ROMAGNOLI, SILVIA
ROMAGNOLI, SILVIA
STAT - DIPARTIMENTO DI SCIENZE STATISTICHE "PAOLO FORTUNATI"
Docenti di ruolo di Ia fascia
ESG rating and ambiguity: an informative and distorted signal-based approach
In corso di stampa Romagnoli, Silvia; Bongermino, Giorgio
Corrigendum to “A novel approach to rating SMEs’ environmental performance: Bridging the ESG gap” [Ecol. Indicat. 157 (2023) 111151] (Ecological Indicators (2023) 157, (S1470160X23012931), (10.1016/j.ecolind.2023.111151))
2024 Ozkan, S.; Romagnoli, S.; Rossi, P.
Financing Sustainable Energy Transition with Algorithmic Energy Tokens
2024 silvia romagnoli; omid razavi zadeh
Hedging the Financial Risk of Water Scarcity: The Use of Weather Derivatives
2024 silvia romagnoli; nicola bartolini; abdul rafay
A Novel Approach to Rating SMEs' Environmental Performance: Bridging the ESG Gap
2023 Romagnoli, Silvia; Rossi, Pietro; Ozkan, Seben
Fuzzy Esscher changes of measure and copula invariance in Lévy markets
2023 Bernardi E.; Ritelli D.; Romagnoli S.
The beneficial role of green bonds as a new strategic asset class: Dynamic dependencies, allocation and diversification before and during the pandemic era
2023 Martiradonna, M.; Romagnoli, S.; Santini, A.
The SINC way: a fast and accurate approach to Fourier pricing
2022 Baschetti, Fabio; Bormetti, Giacomo; Romagnoli, Silvia; Rossi, Pietro
A distorted copula-based evolution model: risks’ aggregation in a Bonus–Malus migration system
2021 silvia romagnoli; enrico bernardi
Climate risks and weather derivatives: A copula-based pricing model
2021 giacomo maria bressan; silvia romagnoli
Counting Statistics for Dependent Random Events. With a focus on Finance.
2021 Silvia Romagnoli; Enrico Bernardi
A vague multidimensional dependency structure: conditional versus unconditional fuzzy copula models
2020 Romagnoli Silvia
Diamonds and Precious Metals for Reduction of Portfolio Tail Risk
2020 Barbi, M.; Geman, H.; Romagnoli, S.;
The impact of the dependence structure in risk management: a focus on credit-risk
2019 Silvia Romagnoli; Enrico Bernardi; Matteo Doti
Measure-invariance of copula functions as tool for testing no-arbitrage assumption
2018 Silvia Romagnoli
Skewness, Basis Risk, and Optimal Futures Demand
2018 Massimiliano Barbi; Silvia Romagnoli
Interest Rates Term Structure under Ambiguity
2017 Romagnoli, Silvia; Santoro, Simona
Distorted Copula-Based Probability Distribution of a Counting Hierarchical Variable: A Credit Risk Application
2016 Bernardi, Enrico; Romagnoli, Silvia
Optimal hedge ratio under a subjective re-weighting of the original measure
2016 Barbi, Massimiliano; Romagnoli, Silvia
A copula-based hierarchical hybrid loss distribution
2015 Bernardi, Enrico; Romagnoli, Silvia