Items where Author is "Gianfreda, A"

Article
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