A5020365201- Electric Power System Optimization
- Market Dynamics and Volatility
- Monetary Policy and Economic Impact
- Energy Load and Power Forecasting
- Financial Risk and Volatility Modeling
- Energy, Environment, and Transportation Policies
- Advanced Statistical Methods and Models
- Italy: Economic History and Contemporary Issues
- Climate Change Policy and Economics
- Smart Grid Energy Management
- Firm Innovation and Growth
- Energy, Environment, Economic Growth
- Statistical Methods and Inference
- Global Energy Security and Policy
- Energy Efficiency and Management
- Grey System Theory Applications
- Advanced Statistical Process Monitoring
- Economic Growth and Productivity
- Integrated Energy Systems Optimization
- Forecasting Techniques and Applications
- Stochastic processes and financial applications
- Risk and Portfolio Optimization
- Urban Planning and Valuation
- Diverse Aspects of Tourism Research
- Capital Investment and Risk Analysis
University of Parma
1999-2024
University of Padua
2021-2023
University of Verona
2012-2021
Robust Chip (United States)
2019
Loughborough University
2018
Telecom Italia Lab
2005
Forecasting has always been at the forefront of decision making and planning. The uncertainty that surrounds future is both exciting challenging, with individuals organisations seeking to minimise risks maximise utilities. large number forecasting applications calls for a diverse set methods tackle real-life challenges. This article provides non-systematic review theory practice forecasting. We provide an overview wide range theoretical, state-of-the-art models, methods, principles,...
Despite the high upfront financial costs associated with existing technologies for energy storage they have become more appealing in recent years response to increasing importance of non-dispatchable sources generation systems developed countries. One essential pieces information required value monetary benefits which can be achieved when investing is price that will command it released, compared paid injected into storage. In this paper we investigate relationship using time series...
This paper examines the likely market for electrical energy storage from a viewpoint, taking prices as given and determining extent to which strategy of arbitrage across day, buying at lowest price times night selling highest during early evening, generates profits in British context. The sets out potential problems moves absorb increasing amounts wind, then characterises nature prices, reveals importance power is absorbed into store relatively few hours day discharged over hours. models...
In the last few years we have observed deregulation in electricity markets and an increasing interest of price dynamics has been developed especially to consider all stylized facts shown by spot prices. Only papers, authors' knowledge, considered Italian Electricity Spot market since it deregulated recently. Therefore this contribution is investigation with emphasis on prices volatility taking into account extreme spiky behavior considering median not simply mean values correct for outliers...
This paper examines the commercial opportunities for electrical energy storage, taking market prices as given and determining extent to which a strategy of arbitrage across day, buying at lowest price times night selling highest during early evening, relying on forecasts one day-ahead generates profits in British context. The sets out potential problems moves absorb increasing amounts wind, then characterises nature prices, reveals importance power is absorbed into store relatively few hours...
This paper investigates inequality in energy intensity between EU-28 member countries over the 2007-2012 period. Inequality is measured by using Zenga index. The analysis carried out measuring from bottom of distribution to top. approach enables identify most unequal portions distribution. To provide information on causes at every point distribution, we show that can be broken down into three components explaining roles played transformation, final and their interaction determining...
ABSTRACT The purpose of this work is to present the Weighted Forward Search (FSW) method for detection outliers in asset pricing data. This new estimator, which based on an algorithm that downweights most anomalous observations dataset, tested using both simulated and empirical impact estimation models assessed under different scenarios, results are evaluated with associated statistical tests approach. Our proposal generates alternative procedure robust portfolio betas, allowing comparison...
In this paper a robust approach to modelling electricity spot prices is introduced. Differently from what has been recently done in the literature on price forecasting, where attention mainly drawn by prediction of spikes, focus contribution estimation nonlinear SETARX models (Self-Exciting Threshold Auto Regressive with eXogenous regressors). way, parameters estimates are not, or very lightly, influenced presence extreme observations and large majority prices, which not could be better...
Abstract Operating on electricity markets requires accurately identifying, quantifying, and measuring risk coupled with their corresponding return: this appears as a crucial point, particularly during after the COVID-19 pandemic. The aim of present paper is twofold. First, we propose novel econometric approach to identifying relevant market factors that capture several elements transmission mechanism inherent in energy systems. proposed model extends Bayesian graphical models change points...
Abstract: Species‐area relationships (SARs) are still the main basis for all projections of extinction rates species following habitat loss. To investigate spatial‐accumulation patterns floristic owing to degree confinement habitats, we considered 38 parks and reserves in Italy on a wide range scales, covering about 70% native flora more than 21% land under legal protection. We used robust methods multivariate outlier detection derive best regression model by checking accordance or lack with...