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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. 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.
  5. 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.
  6. Paraschiv, Florentina, 2013. "Price Dynamics in Electricity Markets," Working Papers on Finance 1314, University of St. Gallen, School of Finance.
  7. Daviou, Agustin & Paraschiv, Florentina, 2013. "Investors’ Behavior under Changing Market Volatility," Working Papers on Finance 1313, University of St. Gallen, School of Finance.
  8. 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.
  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. Paraschiv, Florentina, 2012. "Modeling Non-maturing Savings Volumes," Working Papers on Finance 1218, University of St. Gallen, School of Finance.
  11. 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.
  12. 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.

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.

More information

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Statistics

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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 7 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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