Sfoglia per Autore
Natural Gas Statistical Arbitrage: A systematic approach
2014-01-01 Fanelli, Viviana; Lesca, A.
Investigating Statistical Arbitrage in Commodity Markets
2014-01-01 Fanelli, Viviana
Electricity Price Modelling with a Regime Switching Volatility
2014-01-01 Fanelli, Viviana; Maddalena, L; Musti, M.
Commodity-linked Arbitrage Strategies and Portfolio Management
2015-01-01 Fanelli, Viviana
Pricing a Swap on the Italian Spark Spread in the Presence of Counterparty Credit Risk
2015-01-01 Fanelli, Viviana
Electricity Market Equilibrium Model with Seasonal Volatilities
2015-01-01 Fanelli, Viviana; Musti, Silvana; Maddalena, Lucia
A nonlinear dynamic model for credit risk
2016-01-01 Fanelli, Viviana; Maddalena, Lucia
The Hybrid Pricing System of European Natural Gas
2016-01-01 Fanelli, Viviana; Ryden, Anna
Asian option pricing in the day-ahead electricity market
2016-01-01 Fanelli, Viviana; Maddalena, Lucia; Musti, Silvana
A defaultable HJM modelling of the Libor Rate for pricing Basis Swaps after the credit crunch
2016-01-01 Fanelli, Viviana
Modelling electricity futures prices using seasonal path-dependent volatility
2016-01-01 Fanelli, Viviana; Maddalena, Lucia; Musti, Silvana
Implications of implicit credit spread volatilities on interest rate modelling
2017-01-01 Fanelli, Viviana
Pricing a Swing Contract in a Gas Sale Company
2018-01-01 Fanelli, Viviana; KATARINA RYDEN, Anna
Long run analysis of crude oil portfolios
2019-01-01 Cerqueti, Roy; Fanelli, Viviana; Rotundo, Giulia
On the Seasonality in the Implied Volatility of Electricity Options
2019-01-01 Fanelli, Viviana; Diane Schmeck, Maren
Financial Modelling in Commodity Markets
2020-01-01 Fanelli, Viviana
A nonlinear dynamic model for credit risk contagion
2020-01-01 Fanelli, Viviana; Maddalena, Lucia
Norwegian Pension Fund’s Portfolio: What Happens to the Companies Divested for Environmental Concerns?
2021-01-01 Dell’Atti, Stefano; Fanelli, Viviana; Miglietta, Federica
Long memory and crude oil’s price predictability
2021-01-01 Cerqueti, R.; Fanelli, V.
The environmental policy of the Norwegian Government Pension Fund-Global and investors' reaction over time
2022-01-01 Miglietta, F; Di Martino, G; Fanelli, V
Legenda icone
- file ad accesso aperto
- file disponibili sulla rete interna
- file disponibili agli utenti autorizzati
- file disponibili solo agli amministratori
- file sotto embargo
- nessun file disponibile