Maria Elena De Giuli

MaRDI QIDQ320927zbMATH OpenFDO

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Wasserstein barycenter regression for estimating the joint dynamics of renewable and fossil fuel energy indices Computational Management Science	2023-12-14	Paper
Evaluating the role of waste-to-energy and cogeneration units in district heatings and electricity markets Computational Management Science	2023-12-14	Paper
Quasi-variational problems with non-self map on Banach spaces: existence and applications Nonlinear Analysis. Real World Applications	2022-06-20	Paper
Brexit news propagation in financial systems: multidimensional visibility networks for market volatility dynamics Quantitative Finance	2022-05-27	Paper
Bayesian outlier detection in Capital Asset Pricing Model Statistical Modelling	2020-10-07	Paper
Analysis of long-term natural gas contracts with vine copulas in optimization portfolio problems Annals of Operations Research	2019-03-06	Paper
Multivariate dependence analysis via tree copula models: an application to one-year forward energy contracts European Journal of Operational Research	2018-05-17	Paper
Evaluating the impacts of the external supply risk in a natural gas supply chain: the case of the Italian market Journal of Global Optimization	2018-03-01	Paper
Default probability estimation via pair copula constructions European Journal of Operational Research	2016-10-07	Paper
A remark on sensitivity in linear programming and Gale-Samuelson nonsubstitution theorem	2014-02-20	Paper
Bayesian value-at-risk with product partition models Quantitative Finance	2014-01-17	Paper
A new approach for firm value and default probability estimation beyond Merton models Computational Economics	2008-06-11	Paper
scientific article; zbMATH DE number 1244272 (Why is no real title available?)	1999-01-24	Paper
scientific article; zbMATH DE number 750712 (Why is no real title available?)	1997-02-04	Paper
Project analysis using a linear approach (P.A.U.L.A.) Rivista di Matematica per le Scienze Economiche e Sociali	1997-01-07	Paper

Research outcomes over time

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