Tiziano Vargiolu

Showing results 1 to 6 of 6

2026-01-01 Mastrogiovanni, M.; Mishura, Y.; Ottaviano, S.; Ralchenko, K.; Vargiolu, T.

2026-01-01 Awerkin, A.; Falbo, P.; Vargiolu, T.

2024-01-01 Mishura, Yuliya; Ottaviano, Stefania; Vargiolu, Tiziano

2022-01-01 Cartea, Álvaro; Flora, Maria; Vargiolu, Tiziano; Slavov, Georgi

2021-01-01 Awerkin, A.; Vargiolu, Tiziano

2019-01-01 Latini, Luca; Piccirilli, Marco; Vargiolu, Tiziano

Title	Issue Date	Author(s)	Journal	Publisher
Parameter estimation of integrated fractional Brownian motion	1-Jan-2026	Mastrogiovanni, M.; Mishura, Y.; Ottaviano, S.; Ralchenko, K.; Vargiolu, T.	STOCHASTIC PROCESSES AND THEIR APPLICATIONS	-
Optimal investment and fair sharing rules of incentives in virtual renewable energy communities	1-Jan-2026	Awerkin, A.; Falbo, P.; Vargiolu, T.	ANNALS OF OPERATIONS RESEARCH	-
Gaussian Volterra Processes as Models of Electricity Markets	1-Jan-2024	Mishura, Yuliya; Ottaviano, Stefania; Vargiolu, Tiziano	SIAM JOURNAL ON FINANCIAL MATHEMATICS	-
Optimal Cross-Border Electricity Trading	1-Jan-2022	Cartea, Álvaro; Flora, Maria; Vargiolu, Tiziano; Slavov, Georgi	SIAM JOURNAL ON FINANCIAL MATHEMATICS	-
Optimal installation of renewable electricity sources: the case of Italy	1-Jan-2021	Awerkin, A.; Vargiolu, Tiziano	DECISIONS IN ECONOMICS AND FINANCE	-
Mean-reverting no-arbitrage additive models for forward curves in energy markets	1-Jan-2019	Latini, Luca; Piccirilli, Marco; Vargiolu, Tiziano	ENERGY ECONOMICS	-

Showing results 1 to 6 of 6

University of Cagliari