Maria Elena De Giuli

Publication Activity (10 Years)

Years Active: 2016-2023
Publications (10 Years): 8

Top Topics

Unit Commitment

Electricity Markets

Probability Estimation

Top Venues

Comput. Manag. Sci.

Eur. J. Oper. Res.

Ann. Oper. Res.

J. Glob. Optim.

Publications

Elisabetta Allevi, Maria Elena De Giuli, Ruth Domínguez, Giorgia Oggioni
Evaluating the role of waste-to-energy and cogeneration units in district heatings and electricity markets. Comput. Manag. Sci. 20 (1) (2023)
Maria Elena De Giuli, Alessandro Spelta
Wasserstein barycenter regression for estimating the joint dynamics of renewable and fossil fuel energy indices. Comput. Manag. Sci. 20 (1) (2023)
Rosella Giacometti, Gabriele Torri, Giulia Farina, Maria Elena De Giuli
Risk attribution and interconnectedness in the EU via CDS data. Comput. Manag. Sci. 17 (4) (2020)
Elisabetta Allevi, L. Boffino, Maria Elena De Giuli, Giorgia Oggioni
Analysis of long-term natural gas contracts with vine copulas in optimization portfolio problems. Ann. Oper. Res. 274 (1-2) (2019)
Giulia Farina, Rosella Giacometti, Maria Elena De Giuli
Systemic risk attribution in the EU. J. Oper. Res. Soc. 70 (7) (2019)
Elisabetta Allevi, L. Boffino, Maria Elena De Giuli, Giorgia Oggioni
Evaluating the impacts of the external supply risk in a natural gas supply chain: the case of the Italian market. J. Glob. Optim. 70 (2) (2018)
Federico Bassetti, Maria Elena De Giuli, Enrica Nicolino, Claudia Tarantola
Multivariate dependence analysis via tree copula models: An application to one-year forward energy contracts. Eur. J. Oper. Res. 269 (3) (2018)
Luciana Dalla Valle, Maria Elena De Giuli, Claudia Tarantola, Claudio Manelli
Default probability estimation via pair copula constructions. Eur. J. Oper. Res. 249 (1) (2016)