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Florentina Paraschiv

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First Name:Florentina
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Last Name:Paraschiv
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RePEc Short-ID:ppa877
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Research output

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Working papers

  1. Hagfors, Lars Ivar & Kamperud , Hilde Horthe & Paraschiv, Florentina & Prokopczuk, Marcel & Sator, Alma & Westgaard, Sjur, 2016. "Prediction of Extreme Price Occurrences in the German Day-ahead Electricity Market," Working Papers on Finance 1622, University of St. Gallen, School of Finance.
  2. Paraschiv, Florentina & Bunn, Derek & Westgaard, Sjur, 2016. "Estimation and Application of Fully Parametric Multifactor Quantile Regression with Dynamic Coefficients," Working Papers on Finance 1607, University of St. Gallen, School of Finance.
  3. Benth, Fred Espen & Paraschiv, Florentina, 2016. "A Structural Model for Electricity Forward Prices," Working Papers on Finance 1611, University of St. Gallen, School of Finance.
  4. Kiesel, Ruediger & Paraschiv, Florentina, 2015. "Econometric Analysis of 15-minute Intraday Electricity Prices," Working Papers on Finance 1521, University of St. Gallen, School of Finance.
  5. Aepli, Matthias D. & Frauendorfer, Karl & Fuess, Roland & Paraschiv, Florentina, 2015. "Multivariate Dynamic Copula Models: Parameter Estimation and Forecast Evaluation," Working Papers on Finance 1513, University of St. Gallen, School of Finance.
  6. Paraschiv, Florentina, 2013. "Price Dynamics in Electricity Markets," Working Papers on Finance 1314, University of St. Gallen, School of Finance.
  7. Stein-Erik, Fleten & Paraschiv, Florentina & Schürle, Michel, 2013. "Spot-forward Model for Electricity Prices," Working Papers on Finance 1311, University of St. Gallen, School of Finance.
  8. Daviou, Agustin & Paraschiv, Florentina, 2013. "Investors’ Behavior under Changing Market Volatility," Working Papers on Finance 1313, University of St. Gallen, School of Finance.
  9. Paraschiv, Florentina & Qin, Minzi, 2013. "Extreme Spillover Between Shadow Banking and Regular Banking," Working Papers on Finance 1312, University of St. Gallen, School of Finance.
  10. Kovacevic, Raimund M. & Paraschiv, Florentina, 2012. "Medium-term Planning for Thermal Electricity Production," Working Papers on Finance 1220, University of St. Gallen, School of Finance.
  11. Paraschiv, Florentina, 2012. "Modeling Non-maturing Savings Volumes," Working Papers on Finance 1218, University of St. Gallen, School of Finance.
  12. Paraschiv, Florentina, 2012. "Adjustment Policy of Deposit Rates in the Case of Swiss non-Maturing Savings Accounts," Working Papers on Finance 1219, University of St. Gallen, School of Finance.

Articles

  1. Kiesel, Rüdiger & Paraschiv, Florentina, 2017. "Econometric analysis of 15-minute intraday electricity prices," Energy Economics, Elsevier, vol. 64(C), pages 77-90.
  2. Lars Ivar Hagfors & Hilde Hørthe Kamperud & Florentina Paraschiv & Marcel Prokopczuk & Alma Sator & Sjur Westgaard, 2016. "Prediction of extreme price occurrences in the German day-ahead electricity market," Quantitative Finance, Taylor & Francis Journals, vol. 16(12), pages 1929-1948, December.
  3. Keles, Dogan & Scelle, Jonathan & Paraschiv, Florentina & Fichtner, Wolf, 2016. "Extended forecast methods for day-ahead electricity spot prices applying artificial neural networks," Applied Energy, Elsevier, vol. 162(C), pages 218-230.
  4. Paraschiv, Florentina & Fleten, Stein-Erik & Schürle, Michael, 2015. "A spot-forward model for electricity prices with regime shifts," Energy Economics, Elsevier, vol. 47(C), pages 142-153.
  5. Paraschiv, Florentina & Mudry, Pierre-Antoine & Andries, Alin Marius, 2015. "Stress-testing for portfolios of commodity futures," Economic Modelling, Elsevier, vol. 50(C), pages 9-18.
  6. Paraschiv, Florentina & Erni, David & Pietsch, Ralf, 2014. "The impact of renewable energies on EEX day-ahead electricity prices," Energy Policy, Elsevier, vol. 73(C), pages 196-210.
  7. Florentina Paraschiv, 2013. "Adjustment Policy of Deposit Rates in the Case of Swiss Non-maturing Savings Accounts," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 3(3), pages 1-19.

Books

  1. Florentina PARASCHIV (ed.), 2006. "Creare si deturnare de comert datorita extinderii Uniunii Europene. Analiza econometrica - Creation and Trade Diversion Due to EU Enlargement. Econometric Analysis (Romanian Version)," Books of European Integration, Editura Lumen, Department of Economics, edition 1, volume 1, number 3.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Hagfors, Lars Ivar & Kamperud , Hilde Horthe & Paraschiv, Florentina & Prokopczuk, Marcel & Sator, Alma & Westgaard, Sjur, 2016. "Prediction of Extreme Price Occurrences in the German Day-ahead Electricity Market," Working Papers on Finance 1622, University of St. Gallen, School of Finance.

    Cited by:

    1. Florian Ziel & Rafal Weron, 2016. "Day-ahead electricity price forecasting with high-dimensional structures: Univariate vs. multivariate models," HSC Research Reports HSC/16/08, Hugo Steinhaus Center, Wroclaw University of Technology.
    2. Gaudard, Ludovic & Avanzi, Francesco & De Michele, Carlo, 2018. "Seasonal aspects of the energy-water nexus: The case of a run-of-the-river hydropower plant," Applied Energy, Elsevier, vol. 210(C), pages 604-612.
    3. Ziel, Florian & Weron, Rafał, 2018. "Day-ahead electricity price forecasting with high-dimensional structures: Univariate vs. multivariate modeling frameworks," Energy Economics, Elsevier, vol. 70(C), pages 396-420.

  2. Paraschiv, Florentina & Bunn, Derek & Westgaard, Sjur, 2016. "Estimation and Application of Fully Parametric Multifactor Quantile Regression with Dynamic Coefficients," Working Papers on Finance 1607, University of St. Gallen, School of Finance.

    Cited by:

    1. Nowotarski, Jakub & Weron, Rafał, 2018. "Recent advances in electricity price forecasting: A review of probabilistic forecasting," Renewable and Sustainable Energy Reviews, Elsevier, vol. 81(P1), pages 1548-1568.

  3. Kiesel, Ruediger & Paraschiv, Florentina, 2015. "Econometric Analysis of 15-minute Intraday Electricity Prices," Working Papers on Finance 1521, University of St. Gallen, School of Finance.

    Cited by:

    1. Knaut, Andreas & Paschmann, Martin, 2017. "Price Volatility in Commodity Markets with Restricted Participation," EWI Working Papers 2017-2, Energiewirtschaftliches Institut an der Universitaet zu Koeln (EWI).
    2. Jérôme Collet & Olivier Féron & Peter Tankov, 2017. "Optimal management of a wind power plant with storage capacity," Working Papers 2017-87, Center for Research in Economics and Statistics.
    3. Chen Wang & Kaile Zhou & Lanlan Li & Shanlin Yang, 2018. "Multi-agent simulation-based residential electricity pricing schemes design and user selection decision-making," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 90(3), pages 1309-1327, February.
    4. Benth, Fred Espen & Paraschiv, Florentina, 2016. "A Structural Model for Electricity Forward Prices," Working Papers on Finance 1611, University of St. Gallen, School of Finance.
    5. Märkle-Huß, Joscha & Feuerriegel, Stefan & Neumann, Dirk, 2018. "Contract durations in the electricity market: Causal impact of 15min trading on the EPEX SPOT market," Energy Economics, Elsevier, vol. 69(C), pages 367-378.
    6. Hagfors, Lars Ivar & Kamperud , Hilde Horthe & Paraschiv, Florentina & Prokopczuk, Marcel & Sator, Alma & Westgaard, Sjur, 2016. "Prediction of Extreme Price Occurrences in the German Day-ahead Electricity Market," Working Papers on Finance 1622, University of St. Gallen, School of Finance.
    7. Croonenbroeck, Carsten & Hüttel, Silke, 2017. "Quantifying the economic efficiency impact of inaccurate renewable energy price forecasts," Energy, Elsevier, vol. 134(C), pages 767-774.
    8. Jérôme Collet & Olivier Féron & Peter Tankov, 2017. "Optimal management of a wind power plant with storage capacity," Working Papers hal-01627593, HAL.
    9. Obermüller, Frank, 2017. "Explaining Electricity Forward Premiums - Evidence for the Weather Uncertainty Effect," EWI Working Papers 2017-10, Energiewirtschaftliches Institut an der Universitaet zu Koeln (EWI).

  4. Paraschiv, Florentina, 2013. "Price Dynamics in Electricity Markets," Working Papers on Finance 1314, University of St. Gallen, School of Finance.

    Cited by:

    1. Pircalabu, A. & Benth, F.E., 2017. "A regime-switching copula approach to modeling day-ahead prices in coupled electricity markets," Energy Economics, Elsevier, vol. 68(C), pages 283-302.
    2. Paraschiv, Florentina & Erni, David & Pietsch, Ralf, 2014. "The impact of renewable energies on EEX day-ahead electricity prices," Energy Policy, Elsevier, vol. 73(C), pages 196-210.
    3. Paraschiv, Florentina & Mudry, Pierre-Antoine & Andries, Alin Marius, 2015. "Stress-testing for portfolios of commodity futures," Economic Modelling, Elsevier, vol. 50(C), pages 9-18.
    4. Amal Abdel Razzac & Linda Salahaldin & Salah Eddine Elayoubi & Yezekael Hayel & Tijani Chahed, 2017. "A Game Theoretical Real Options Framework for Investment Decisions in Mobile TV Infrastructure," Asia-Pacific Journal of Operational Research (APJOR), World Scientific Publishing Co. Pte. Ltd., vol. 34(04), pages 1-34, August.
    5. Keles, Dogan & Scelle, Jonathan & Paraschiv, Florentina & Fichtner, Wolf, 2016. "Extended forecast methods for day-ahead electricity spot prices applying artificial neural networks," Applied Energy, Elsevier, vol. 162(C), pages 218-230.

  5. Stein-Erik, Fleten & Paraschiv, Florentina & Schürle, Michel, 2013. "Spot-forward Model for Electricity Prices," Working Papers on Finance 1311, University of St. Gallen, School of Finance.

    Cited by:

    1. Erdogdu, Erkan, 2016. "Asymmetric volatility in European day-ahead power markets: A comparative microeconomic analysis," Energy Economics, Elsevier, vol. 56(C), pages 398-409.
    2. Stein-Erik Fleten & Ronald Huisman & Mehtap Kilic & Enrico Pennings & Sjur Westgaard, 2014. "Electricity futures prices: time varying sensitivity to fundamentals," Working Papers 2014/21, Institut d'Economia de Barcelona (IEB).
    3. Florian Ziel, 2015. "Forecasting Electricity Spot Prices using Lasso: On Capturing the Autoregressive Intraday Structure," Papers 1509.01966, arXiv.org, revised Jan 2016.
    4. Kiesel, Rüdiger & Paraschiv, Florentina, 2017. "Econometric analysis of 15-minute intraday electricity prices," Energy Economics, Elsevier, vol. 64(C), pages 77-90.

  6. Kovacevic, Raimund M. & Paraschiv, Florentina, 2012. "Medium-term Planning for Thermal Electricity Production," Working Papers on Finance 1220, University of St. Gallen, School of Finance.

    Cited by:

    1. Paraschiv, Florentina & Erni, David & Pietsch, Ralf, 2014. "The impact of renewable energies on EEX day-ahead electricity prices," Energy Policy, Elsevier, vol. 73(C), pages 196-210.
    2. Paraschiv, Florentina & Fleten, Stein-Erik & Schürle, Michael, 2015. "A spot-forward model for electricity prices with regime shifts," Energy Economics, Elsevier, vol. 47(C), pages 142-153.
    3. Hagfors, Lars Ivar & Kamperud , Hilde Horthe & Paraschiv, Florentina & Prokopczuk, Marcel & Sator, Alma & Westgaard, Sjur, 2016. "Prediction of Extreme Price Occurrences in the German Day-ahead Electricity Market," Working Papers on Finance 1622, University of St. Gallen, School of Finance.
    4. Andreas Welling, 2017. "Green Finance: Recent developments, characteristics and important actors," FEMM Working Papers 170002, Otto-von-Guericke University Magdeburg, Faculty of Economics and Management.

  7. Paraschiv, Florentina, 2012. "Adjustment Policy of Deposit Rates in the Case of Swiss non-Maturing Savings Accounts," Working Papers on Finance 1219, University of St. Gallen, School of Finance.

    Cited by:

    1. Kiesel, Rüdiger & Paraschiv, Florentina, 2017. "Econometric analysis of 15-minute intraday electricity prices," Energy Economics, Elsevier, vol. 64(C), pages 77-90.

Articles

  1. Kiesel, Rüdiger & Paraschiv, Florentina, 2017. "Econometric analysis of 15-minute intraday electricity prices," Energy Economics, Elsevier, vol. 64(C), pages 77-90.
    See citations under working paper version above.
  2. Lars Ivar Hagfors & Hilde Hørthe Kamperud & Florentina Paraschiv & Marcel Prokopczuk & Alma Sator & Sjur Westgaard, 2016. "Prediction of extreme price occurrences in the German day-ahead electricity market," Quantitative Finance, Taylor & Francis Journals, vol. 16(12), pages 1929-1948, December.
    See citations under working paper version above.
  3. Keles, Dogan & Scelle, Jonathan & Paraschiv, Florentina & Fichtner, Wolf, 2016. "Extended forecast methods for day-ahead electricity spot prices applying artificial neural networks," Applied Energy, Elsevier, vol. 162(C), pages 218-230.

    Cited by:

    1. Panapakidis, Ioannis P. & Dagoumas, Athanasios S., 2016. "Day-ahead electricity price forecasting via the application of artificial neural network based models," Applied Energy, Elsevier, vol. 172(C), pages 132-151.
    2. Nowotarski, Jakub & Weron, Rafał, 2018. "Recent advances in electricity price forecasting: A review of probabilistic forecasting," Renewable and Sustainable Energy Reviews, Elsevier, vol. 81(P1), pages 1548-1568.
    3. Lago, Jesus & De Ridder, Fjo & Vrancx, Peter & De Schutter, Bart, 2018. "Forecasting day-ahead electricity prices in Europe: The importance of considering market integration," Applied Energy, Elsevier, vol. 211(C), pages 890-903.
    4. Fanelli, Viviana & Maddalena, Lucia & Musti, Silvana, 2016. "Modelling electricity futures prices using seasonal path-dependent volatility," Applied Energy, Elsevier, vol. 173(C), pages 92-102.
    5. Jesus Lago & Fjo De Ridder & Peter Vrancx & Bart De Schutter, 2017. "Forecasting day-ahead electricity prices in Europe: the importance of considering market integration," Papers 1708.07061, arXiv.org, revised Dec 2017.
    6. Agustín A. Sánchez de la Nieta & Virginia González & Javier Contreras, 2016. "Portfolio Decision of Short-Term Electricity Forecasted Prices through Stochastic Programming," Energies, MDPI, Open Access Journal, vol. 9(12), pages 1-19, December.
    7. Bartosz Uniejewski & Jakub Nowotarski & Rafał Weron, 2016. "Automated Variable Selection and Shrinkage for Day-Ahead Electricity Price Forecasting," Energies, MDPI, Open Access Journal, vol. 9(8), pages 1-22, August.
    8. Baruník, Jozef & Malinská, Barbora, 2016. "Forecasting the term structure of crude oil futures prices with neural networks," Applied Energy, Elsevier, vol. 164(C), pages 366-379.
    9. Dedinec, Aleksandra & Filiposka, Sonja & Dedinec, Aleksandar & Kocarev, Ljupco, 2016. "Deep belief network based electricity load forecasting: An analysis of Macedonian case," Energy, Elsevier, vol. 115(P3), pages 1688-1700.
    10. Xuejiao Ma & Dandan Liu, 2016. "Comparative Study of Hybrid Models Based on a Series of Optimization Algorithms and Their Application in Energy System Forecasting," Energies, MDPI, Open Access Journal, vol. 9(8), pages 1-34, August.
    11. Jakub Nowotarski & Rafal Weron, 2016. "On the importance of the long-term seasonal component in day-ahead electricity price forecasting," HSC Research Reports HSC/16/05, Hugo Steinhaus Center, Wroclaw University of Technology.
    12. Grzegorz Marcjasz & Bartosz Uniejewski & Rafal Weron, 2017. "Importance of the long-term seasonal component in day-ahead electricity price forecasting revisited: Neural network models," HSC Research Reports HSC/17/03, Hugo Steinhaus Center, Wroclaw University of Technology.
    13. Chuntian Cheng & Bin Luo & Shumin Miao & Xinyu Wu, 2016. "Mid-Term Electricity Market Clearing Price Forecasting with Sparse Data: A Case in Newly-Reformed Yunnan Electricity Market," Energies, MDPI, Open Access Journal, vol. 9(10), pages 1-22, October.
    14. Florian Ziel & Rafal Weron, 2016. "Day-ahead electricity price forecasting with high-dimensional structures: Univariate vs. multivariate models," HSC Research Reports HSC/16/08, Hugo Steinhaus Center, Wroclaw University of Technology.
    15. Ziel, Florian & Weron, Rafał, 2018. "Day-ahead electricity price forecasting with high-dimensional structures: Univariate vs. multivariate modeling frameworks," Energy Economics, Elsevier, vol. 70(C), pages 396-420.
    16. Yang, Zhang & Ce, Li & Lian, Li, 2017. "Electricity price forecasting by a hybrid model, combining wavelet transform, ARMA and kernel-based extreme learning machine methods," Applied Energy, Elsevier, vol. 190(C), pages 291-305.

  4. Paraschiv, Florentina & Fleten, Stein-Erik & Schürle, Michael, 2015. "A spot-forward model for electricity prices with regime shifts," Energy Economics, Elsevier, vol. 47(C), pages 142-153.

    Cited by:

    1. Berk, K. & Hoffmann, A. & Müller, A., 2018. "Probabilistic forecasting of industrial electricity load with regime switching behavior," International Journal of Forecasting, Elsevier, vol. 34(2), pages 147-162.
    2. Borovkova, Svetlana & Schmeck, Maren Diane, 2017. "Electricity price modeling with stochastic time change," Energy Economics, Elsevier, vol. 63(C), pages 51-65.
    3. Bartosz Uniejewski & Jakub Nowotarski & Rafał Weron, 2016. "Automated Variable Selection and Shrinkage for Day-Ahead Electricity Price Forecasting," Energies, MDPI, Open Access Journal, vol. 9(8), pages 1-22, August.
    4. Ida Bakke & Stein-Erik Fleten & Lars Ivar Hagfors & Verena Hagspiel & Beate Norheim & Sonja Wogrin, 2016. "Investment in electric energy storage under uncertainty: a real options approach," Computational Management Science, Springer, vol. 13(3), pages 483-500, July.
    5. Erdogdu, Erkan, 2016. "Asymmetric volatility in European day-ahead power markets: A comparative microeconomic analysis," Energy Economics, Elsevier, vol. 56(C), pages 398-409.
    6. Benth, Fred Espen & Paraschiv, Florentina, 2016. "A Structural Model for Electricity Forward Prices," Working Papers on Finance 1611, University of St. Gallen, School of Finance.
    7. Marí, L. & Nabona, N. & Pagès-Bernaus, A., 2017. "Medium-term power planning in electricity markets with pool and bilateral contracts," European Journal of Operational Research, Elsevier, vol. 260(2), pages 432-443.
    8. Florian Ziel, 2015. "Forecasting Electricity Spot Prices using Lasso: On Capturing the Autoregressive Intraday Structure," Papers 1509.01966, arXiv.org, revised Jan 2016.
    9. Hagfors, Lars Ivar & Kamperud , Hilde Horthe & Paraschiv, Florentina & Prokopczuk, Marcel & Sator, Alma & Westgaard, Sjur, 2016. "Prediction of Extreme Price Occurrences in the German Day-ahead Electricity Market," Working Papers on Finance 1622, University of St. Gallen, School of Finance.
    10. Kiesel, Rüdiger & Paraschiv, Florentina, 2017. "Econometric analysis of 15-minute intraday electricity prices," Energy Economics, Elsevier, vol. 64(C), pages 77-90.
    11. Florian Ziel & Rafal Weron, 2016. "Day-ahead electricity price forecasting with high-dimensional structures: Univariate vs. multivariate models," HSC Research Reports HSC/16/08, Hugo Steinhaus Center, Wroclaw University of Technology.
    12. Rick Steinert & Florian Ziel, 2018. "Short- to Mid-term Day-Ahead Electricity Price Forecasting Using Futures," Papers 1801.10583, arXiv.org.
    13. Islyaev, Suren & Date, Paresh, 2015. "Electricity futures price models: Calibration and forecasting," European Journal of Operational Research, Elsevier, vol. 247(1), pages 144-154.
    14. Pape, Christian & Hagemann, Simon & Weber, Christoph, 2016. "Are fundamentals enough? Explaining price variations in the German day-ahead and intraday power market," Energy Economics, Elsevier, vol. 54(C), pages 376-387.
    15. Caldana, Ruggero & Fusai, Gianluca & Roncoroni, Andrea, 2017. "Electricity forward curves with thin granularity: Theory and empirical evidence in the hourly EPEXspot market," European Journal of Operational Research, Elsevier, vol. 261(2), pages 715-734.
    16. Obermüller, Frank, 2017. "Explaining Electricity Forward Premiums - Evidence for the Weather Uncertainty Effect," EWI Working Papers 2017-10, Energiewirtschaftliches Institut an der Universitaet zu Koeln (EWI).
    17. Ziel, Florian & Weron, Rafał, 2018. "Day-ahead electricity price forecasting with high-dimensional structures: Univariate vs. multivariate modeling frameworks," Energy Economics, Elsevier, vol. 70(C), pages 396-420.

  5. Paraschiv, Florentina & Erni, David & Pietsch, Ralf, 2014. "The impact of renewable energies on EEX day-ahead electricity prices," Energy Policy, Elsevier, vol. 73(C), pages 196-210.

    Cited by:

    1. Prata, Ricardo & Carvalho, Pedro M.S. & Azevedo, Inês L., 2018. "Distributional costs of wind energy production in Portugal under the liberalized Iberian market regime," Energy Policy, Elsevier, vol. 113(C), pages 500-512.
    2. Hartner, Michael & Permoser, Andreas, 2018. "Through the valley: The impact of PV penetration levels on price volatility and resulting revenues for storage plants," Renewable Energy, Elsevier, vol. 115(C), pages 1184-1195.
    3. Coester, Andreas & Hofkes, Marjan W. & Papyrakis, Elissaios, 2018. "An optimal mix of conventional power systems in the presence of renewable energy: A new design for the German electricity market," Energy Policy, Elsevier, vol. 116(C), pages 312-322.
    4. Woo, C.K. & Shiu, A. & Liu, Y. & Luo, X. & Zarnikau, J., 2018. "Consumption effects of an electricity decarbonization policy: Hong Kong," Energy, Elsevier, vol. 144(C), pages 887-902.
    5. Angelica Gianfreda & Francesco Ravazzolo & Luca Rossini, 2018. "Comparing the Forecasting Performances of Linear Models for Electricity Prices with High RES Penetration," Working Papers No 2/2018, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
    6. 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.
    7. de Menezes, Lilian M. & Houllier, Melanie A., 2015. "Germany's nuclear power plant closures and the integration of electricity markets in Europe," Energy Policy, Elsevier, vol. 85(C), pages 357-368.
    8. Jessica Raasch, "undated". "Flexible Use of Residential Heat Pumps - Possibilities and Limits of Market Participation," EWL Working Papers 1802, University of Duisburg-Essen, Chair for Management Science and Energy Economics, revised Mar 2018.
    9. Garvey, S.D. & Eames, P.C. & Wang, J.H. & Pimm, A.J. & Waterson, M. & MacKay, R.S. & Giulietti, M. & Flatley, L.C. & Thomson, M. & Barton, J. & Evans, D.J. & Busby, J. & Garvey, J.E., 2015. "On generation-integrated energy storage," Energy Policy, Elsevier, vol. 86(C), pages 544-551.
    10. Benth, Fred Espen & Paraschiv, Florentina, 2016. "A Structural Model for Electricity Forward Prices," Working Papers on Finance 1611, University of St. Gallen, School of Finance.
    11. Rafal Weron & Michal Zator, 2014. "A note on using the Hodrick-Prescott filter in electricity markets," HSC Research Reports HSC/14/04, Hugo Steinhaus Center, Wroclaw University of Technology.
    12. Woo, C.K. & Moore, J. & Schneiderman, B. & Ho, T. & Olson, A. & Alagappan, L. & Chawla, K. & Toyama, N. & Zarnikau, J., 2016. "Merit-order effects of renewable energy and price divergence in California’s day-ahead and real-time electricity markets," Energy Policy, Elsevier, vol. 92(C), pages 299-312.
    13. Paraschiv, Florentina & Fleten, Stein-Erik & Schürle, Michael, 2015. "A spot-forward model for electricity prices with regime shifts," Energy Economics, Elsevier, vol. 47(C), pages 142-153.
    14. Bean, Patrick & Blazquez, Jorge & Nezamuddin, Nora, 2017. "Assessing the cost of renewable energy policy options – A Spanish wind case study," Renewable Energy, Elsevier, vol. 103(C), pages 180-186.
    15. Sapio, Alessandro, 2015. "The effects of renewables in space and time: A regime switching model of the Italian power price," Energy Policy, Elsevier, vol. 85(C), pages 487-499.
    16. Mulder, Machiel & Scholtens, Bert, 2016. "A plant-level analysis of the spill-over effects of the German Energiewende," Applied Energy, Elsevier, vol. 183(C), pages 1259-1271.
    17. Ederer, Nikolaus, 2015. "The market value and impact of offshore wind on the electricity spot market: Evidence from Germany," Applied Energy, Elsevier, vol. 154(C), pages 805-814.
    18. Pircalabu, A. & Hvolby, T. & Jung, J. & Høg, E., 2017. "Joint price and volumetric risk in wind power trading: A copula approach," Energy Economics, Elsevier, vol. 62(C), pages 139-154.
    19. Florian Ziel, 2015. "Forecasting Electricity Spot Prices using Lasso: On Capturing the Autoregressive Intraday Structure," Papers 1509.01966, arXiv.org, revised Jan 2016.
    20. Mosquera-López, Stephanía & Uribe, Jorge M. & Manotas-Duque, Diego Fernando, 2017. "Nonlinear empirical pricing in electricity markets using fundamental weather factors," Energy, Elsevier, vol. 139(C), pages 594-605.
    21. Hagfors, Lars Ivar & Kamperud , Hilde Horthe & Paraschiv, Florentina & Prokopczuk, Marcel & Sator, Alma & Westgaard, Sjur, 2016. "Prediction of Extreme Price Occurrences in the German Day-ahead Electricity Market," Working Papers on Finance 1622, University of St. Gallen, School of Finance.
    22. Hagfors, Lars Ivar & Bunn, Derek & Kristoffersen, Eline & Staver, Tiril Toftdahl & Westgaard, Sjur, 2016. "Modeling the UK electricity price distributions using quantile regression," Energy, Elsevier, vol. 102(C), pages 231-243.
    23. David Wozabal & Christoph Graf & David Hirschmann, 2016. "The effect of intermittent renewables on the electricity price variance," OR Spectrum: Quantitative Approaches in Management, Springer;Gesellschaft für Operations Research e.V., vol. 38(3), pages 687-709, July.
    24. Brian Rivard and Adonis Yatchew, 2016. "Integration of Renewables into the Ontario Electricity System," The Energy Journal, International Association for Energy Economics, vol. 0(Bollino-M).
    25. Kiesel, Rüdiger & Paraschiv, Florentina, 2017. "Econometric analysis of 15-minute intraday electricity prices," Energy Economics, Elsevier, vol. 64(C), pages 77-90.
    26. Woo, C.K. & Chen, Y. & Olson, A. & Moore, J. & Schlag, N. & Ong, A. & Ho, T., 2017. "Electricity price behavior and carbon trading: New evidence from California," Applied Energy, Elsevier, vol. 204(C), pages 531-543.
    27. Adom, Philip Kofi & Insaidoo, Michael & Minlah, Michael Kaku & Abdallah, Abdul-Mumuni, 2017. "Does renewable energy concentration increase the variance/uncertainty in electricity prices in Africa?," Renewable Energy, Elsevier, vol. 107(C), pages 81-100.
    28. Seddig, Katrin & Jochem, Patrick & Fichtner, Wolf, 2017. "Integrating renewable energy sources by electric vehicle fleets under uncertainty," Energy, Elsevier, vol. 141(C), pages 2145-2153.
    29. Cech, Marek, 2016. "Panel regression analysis of electricity prices and renewable energy in the European Union," MPRA Paper 74601, University Library of Munich, Germany.
    30. Foster, Edward & Contestabile, Marcello & Blazquez, Jorge & Manzano, Baltasar & Workman, Mark & Shah, Nilay, 2017. "The unstudied barriers to widespread renewable energy deployment: Fossil fuel price responses," Energy Policy, Elsevier, vol. 103(C), pages 258-264.
    31. Laurent Pagnier & Philippe Jacquod, 2017. "How fast can one overcome the paradox of the energy transition? A predictive physico-economic model for the European power grid," Papers 1706.00330, arXiv.org.
    32. Hain, Martin & Schermeyer, Hans & Uhrig-Homburg, Marliese & Fichtner, Wolf, 2017. "An Electricity Price Modeling Framework for Renewable-Dominant Markets," Working Paper Series in Production and Energy 23, Karlsruhe Institute of Technology (KIT), Institute for Industrial Production (IIP).
    33. Dillig, Marius & Jung, Manuel & Karl, Jürgen, 2016. "The impact of renewables on electricity prices in Germany – An estimation based on historic spot prices in the years 2011–2013," Renewable and Sustainable Energy Reviews, Elsevier, vol. 57(C), pages 7-15.
    34. Zeng, Ming & Yang, Yongqi & Fan, Qiannan & Liu, Yingxin & Zou, Zhuojun, 2015. "Coordination between clean energy generation and thermal power generation under the policy of “direct power-purchase for large users” in China," Utilities Policy, Elsevier, vol. 33(C), pages 10-22.
    35. Sreedharan, P. & Farbes, J. & Cutter, E. & Woo, C.K. & Wang, J., 2016. "Microgrid and renewable generation integration: University of California, San Diego," Applied Energy, Elsevier, vol. 169(C), pages 709-720.
    36. Keles, Dogan & Scelle, Jonathan & Paraschiv, Florentina & Fichtner, Wolf, 2016. "Extended forecast methods for day-ahead electricity spot prices applying artificial neural networks," Applied Energy, Elsevier, vol. 162(C), pages 218-230.
    37. Rintamäki, Tuomas & Siddiqui, Afzal S. & Salo, Ahti, 2017. "Does renewable energy generation decrease the volatility of electricity prices? An analysis of Denmark and Germany," Energy Economics, Elsevier, vol. 62(C), pages 270-282.
    38. Bublitz, Andreas & Keles, Dogan & Fichtner, Wolf, 2017. "An analysis of the decline of electricity spot prices in Europe: Who is to blame?," Energy Policy, Elsevier, vol. 107(C), pages 323-336.
    39. Graf, Christoph & Marcantonini, Claudio, 2017. "Renewable energy and its impact on thermal generation," Energy Economics, Elsevier, vol. 66(C), pages 421-430.
    40. Florian Ziel & Rick Steinert, 2017. "Probabilistic Mid- and Long-Term Electricity Price Forecasting," Papers 1703.10806, arXiv.org.
    41. Antonelli, Marco & Desideri, Umberto & Franco, Alessandro, 2018. "Effects of large scale penetration of renewables: The Italian case in the years 2008–2015," Renewable and Sustainable Energy Reviews, Elsevier, vol. 81(P2), pages 3090-3100.
    42. Sapio, Alessandro & Spagnolo, Nicola, 2016. "Price regimes in an energy island: Tacit collusion vs. cost and network explanations," Energy Economics, Elsevier, vol. 55(C), pages 157-172.

  6. Florentina Paraschiv, 2013. "Adjustment Policy of Deposit Rates in the Case of Swiss Non-maturing Savings Accounts," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 3(3), pages 1-19.
    See citations under working paper version above.

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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 8 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 (5) 2013-10-05 2013-10-05 2015-11-21 2016-07-16 2017-01-29. Author is listed
  2. NEP-REG: Regulation (4) 2013-10-05 2013-10-05 2015-11-21 2017-01-29
  3. NEP-FOR: Forecasting (3) 2015-08-30 2015-11-21 2017-01-29
  4. NEP-ECM: Econometrics (2) 2013-10-05 2015-08-30
  5. NEP-GER: German Papers (2) 2015-08-30 2016-07-16
  6. NEP-BAN: Banking (1) 2013-10-05
  7. NEP-CBA: Central Banking (1) 2013-10-05
  8. NEP-ETS: Econometric Time Series (1) 2015-08-30
  9. NEP-MST: Market Microstructure (1) 2015-11-21
  10. NEP-RMG: Risk Management (1) 2013-10-05

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