Giacomo Scandolo

From MaRDI portal
Person:2488495

Available identifiers

zbMath Open scandolo.giacomoMaRDI QIDQ2488495

List of research outcomes





PublicationDate of PublicationType
Assessing model risk in financial and energy markets using dynamic conditional vars2024-07-30Paper
Higher moments in the fundamental specification of electricity forward prices2022-11-18Paper
Assessing financial model risk2016-07-25Paper
Robustness and sensitivity analysis of risk measurement procedures2010-08-05Paper
General Pareto Optimal Allocations and Applications to Multi-Period Risks2009-09-13Paper
Liquidity risk theory and coherent measures of risk2009-02-23Paper
RISK MEASURES AND CAPITAL REQUIREMENTS FOR PROCESSES2007-02-22Paper
Conditional and dynamic convex risk measures2006-05-24Paper

Research outcomes over time

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