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Petroni, Filippo
150
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Online (150)
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Articles (Online) (62)
Bookchapter (Online) (2)
OpenAccess-fulltext (85)
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english (108)
italian (1)
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?
1
Drawdown-based risk indicators for high-frequency financial..:
D'Amico, Guglielmo
;
Basilio, Bice Di
;
Petroni, Filippo
Financial Innovation. 10 (2024) 1 - p. , 2024
Link:
https://doi.org/10.1186/..
?
2
ROCOF of higher order for semi-Markov processes:
D'Amico, Guglielmo
;
Petroni, Filippo
Applied Mathematics and Computation. 441 (2023) - p. 127719 , 2023
Link:
https://doi.org/10.1016/..
?
3
The Mixture Transition Distribution approach to networks: E..:
D'Amico, Guglielmo
;
De Blasis, Riccardo
;
Petroni, Filippo
Physica A: Statistical Mechanics and its Applications. 632 (2023) - p. 129335 , 2023
Link:
https://doi.org/10.1016/..
?
4
An Econometric Analysis of Drawdown Based Measures:
, In:
Springer Proceedings in Mathematics & Statistics; Stochastic Processes, Statistical Methods, and Engineering Mathematics
,
D'Amico, Guglielmo
;
Di Basilio, Bice
;
Petroni, Filippo
. - p. 489-510 , 2022
Link:
https://doi.org/10.1007/..
?
5
Ramp Rate Limitation of Wind Power: An Overview:
D'Amico, Guglielmo
;
Petroni, Filippo
;
Vergine, Salvatore
Energies. 15 (2022) 16 - p. 5850 , 2022
Link:
https://doi.org/10.3390/..
?
6
Drawdown risk measures for asset portfolios with high frequ..:
Masala, Giovanni
;
Petroni, Filippo
Annals of Finance. 19 (2022) 2 - p. 265-289 , 2022
Link:
https://doi.org/10.1007/..
?
7
Modelling and simulation of a storage system connected to a..:
D'Amico, Guglielmo
;
Petroni, Filippo
;
Vergine, Salvatore
International Journal of Modelling and Simulation. 43 (2022) 6 - p. 1021-1040 , 2022
Link:
https://doi.org/10.1080/..
?
8
Price Leadership and Volatility Linkages between Oil and Re..:
De Blasis, Riccardo
;
Petroni, Filippo
Energies. 14 (2021) 9 - p. 2608 , 2021
Link:
https://doi.org/10.3390/..
?
9
On the Computation of Some Interval Reliability Indicators ..:
D'Amico, Guglielmo
;
Manca, Raimondo
;
Petroni, Filippo
.
Mathematics. 9 (2021) 5 - p. 575 , 2021
Link:
https://doi.org/10.3390/..
?
10
A micro‐to‐macro approach to returns, volumes and waiting t..:
D'Amico, Guglielmo
;
Petroni, Filippo
Applied Stochastic Models in Business and Industry. 37 (2021) 4 - p. 767-789 , 2021
Link:
https://doi.org/10.1002/..
?
11
Hedging the Risk of Wind Power Production Using Dispatchabl..:
D'Amico, Guglielmo
;
Di Basilio, Bice
;
Petroni, Filippo
Stochastics and Quality Control. 0 (2021) 0 - p. , 2021
Link:
https://doi.org/10.1515/..
?
12
An Analysis of a Storage System for a Wind Farm with Ramp-R..:
D'Amico, Guglielmo
;
Petroni, Filippo
;
Vergine, Salvatore
Energies. 14 (2021) 13 - p. 4066 , 2021
Link:
https://doi.org/10.3390/..
?
13
A Multivariate High-Order Markov Model for the Income Estim..:
De Blasis, Riccardo
;
Masala, Giovanni Batista
;
Petroni, Filippo
Energies. 14 (2021) 2 - p. 388 , 2021
Link:
https://doi.org/10.3390/..
?
14
Performance estimation of photovoltaic energy production:
Casula, Laura
;
D'Amico, Guglielmo
;
Masala, Giovanni
.
Letters in Spatial and Resource Sciences. 13 (2020) 3 - p. 267-285 , 2020
Link:
https://doi.org/10.1007/..
?
15
Managing Wind Power Generation via Indexed Semi-Markov Mode..:
D'Amico, Guglielmo
;
Masala, Giovanni
;
Petroni, Filippo
.
Energies. 13 (2020) 16 - p. 4246 , 2020
Link:
https://doi.org/10.3390/..
1-15