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

SCHOLARLY PAPERS

5

DOWNLOADS

1,164

SSRN CITATIONS

3

CROSSREF CITATIONS

0

Scholarly Papers (5)

1.

V-shapes

Number of pages: 48 Posted: 24 Mar 2020 Last Revised: 05 May 2021
Maria Flora and Roberto Renò
CREST, CNRS, Institut Polytechnique de Paris and University of Verona - Department of Economics
Downloads 560 (67,819)

Abstract:

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Market inefficiency, mini-flash crashes, financial fragility, price drift.

2.

Optimal Cross-Border Electricity Trading

SIAM Journal on Financial Mathematics
Number of pages: 40 Posted: 23 Dec 2019 Last Revised: 15 Dec 2021
University of Oxford, CREST, CNRS, Institut Polytechnique de Paris, Department of Mathematics and ICMA Center | Henley Business School | University of Reading
Downloads 460 (86,389)
Citation 2

Abstract:

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

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 80 (410,279)

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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: 33 Posted: 15 Apr 2022
Maria Flora and Peter Tankov
CREST, CNRS, Institut Polytechnique de Paris and ENSAE, Institut Polytechnique de Paris
Downloads 6 (845,359)

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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 39 (565,030)

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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
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 19 (691,923)
Citation 1

Abstract:

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pricing; reliability option; option value; electricity markets