Università degli Studi di Cagliari
Giovanni Batista Masala
Drawdown risk measures for asset portfolios with high frequency data
2023-01-01 Masala, G.; Petroni, F.
Hedging wind power risk exposure through weather derivatives
2022-01-01 Masala, G.; Micocci, M.; Rizk, A.
A multivariate model for hybrid wind–photovoltaic power production with energy portfolio optimization
2022-01-01 Casula, Laura; D’Amico, Guglielmo; Masala, Giovanni; Filippo Petroni, Filippo
Electricity derivatives: an application to the futures Italian market
2021-01-01 Casula, L.; Masala, G.
A multivariate high-order markov model for the income estimation of a wind farm
2021-01-01 de Blasis, R.; Masala, G. B.; Petroni, F.
Backtesting energy portfolio with copula dependence structure
2021-01-01 Masala, G.
Managing wind power generation via indexed semi-markov model and copula
2020-01-01 D'Amico, G.; Masala, G.; Petroni, F.; Sobolewski, R. A.
Performance estimation of photovoltaic energy production
2020-01-01 Casula, Laura; D’Amico, Guglielmo; Masala, Giovanni; Petroni, Filippo
Performance estimation of a wind farm with a dependence structure between electricity price and wind speed
2020-01-01 Casula, Laura; D'Amico, Guglielmo; Masala, Giovanni; Petroni, Filippo
Price Spikes in the Italian Electricity Market: An Economic Analysis
2019-01-01 Zedda, Stefano; Masala, Giovanni Batista
Price spikes in the electricity markets how and why
2018-01-01 Zedda, S; Masala, Gb
Dynamic dependence structure between energy markets and the Italian stock index
2018-01-01 Masala, Giovanni
Applications of phase type survival trees in HIV disease progression modelling
2017-01-01 Gafa, Marija; Garg, Lalit; Masala, Giovanni; Mcclean, Sally I.
Mathematical tools for Economics and Finance with Mathematica software
2015-01-01 Masala, GIOVANNI BATISTA
Electricity load modeling: an application to Italian market
2015-01-01 Masala, GIOVANNI BATISTA; Marica, S.
North Atlantic Oscillation index stochastic modeling
2015-01-01 Masala, GIOVANNI BATISTA
Wind time series forecasting with underlying semi-Markov model: an application to weather derivatives
2014-01-01 Masala, GIOVANNI BATISTA
Survival probabilities for HIV infected patients through semi-Markov processes
2014-01-01 Cannas, G; Masala, GIOVANNI BATISTA; Micocci, Marco
Rainfall derivatives pricing with underlying semi-Markov model for precipitation occurrences
2014-01-01 Masala, GIOVANNI BATISTA
Basket cliquet options pricing with a dynamic dependence structure and stochastic interest rates
2013-01-01 Masala, GIOVANNI BATISTA
Hurricane Lifespan Modeling through a Semi-Markov Parametric Approach
2013-01-01 Masala, GIOVANNI BATISTA
Manuale di matematica finanziaria
2012-01-01 Micocci, M.; Masala, G. B.
Using phase type distributions for modelling HIV disease progression
2012-01-01 Micocci, Marco; Garg, L; Masala, GIOVANNI BATISTA; Mcclean, S; Cannas, G.
Earthquakes occurrences estimation through a parametric semi-Markov approach
2012-01-01 Masala, GIOVANNI BATISTA
Pension Fund Risk Management, Financial and Actuarial Modeling
2010-01-01 G., Gregoriou; Masala, GIOVANNI BATISTA; Micocci, Marco
Public and private DC pension schemes, termination indemnities and optimal funding of pension system in Italy
2010-01-01 Micocci, Marco; Cannas, Giuseppina; Masala, GIOVANNI BATISTA
Economic capital management for insurance companies
2009-01-01 Bisignani, R; Masala, GIOVANNI BATISTA; Micocci, Marco
Insurance and copulas: an application to indemnity claims
2009-01-01 Micocci, Marco; Masala, GIOVANNI BATISTA
Quantifying reputational effects for publicly traded financial institutions
2009-01-01 Cannas, Giuseppina; Masala, GIOVANNI BATISTA; Micocci, M.
Reputational effects of operational risk events for financial institutions
2009-01-01 G., Cannas; G., Flore; Masala, GIOVANNI BATISTA; Micocci, Marco
Reputational effects of operational risk events for financial institutions
2009-01-01 Micocci, M.; Masala, G. B; Cannas, G.; Flore, G.
Quantifying reputational effects for publicly traded financial institutions
2009-01-01 Cannas, Giuseppina; Masala, GIOVANNI BATISTA; Micocci, Marco
Advanced operational risk modelling for banks and insurance companies
2009-01-01 Angela, C; Bisignani, R; Masala, GIOVANNI BATISTA; Micocci, Marco
Loss-Alae modeling through a copula dependence structure
2009-01-01 Masala, GIOVANNI BATISTA; Micocci, Marco
Pricing credit derivatives with a copula-based actuarial model for credit risk
2008-01-01 Masala, G.; Menzietti, M.; Micocci, M.
Reputational effects of operational risk events for financial institutions
2008-01-01 Micocci, Marco; Masala, GIOVANNI BATISTA; Cannas, Giuseppina; Flore, Giovanna
Economic capital management for insurance companies using conditional value at risk and a copula approach
2008-01-01 Micocci, Marco; Bisignani, R; Masala, GIOVANNI BATISTA
Pricing Credit Derivatives with a Copula-Based Actuarial Model for Credit Risk
2008-01-01 Micocci, Marco; Menzietti, M; Masala, GIOVANNI BATISTA
Advanced models for the quantification of operational risk in financial institutions under the loss distribution approach
2008-01-01 Angela, C; Masala, GIOVANNI BATISTA; Micocci, Marco
Advanced operational risk modelling for banks and insurance companies
2007-01-01 Micocci, Marco; Masala, GIOVANNI BATISTA
Matematica. Argomenti e test
2007-01-01 Masala, G.; Micocci, M.
Optimisation of conditional-VaR in an actuarial model for credit risk assuming a student copula dependence structure
2007-01-01 Masala, G.; Menzietti, M.; Micocci, M.
La valutazione e la contabilizzazione delle stock option in base al principio contabile internazionale IFRS2
2006-01-01 Collu, M.; Foddis, I.; Masala, G.; Micocci, M.
Economic capital management for insurance companies using conditional value at risk and a copula approach
2006-01-01 Micocci, M.; Bisignani, R.; Masala, G. B.
Esercitazioni di Matematica Finanziaria
2006-01-01 Micocci, Marco; Masala, GIOVANNI BATISTA; Coppini, Spandonaro; Giordani, Fioravanti
A Copula Based Actuarial Model for Credit Risk in a Multiperiod Framework
2006-01-01 Micocci, Marco; Menzietti, M; Masala, GIOVANNI BATISTA
Pricing credit derivatives with a copula-based actuarial model for credit risk
2005-01-01 Micocci, M.; Masala, G. B.; Menzietti, M.
Optimisation of Conditional - VaR in an Actuarial Model for Credit Risk Assuming a Student Copula Dependence Structure
2004-01-01 Micocci, Marco; Masala, GIOVANNI BATISTA; Menzietti, M.
Backtesting value at risk estimation with non gaussian marginals
2004-01-01 Micocci, Marco; Masala, GIOVANNI BATISTA
A Copula Based Actuarial Model for Credit Risk
2004-01-01 Micocci, Marco; Masala, GIOVANNI BATISTA; Menzietti, M.
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