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IRIS è il sistema di gestione integrata dei dati della ricerca (persone, progetti, pubblicazioni, attività) adottato dall'Università degli Studi di Cagliari dal mese di luglio 2015.

Mostra risultati da 1 a 20 di 55
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TitoloData di pubblicazioneAutore(i)RivistaEditore
Backtesting energy portfolio with copula dependence structureIn stampaMasala, GENERGY SYSTEMS
Electricity derivatives: an application to the futures Italian marketIn stampaCasula, L.; Masala, G.EMPIRICAL ECONOMICS
Performance estimation of a wind farm with a dependence structure between electricity price and wind speed2020Casula, Laura; D'Amico, Guglielmo; Masala, Giovanni; Petroni, FilippoWORLD ECONOMY
Managing wind power generation via indexed semi-markov model and copula2020D'Amico, G.; Masala, G.; Petroni, F.; Sobolewski, R. A.ENERGIES
Price Spikes in the Italian Electricity Market: An Economic Analysis2019Zedda, Stefano; Masala, Giovanni BatistaMODERN ECONOMY
Dynamic dependence structure between energy markets and the Italian stock index2018Masala, GiovanniINVESTMENT MANAGEMENT & FINANCIAL INNOVATIONS
Price spikes in the electricity markets how and why2018Zedda, S; Masala, GbHellenic Association for Energy Economics (HAEE)
Applications of phase type survival trees in HIV disease progression modelling2017Gafa, Marija; Garg, Lalit; Masala, Giovanni; Mcclean, Sally I.Institute of Electrical and Electronics Engineers Inc.
North Atlantic Oscillation index stochastic modeling2015Masala GINTERNATIONAL JOURNAL OF CLIMATOLOGY
Electricity load modeling: an application to Italian market2015Masala G; Marica SINVESTMENT MANAGEMENT & FINANCIAL INNOVATIONS
Mathematical tools for Economics and Finance with Mathematica software2015Masala, GIOVANNI BATISTAUniversitas Studiorum
Rainfall derivatives pricing with underlying semi-Markov model for precipitation occurrences2014MASALA, GSTOCHASTIC ENVIRONMENTAL RESEARCH AND RISK ASSESSMENT
Survival probabilities for HIV infected patients through semi-Markov processes2014Cannas G; Masala G; Micocci MBIOMETRICAL LETTERS
Wind time series forecasting with underlying semi-Markov model: an application to weather derivatives2014Masala GJOURNAL OF STATISTICS & MANAGEMENT SYSTEMS
Basket cliquet options pricing with a dynamic dependence structure and stochastic interest rates2013Masala GINSURANCE MARKETS AND COMPANIES: ANALYSES AND ACTUARIAL COMPUTATIONS
Hurricane Lifespan Modeling through a Semi-Markov Parametric Approach2013MASALA GJOURNAL OF FORECASTING
Earthquakes occurrences estimation through a parametric semi-Markov approach2012MASALA GJOURNAL OF APPLIED STATISTICS
Using phase type distributions for modelling HIV disease progression2012Micocci M; Garg L; Masala G; McClean S; Cannas GIEEE Computer Society Press
Manuale di matematica finanziaria2012Micocci, M.; Masala, G. B.Carocci
Public and private DC pension schemes, termination indemnities and optimal funding of pension system in Italy2010MICOCCI M; CANNAS G; MASALA GBChapman & Hall
   
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