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Search: person:"Vargiolu, Tiziano"
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Vargiolu, Tiziano
23
Edoli, Enrico
3
Piccirilli, Marco
3
Callegaro, Giorgia
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Campi, Luciano
2
Favero, Gino
2
Fiorenzani, Stefano
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Flora, Maria
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Fontini, Fulvio
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ECONIS (ZBW)
15
RePEc
8
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1
Efficient representation of supply and demand curves on day-ahead electricity markets
Soloviova, Mariia
;
Vargiolu, Tiziano
- In:
The journal of energy markets
14
(
2021
)
1
,
pp. 99-126
Persistent link: https://www.econbiz.de/10012662353
Saved in:
2
Capturing the power options smile by an additive two-factor model for overlapping futures prices
Piccirilli, Marco
;
Schmeck, Maren Diane
;
Vargiolu, Tiziano
- In:
Energy economics
95
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012816581
Saved in:
3
Optimal installation of renewable electricity sources : the case of Italy
Awerkin, Almendra
;
Vargiolu, Tiziano
- In:
Decisions in economics and finance : a journal of …
44
(
2021
)
2
,
pp. 1179-1209
Persistent link: https://www.econbiz.de/10012795128
Saved in:
4
Investing in electricity production under a reliability options scheme
Fontini, Fulvio
;
Vargiolu, Tiziano
;
Zormpas, Dimitrios
- In:
Journal of economic dynamics & control
126
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012667919
Saved in:
5
Optimal management of pumped hydroelectric production with state constrained optimal control
Picarelli, Athena
;
Vargiolu, Tiziano
- In:
Journal of economic dynamics & control
126
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012667920
Saved in:
6
Pricing reliability options under different electricity price regimes
Andreis, Luisa
;
Flora, Maria
;
Fontini, Fulvio
; …
- In:
Energy economics
87
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012512391
Saved in:
7
On the singular control of exchange rates
Ferrari, Giorgio
;
Vargiolu, Tiziano
- In:
Stochastic optimization: theory and applications
,
(pp. 795-832)
.
2020
Persistent link: https://www.econbiz.de/10012290842
Saved in:
8
Nonzero-sum stochastic differential games with impulse controls : a verification theorem with applications
Aïd, René
;
Basei, Matteo
;
Callegaro, Giorgia
;
Campi, …
- In:
Mathematics of operations research
45
(
2020
)
1
,
pp. 205-232
Persistent link: https://www.econbiz.de/10012183035
Saved in:
9
Price dynamics in the European Union Emissions Trading System and evaluation of its ability to boost emission-related investment decisions
Flora, Maria
;
Vargiolu, Tiziano
- In:
European journal of operational research : EJOR
280
(
2020
)
1
,
pp. 383-394
Persistent link: https://www.econbiz.de/10012132404
Saved in:
10
Mean-reverting additive energy forward curves in a Heath-Jarrow-Morton framework
Benth, Fred Espen
;
Piccirilli, Marco
;
Vargiolu, Tiziano
- In:
Mathematics and financial economics
13
(
2019
)
4
,
pp. 543-577
Persistent link: https://www.econbiz.de/10012055877
Saved in:
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