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Titolo Data di pubblicazione Autore(i) File
Electricity Price Modelling with a Regime Switching Volatility 1-gen-2014 Fanelli, Viviana; Maddalena, L; Musti, M.
Natural Gas Statistical Arbitrage: A systematic approach 1-gen-2014 Fanelli, Viviana; Lesca, A.
Investigating Statistical Arbitrage in Commodity Markets 1-gen-2014 Fanelli, Viviana
Pricing a Swap on the Italian Spark Spread in the Presence of Counterparty Credit Risk 1-gen-2015 Fanelli, Viviana
Electricity Market Equilibrium Model with Seasonal Volatilities 1-gen-2015 Fanelli, Viviana; Musti, Silvana; Maddalena, Lucia
Commodity-linked Arbitrage Strategies and Portfolio Management 1-gen-2015 Fanelli, Viviana
A nonlinear dynamic model for credit risk 1-gen-2016 Fanelli, Viviana; Maddalena, Lucia
The Hybrid Pricing System of European Natural Gas 1-gen-2016 Fanelli, Viviana; Ryden, Anna
A defaultable HJM modelling of the Libor Rate for pricing Basis Swaps after the credit crunch 1-gen-2016 Fanelli, Viviana
Asian option pricing in the day-ahead electricity market 1-gen-2016 Fanelli, Viviana; Maddalena, Lucia; Musti, Silvana
Modelling electricity futures prices using seasonal path-dependent volatility 1-gen-2016 Fanelli, Viviana; Maddalena, Lucia; Musti, Silvana
Implications of implicit credit spread volatilities on interest rate modelling 1-gen-2017 Fanelli, Viviana
Pricing a Swing Contract in a Gas Sale Company 1-gen-2018 Fanelli, Viviana; KATARINA RYDEN, Anna
Long run analysis of crude oil portfolios 1-gen-2019 Cerqueti, Roy; Fanelli, Viviana; Rotundo, Giulia
On the Seasonality in the Implied Volatility of Electricity Options 1-gen-2019 Fanelli, Viviana; Diane Schmeck, Maren
Long memory and crude oil’s price predictability 1-gen-2019 Cerqueti, R.; Fanelli, V.
Financial Modelling in Commodity Markets 1-gen-2020 Fanelli, Viviana
A nonlinear dynamic model for credit risk contagion 1-gen-2020 Fanelli, Viviana; Maddalena, Lucia
Norwegian Pension Fund’s Portfolio: What Happens to the Companies Divested for Environmental Concerns? 1-gen-2021 Dell’Atti, Stefano; Fanelli, Viviana; Miglietta, Federica
Long memory and crude oil’s price predictability 1-gen-2021 Cerqueti, R.; Fanelli, V.
Mostrati risultati da 21 a 40 di 40
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