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Viser treff 1-32 av 32

2018
1 Frauendorfer, Karl; Paraschiv, Florentina; Schürle, Michael.
Cross-Border Effects on Swiss Electricity Prices in the Light of the Energy Transition. Energies 2018 ;Volum 11.(9) s. -
NTNU Untitled
 
2 Kiesel, Rüdiger; Paraschiv, Florentina; Sætherø, Audun.
On the Construction of Hourly Price Forward Curves for Electricity Prices. Computational Management Science 2018 s. -
NTNU UiO Untitled
 
3 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 ;Volum 154. s. 277-288
NTNU Untitled
 
4 Westgaard, Sjur; Paraschiv, Florentina; Ekern, Lina Lasessen; Naustdal, Ingrid; Roald, Malene.
Forecasting Price Distributions in the German Electricity Market. I: Commodities Finance and Market Performance, Volume 1: International Financial Markets. Routledge 2018 ISBN 0-691-04289-6.
NTNU NMBU Untitled
 
2017
5 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 ;Volum 6. s. 66-87
NTNU NMBU Untitled
 
6 Benth, Fred Espen; Paraschiv, Florentina.
A space-time random field model for electricity forward prices. Journal of Banking & Finance 2017 ;Volum 95. s. 203-216
NTNU UiO Untitled
 
7 Kiesel, Rüdiger; Paraschiv, Florentina.
Econometric analysis of 15-minute intraday electricity prices. Energy Economics 2017 ;Volum 64. s. 77-90
NTNU Untitled
 
8 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
 
9 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
 
10 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
 
11 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
 
12 Paraschiv, Florentina.
Estimation and Application of Fully Parametric Multifactor Quantile Regression with Dynamic Coefficients. NTNU Business School, Internal Seminar; 2017-08-29
NTNU Untitled
 
13 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
 
14 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 s.
NTNU Untitled
 
15 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. s. 1-20
NTNU Untitled
 
16 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
17 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 ;Volum 16.(12) s. 1929-1948
NTNU Untitled
 
18 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 ;Volum 32.(1) s. -
NTNU Untitled
 
19 Paraschiv, Florentina; Hadzi-Mishev, Risto; Keles, Dogan.
Extreme Value Theory for heavy-tails in electricity prices. Journal of Energy Markets 2016 ;Volum 9.(2)
Untitled
 
2015
20 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 ;Volum 162.(218) Suppl. 230
NTNU Untitled
 
21 Paraschiv, Florentina; Fleten, Stein-Erik; Schuerle, Michael.
A spot-forward model for electricity prices with regime shifts. Energy Economics 2015 ;Volum 47. s. 142-153
NTNU Untitled
 
22 Paraschiv, Florentina; Mudry, Pierre Antoine; Andries, Alin.
Stress testing techniques for portfolios of commodity futures, using extreme-value theory and copulas. Economic Modelling 2015 ;Volum 50. s. 9-18
NTNU Untitled
 
2014
23 Gamze, Celik; Frauendorfer, Karl; Paraschiv, Florentina.
Joint dynamics of European and American oil prices. Palgrave Macmillan 2014 (ISBN 978-1-137-37734-0) 52 s.
NTNU Untitled
 
24 Kovacevic, Raimund M.; Paraschiv, Florentina.
Medium-term planning for thermal electricity production. OR Spektrum 2014 ;Volum 36.(3) s. 723-759
NTNU Untitled
 
25 Paraschiv, Florentina; Erni, David; Pietsch, Ralf.
The impact of renewable energies on EEX day-ahead electricity prices. Energy Policy 2014 ;Volum 73. s. 196-210
NTNU Untitled
 
26 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) ;Volum 682.6 s. Computational Management Science(682)
NTNU Untitled
 
2013
27 Agustin, Daviou; Paraschiv, Florentina.
Investors` behavior under changing market volatility. Journal of Investing 2013 ;Volum 1.(23) s. 96-113
NTNU Untitled
 
28 Paraschiv, Florentina.
Adjustment policy of deposit rates in the case of Swiss non-maturing savings accounts. Journal of Applied Finance and Banking 2013 ;Volum 3.(2) s. 271-323
NTNU Untitled
 
29 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. s. 57-111
NTNU Untitled
 
30 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. s. 139-185
NTNU Untitled
 
2012
31 Paraschiv, Florentina.
Modeling non-maturing savings volumes. Economics & Finance Review 2012 ;Volum 05/2012.(2) s. 100-105
NTNU Untitled
 
2011
32 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 s.
NTNU Untitled