ROMAGNOLI, SILVIA
ROMAGNOLI, SILVIA
DIPARTIMENTO DI SCIENZE STATISTICHE "PAOLO FORTUNATI"
Docenti di ruolo di Ia fascia
Financing Sustainable Energy Transition with Algorithmic Energy Tokens
2024 silvia romagnoli; omid razavi zadeh
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 Enrico Bernardi; Silvia Romagnoli
A generalized approach to optimal hedging with option contracts
2015 Bajo E.; Barbi M.; Romagnoli S.
A hierarchical copula-based world-wide valuation of sovereign risk
2015 Enrico Bernardi; Federico Falangi; Silvia Romagnoli
A Copula-Based Quantile Risk Measure Approach to Estimate the Optimal Hedge Ratio
2014 Barbi M; Romagnoli S