MASALA, GIOVANNI BATISTA
MASALA, GIOVANNI BATISTA
DIPARTIMENTO DI SCIENZE ECONOMICHE ED AZIENDALI
Drawdown risk measures for asset portfolios with high frequency data
2023-01-01 Masala, G.; Petroni, F.
A multivariate model for hybrid wind–photovoltaic power production with energy portfolio optimization
2022-01-01 Casula, Laura; D’Amico, Guglielmo; Masala, Giovanni; Filippo Petroni, Filippo
Hedging wind power risk exposure through weather derivatives
2022-01-01 Masala, G.; Micocci, M.; Rizk, A.
A multivariate high-order markov model for the income estimation of a wind farm
2021-01-01 de Blasis, R.; Masala, G. B.; Petroni, F.
Backtesting energy portfolio with copula dependence structure
2021-01-01 Masala, G.
Electricity derivatives: an application to the futures Italian market
2021-01-01 Casula, L.; Masala, G.
Managing wind power generation via indexed semi-markov model and copula
2020-01-01 D'Amico, G.; Masala, G.; Petroni, F.; Sobolewski, R. A.
Performance estimation of a wind farm with a dependence structure between electricity price and wind speed
2020-01-01 Casula, Laura; D'Amico, Guglielmo; Masala, Giovanni; Petroni, Filippo
Performance estimation of photovoltaic energy production
2020-01-01 Casula, Laura; D’Amico, Guglielmo; Masala, Giovanni; Petroni, Filippo
Price Spikes in the Italian Electricity Market: An Economic Analysis
2019-01-01 Zedda, Stefano; Masala, Giovanni Batista
Dynamic dependence structure between energy markets and the Italian stock index
2018-01-01 Masala, Giovanni
Price spikes in the electricity markets how and why
2018-01-01 Zedda, S; Masala, Gb
Applications of phase type survival trees in HIV disease progression modelling
2017-01-01 Gafa, Marija; Garg, Lalit; Masala, Giovanni; Mcclean, Sally I.
Electricity load modeling: an application to Italian market
2015-01-01 Masala, GIOVANNI BATISTA; Marica, S.
Mathematical tools for Economics and Finance with Mathematica software
2015-01-01 Masala, GIOVANNI BATISTA
North Atlantic Oscillation index stochastic modeling
2015-01-01 Masala, GIOVANNI BATISTA
Rainfall derivatives pricing with underlying semi-Markov model for precipitation occurrences
2014-01-01 Masala, GIOVANNI BATISTA
Survival probabilities for HIV infected patients through semi-Markov processes
2014-01-01 Cannas, G; Masala, GIOVANNI BATISTA; Micocci, Marco
Wind time series forecasting with underlying semi-Markov model: an application to weather derivatives
2014-01-01 Masala, GIOVANNI BATISTA
Basket cliquet options pricing with a dynamic dependence structure and stochastic interest rates
2013-01-01 Masala, GIOVANNI BATISTA