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Elisa Scarpa

Edison Trading

Market Strategy and Derivatives

Foro Buonaparte, 31

Milan, 20121

Italy

SCHOLARLY PAPERS

5

DOWNLOADS
Rank 20,259

SSRN RANKINGS

Top 20,259

in Total Papers Downloads

1,917

CITATIONS
Rank 33,218

SSRN RANKINGS

Top 33,218

in Total Papers Citations

6

Scholarly Papers (5)

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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 885 (19,154)

Abstract:

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
Matteo Manera, Chiara Longo, Anil Markandya and Elisa Scarpa
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 609 (33,035)
Citation 5

Abstract:

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 148 (159,113)
Citation 1

Abstract:

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
Andrea Bastianin, Matteo Manera, Anil Markandya and Elisa Scarpa
University of Milan - Department of Economics, Management and Quantitative Methods (DEMM), University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS), Basque Centre for Climate Change (BC3) and Edison Trading
Downloads 88 (219,826)

Abstract:

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
Alessandro Cologni, Elisa Scarpa and Francesco Giuseppe Sitzia
Edison S.p.A, Edison Trading and Edison Trading
Downloads 49 (255,062)

Abstract:

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

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