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Showing results 1-46 of 46

2020
1 Fleten, Stein-Erik; Paraschiv, Florentina.
Editorial. Computational Management Science 2020
NTNU Untitled
 
2 Kremer, Marcel; Kiesel, Rüdiger; Paraschiv, Florentina.
An Econometric Model for Intraday Electricity Trading. Philosophical Transactions of the Royal Society A: Mathematical, Physical and Engineering Sciences 2020
NTNU Untitled
 
3 Kremer, Marcel; Kiesel, Rüdiger; Paraschiv, Florentina.
Intraday Electricity Pricing of Night Contracts. Energies 2020 ;Volume 13.(4501)
NTNU Untitled
 
4 Paraschiv, Florentina; Reese, Stine Marie; Skjelstad, Margrethe Ringkjøb.
Portfolio Stress Testing Applied to Commodity Futures. Computational Management Science 2020 ;Volume 17.(2) p. 203-240
NTNU Untitled
 
5 Wahlstrøm, Ranik Raaen; Paraschiv, Florentina; Schmid, Markus.
Bankruptcy prediction of privately held SMEs using feature selection methods. Invited talk NTNU, Department of Industrial Economics and Technology Management, Norway; 2020-02-26
NTNU Untitled
 
6 Wahlstrøm, Ranik Raaen; Paraschiv, Florentina; Schmid, Markus.
Bankruptcy prediction of privately held SMEs using feature selection methods. FIBE 2020; 2020-01-09 - 2020-01-10
NTNU Untitled
 
2019
7 Paraschiv, Florentina.
Integration of renewable energies with impact on electricity trading. Faculty Collocvium; 2019-11-06 - 2019-11-07
NTNU Untitled
 
8 Paraschiv, Florentina.
Reporting on the research track on "Pricing and optimization of intraday/day-ahead electricity and futures contracts" Mathematics for Energy Systems program, Isaac Newton Institute. https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3458409: SSRN 2019 10 p.
NTNU Untitled
 
9 Paraschiv, Florentina.
Webinar University of Cambridge, INI, Mathematics for Energy Systems Programme: Econometrics of Intraday Electricity Prices: https://gateway.newton.ac.uk/presentation/2019-05-01/25712. Webinar: https://gateway.newton.ac.uk/presentation/2019-05-01/25712; 2019-05-01
NTNU Untitled
 
10 Wahlstrøm, Ranik Raaen; Paraschiv, Florentina; Schmid, Markus.
Bankruptcy prediction of privately held SMEs using feature selection methods. NTNU Business School, Internal Seminar; 2019-02-19
NTNU Untitled
 
11 Wahlstrøm, Ranik Raaen; Paraschiv, Florentina; Schmid, Markus.
Bankruptcy prediction of privately held SMEs using feature selection methods. Workshop on Banking and Finance; 2019-05-20 - 2019-05-21
NTNU Untitled
 
12 Wahlstrøm, Ranik Raaen; Paraschiv, Florentina; Schuerle, Michael.
A Comparative Analysis of Parsimonious Yield Curve Models with Focus on the Nelson-Siegel, Svensson and Bliss Models. PhD Workshop during PhD Summer School in Finance; 2019-09-02
NTNU Untitled
 
13 Wahlstrøm, Ranik Raaen; Paraschiv, Florentina; Schuerle, Michael.
A Comparative Analysis of Parsimonious Yield Curve Models with Focus on the Nelson-Siegel, Svensson and Bliss Models. Internal seminar at Norges Bank; 2019-10-16
NTNU Untitled
 
14 Westgaard, Sjur; Paraschiv, Florentina; Ekern, Lina Lasessen; Naustdal, Ingrid; Roald, Malene.
Forecasting Price Distributions in the German Electricity Market. I: International Financial Markets, Volume 1. Routledge 2019 ISBN 9781138060920. p. 11-35
NTNU Untitled
 
2018
15 Frauendorfer, Karl; Paraschiv, Florentina; Schürle, Michael.
Cross-Border Effects on Swiss Electricity Prices in the Light of the Energy Transition. Energies 2018 ;Volume 11.(9) p. -
NTNU Untitled
 
16 Kiesel, Rüdiger; Paraschiv, Florentina; Sætherø, Audun.
On the Construction of Hourly Price Forward Curves for Electricity Prices. Computational Management Science 2018 p. -
NTNU UiO Untitled
 
17 Spada, Matteo; Paraschiv, Florentina; Burgherr, Peter.
A comparison of risk measures for accidents in the energy sector and their implications on decision-making strategies. Energy 2018 ;Volume 154. p. 277-288
NTNU Untitled
 
18 Wahlstrøm, Ranik Raaen; Paraschiv, Florentina; Schuerle, Michael.
A Comparative Analysis of Parsimonious Yield Curve Models with Focus on the Nelson-Siegel, Svensson and Bliss Models. NTNU Business School Conference 2018; 2018-10-17 - 2018-10-18
NTNU Untitled
 
2017
19 Aepli, Matthias D.; Füss, Roland; Henriksen, Tom Erik Sønsteng; Paraschiv, Florentina.
Modeling the multivariate dynamic dependence structure of commodity futures portfolios. Journal of Commodity Markets 2017 ;Volume 6. p. 66-87
NTNU NMBU Untitled
 
20 Benth, Fred Espen; Paraschiv, Florentina.
A space-time random field model for electricity forward prices. Journal of Banking & Finance 2017 ;Volume 95. p. 203-216
NTNU UiO Untitled
 
21 Kiesel, Rüdiger; Paraschiv, Florentina.
Econometric analysis of 15-minute intraday electricity prices. Energy Economics 2017 ;Volume 64. p. 77-90
NTNU Untitled
 
22 Paraschiv, Florentina.
A fully parametric approach for solving quantile regressions with time-varying coefficients. Invited talk University of Oslo, Depth. of Mathematics; 2017-03-21 - 2017-03-22
NTNU Untitled
 
23 Paraschiv, Florentina.
A space-time random field model for electricity forward prices. Computational Management Science Conference, Bergamo; 2017-05-30 - 2017-06-01
NTNU Untitled
 
24 Paraschiv, Florentina.
A space-time random field model for electricity forward prices. Workshop Lorenz Center: Applied Mathematics Techniques for Energy Markets in Transition; 2017-09-18 - 2017-09-22
NTNU Untitled
 
25 Paraschiv, Florentina.
Estimation and Application of Fully Parametric Multifactor Quantile Regression with Dynamic Coefficients. NTNU Business School, Internal Seminar; 2017-08-29
NTNU Untitled
 
26 Paraschiv, Florentina.
Estimation and Application of Fully Parametric Multifactor Quantile Regression with Dynamic Coefficients. Invited talk NTNU, Department of Mathematical Sciences, Norway; 2017-09-18
NTNU Untitled
 
27 Paraschiv, Florentina.
Webinar ESSEC Business School Paris: Random field models for energy forwards. Webinar (public scientific lecture) ESSEC BUSINESS SCHOOL PARIS: https://sites.google.com/a/essec.edu/energy-commodity-finance-research-center/events/monthly-executive-seminar; 2017-11-21
NTNU Untitled
 
28 Paraschiv, Florentina; Frauendorfer, Karl; Schuerle, Michael.
Econometric analysis of the determinants of electricity wholesale prices in Switzerland and Germany (Project Financed by Swiss Federal Office of Energy). Bern, Switzerland: Bundesamt für Energie BFE, Switzerland 2017 43 p.
NTNU Untitled
 
29 Paraschiv, Florentina; Schuerle, Michael.
Replication of non-maturing products in a low interest rate environment. I: The Handbook of ALM in Banking. : Risk Books 2017 ISBN - 9781782720119. p. 1-20
NTNU Untitled
 
30 Paraschiv, Florentina; Schuerle, Michael.
Valuation of the flexibility of power-to-gas facilities. Energy Finance Christmas Workshop; 2017-12-13 - 2017-12-15
NTNU Untitled
 
2016
31 Hagfors, Lars Ivar; Kamperud, Hilde Hørthe; Paraschiv, Florentina; Prokozcuk, Marcel; Sator, Alma; Westgaard, Sjur.
Prediction of extreme price occurrences in the German day-ahead electricity market. Quantitative finance (Print) 2016 ;Volume 16.(12) p. 1929-1948
NTNU Untitled
 
32 Hagfors, Lars Ivar; Paraschiv, Florentina; Molnar, Peter; Westgaard, Sjur.
Using quantile regression to analyze the effect of renewables on EEX price formation. Renewable Energy and Environmental Sustainability 2016 ;Volume 32.(1) p. -
NTNU Untitled
 
33 Paraschiv, Florentina; Hadzi-Mishev, Risto; Keles, Dogan.
Extreme Value Theory for heavy-tails in electricity prices. Journal of Energy Markets 2016 ;Volume 9.(2)
Untitled
 
2015
34 Keles, Dogan; Scelle, Jonathan; Paraschiv, Florentina; Fichtner, Wolfgang.
Extended forecast methods for day-ahead electricity spot prices applying artificial neural networks (ANN). Applied Energy 2015 ;Volume 162.(218) Suppl. 230
NTNU Untitled
 
35 Paraschiv, Florentina; Fleten, Stein-Erik; Schuerle, Michael.
A spot-forward model for electricity prices with regime shifts. Energy Economics 2015 ;Volume 47. p. 142-153
NTNU Untitled
 
36 Paraschiv, Florentina; Mudry, Pierre Antoine; Andries, Alin.
Stress testing techniques for portfolios of commodity futures, using extreme-value theory and copulas. Economic Modelling 2015 ;Volume 50. p. 9-18
NTNU Untitled
 
2014
37 Gamze, Celik; Frauendorfer, Karl; Paraschiv, Florentina.
Joint dynamics of European and American oil prices. Palgrave Macmillan 2014 (ISBN 978-1-137-37734-0) 52 p.
NTNU Untitled
 
38 Kovacevic, Raimund M.; Paraschiv, Florentina.
Medium-term planning for thermal electricity production. OR Spectrum: quantitative approaches in management 2014 ;Volume 36.(3) p. 723-759
NTNU Untitled
 
39 Paraschiv, Florentina; Erni, David; Pietsch, Ralf.
The impact of renewable energies on EEX day-ahead electricity prices. Energy Policy 2014 ;Volume 73. p. 196-210
NTNU Untitled
 
40 Paraschiv, Florentina; Mudry, Pierre Antoine.
Stress testing techniques for portfolios of commodity futures, using extreme-value theory and copulas.. : Springer, Cham 2014 (ISBN 978-3-319-20429-1) ;Volume 682.6 p. Computational Management Science(682)
NTNU Untitled
 
2013
41 Agustin, Daviou; Paraschiv, Florentina.
Investors` behavior under changing market volatility. Journal of Investing 2013 ;Volume 1.(23) p. 96-113
NTNU Untitled
 
42 Paraschiv, Florentina.
Adjustment policy of deposit rates in the case of Swiss non-maturing savings accounts. Journal of Applied Finance and Banking 2013 ;Volume 3.(2) p. 271-323
NTNU Untitled
 
43 Paraschiv, Florentina.
Price dynamics in electricity markets. I: Handbook of Risk Management in Energy Production and Trading. Springer 2013 ISBN 978-1-4614-9034-0. p. 57-111
NTNU Untitled
 
44 Paraschiv, Florentina; Schuerle, Michael.
Optimizing risk and return of non-maturing products by dynamic replication. I: The Handbook of Asset and Liability Management in Banking. : Risk Books 2013 ISBN 978-1-78272011-9. p. 139-185
NTNU Untitled
 
2012
45 Paraschiv, Florentina.
Modeling non-maturing savings volumes. Economics & Finance Review 2012 ;Volume 05/2012.(2) p. 100-105
NTNU Untitled
 
2011
46 Paraschiv, Florentina.
Modeling client rates and volumes of the non-maturing savings accounts. Bern: Bank- und Finanzwirtschaftliche Forschungen, Haupt Verlag 2011 (ISBN 978-3-258-07706-2) 250 p.
NTNU Untitled