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Scopus Author ID: 6603351825
SciProfiles: 216561

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Works (21)

Does renewable energy affect fossil fuel price? A time–frequency analysis for the Europe

Physica A: Statistical Mechanics and its Applications
2023-09 | Journal article
DOI: 10.1016/j.physa.2023.129098
Contributors: Alessandro Spelta; Maria Elena De Giuli
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Quasi-variational problems with non-self map on Banach spaces: Existence and applications

Nonlinear Analysis: Real World Applications
2022-10 | Journal article
DOI: 10.1016/j.nonrwa.2022.103641
Contributors: Elisabetta Allevi; Maria Elena De Giuli; Monica Milasi; Domenico Scopelliti
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Brexit news propagation in financial systems: multidimensional visibility networks for market volatility dynamics

Quantitative Finance
2022-05-04 | Journal article
DOI: 10.1080/14697688.2021.1970212
Contributors: Maria Elena De Giuli; Andrea Flori; Daniela Lazzari; Alessandro Spelta
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Risk attribution and interconnectedness in the EU via CDS data

Computational Management Science
2020 | Journal article
DOI: 10.1007/s10287-020-00385-2
EID:

2-s2.0-85099557939

Part of ISSN: 16196988 1619697X
Contributors: Giacometti, R.; Torri, G.; Farina, G.; De Giuli, M.E.
Source: Self-asserted source
Maria Elena De Giuli via Scopus - Elsevier

Technical Analysis on the Bitcoin Market: Trading Opportunities or Investors’ Pitfall?

Risks
2020-05-06 | Journal article
DOI: 10.3390/risks8020044
Contributors: Marina Resta; Paolo Pagnottoni; Maria Elena De Giuli
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An object-oriented bayesian framework for the detection of market drivers

Risks
2019 | Journal article
DOI: 10.3390/risks7010008
EID:

2-s2.0-85060367140

Part of ISSN: 22279091
Contributors: De Giuli, M.E.; Greppi, A.; Resta, M.
Source: Self-asserted source
Maria Elena De Giuli via Scopus - Elsevier
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Analysis of long-term natural gas contracts with vine copulas in optimization portfolio problems

Annals of Operations Research
2019 | Journal article
DOI: 10.1007/s10479-018-2932-x
EID:

2-s2.0-85048573678

Part of ISSN: 15729338 02545330
Contributors: Allevi, E.; Boffino, L.; De Giuli, M.E.; Oggioni, G.
Source: Self-asserted source
Maria Elena De Giuli via Scopus - Elsevier

Systemic risk attribution in the EU

Journal of the Operational Research Society
2019-07-03 | Journal article
DOI: 10.1080/01605682.2018.1487823
Contributors: G. Farina; R. Giacometti; M. E. De Giuli
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An integrated approach to explore the complexity of interest rates network structure

Mathematical and Statistical Methods for Actuarial Sciences and Finance, MAF 2018
2018 | Book chapter
DOI: 10.1007/978-3-319-89824-7_53
EID:

2-s2.0-85104153559
Contributors: De Giuli, M.E.; Neffelli, M.; Resta, M.
Source: Self-asserted source
Maria Elena De Giuli via Scopus - Elsevier

Bayesian networks for financial market signals detection

Studies in Classification, Data Analysis, and Knowledge Organization
2018 | Conference paper
DOI: 10.1007/978-3-319-55708-3_24
EID:

2-s2.0-85049903334

Part of ISSN: 21983321 14318814
Contributors: Greppi, A.; De Giuli, M.E.; Tarantola, C.; Montagna, D.M.
Source: Self-asserted source
Maria Elena De Giuli via Scopus - Elsevier

Evaluating the impacts of the external supply risk in a natural gas supply chain: the case of the Italian market

Journal of Global Optimization
2018 | Journal article
DOI: 10.1007/s10898-017-0584-z
EID:

2-s2.0-85032836778

Part of ISSN: 15732916 09255001
Contributors: Allevi, E.; Boffino, L.; De Giuli, M.E.; Oggioni, G.
Source: Self-asserted source
Maria Elena De Giuli via Scopus - Elsevier

Multivariate dependence analysis via tree copula models: An application to one-year forward energy contracts

European Journal of Operational Research
2018 | Journal article
DOI: 10.1016/j.ejor.2018.02.037
EID:

2-s2.0-85043503189

Part of ISSN: 03772217
Contributors: Bassetti, F.; De Giuli, M.E.; Nicolino, E.; Tarantola, C.
Source: Self-asserted source
Maria Elena De Giuli via Scopus - Elsevier

Default probability estimation via pair copula constructions

European Journal of Operational Research
2016 | Journal article
DOI: 10.1016/j.ejor.2015.08.026
EID:

2-s2.0-84948720203

Part of ISSN: 03772217
Contributors: Dalla Valle, L.; De Giuli, M.E.; Tarantola, C.; Manelli, C.
Source: Self-asserted source
Maria Elena De Giuli via Scopus - Elsevier

Bayesian Value-at-Risk with product partition models

Quantitative Finance
2012 | Journal article
DOI: 10.1080/14697680903512786
EID:

2-s2.0-84861319408

Part of ISSN: 14697688 14697696
Contributors: Bormetti, G.; De Giuli, M.E.; Delpini, D.; Tarantola, C.
Source: Self-asserted source
Maria Elena De Giuli via Scopus - Elsevier

Small sample properties of copula-garch modelling: A monte carlo study

Applied Financial Economics
2011 | Journal article
DOI: 10.1080/09603107.2011.587770
EID:

2-s2.0-79961058467

Part of ISSN: 09603107 14664305
Contributors: Bianchi, C.; de Giuli, M.E.; Fantazzini, D.; Maggi, M.
Source: Self-asserted source
Maria Elena De Giuli via Scopus - Elsevier

A remark on sensitivity in linear programming and Gale-Samuelson nonsubstitution theorem

Control and Cybernetics
2010 | Journal article
EID:

2-s2.0-79952917740

Part of ISSN: 03248569
Contributors: De Giuli, M.E.; Giorgi, G.
Source: Self-asserted source
Maria Elena De Giuli via Scopus - Elsevier

Bayesian outlier detection in capital asset pricing model

Statistical Modelling
2010 | Journal article
DOI: 10.1177/1471082X0901000402
EID:

2-s2.0-78751479740

Part of ISSN: 1471082X 14770342
Contributors: de Giuli, M.E.; Maggi, M.A.; Tarantola, C.
Source: Self-asserted source
Maria Elena De Giuli via Scopus - Elsevier

Deposit guarantee evaluation and incentives analysis in a mutual guarantee system

Journal of Banking and Finance
2009 | Journal article
DOI: 10.1016/j.jbankfin.2008.11.013
EID:

2-s2.0-62749165238

Part of ISSN: 03784266
Contributors: De Giuli, M.E.; Maggi, M.A.; Paris, F.M.
Source: Self-asserted source
Maria Elena De Giuli via Scopus - Elsevier

A new approach for firm value and default probability estimation beyond Merton models

Computational Economics
2008 | Journal article
DOI: 10.1007/s10614-007-9112-4
EID:

2-s2.0-40549133212

Part of ISSN: 09277099 15729974
Contributors: Giuli, M.E.; Fantazzini, D.; Maggi, M.A.
Source: Self-asserted source
Maria Elena De Giuli via Scopus - Elsevier

Technical note — some open problems in pure capital rationing theory

Engineering Economist
1995 | Journal article
DOI: 10.1080/00137919508967477
EID:

2-s2.0-0029368429

Part of ISSN: 15472701 0013791X
Contributors: De Giuli, M.E.; Agnani, U.
Source: Self-asserted source
Maria Elena De Giuli via Scopus - Elsevier

Project analysis using a linear approach (P.A.U.L.A.)

Rivista di Matematica per le Scienze Economiche e Sociali
1993 | Journal article
DOI: 10.1007/BF02086763
EID:

2-s2.0-34250084456

Part of ISSN: 15938883 11296569
Contributors: Carezzano, E.; De Giuli, M.E.; Magnani, U.
Source: Self-asserted source
Maria Elena De Giuli via Scopus - Elsevier
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