E-LIB Suche - Ergebnisse für: Petroni, Filippo

1

Drawdown-based risk indicators for high-frequency financial..:

D'Amico, Guglielmo ; Basilio, Bice Di ; Petroni, Filippo
Financial Innovation. 10 (2024) 1 - p. , 2024

2

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/..

3

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/..

4

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/..

5

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/..

6

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/..

7

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/..

8

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/..

9

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/..

10

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/..

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

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/..

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 a wind farm with a dependence str..:

Casula, Laura ; D'Amico, Guglielmo ; Masala, Giovanni.
The World Economy. 43 (2020) 10 - p. 2803-2822 , 2020

Link: https://doi.org/10.1111/..

15

Insurance Contracts for Hedging Wind Power Uncertainty:

D'Amico, Guglielmo ; Gismondi, Fulvio ; Petroni, Filippo
Mathematics. 8 (2020) 8 - p. 1376 , 2020

Link: https://doi.org/10.3390/..