Items where Author is "Gianfreda, A"

Gianfreda, A, Scandolo, G and Bunn, DW (2024) The Connectedness Features of German Electricity Futures over Short and Long Maturities. Finance Research Letters, 70 (106315). ISSN 1544-6123

Gianfreda, A, Scandolo, G and Bunn, D W (2022) Higher Moments in the Fundamental Specification of Electricity Forward Prices. Quantitative Finance, 22 (11). pp. 2063-2078. ISSN 1469-7688

Bunn, D W, Gianfreda, A and Kermer, S (2018) A trading-based evaluation of density forecasts in a real-time electricity market. Energies, 11 (10). p. 2658. ISSN 1996-1073

Gianfreda, A and Bunn, D W (2018) A Stochastic Latent Moment Model for Electricity Price Formation. Operations Research, 66 (5). pp. 1189-1203. ISSN 0030-364X