Gruppo di ricerca della Prof.ssa Gianfreda

Responsabile: Prof.ssa Angelica Gianfreda, PA, Dipartimento di Scienze Econommiche e Aziendali "Marco Fanno"

Composizione del GRE:

  • Angelica Gianfreda, PA

Aree di ricerca di afferenza:

  • Mercati energetici e regolamentazione
  • Scenari energetici e Politiche energetico/ambientali
  • Valutazione economica delle risorse ambientali ed energetiche


  • economics of energy markets, with a special focus on the electricity one
  • interactions among fundamental drivers and price determinations
  • modeling, and forecasting of forward, day-ahead, intra-daily, and real-time prices
  • analysis of electricity bid-ask auctions
  • model risk, sources of risks and uncertainties 

Elenco delle ultime 5 pubblicazioni:

  • Gianfreda A. and Scandolo G., 2023, Assessing model risk in financial and energy markets using dynamic conditional VaRs, Applied Stochastic Models in Business and Industry, forthcoming
  • Gianfreda A., Maranzano P., Parisio L., and Pelagatti M., 2023, Trends and Long-run Relations in Cointegrated Time Series Observed with Noise, Economic Modelling, 125
  • Gianfreda A. and Scandolo G., 2023, A Worldwide Analysis of the Energy Regulatory Tasks and Activities through the Lenses of Entropy and Unsupervised Statistical Learning, Energy, 271
  • Gianfreda A., Ravazzolo F. and Rossini L., 2023, Large time-varying volatility models for electricity prices, Oxford Bulletin of Economics & Statistics, 85 (3)
  • Billè A.G., Gianfreda A., Del Grosso F. and Ravazzolo F., 2023, Forecasting Electricity Prices with Expert, Linear and Non-Linear Models, International Journal of Forecasting, 39 (2)

Ufficio della Prof.ssa Gianfreda, via del Santo, 33