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Emmanuel Senyo Fianu
Emmanuel Senyo Fianu
University of Applied Sciences, Mainz
Verified email at lba.hs-mainz.de
Title
Cited by
Cited by
Year
Modeling Risk Contagion in the Italian Zonal Electricity Market
ES Fianu, DF Ahelegbey, L Grossi
DEM Working Papers Series, 2020
8*2020
Addendum to L. Lauwers and L. Van Liedekerke,“Ultraproducts and aggregation”[J. Math. Econ. 24 (3)(1995) 217–237]
F Herzberg, L Lauwers, L Van Liedekerke, ES Fianu
Journal of Mathematical Economics 46 (2), 277-278, 2010
72010
Estimation of risk measures on electricity markets with fat tailed distributions
L Grossi, SE Fianu
The Journal of Energy Markets 8 (4), 1-18, 2015
52015
Analyzing and Forecasting Multi-Commodity Prices Using Variants of Mode Decomposition-Based Extreme Learning Machine Hybridization Approach
ES Fianu
Forecasting 4 (2), 538-564, 2022
32022
Portfolio optimization in zonal energy markets: Evidence from Italy
ES Fianu
International Journal of Energy and Statistics 3 (02), 1550006, 2015
32015
Understanding Environmental, Social and Governance (ESG) contributions in the downside systematic and systemic risk measurement of the insurance sector
ES Fianu
Social and Governance (ESG) Contributions in the Downside Systematic and …, 2021
22021
Artificial Intelligence Meets Computational Intelligence: Multi-Commodity Price Volatility Accuracy Forecast with Variants of Markov-Switching-GARCH-Type-Extreme Learning …
ES Fianu
Available at SSRN 4101277, 2022
12022
The delay vector variance method and the recurrence quantification analysis of energy markets
ES Fianu
International Journal of Energy and Statistics 4 (01), 1650001, 2016
12016
Risk Management for Energy Markets.
ES Fianu
12013
Structural changes in contagion channels: the impact of COVID-19 on the Italian electricity market
DF Ahelegbey, R Casarin, ES Fianu, L Grossi
Annals of Operations Research, 1-26, 2024
2024
Responsible investments in life insurers’ optimal portfolios under solvency constraints
S Schlütter, ES Fianu, H Gründl
Zeitschrift für die gesamte Versicherungswissenschaft, 53-81, 2023
2023
Acknowledgment to the Reviewers of Forecasting in 2021
M Abolghasemi, P Giudici, MF Aguilar, T Górecki, G Alfian, NP Greis, ...
2022
Responsible investments in life insurers' optimal portfolios under solvency constraints
SS ES. Fianu, H. Gründl
German Insurance Association 2022 Annual Meeting, 2022
2022
Risk management via contemporaneous and temporal dependence structures with applications
ES Fianu, DF Ahelegbey, L Grossi
MethodsX 8, 101587, 2021
2021
Modeling Risk Contagion in the Italian Zonal Electricity Market
L Grossi, DF Ahelegbey, ES Fianu
Università di Pavia, Department of Economics and Management, 2020
2020
Portfolio optimisation of power futures market: evidence from France and Germany
ES Fianu
International Journal of Public Policy 14 (1-2), 120-144, 2018
2018
A Concise Note on Risk Externalities: A Critical Review
ES Fianu
2017
Exploring the resilience of crude oil market via nonlinear dynamics and wavelet-based analysis: an international experience
ES Fianu
International Journal of Decision Sciences, Risk and Management 7 (4), 255-280, 2017
2017
Insights into congestion events in zonal energy markets
ES Fianu
The 22nd Annual Conference of the European Association of Environmental and …, 2016
2016
Risk, Externalities and Insurance
S Baumgaertner, ES Fianu
The 21st Annual Conference of the European Association of Environmental and …, 2015
2015
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