VARGIOLU, TIZIANO

VARGIOLU, TIZIANO  

Dipartimento di Matematica "Tullio Levi-Civita" - DM  

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Titolo Data di pubblicazione Autori Rivista Serie Titolo libro
The Effect of Disruptive Events on Optimal Design and Operation of an Energy Community 2025 Sergio RechGabriele VolpatoGianluca CarraroTiziano Vargiolu + - - Proc. of the 38th International Conference on Efficiency, Cost, Optimization, Simulation and Environmental Impact of Energy Systems (ECOS 2025)
Gaussian Volterra Processes as Models of Electricity Markets 2024 Ottaviano, StefaniaVargiolu, Tiziano + SIAM JOURNAL ON FINANCIAL MATHEMATICS - -
Recent advances in mathematical methods for finance 2024 Giorgia CallegaroClaudio FontanaMartino GrasselliTiziano Vargiolu + ANNALS OF OPERATIONS RESEARCH - -
Optimal Cross-Border Electricity Trading 2022 Flora, MariaVargiolu, Tiziano + SIAM JOURNAL ON FINANCIAL MATHEMATICS - -
Capturing the power options smile by an additive two-factor model for overlapping futures prices 2021 Piccirilli M.Schmeck M. D.Vargiolu T. ENERGY ECONOMICS - -
Efficient representation of supply and demand curves on day-ahead electricity markets 2021 Soloviova, MariiaVargiolu, Tiziano THE JOURNAL OF ENERGY MARKETS - -
Investing in electricity production under a reliability options scheme 2021 Fontini, FulvioVargiolu, TizianoZormpas, Dimitrios JOURNAL OF ECONOMIC DYNAMICS & CONTROL - -
Optimal installation of renewable electricity sources: the case of Italy 2021 Awerkin A.Vargiolu T. DECISIONS IN ECONOMICS AND FINANCE - -
Optimal installation of solar panels with price impact: A solvable singular stochastic control problem 2021 Vargiolu T. + SIAM JOURNAL ON CONTROL AND OPTIMIZATION - -
Optimal management of pumped hydroelectric production with state constrained optimal control 2021 Picarelli, AthenaVargiolu, Tiziano JOURNAL OF ECONOMIC DYNAMICS & CONTROL - -
Nonzero-sum stochastic differential games with impulse controls: a verification theorem with applications 2020 René AïdMatteo BaseiGiorgia CallegaroLuciano CampiTiziano Vargiolu MATHEMATICS OF OPERATIONS RESEARCH - -
On the singular control of exchange rates 2020 Vargiolu T. + ANNALS OF OPERATIONS RESEARCH - -
On the singular control of exchange rates 2020 Vargiolu T. + ANNALS OF OPERATIONS RESEARCH - -
Price dynamics in the European Union Emissions Trading System and evaluation of its ability to boost emission-related investment decisions 2020 FLORA, MARIAVargiolu T. EUROPEAN JOURNAL OF OPERATIONAL RESEARCH - -
Pricing reliability options under different electricity price regimes 2020 Andreis LuisaFlora MariaFontini FulvioVargiolu Tiziano ENERGY ECONOMICS - -
Variables Reduction in Sequential Resource Allocation Problems 2020 Hinz, JuriVargiolu, Tiziano APPLIED SYSTEM INNOVATION - -
Mean-reverting additive energy forward curves in a Heath–Jarrow–Morton framework 2019 PICCIRILLI, MARCOVargiolu, Tiziano + MATHEMATICS AND FINANCIAL ECONOMICS - -
Mean-reverting no-arbitrage additive models for forward curves in energy markets 2019 PICCIRILLI, MARCOVargiolu, Tiziano + ENERGY ECONOMICS - -
Super-replication price: it can be ok 2018 Vargiolu, Tiziano + ESAIM. PROCEEDINGS AND SURVEYS - -
Optimal intraday power trading with a Gaussian additive process 2017 Vargiolu, Tiziano + THE JOURNAL OF ENERGY MARKETS - -