Florentina Paraschiv
Florentina Paraschiv
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Cited by
Cited by
The impact of renewable energies on EEX day-ahead electricity prices
F Paraschiv, D Erni, R Pietsch
Energy Policy 73, 196-210, 2014
Extended forecast methods for day-ahead electricity spot prices applying artificial neural networks
D Keles, J Scelle, F Paraschiv, W Fichtner
Applied energy 162, 218-230, 2016
Econometric analysis of 15-minute intraday electricity prices
R Kiesel, F Paraschiv
Energy Economics 64, 77-90, 2017
A spot-forward model for electricity prices with regime shifts
F Paraschiv, SE Fleten, M Schürle
Energy Economics 47, 142-153, 2015
Prediction of extreme price occurrences in the German day-ahead electricity market
LI Hagfors, HH Kamperud, F Paraschiv, M Prokopczuk, A Sator, ...
Quantitative finance 16 (12), 1929-1948, 2016
Price dynamics in electricity markets
F Paraschiv
Handbook of Risk Management in Energy Production and Trading, 47-69, 2013
Modeling the multivariate dynamic dependence structure of commodity futures portfolios
MD Aepli, R Füss, TES Henriksen, F Paraschiv
Journal of commodity Markets 6, 66-87, 2017
Medium-term planning for thermal electricity production
RM Kovacevic, F Paraschiv
OR spectrum 36 (3), 723-759, 2014
Using quantile regression to analyze the effect of renewables on EEX price formation
LI Hagfors, F Paraschiv, P Molnar, S Westgaard
Renewable Energy and Environmental Sustainability 1, 32, 2016
A space-time random field model for electricity forward prices
FE Benth, F Paraschiv
Journal of Banking & Finance 95, 203-216, 2018
A comparison of risk measures for accidents in the energy sector and their implications on decision-making strategies
M Spada, F Paraschiv, P Burgherr
Energy 154, 277-288, 2018
Estimation and application of fully parametric multifactor quantile regression with dynamic coefficients
F Paraschiv, DW Bunn, S Westgaard
University of St. Gallen, School of Finance Research Paper, 2016
Stress-testing for portfolios of commodity futures
F Paraschiv, PA Mudry, AM Andries
Economic Modelling 50, 9-18, 2015
On the construction of hourly price forward curves for electricity prices
R Kiesel, F Paraschiv, A Sætherø
Computational Management Science 16 (1), 345-369, 2019
Extreme value theory for heavy tails in electricity prices
F Paraschiv, R Hadzi-Mishev, D Keles
Journal of Energy Markets 9 (2), 2016
Cross-border effects on Swiss electricity prices in the light of the energy transition
K Frauendorfer, F Paraschiv, M Schürle
Energies 11 (9), 2188, 2018
Modeling client rate and volumes of non-maturing accounts
F Paraschiv, M Schürle
Universität St. Gallen, 2010
An econometric model for intraday electricity trading
M Kremer, R Kiesel, F Paraschiv
Philosophical Transactions of the Royal Society A, Forthcoming, 2020
Extreme spillover between shadow banking and regular banking
F Paraschiv, M Qin
Working Papers on Finance No. 2013/12, University of St. Gallen, School of …, 2013
A spot-forward model for electricity prices with regime shifts
SE Fleten, F Paraschiv, M Schürle
Working paper, 2014
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