IRIS
FANELLI, VIVIANA
 Distribuzione geografica
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Continente #
NA - Nord America 1.610
EU - Europa 454
AS - Asia 238
SA - Sud America 7
OC - Oceania 2
AF - Africa 1
Continente sconosciuto - Info sul continente non disponibili 1
Totale 2.313
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Nazione #
US - Stati Uniti d'America 1.610
CN - Cina 165
SE - Svezia 151
IT - Italia 119
SG - Singapore 61
UA - Ucraina 48
DE - Germania 34
FI - Finlandia 32
GB - Regno Unito 25
FR - Francia 13
BE - Belgio 12
JP - Giappone 10
IE - Irlanda 7
BR - Brasile 6
CH - Svizzera 3
NO - Norvegia 3
AU - Australia 2
ES - Italia 2
LU - Lussemburgo 2
AR - Argentina 1
AT - Austria 1
EU - Europa 1
IN - India 1
IQ - Iraq 1
MA - Marocco 1
NL - Olanda 1
PL - Polonia 1
Totale 2.313
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Città #
Chandler 250
Fairfield 164
Woodbridge 147
Nyköping 122
Jacksonville 117
Ashburn 108
Cambridge 90
Seattle 81
Houston 70
Wilmington 65
Ann Arbor 58
Beijing 58
Singapore 41
Roxbury 39
Bari 38
Nanjing 38
Lawrence 35
Des Moines 23
Inglewood 22
Brussels 12
Los Angeles 11
Paris 11
Princeton 11
Santa Clara 11
Shenyang 11
Triggiano 11
Brooklyn 10
Boardman 8
Dublin 7
Jiaxing 7
Auburn Hills 6
Dearborn 6
Hebei 6
Nanchang 6
Bologna 5
Cirò 5
Guangzhou 5
San Diego 5
Tokyo 5
Washington 5
Hyakuninchō 4
Manchester 4
Shanghai 4
Tianjin 4
Changsha 3
London 3
Oslo 3
Palermo 3
Redwood City 3
Sundsvall 3
Zug 3
Baotou 2
Castelfranco di Sotto 2
Flowery Branch 2
Giovinazzo 2
Madrid 2
Milan 2
New York 2
Norwalk 2
Saarbrücken 2
Sant'agata De' Goti 2
São Paulo 2
Acqui Terme 1
Bareggio 1
Campo do Meio 1
Charlotte 1
Chiyoda-ku 1
Coral Gables 1
Crispiano 1
Curitiba 1
Dalian 1
Edinburgh 1
Falkenstein 1
Foggia 1
Grand Bourg 1
Grottaglie 1
Haren 1
Hefei 1
Heze 1
Hounslow 1
Jinhua 1
Joinville 1
Kilburn 1
Merate 1
Modugno 1
Monash 1
Mosul 1
Natal 1
Noicattaro 1
Nuremberg 1
Pune 1
Putian 1
Quzhou 1
Sabbio Chiese 1
Simi Valley 1
Stimigliano 1
Sydney 1
Taiyuan 1
Tappahannock 1
Warsaw 1
Totale 1.827
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Nome #
A defaultable HJM modelling of the Libor Rate for pricing Basis Swaps after the credit crunch 114
Implications of implicit credit spread volatilities on interest rate modelling 112
null 106
Electricity Market Equilibrium Model with Seasonal Volatilities 98
On the Seasonality in the Implied Volatility of Electricity Options 95
Commodity-linked Arbitrage Strategies and Portfolio Management 91
Modelling electricity futures prices using seasonal path-dependent volatility 90
null 86
Pricing a Swing Contract in a Gas Sale Company 81
Long run analysis of crude oil portfolios 81
Asian option pricing in the day-ahead electricity market 76
A Time Delay Model for a New Technology 75
Modelling electricity forward curve dynamics in the Italian market 73
Investigating Statistical Arbitrage in Commodity Markets 67
null 66
A comparison of models for renewable energy technology diffusion: the non-uniform influence effects 59
Numerical Implementation of a Credit Risk Model in the HJM Framework 54
Un approccio numerico per l’implementazione di un modello HJM del rischio di credito 53
Natural Gas Statistical Arbitrage: A systematic approach 52
Electricity Price Modelling with a Regime Switching Volatility 52
A mathematical model for the diffusion of a new technology ?? 50
The Hybrid Pricing System of European Natural Gas 49
Long memory and crude oil’s price predictability 49
A nonlinear dynamic model for credit risk 46
Electricity Price Modelling with a Regime Switching Volatility 45
A mathematical model for renewable technology diffusion 44
Extending the HJM Model to Risky Libor for Pricing Basis Swaps and Collateralized Derivatives after the Credit Crunch 43
null 42
Investigating the diffusion of renewable energy technologies in Italy 37
Modelli matematici per la diffusione di tecnologie per la produzione di energia da fonti rinnovabili 33
Numerical Implementation of a Credit Risk Model in the HJM Framework 33
Nonlinear phenomena: turbulences and correlations in financial markets. Beyond Black and Scholes 33
Modelling electricity forward curve dynamics in the Italian markets 32
null 30
null 28
null 28
A stochastic model for constant proportional debt obligations 26
Financial Modelling in Commodity Markets 26
A nonlinear dynamic model for credit risk contagion 25
Modelling the evolution of credit spreads using the Cox process within the HJM framework: A CDS option pricing model 25
Implementazione di un modello di equilibrio per la determinazione del prezzo forward dell’energia elettrica 24
La diffusione di tecnologie per la produzione di energia da fonte rinnovabile in Puglia: modelli a confronto 24
Norwegian Pension Fund’s Portfolio: What Happens to the Companies Divested for Environmental Concerns? 22
The environmental policy of the Norwegian Government Pension Fund-Global and investors' reaction over time 21
null 19
Pricing a Swap on the Italian Spark Spread in the Presence of Counterparty Credit Risk 18
A time delay model for the diffusion of a new technology 17
Why did CPDOs Fail? An Analysis Focused on Credit Spread Modeling 10
Seasonality in commodity prices: new approaches for pricing plain vanilla options 2
Totale 2.462
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Categoria #
all - tutte 10.181
article - articoli 0
book - libri 0
conference - conferenze 0
curatela - curatele 0
other - altro 0
patent - brevetti 0
selected - selezionate 0
volume - volumi 0
Totale 10.181
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2019/2020377 0 0 0 0 41 25 55 45 49 76 72 14
2020/2021330 33 17 25 27 60 9 37 13 30 39 26 14
2021/2022261 24 33 6 7 6 11 6 14 10 13 51 80
2022/2023587 60 82 44 69 52 63 14 60 104 8 14 17
2023/2024184 29 13 8 37 20 37 5 2 1 11 8 13
2024/2025136 15 16 58 25 22 0 0 0 0 0 0 0
Totale 2.462