Luigi Grossi

University of Verona - Department of Economics

Associate Professor

Via dell'Artigliere, 8

37129 Verona

Italy

SCHOLARLY PAPERS

17

DOWNLOADS

478

SSRN CITATIONS
Rank 6,759

SSRN RANKINGS

Top 6,759

in Total Papers Citations

27

CROSSREF CITATIONS

171

Scholarly Papers (17)

1.

A Vision of the European Energy Future? The Impact of the German Response to the Fukushima Earthquake

ZEW - Centre for European Economic Research Discussion Paper No. 14-051
Number of pages: 48 Posted: 14 Aug 2014
Luigi Grossi, Sven Heim and Michael Waterson
University of Verona - Department of Economics, MINES ParisTech and University of Warwick - Department of Economics
Downloads 110 (312,480)
Citation 1

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Electricity markets; Atomausstieg; German power market; nuclear outages; renewables

2.

Analysing the Potential Economic Value of Energy Storage

IEB Working Paper N. 2016/02
Number of pages: 28 Posted: 09 Mar 2016
University of Warwick, Loughborough University, University of Verona - Department of Economics, University of Warwick and University of Warwick - Department of Economics
Downloads 77 (391,092)
Citation 82

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Energy storage, arbitrage, electricity markets, market clearing

3.

Modeling Risk Contagion in the Italian Zonal Electricity Market

Number of pages: 24 Posted: 02 Sep 2016 Last Revised: 24 Nov 2021
Leuphana University of Lueneburg, University of Pavia, Department of Economics and Management and University of Verona - Department of Economics
Downloads 76 (393,941)

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OR in energy, Complex networks, Electricity price volatility, Systemic risk, Zonal electricity market

4.

Volatility Models for Electricity Prices with Intra-Daily Information

Number of pages: 6 Posted: 12 Dec 2012
Angelica Gianfreda and Luigi Grossi
Università degli studi di Modena e Reggio Emilia (UNIMORE) - Dipartimento di Economia Marco Biagi di Modena and University of Verona - Department of Economics
Downloads 59 (449,755)
Citation 3

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volatility, realized volatiltiy, traded volumes, GARCH, forecasting

5.

Electricity Market Integration and the Impact of Unilateral Policy Reforms

ZEW - Centre for European Economic Research Discussion Paper No. 15-072
Number of pages: 39 Posted: 29 Oct 2015
University of Verona - Department of Economics, MINES ParisTech, ZEW – Leibniz Centre for European Economic Research and University of Warwick - Department of Economics
Downloads 56 (460,922)
Citation 2

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Energy, Electricity, Market Integration, Nuclear Phase-Out, Renewables

6.

Revenues from Storage in a Competitive Electricity Market: Empirical Evidence from Great Britain

IEB Working Paper N. 2013/037
Number of pages: 23 Posted: 15 Mar 2014
University of Warwick - Warwick Business School, University of Verona - Department of Economics and University of Warwick - Department of Economics
Downloads 55 (464,692)
Citation 113

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energy storage, wholesale electricity markets, electricity price returns, volatility, arbitrage

7.

The Influence of Renewables on Electricity Price Forecasting: A Robust Approach

IEB Working Paper N. 2018/10
Number of pages: 47 Posted: 14 Oct 2018
Luigi Grossi and Fany Nan
University of Verona - Department of Economics and European Commission - Joint Research Centre
Downloads 26 (607,283)

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Electricity price, nonlinear time series, price forecasting, robust GM-estimator, spikes, threshold models

8.

Scale Economies and Heterogeneity in Business Money Demand: The Italian Experience

Number of pages: 35 Posted: 17 Mar 2012
Luigi Grossi, Giancarlo Ianulardo and P Ganugi
University of Verona - Department of Economics, affiliation not provided to SSRN and affiliation not provided to SSRN
Downloads 19 (655,987)

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firms’ money demand, panel data, scale economies

9.

Scale Economies and Heterogeneity in Business Money Demand: The Italian Experience

Bulletin of Economic Research, Vol. 67, Issue 2, pp. 146-165, 2015
Number of pages: 20 Posted: 09 Apr 2015
Piero Ganugi, Luigi Grossi and Giancarlo Ianulardo
Catholic University of the Sacred Heart of Milan - Catholic University of the Sacred Heart of Piacenza, University of Verona - Department of Economics and University of Exeter Business School - Department of Economics
Downloads 0 (818,024)
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firms’ money demand, panel data, scale economies

10.

Robust Estimation of Efficient Mean–Variance Frontiers

Advances in Data Analysis and Classi cation, vol. 5 (1), pp. 3-22, (2011)
Posted: 28 Sep 2013
Luigi Grossi and Fabrizio Laurini
University of Verona - Department of Economics and University of Parma - Dipartimento di Economia

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Efficient frontiers, Forward search, Multivariate outlier detection, Portfolio allocation

11.

Quantitative Analysis of Energy Markets

Energy Economics, Forthcoming
Posted: 12 Dec 2012
Angelica Gianfreda and Luigi Grossi
Università degli studi di Modena e Reggio Emilia (UNIMORE) - Dipartimento di Economia Marco Biagi di Modena and University of Verona - Department of Economics

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Quantitative Methods, Energy Markets, EUAs, price dynamics, forecasting, gas swing contract, technologies, market coupling, oil shocks

12.

Zonal Price Analysis of the Italian Wholesale Electricity Market

IEEE CNF Conference Proceedings European Energy Markets, 2009
Posted: 12 Dec 2012
Angelica Gianfreda and Luigi Grossi
Università degli studi di Modena e Reggio Emilia (UNIMORE) - Dipartimento di Economia Marco Biagi di Modena and University of Verona - Department of Economics

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electricity, zonal prices, ARFIMA models, congestions, technologies

13.

Volatility Structures of the Italian Electricity Market: An Analysis of Leverage and Volume Effects

IEEE CNF Conference Proceedings European Energy Markets, 2010
Posted: 12 Dec 2012
Università degli studi di Modena e Reggio Emilia (UNIMORE) - Dipartimento di Economia Marco Biagi di Modena, University of Verona - Department of Economics and University of Verona

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zonal prices, single national price, volatility, leverage effect, traded volumes

14.

The European Hubs for Natural Gas: An Integration towards a Single Area?

IEEE CNF European Energy Markets Conference Proceedings, 2012 (with A. Carlotto)
Posted: 12 Dec 2012
Angelica Gianfreda and Luigi Grossi
Università degli studi di Modena e Reggio Emilia (UNIMORE) - Dipartimento di Economia Marco Biagi di Modena and University of Verona - Department of Economics

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Natural Gas, Integration (and Cointegration), Granger Causality, Vector Error Correction Models

15.

Fractional Integration Models for Italian Electricity Zonal Prices

Advances in Theoretical and Applied Statistics, Springer, 2012, Forthcoming
Posted: 12 Dec 2012
Angelica Gianfreda and Luigi Grossi
Università degli studi di Modena e Reggio Emilia (UNIMORE) - Dipartimento di Economia Marco Biagi di Modena and University of Verona - Department of Economics

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Congestions, Electricity Prices, Long Memory, Market power, Statistical analysis of financial data

16.

Forecasting Italian Electricity Zonal Prices with Exogenous Variables

Energy Economics, Vol. 34, No. 6, 2012
Posted: 12 Dec 2012
Angelica Gianfreda and Luigi Grossi
Università degli studi di Modena e Reggio Emilia (UNIMORE) - Dipartimento di Economia Marco Biagi di Modena and University of Verona - Department of Economics

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Electricity prices, Production technologies, Market power, RSI, Congestions, Volumes, Fractional Integration, Forecasting, Policy

17.

Risk Management via Contemporaneous and Temporal Dependence structures with Applications

Number of pages: 8
Leuphana University of Lueneburg, University of Pavia, Department of Economics and Management and University of Verona - Department of Economics
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OR in markets, complex networks, price volatility, systemic risk, multivariate time series