Showing results 1 to 50 of 60
Title Issue Date Author(s) Journal Publisher
Drawdown risk measures for asset portfolios with high frequency data In press Masala, G.; Petroni, F. ANNALS OF FINANCE -
Hedging wind power risk exposure through weather derivatives 1-Jan-2022 Masala, G.; Micocci, M.; Rizk, A. ENERGIES -
A multivariate model for hybrid wind–photovoltaic power production with energy portfolio optimization 1-Jan-2022 Casula, Laura; D’Amico, Guglielmo; Masala, Giovanni; Filippo Petroni, Filippo THE JOURNAL OF ENERGY MARKETS -
A multivariate high-order markov model for the income estimation of a wind farm 1-Jan-2021 de Blasis, R.; Masala, G. B.; Petroni, F. ENERGIES -
Electricity derivatives: an application to the futures Italian market 1-Jan-2021 Casula, L.; Masala, G. EMPIRICAL ECONOMICS -
Backtesting energy portfolio with copula dependence structure 1-Jan-2021 Masala, G. ENERGY SYSTEMS -
Performance estimation of a wind farm with a dependence structure between electricity price and wind speed 1-Jan-2020 Casula, Laura; D'Amico, Guglielmo; Masala, Giovanni; Petroni, Filippo WORLD ECONOMY -
Managing wind power generation via indexed semi-markov model and copula 1-Jan-2020 D'Amico, G.; Masala, G.; Petroni, F.; Sobolewski, R. A. ENERGIES -
Performance estimation of photovoltaic energy production 1-Jan-2020 Casula, Laura; D’Amico, Guglielmo; Masala, Giovanni; Petroni, Filippo LETTERS IN SPATIAL AND RESOURCE SCIENCES -
Price Spikes in the Italian Electricity Market: An Economic Analysis 1-Jan-2019 Zedda, Stefano; Masala, Giovanni Batista MODERN ECONOMY -
Price spikes in the electricity markets how and why 1-Jan-2018 Zedda, S; Masala, Gb - Hellenic Association for Energy Economics (HAEE)
Dynamic dependence structure between energy markets and the Italian stock index 1-Jan-2018 Masala, Giovanni INVESTMENT MANAGEMENT & FINANCIAL INNOVATIONS -
Applications of phase type survival trees in HIV disease progression modelling 1-Jan-2017 Gafa, Marija; Garg, Lalit; Masala, Giovanni; Mcclean, Sally I. - Institute of Electrical and Electronics Engineers Inc.
Mathematical tools for Economics and Finance with Mathematica software 1-Jan-2015 Masala, GIOVANNI BATISTA - Universitas Studiorum
Electricity load modeling: an application to Italian market 1-Jan-2015 Masala, GIOVANNI BATISTA; Marica, S. INVESTMENT MANAGEMENT & FINANCIAL INNOVATIONS -
North Atlantic Oscillation index stochastic modeling 1-Jan-2015 Masala, GIOVANNI BATISTA INTERNATIONAL JOURNAL OF CLIMATOLOGY -
Wind time series forecasting with underlying semi-Markov model: an application to weather derivatives 1-Jan-2014 Masala, GIOVANNI BATISTA JOURNAL OF STATISTICS & MANAGEMENT SYSTEMS -
Survival probabilities for HIV infected patients through semi-Markov processes 1-Jan-2014 Cannas, G; Masala, GIOVANNI BATISTA; Micocci, Marco BIOMETRICAL LETTERS -
Rainfall derivatives pricing with underlying semi-Markov model for precipitation occurrences 1-Jan-2014 Masala, GIOVANNI BATISTA STOCHASTIC ENVIRONMENTAL RESEARCH AND RISK ASSESSMENT -
Basket cliquet options pricing with a dynamic dependence structure and stochastic interest rates 1-Jan-2013 Masala, GIOVANNI BATISTA INSURANCE MARKETS AND COMPANIES: ANALYSES AND ACTUARIAL COMPUTATIONS -
Hurricane Lifespan Modeling through a Semi-Markov Parametric Approach 1-Jan-2013 Masala, GIOVANNI BATISTA JOURNAL OF FORECASTING -
Manuale di matematica finanziaria 1-Jan-2012 Micocci, M.; Masala, G. B. - Carocci
Earthquakes occurrences estimation through a parametric semi-Markov approach 1-Jan-2012 Masala, GIOVANNI BATISTA JOURNAL OF APPLIED STATISTICS -
Using phase type distributions for modelling HIV disease progression 1-Jan-2012 Micocci, Marco; Garg, L; Masala, GIOVANNI BATISTA; Mcclean, S; Cannas, G. - IEEE Computer Society Press
Public and private DC pension schemes, termination indemnities and optimal funding of pension system in Italy 1-Jan-2010 Micocci, Marco; Cannas, Giuseppina; Masala, GIOVANNI BATISTA - Chapman & Hall
Pension Fund Risk Management, Financial and Actuarial Modeling 1-Jan-2010 G., Gregoriou; Masala, GIOVANNI BATISTA; Micocci, Marco - Chapman & Hall/CRC
Insurance and copulas: an application to indemnity claims 1-Jan-2009 Micocci, Marco; Masala, GIOVANNI BATISTA INVESTMENT MANAGEMENT -
Economic capital management for insurance companies 1-Jan-2009 Bisignani, R; Masala, GIOVANNI BATISTA; Micocci, Marco - The McGraw-Hill Companies
Quantifying reputational effects for publicly traded financial institutions 1-Jan-2009 Cannas, Giuseppina; Masala, GIOVANNI BATISTA; Micocci, Marco JOURNAL OF FINANCIAL TRANSFORMATION -
Reputational effects of operational risk events for financial institutions 1-Jan-2009 Micocci, M.; Masala, G. B; Cannas, G.; Flore, G. - Mc Graw-Hill
Quantifying reputational effects for publicly traded financial institutions 1-Jan-2009 Cannas, Giuseppina; Masala, GIOVANNI BATISTA; Micocci, M. JOURNAL OF FINANCIAL TRANSFORMATION -
Reputational effects of operational risk events for financial institutions 1-Jan-2009 G., Cannas; G., Flore; Masala, GIOVANNI BATISTA; Micocci, Marco - The McGraw-Hill Companies
Advanced operational risk modelling for banks and insurance companies 1-Jan-2009 Angela, C; Bisignani, R; Masala, GIOVANNI BATISTA; Micocci, Marco INVESTMENT MANAGEMENT & FINANCIAL INNOVATIONS -
Loss-Alae modeling through a copula dependence structure 1-Jan-2009 Masala, GIOVANNI BATISTA; Micocci, Marco INVESTMENT MANAGEMENT & FINANCIAL INNOVATIONS -
Pricing Credit Derivatives with a Copula-Based Actuarial Model for Credit Risk 1-Jan-2008 Micocci, Marco; Menzietti, M; Masala, GIOVANNI BATISTA - MC-GRAW-HILL PUBLISHING COMPANY
Reputational effects of operational risk events for financial institutions 1-Jan-2008 Micocci, Marco; Masala, GIOVANNI BATISTA; Cannas, Giuseppina; Flore, Giovanna - Society of Actuaries
Advanced models for the quantification of operational risk in financial institutions under the loss distribution approach 1-Jan-2008 Angela, C; Masala, GIOVANNI BATISTA; Micocci, Marco JOURNAL OF FINANCIAL TRANSFORMATION -
Pricing credit derivatives with a copula-based actuarial model for credit risk 1-Jan-2008 Masala, G.; Menzietti, M.; Micocci, M. - The McGraw-Hill Companies
Economic capital management for insurance companies using conditional value at risk and a copula approach 1-Jan-2008 Micocci, Marco; Bisignani, R; Masala, GIOVANNI BATISTA - Bloomberg Press
Matematica. Argomenti e test 1-Jan-2007 Masala, G.; Micocci, M. - CISU
Advanced operational risk modelling for banks and insurance companies 1-Jan-2007 Micocci, Marco; Masala, GIOVANNI BATISTA - -
Optimisation of conditional-VaR in an actuarial model for credit risk assuming a student copula dependence structure 1-Jan-2007 Masala, G.; Menzietti, M.; Micocci, M. INVESTMENT MANAGEMENT & FINANCIAL INNOVATIONS -
La valutazione e la contabilizzazione delle stock option in base al principio contabile internazionale IFRS2 1-Jan-2006 Collu, M.; Foddis, I.; Masala, G.; Micocci, M. ANNALI DELLA FACOLTÀ DI ECONOMIA - UNIVERSITÀ DEGLI STUDI DI CAGLIARI -
Economic capital management for insurance companies using conditional value at risk and a copula approach 1-Jan-2006 Micocci, M.; Bisignani, R.; Masala, G. B. ECONOMIA, SOCIETÀ E ISTITUZIONI -
A Copula Based Actuarial Model for Credit Risk in a Multiperiod Framework 1-Jan-2006 Micocci, Marco; Menzietti, M; Masala, GIOVANNI BATISTA ECONOMIA, SOCIETÀ E ISTITUZIONI -
Esercitazioni di Matematica Finanziaria 1-Jan-2006 Micocci, Marco; Masala, GIOVANNI BATISTA; Coppini, Spandonaro; Giordani, Fioravanti - -
Pricing credit derivatives with a copula-based actuarial model for credit risk 1-Jan-2005 Micocci, M.; Masala, G. B.; Menzietti, M. ECONOMIA, SOCIETÀ E ISTITUZIONI -
A Copula Based Actuarial Model for Credit Risk 1-Jan-2004 Micocci, Marco; Masala, GIOVANNI BATISTA; Menzietti, M. - -
Optimisation of Conditional - VaR in an Actuarial Model for Credit Risk Assuming a Student Copula Dependence Structure 1-Jan-2004 Micocci, Marco; Masala, GIOVANNI BATISTA; Menzietti, M. - -
Value-at-risk estimation using a copula approach 1-Jan-2004 Micocci, Marco; Masala, GIOVANNI BATISTA ANNALI DELLA FACOLTÀ DI ECONOMIA - UNIVERSITÀ DEGLI STUDI DI CAGLIARI -
Showing results 1 to 50 of 60
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