Elisa Scarpa

Edison Trading

Market Strategy and Derivatives

Foro Buonaparte, 31

Milan, 20121

Italy

SCHOLARLY PAPERS

5

DOWNLOADS
Rank 23,559

SSRN RANKINGS

Top 23,559

in Total Papers Downloads

1,985

CITATIONS

6

Scholarly Papers (5)

1.

Pricing and Hedging Illiquid Energy Derivatives: An Application to the JCC Index

FEEM Working Paper No. 130.2006
Number of pages: 28 Posted: 25 Oct 2006
Matteo Manera and Elisa Scarpa
University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS) and Edison Trading
Downloads 963 (22,695)
Citation 1

Abstract:

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Hedging models, Cross-hedging, Energy derivatives, Illiquid financial products, Commodity markets, JCC price index

2.

Evaluating the Empirical Performance of Alternative Econometric Models for Oil Price Forecasting

FEEM Working Paper No. 4.2007
Number of pages: 49 Posted: 31 Jan 2007
University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS), Fondazione Eni Enrico Mattei (FEEM), Basque Centre for Climate Change (BC3) and Edison Trading
Downloads 653 (38,923)
Citation 7

Abstract:

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Oil Price, WTI Spot and Futures Prices, Forecasting, Econometric Models

3.

Industrial Coal Demand in China: A Provincial Analysis

FEEM Working Paper No. 8.2008
Number of pages: 35 Posted: 27 Oct 2008
Matteo Manera, Cristina Cattaneo and Elisa Scarpa
University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS), CMCC - Centro Euro-Mediterraneo sui Cambiamenti Climatici and Edison Trading
Downloads 160 (184,214)

Abstract:

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Energy demand, Coal demand, China, Spatial econometrics, Panel data, Forecasting

4.

Oil Price Forecast Evaluation with Flexible Loss Functions

FEEM Working Paper No. 91.2011
Number of pages: 35 Posted: 25 Jan 2012
Università degli Studi di Milano-Bicocca - Department of Economics, Management and Statistics (DEMS), University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS), Basque Centre for Climate Change (BC3) and Edison Trading
Downloads 107 (251,792)

Abstract:

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Oil Price, WTI Spot and Futures Prices, Forecasting, Econometric Models

5.

Big Fish: Oil Markets and Speculation

FEEM Working Paper No. 052.2015
Number of pages: 45 Posted: 09 Jun 2015
Edison S.p.A, Edison Trading and Edison Trading
Downloads 102 (260,295)

Abstract:

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Oil Price Dynamics, Speculation and Fundamentals, Conditional Error, Correction Models, Pesaran Bounds Testing Approach