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De Giuli Maria Elena
De Giuli Maria Elena
Bestätigte E-Mail-Adresse bei unipv.it
Titel
Zitiert von
Zitiert von
Jahr
Default probability estimation via pair copula constructions
L Dalla Valle, ME De Giuli, C Tarantola, C Manelli
European Journal of Operational Research 249 (1), 298-311, 2016
522016
Technical analysis on the bitcoin market: trading opportunities or investors’ pitfall?
M Resta, P Pagnottoni, ME De Giuli
Risks 8 (2), 44, 2020
422020
What do we know about ESG and risk? A systematic and bibliometric review
ME De Giuli, D Grechi, A Tanda
Corporate Social Responsibility and Environmental Management 31 (2), 1096-1108, 2024
292024
A new approach for firm value and default probability estimation beyond Merton models
ME De Giuli, D Fantazzini, MA Maggi
Computational Economics 31, 161-180, 2008
272008
A copula-VAR-X approach for industrial production modelling and forecasting
C Bianchi, A Carta, D Fantazzini, ME De Giuli, MA Maggi
Applied Economics 42 (25), 3267-3277, 2010
162010
Bayesian value-at-risk with product partition models
G Bormetti, ME De Giuli, D Delpini, C Tarantola
Quantitative Finance 12 (5), 769-780, 2012
132012
Deposit guarantee evaluation and incentives analysis in a mutual guarantee system
ME De Giuli, MA Maggi, FM Paris
Journal of Banking & Finance 33 (6), 1058-1068, 2009
132009
Multivariate dependence analysis via tree copula models: An application to one-year forward energy contracts
F Bassetti, ME De Giuli, E Nicolino, C Tarantola
European Journal of Operational Research 269 (3), 1107-1121, 2018
112018
Evaluating the impacts of the external supply risk in a natural gas supply chain: the case of the Italian market
E Allevi, L Boffino, ME De Giuli, G Oggioni
Journal of Global Optimization 70, 347-384, 2018
112018
Enhanced credit default models for heterogeneous SME segments
S Figini, ME De Giuli, P Giudici, D Fantazzini
Journal of Financial Transformation, Forthcoming, 2009
92009
Does renewable energy affect fossil fuel price? A time–frequency analysis for the Europe
A Spelta, ME De Giuli
Physica A: Statistical Mechanics and its Applications 626, 129098, 2023
82023
Analysis of long-term natural gas contracts with vine copulas in optimization portfolio problems
E Allevi, L Boffino, ME De Giuli, G Oggioni
Annals of Operations Research 274, 1-37, 2019
82019
Small sample properties of copula-GARCH modelling: a Monte Carlo study
C Bianchi, ME De Giuli, D Fantazzini, M Maggi
Applied financial economics 21 (21), 1587-1597, 2011
82011
Bayesian outlier detection in capital asset pricing model
ME De Giuli, MA Maggi, C Tarantola
Statistical Modelling 10 (4), 375-390, 2010
82010
Bayesian networks for financial market signals detection
A Greppi, ME De Giuli, C Tarantola, DM Montagna
Classification,(Big) Data Analysis and Statistical Learning, 219-226, 2018
72018
Pricing mutual bank deposit guarantees
ME De Giuli, MA Maggi, FM Paris
Proceedings of the Tenth Annual Conference Multinational Finance Society, 2003
72003
Quasi-variational problems with non-self map on Banach spaces: Existence and applications
E Allevi, ME De Giuli, M Milasi, D Scopelliti
Nonlinear Analysis: Real World Applications 67, 103641, 2022
62022
Brexit news propagation in financial systems: multidimensional visibility networks for market volatility dynamics
ME De Giuli, A Flori, D Lazzari, A Spelta
Quantitative Finance 22 (5), 973-995, 2022
62022
Matematica per l’Economia e la Finanza
ME De Giuli, G Giorgi, MA Maggi, U Magnani
Zanichelli, 2008
62008
Evaluating the role of waste-to-energy and cogeneration units in district heatings and electricity markets
E Allevi, ME De Giuli, R Domínguez, G Oggioni
Computational Management Science 20 (1), 5, 2023
52023
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