PUBLICATIONS
We disseminate our theoretical and technical work by publishing, whenever possible, in peer reviewed academic journals or books. Our production includes the following works:
Optimal Intraday Power Trading with a Gaussian Additive Process, Journal of energy markets
E.Edoli, M.Gallana, T.Vargiolu (2017)
Optimization Methods for Gas and Power Markets, Palgrave
E.Edoli, S.Fiorenzani, T.Vargiolu (2016)
The Handbook of Energy Trading, John Wiley & Sons, Ltd
S.Fiorenzani, S.Ravelli, E.Edoli (2012)
Calibration of a multifactor model for the forward markets of several commodities, Optimization, vol. 62
E.Edoli, D.Tasinato, T.Vargiolu (2012)
Modeling and valuing make-up clauses in gas swing contracts, Energy Economics, Elsevier, vol. 35(C)
E.Edoli, S.Fiorenzani, S.Ravelli, T.Vargiolu (2012)
On optimal investment in a reinsurance context with a point process market model, Insurance: Mathematics and Economics
E.Edoli, W.J.Runggaldier (2010)
Energy structured deals: dynamic hedging versus quasi-static hedging approaches
S.Fiorenzani, G.Cabibbo (2010)
Energy structured products: from theory to practice
S.Fiorenzani, G.Cabibbo (2009)
Load based models for electricity prices, Energy Risk
S.Fiorenzani, G.Cabibbo (2007)
Quantitative Methods for Electricity Trading and Risk Management, Palgrave
S.Fiorenzani, G.Cabibbo (2006)
Pricing illiquidity in energy markets, Energy Risk
S.Fiorenzani, G.Cabibbo (2006)
Financial optimization and risk management in refining activities
S.Fiorenzani, G.Cabibbo (2006)
Risk adjusted planning, Energy Risk
S.Fiorenzani, G.Cabibbo (2005)
Shaping the curve, Energy Risk
S.Fiorenzani, G.Cabibbo (2004)
String Theory, Energy Risk
S.Fiorenzani, G.Cabibbo (2004)
