Maria Flora

CREST, CNRS, Institut Polytechnique de Paris

Post Doc Researcher

5 avenue Henry Le Chatelier

Palaiseau, 91764

France

CNRS (Centre National de la Recherche Scientifique)

Palaiseau

France

  • CREST, CNRS, Institut Polytechnique de Paris

  • CNRS (Centre National de la Recherche Scientifique)

SCHOLARLY PAPERS

5

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SSRN CITATIONS

12

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Scholarly Papers (5)

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1.

V-shapes

Downloads 775 (56,549)

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Number of pages: 45 Posted: 24 Mar 2020 Last Revised: 27 Sep 2022
Maria Flora and Roberto Renò
CREST, CNRS, Institut Polytechnique de Paris and ESSEC Business School
Downloads 713 (62,304)

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Price reversals, flash crashes, market violations, high-frequency traders, financial fragility, auction cycle

V-shapes

Proceedings of the EUROFIDAI-ESSEC Paris December Finance Meeting 2022
Number of pages: 47 Posted: 28 Oct 2022
Maria Flora and Roberto Renò
CREST, CNRS, Institut Polytechnique de Paris and ESSEC Business School
Downloads 62 (606,620)

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2.

Optimal Cross-Border Electricity Trading

SIAM Journal on Financial Mathematics
Number of pages: 40 Posted: 23 Dec 2019 Last Revised: 15 Dec 2021
Álvaro Cartea, Maria Flora, Tiziano Vargiolu and Georgi Slavov
University of Oxford, CREST, CNRS, Institut Polytechnique de Paris, Department of Mathematics and ICMA Center | Henley Business School | University of Reading
Downloads 613 (76,526)
Citation 3

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stochastic optimal control, electricity interconnector, co-integration, cross-border price impact, electricity network

3.

Green investment and asset stranding under transition scenario uncertainty

Downloads 411 (124,293)
Citation 1

Green investment and asset stranding under transition scenario uncertainty

Number of pages: 21 Posted: 11 Jan 2022
Maria Flora and Peter Tankov
CREST, CNRS, Institut Polytechnique de Paris and ENSAE, Institut Polytechnique de Paris
Downloads 238 (220,259)
Citation 1

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Transition risk, scenario uncertainty, Bayesian learning, stranded asset, real options

Green Investment and Asset Stranding Under Transition Scenario Uncertainty

Number of pages: 36 Posted: 15 Apr 2022 Last Revised: 02 Aug 2023
Maria Flora and Peter Tankov
CREST, CNRS, Institut Polytechnique de Paris and ENSAE, Institut Polytechnique de Paris
Downloads 173 (295,901)

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Transition risk, scenario uncertainty, Bayesian learning, stranded asset, real options

4.

Price Dynamics in the EU ETS and Evaluation of Its Ability to Boost Emission-Related Investment Decisions

Number of pages: 28 Posted: 13 Dec 2017
Maria Flora and Tiziano Vargiolu
CREST, CNRS, Institut Polytechnique de Paris and Department of Mathematics
Downloads 61 (601,681)

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EU ETS, real options, carbon trading

5.

Pricing Reliability Options Under Different Electricity Prices’ Regimes

Number of pages: 21 Posted: 23 Sep 2019
Luisa Andreis, Maria Flora, Fulvio Fontini and Tiziano Vargiolu
Weierstras Institute for Applied Analysis and Stochastics (WIAS), CREST, CNRS, Institut Polytechnique de Paris, University of Padova - Department of Economics and Management "Marco Fanno" and Department of Mathematics
Downloads 46 (683,879)
Citation 1

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pricing; reliability option; option value; electricity markets