Sfoglia per Autore
Copula based multivariate semi-Markov models with applications in high-frequency finance
2018-01-01 D'Amico, Guglielmo; Filippo, Petroni
A New Approach to the Modeling of Financial Volumes
2018-01-01 D'Amico, Guglielmo; Gismondi, Fulvio; Petroni, Filippo
Change point dynamics for financial data: an indexed Markov chain approach
2019-01-01 D'Amico, Guglielmo; Lika, Ada; Petroni, Filippo
Decision model of wind turbines maintenance planning.
2019-01-01 Robert Adam Sobolewski, ; D'Amico, Guglielmo; Filippo, Petroni
Stock market daily volatility and information measures of predictability
2019-01-01 D'Amico, Guglielmo; Fulvio, Gismondi; Filippo, Petroni; Flavio, Prattico
Risk Management of Pension Fund: A Model for Salary Evolution
2019-01-01 D'Amico, Guglielmo; Lika, Ada; Petroni, Filippo
Optimal Control of a Dispatchable Energy Source for Wind Energy Management
2019-01-01 D'Amico, Guglielmo; Petroni, Filippo; Adam Sobolewski, Robert
A Copula-based Markov Reward Approach to the Credit Spread in the European Union
2019-01-01 D'Amico, Guglielmo; Petroni, Filippo; Regnault, Philippe; Scocchera, Stefania; Storchi, Loriano
Managing wind power generation via indexed semi-markov model and copula
2020-01-01 D'Amico, Guglielmo; Giovanni, Masala; Filippo, Petroni; Robert Adam Sobolewski,
Performance estimation of a wind farm with a dependence structure between electricity price and wind speed
2020-01-01 Casula, Laura; D'Amico, Guglielmo; Masala, Giovanni; Petroni, Filippo
A semi-markovian approach to drawdown-based measures
2020-01-01 D'Amico, Guglielmo; DI BASILIO, Bice; Petroni, Filippo
Insurance contracts for hedging wind power uncertainty
2020-01-01 D'Amico, Guglielmo; Fulvio, Gismondi; Filippo, Petroni
Performance estimation of photovoltaic energy production
2020-01-01 Laura, Casula; D'Amico, Guglielmo; Giovanni, Masala; Filippo, Petroni
A multivariate high-order markov model for the income estimation of a wind farm
2021-01-01 de Blasis, R.; Masala, G. B.; Petroni, F.
Hedging the Risk of Wind Power Production Using Dispatchable Energy Source
2021-01-01 D'Amico, Guglielmo; DI BASILIO, Bice; Petroni, Filippo
On the computation of some interval reliability indicators for semi-markov systems
2021-01-01 D'Amico, Guglielmo; Raimondo, Manca; Filippo, Petroni; Dharmaraja, Selvamuthu
Price leadership and volatility linkages between oil and renewable energy firms during the covid-19 pandemic
2021-01-01 De Blasis, R.; Petroni, F.
A micro-to-macro approach to returns, volumes and waiting times
2021-01-01 D'Amico, Guglielmo; Petroni, Filippo
A multivariate model for hybrid wind–photovoltaic power production with energy portfolio optimization
2022-01-01 Casula, Laura; D'Amico, Guglielmo; Masala, Giovanni; Petroni, Filippo
An Econometric Analysis of Drawdown Based Measures
2022-01-01 D'Amico, Guglielmo; Di Basilio, Bice; Petroni, Filippo; Gismondi, Fulvio
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