Tiziano Vargiolu - Publications, H-index & Citations

Tiziano Vargiolu

Department of Mathematics Tullio Levi Civita

13H指数

93论文数

541被引数

收录论文 10

发表时间

Optimal investment and fair sharing rules of incentives in virtual renewable energy communities 虚拟可再生能源社区中激励措施的最优投资和公平分配规则

Annals of Operations Research

IF4.5

2026-08-04

OAAI

Almendra Awerkin; Paolo Falbo; Tiziano Vargiolu

Recent advances in mathematical methods for finance

ANNALS OF OPERATIONS RESEARCH

IF4.5

2024-04-04

OAAI

Callegaro, Giorgia; Fontana, Claudio; Grasselli, Martino; Runggaldier, Wolfgang J.; Vargiolu, Tiziano

Capturing the power options smile by an additive two-factor model for overlapping futures prices

ENERGY ECONOMICS

IF14.2

2021-03-01

OAAI

Piccirilli, Marco; Schmeck, Maren Diane; Vargiolu, Tiziano

Variables Reduction in Sequential Resource Allocation Problems

APPLIED SYSTEM INNOVATION

IF3.7

2020-04-14

OAAI

Hinz, Juri; Vargiolu, Tiziano

Pricing reliability options under different electricity price regimes

ENERGY ECONOMICS

IF14.2

2020-03-01

OAAI

Andreis, Luisa; Flora, Maria; Fontini, Fulvio; Vargiolu, Tiziano

Price dynamics in the European Union Emissions Trading System and evaluation of its ability to boost emission-related investment decisions

EUROPEAN JOURNAL OF OPERATIONAL RESEARCH

IF6

2020-01-01

OAAI

Flora, Maria; Vargiolu, Tiziano

On the singular control of exchange rates

ANNALS OF OPERATIONS RESEARCH

IF4.5

2019-10-29

PREAI

Ferrari, Giorgio; Vargiolu, Tiziano

Mean-reverting no-arbitrage additive models for forward curves in energy markets

ENERGY ECONOMICS

IF14.2

2019-03-01

PREAI

Latini, Luca; Piccirilli, Marco; Vargiolu, Tiziano

Special Issue on Energy Markets Dynamics in a Changing Environment

ENERGY ECONOMICS

IF14.2

2019-03-01

PREAI

D'Ecclesia, Rita L.; Vargiolu, Tiziano

Modeling and valuing make-up clauses in gas swing contracts

ENERGY ECONOMICS

IF14.2

2013-01-01

PREAI

Edoli, Enrico; Fiorenzani, Stefano; Ravelli, Samuele; Vargiolu, Tiziano

研究方向