analysis]		article31
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 nother version. Agregated cites: 31		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]		paper1
2016Estimation and Application of Fully Parametric Multifactor Quantile Regression with Dynamic Coefficients In: Working Papers on Finance.
[Full Text][Citation analysis]		paper10
2016A Structural Model for Electricity Forward Prices In: Working Papers on Finance.
[Full Text][Citation analysis]		paper1

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