Enzo Fanone

Dolomiti Energia Trading S.p.A.

Head of Power Trading and Portfolio Management

via E.FERMI

VERONA, 37135

Italy

SCHOLARLY PAPERS

3

DOWNLOADS

445

SSRN CITATIONS
Rank 40,423

SSRN RANKINGS

Top 40,423

in Total Papers Citations

4

CROSSREF CITATIONS

12

Scholarly Papers (3)

1.

The Case of Negative Day-Ahead Electricity Prices

Energy Economics, Vol. 35, No. 1, 2013, WBS Finance Group Research Paper No. 158
Number of pages: 46 Posted: 13 May 2011 Last Revised: 26 Dec 2019
Enzo Fanone, Andrea Gamba and Marcel Prokopczuk
Dolomiti Energia Trading S.p.A., University of Warwick - Finance Group and Leibniz Universität Hannover - Faculty of Economics and Management
Downloads 330 (99,663)
Citation 4

Abstract:

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Electricity, Lèvy processes, Price spikes, Negative prices

2.

Estimating a Levy Multifactor Market Model for Electricity Futures Market by Using ICA

The Journal of Energy Markets, Winter Issue 2012
Number of pages: 34 Posted: 05 Sep 2010 Last Revised: 27 Jul 2012
Giuseppe Di Poto and Enzo Fanone
affiliation not provided to SSRN and Dolomiti Energia Trading S.p.A.
Downloads 115 (261,895)

Abstract:

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LMM framework, principal component analysis, independent component analysis, normal inverse Gaussian distribution, electricity futures

3.

Pricing and Hedging Wholesale Energy Structured Products: A Comparison of Numerical Methods for VPP

International Journal of Financial Markets and Derivatives, Vol. 1, No. 2, pp. 175-195, 2010
Posted: 03 Sep 2010
Enzo Fanone
Dolomiti Energia Trading S.p.A.

Abstract:

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real options, unit commitment, multi-stage stochastic model