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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2,301

TOTAL CITATIONS
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SSRN RANKINGS

Top 39,467

in Total Papers Citations

7

Scholarly Papers (5)

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1.

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Downloads 871 (55,905)

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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 781 (63,721)

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

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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 90 (568,946)

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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 725 (71,440)
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 566 (98,119)
Citation 3

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 324 (184,781)
Citation 3

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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 242 (252,045)

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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

European Journal of Operational Research, volume 280, issue 1, 2020[10.1016/j.ejor.2019.07.026]
Number of pages: 28 Posted: 13 Dec 2017 Last Revised: 23 Oct 2024
Maria Flora and Tiziano Vargiolu
CREST, CNRS, Institut Polytechnique de Paris and Department of Mathematics
Downloads 75 (626,156)

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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 64 (679,629)
Citation 1

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pricing; reliability option; option value; electricity markets