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Angelica Gianfreda

Personal Details

First Name:Angelica
Middle Name:
Last Name:Gianfreda
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RePEc Short-ID:pgi226
[This author has chosen not to make the email address public]
University of Padua, Department of Economics and Management via del Santo 33 35123, Padova Italy
Terminal Degree: Facoltà di Economia; Università del Salento (from RePEc Genealogy)

Affiliation

Dipartimento di Scienze Economiche e Aziendali "Marco Fanno"
Università degli Studi di Padova

Padova, Italy
https://www.economia.unipd.it/
RePEc:edi:dspadit (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Fabrizio Durante & Angelica Gianfreda & Francesco Ravazzolo & Luca Rossini, 2022. "A Multivariate Dependence Analysis for Electricity Prices, Demand and Renewable Energy Sources," Papers 2201.01132, arXiv.org.
  2. Anna Gloria Billé & Angelica Gianfreda & Filippo Del Grosso & Francesco Ravazzolo, 2021. "Forecasting Electricity Prices with Expert, Linear and Non-Linear Models," Working Paper series 21-20, Rimini Centre for Economic Analysis.
  3. Angelica Gianfreda & Francesco Ravazzolo & Luca Rossini, 2020. "Large Time-Varying Volatility Models for Electricity Prices," Working Papers No 05/2020, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
  4. Angelica Gianfreda & Derek Bunn, 2018. "A Stochastic Latent Moment Model for Electricity Price Formation," BEMPS - Bozen Economics & Management Paper Series BEMPS46, Faculty of Economics and Management at the Free University of Bozen.
  5. Angelica Gianfreda & Francesco Ravazzolo & Luca Rossini, 2018. "Comparing the Forecasting Performances of Linear Models for Electricity Prices with High RES Penetration," Papers 1801.01093, arXiv.org, revised Nov 2019.
  6. Angelica Gianfreda & Lucia Parisio & Matteo Pelagatti, 2018. "A Review of Balancing Costs in Italy before and after RES introduction," BEMPS - Bozen Economics & Management Paper Series BEMPS45, Faculty of Economics and Management at the Free University of Bozen.
  7. Angelica, Gianfreda & Lucia, Parisio & Matteo, Pelagatti, 2017. "The RES-induced Switching Effect Across Fossil Fuels: An Analysis of the Italian Day-Ahead and Balancing Prices and Their Connected Costs," Working Papers 360, University of Milano-Bicocca, Department of Economics, revised 03 Feb 2017.
  8. Angelica Gianfreda & Luigi Grossi, 2011. "Forecasting Italian Electricity Zonal Prices with Exogenous Variables," Working Papers 01/2011, University of Verona, Department of Economics.
  9. Angelica Gianfreda & Alessandro Sbuelz, 2008. "Risk adjustment, investment policy, and valuation for an unlevered firm," Working Papers 49/2008, University of Verona, Department of Economics.

Articles

  1. Billé, Anna Gloria & Gianfreda, Angelica & Del Grosso, Filippo & Ravazzolo, Francesco, 2023. "Forecasting electricity prices with expert, linear, and nonlinear models," International Journal of Forecasting, Elsevier, vol. 39(2), pages 570-586.
  2. Angelica Gianfreda & Francesco Ravazzolo & Luca Rossini, 2023. "Large Time‐Varying Volatility Models for Hourly Electricity Prices," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 85(3), pages 545-573, June.
  3. Gianfreda, Angelica & Maranzano, Paolo & Parisio, Lucia & Pelagatti, Matteo, 2023. "Testing for integration and cointegration when time series are observed with noise," Economic Modelling, Elsevier, vol. 125(C).
  4. Gianfreda, Angelica & Scandolo, Giacomo, 2023. "A worldwide analysis of the energy regulatory tasks and activities through the lenses of entropy and unsupervised statistical learning," Energy, Elsevier, vol. 271(C).
  5. Angelica Gianfreda & Giacomo Scandolo & Derek W. Bunn, 2022. "Higher moments in the fundamental specification of electricity forward prices," Quantitative Finance, Taylor & Francis Journals, vol. 22(11), pages 2063-2078, November.
  6. Gianfreda, Angelica & Ravazzolo, Francesco & Rossini, Luca, 2020. "Comparing the forecasting performances of linear models for electricity prices with high RES penetration," International Journal of Forecasting, Elsevier, vol. 36(3), pages 974-986.
  7. Angelica Gianfreda, Lucia Parisio, and Matteo Pelagatti, 2019. "The RES-Induced Switching Effect Across Fossil Fuels: An Analysis of Day-Ahead and Balancing Prices," The Energy Journal, International Association for Energy Economics, vol. 0(The New E).
  8. Derek W. Bunn & Angelica Gianfreda & Stefan Kermer, 2018. "A Trading-Based Evaluation of Density Forecasts in a Real-Time Electricity Market," Energies, MDPI, vol. 11(10), pages 1-13, October.
  9. Gianfreda, Angelica & Parisio, Lucia & Pelagatti, Matteo, 2018. "A review of balancing costs in Italy before and after RES introduction," Renewable and Sustainable Energy Reviews, Elsevier, vol. 91(C), pages 549-563.
  10. Gianfreda, Angelica & Parisio, Lucia & Pelagatti, Matteo, 2016. "Revisiting long-run relations in power markets with high RES penetration," Energy Policy, Elsevier, vol. 94(C), pages 432-445.
  11. Angelica Gianfreda, Lucia Parisio and Matteo Pelagatti, 2016. "The Impact of RES in the Italian DayAhead and Balancing Markets," The Energy Journal, International Association for Energy Economics, vol. 0(Bollino-M).
  12. Gianfreda, Angelica & Grossi, Luigi, 2012. "Forecasting Italian electricity zonal prices with exogenous variables," Energy Economics, Elsevier, vol. 34(6), pages 2228-2239.
  13. Bunn, Derek W. & Gianfreda, Angelica, 2010. "Integration and shock transmissions across European electricity forward markets," Energy Economics, Elsevier, vol. 32(2), pages 278-291, March.
  14. Angelica Gianfreda, 2010. "Volatility and Volume Effects in European Electricity Spot Markets," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 39(1‐2), pages 47-63, February.

Chapters

  1. Angelica Gianfreda & Giacomo Scandolo, 2018. "Measuring Model Risk in the European Energy Exchange," International Series in Operations Research & Management Science, in: Giorgio Consigli & Silvana Stefani & Giovanni Zambruno (ed.), Handbook of Recent Advances in Commodity and Financial Modeling, chapter 0, pages 89-110, Springer.

More information

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 9 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ENE: Energy Economics (9) 2011-07-02 2017-02-12 2018-01-15 2018-01-15 2018-01-22 2018-02-05 2020-07-27 2021-10-04 2022-01-31. Author is listed
  2. NEP-REG: Regulation (7) 2011-07-02 2017-02-12 2018-01-15 2018-01-15 2018-01-22 2018-02-05 2020-07-27. Author is listed
  3. NEP-FOR: Forecasting (5) 2011-07-02 2018-01-22 2018-02-05 2020-07-27 2021-10-04. Author is listed
  4. NEP-ETS: Econometric Time Series (2) 2020-07-27 2021-10-04
  5. NEP-ECM: Econometrics (1) 2020-07-27
  6. NEP-ENV: Environmental Economics (1) 2022-01-31
  7. NEP-EUR: Microeconomic European Issues (1) 2022-01-31
  8. NEP-ORE: Operations Research (1) 2021-10-04
  9. NEP-RMG: Risk Management (1) 2020-07-27

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