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Scopus Author ID: 10339549500
ResearcherID: N-9349-2015

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Employment (1)

University of Brescia: Brescia, IT

Professor (Department of Economics and Management)
Employment
Source: Self-asserted source
Paolo Falbo

Works (22)

The Wealth of Nations and the First Wave of COVID-19 Diffusion

Italian Economic Journal
2023-03 | Journal article
DOI: 10.1007/s40797-021-00174-z
Contributors: Roberto Antonietti; Paolo Falbo; Fulvio Fontini
Source: check_circle
Crossref

Optimal incentive for electric vehicle adoption

Energy Economics
2022-10 | Journal article
DOI: 10.1016/j.eneco.2022.106270
Contributors: Paolo Falbo; Cristian Pelizzari; Giorgio Rizzini
Source: check_circle
Crossref

Is the ETS an effective environmental policy? Undesired interaction between energy-mix, fuel-switch and electricity prices

Energy Economics
2022-06 | Journal article
DOI: 10.1016/j.eneco.2022.105981
Contributors: Alberto M. Bersani; Paolo Falbo; Loretta Mastroeni
Source: check_circle
Crossref

A Computational Approach to Sequential Decision Optimization in Energy Storage and Trading

Journal of Risk and Financial Management
2021-05-24 | Journal article
DOI: 10.3390/jrfm14060235
Contributors: Paolo Falbo; Juri Hinz; Piyachat Leelasilapasart; Cristian Pelizzari
Source: check_circle
Crossref
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Renewables, Allowances Markets, and Capacity Expansion in Energy-Only Markets

The Energy Journal
2019-09-01 | Journal article
DOI: 10.5547/01956574.40.6.pfal
Part of ISSN: 0195-6574
Contributors: Paolo Falbo; Cristian Pelizzari; Luca Taschini
Source: Self-asserted source
Paolo Falbo via Crossref Metadata Search

Optimal sales-mix and generation plan in a two-stage electricity market

Energy Economics
2019-02 | Journal article
DOI: 10.1016/j.eneco.2018.11.020
Part of ISSN: 0140-9883
Contributors: Paolo Falbo; Carlos Ruiz
Source: Self-asserted source
Paolo Falbo via Crossref Metadata Search

A mixed integer linear program to compress transition probability matrices in Markov chain bootstrapping

Annals of Operations Research
2017-01 | Journal article
DOI: 10.1007/s10479-016-2181-9
Contributors: Roy Cerqueti; Paolo Falbo; Cristian Pelizzari; Federica Ricca; Andrea Scozzari
Source: check_circle
Crossref

Approximating markov chains for bootstrapping and simulation

Springer Proceedings in Mathematics and Statistics
2015 | Conference paper
DOI: 10.1007/978-3-319-13881-7_41
EID:

2-s2.0-84922388369
Contributors: Cerquet, R.; Falbo, P.; Guastaroba, G.; Pelizzari, C.
Source: Self-asserted source
Paolo Falbo via Scopus - Elsevier

Approximating multivariate Markov chains for bootstrapping through contiguous partitions

OR Spectrum
2015 | Journal article
DOI: 10.1007/s00291-015-0397-8
EID:

2-s2.0-84931573559
Contributors: Cerqueti, R.; Falbo, P.; Guastaroba, G.; Pelizzari, C.
Source: Self-asserted source
Paolo Falbo via Scopus - Elsevier

Does Expectation of Correlation Breakdown in Financial Market Fulfill Itself?

Discrete Dynamics in Nature and Society
2015 | Journal article
DOI: 10.1155/2015/263908
EID:

2-s2.0-84939818037
Contributors: Falbo, P.; Grassi, R.
Source: Self-asserted source
Paolo Falbo via Scopus - Elsevier

Risk-averse equilibrium modeling and social optimality of cap-and-trade mechanisms

Springer Proceedings in Mathematics and Statistics
2015 | Conference paper
DOI: 10.1007/978-3-319-13881-7_29
EID:

2-s2.0-84922387371
Contributors: Falbo, P.; Hinz, J.; Pelizzari, C.
Source: Self-asserted source
Paolo Falbo via Scopus - Elsevier

A Tabu Search heuristic procedure in Markov chain bootstrapping

European Journal of Operational Research
2013 | Journal article
DOI: 10.1016/j.ejor.2012.11.009
EID:

2-s2.0-84873740071
Contributors: Cerqueti, R.; Falbo, P.; Guastaroba, G.; Pelizzari, C.
Source: Self-asserted source
Paolo Falbo via Scopus - Elsevier

Free EUAs and fuel switching

Energy Economics
2013 | Journal article
DOI: 10.1016/j.eneco.2011.12.007
EID:

2-s2.0-84872399187
Contributors: Falbo, P.; Felletti, D.; Stefani, S.
Source: Self-asserted source
Paolo Falbo via Scopus - Elsevier

Incentives for Investing in Renewables

Risk Management in Commodity Markets: From Shipping to Agriculturals and Energy
2012 | Book
DOI: 10.1002/9781118467381.ch8
EID:

2-s2.0-84888654718
Contributors: Falbo, P.; Felleti, D.; Stefani, S.
Source: Self-asserted source
Paolo Falbo via Scopus - Elsevier

Market dynamics when agents anticipate correlation breakdown

Discrete Dynamics in Nature and Society
2011 | Journal article
DOI: 10.1155/2011/959847
EID:

2-s2.0-84855404175
Contributors: Falbo, P.; Grassi, R.
Source: Self-asserted source
Paolo Falbo via Scopus - Elsevier

Stable classes of technical trading rules

Applied Economics
2011 | Journal article
DOI: 10.1080/09603100802676239
EID:

2-s2.0-79957567454
Contributors: Falbo, P.; Pelizzari, C.
Source: Self-asserted source
Paolo Falbo via Scopus - Elsevier

A new index for electricity spot markets

Energy Policy
2010 | Journal article
DOI: 10.1016/j.enpol.2010.01.004
EID:

2-s2.0-77951253728
Contributors: Falbo, P.; Fattore, M.; Stefani, S.
Source: Self-asserted source
Paolo Falbo via Scopus - Elsevier

Integrated risk management for an electricity producer

European Journal of Operational Research
2010 | Journal article
DOI: 10.1016/j.ejor.2010.06.017
EID:

2-s2.0-77957691896
Contributors: Falbo, P.; Felletti, D.; Stefani, S.
Source: Self-asserted source
Paolo Falbo via Scopus - Elsevier

Pricing inflation-linked bonds

Quantitative Finance
2010 | Journal article
DOI: 10.1080/14697680802613057
EID:

2-s2.0-77949336495
Contributors: Falbo, P.; Paris, F.M.; Pelizzari, C.
Source: Self-asserted source
Paolo Falbo via Scopus - Elsevier

Speculative trading in mean reverting markets

European Journal of Operational Research
2005 | Journal article
DOI: 10.1016/j.ejor.2004.01.002
EID:

2-s2.0-9944225060
Contributors: Carcano, G.; Falbo, P.; Stefani, S.
Source: Self-asserted source
Paolo Falbo via Scopus - Elsevier

Equilibrium prices on a financial graph

Computational Economics
2004 | Journal article
DOI: 10.1023/B:CSEM.0000049451.49953.28
EID:

2-s2.0-51849120509
Contributors: Falbo, P.; Grassi, R.
Source: Self-asserted source
Paolo Falbo via Scopus - Elsevier

Credit-scoring by enlarged discriminant models

Omega
1991 | Journal article
DOI: 10.1016/0305-0483(91)90045-U
EID:

2-s2.0-0002390219
Contributors: Falbo, P.
Source: Self-asserted source
Paolo Falbo via Scopus - Elsevier

Peer review (2 reviews for 2 publications/grants)

Review activity for Decisions in economics and finance. (1)
Review activity for Environmental & resource economics. (1)
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