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Publikationsliste aus ZUdoc für 2000 - 2025

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Florentina Paraschiv

Wissenschaftliche Publikationen


    Wissenschaftliche Artikel mit peer-review
  • Halser, Christoph/ Paraschiv, Florentina/ Russo, Marianna: Oil-gas price relationships on three continents: Disruptions and equilibria. In: Journal of Commodity Markets2023 (31): 100347 https://doi.org/10.1016/j.jcomm.2023.100347 🔗
  • Ongena, Steven/ Paraschiv, Florentina/ Reite, Endre J.: Counteroffers and Price Discrimination in Mortgage Lending. In: Journal of Empirical Finance2023 (74): 101431 https://doi.org/10.1016/j.jempfin.2023.101431 🔗
  • Victoria, Böhnke/ Ongena, Steven/ Paraschiv, Florentina et al.: Back to the roots of internal credit risk models: Does risk explain why banks' risk-weighted asset levels converge over time?. In: Journal of Banking & Finance2023 (156): 106992 https://doi.org/10.1016/j.jbankfin.2023.106992 🔗
  • Halser, Christoph/ Paraschiv, Florentina: Pathways to Overcoming Natural Gas Dependency on Russia—The German Case. In: Energies2022 (15, 14): 4939 https://doi.org/10.3390/en15144939 🔗
  • Mas Urquijo, Ignacio/ Paraschiv, Florentina: Cross-border Effects between the Spanish and French Electricity Markets: Asymmetric Dynamics and Benefits in the Light of European Market Integration. In: The Energy Journal2022 (44, 4): online https://doi.org/10.5547/01956574.44.4.imas 🔗
  • Paraschiv, Florentina/ Wei, Li: Modelling the evolution of wind and solar power infeed forecasts. In: Journal of Commodity Markets2022 (25): 100189 https://doi.org/10.1016/j.jcomm.2021.100189 🔗
  • Paraschiv, Florentina/ Wei, Li/ Sermpinis, Georgios: A Data-driven Explainable Case-based Reasoning Approach for Financial Risk Detection. In: Quantitative Finance (RQUF) https://doi.org/10.1080/14697688.2022.2118071 🔗
  • Wahlstrøm, Ranik Raaen/ Paraschiv, Florentina/ Schürle, Michael: A Comparative Analysis of Parsimonious Yield Curve Models with Focus on the Nelson-Siegel, Svensson and Bliss Versions. In: Computational Economics2022 (59): 967-1004 https://doi.org/10.1007/s10614-021-10113-w 🔗
  • Kremer, Marcel/ Kiesel, Rüdiger/ Paraschiv, Florentina: An econometric model for intraday electricity trading. In: Philosophical Transactions of the Royal Society A: Mathematical, Physical and Engineering Sciences2021 (379, 2202): 20190624 https://doi.org/10.1098/rsta.2019.0624 🔗
  • Kremer, Marcel/ Kiesel, Rüdiger/ Paraschiv, Florentina: Intraday Electricity Pricing of Night Contracts. In: Energies2020 (13, 17): 4501 https://doi.org/10.3390/en13174501 🔗
  • Paraschiv, Florentina/ Mohamad, Dima: The Nuclear Power Dilemma—Between Perception and Reality. In: Energies2020 (13, 22): 6074 https://doi.org/10.3390/en13226074 🔗
  • Paraschiv, Florentina/ Reese, Stine Marie/ Ringkjøb Skjelstad, Margrethe: Portfolio stress testing applied to commodity futures. In: Computational Management Science2020 (17, 2): 203-240 https://doi.org/10.1007/s10287-020-00370-9 🔗
  • Kiesel, Rüdiger/ Paraschiv, Florentina/ Sætherø, Audun: On the construction of hourly price forward curves for electricity prices. In: Computational Management Science2019 (16, 1-2): 345-369 https://doi.org/10.1007/s10287-018-0300-6 🔗
  • Benth, Fred Espen/ Paraschiv, Florentina: A space-time random field model for electricity forward prices. In: Journal of Banking & Finance2018 (95): 203-216 https://doi.org/10.1016/j.jbankfin.2017.03.018 🔗
  • Frauendorfer, Karl/ Paraschiv, Florentina/ Schürle, Michael: Cross-Border Effects on Swiss Electricity Prices in the Light of the Energy Transition. In: Energies2018 (11, 9): 2188 https://doi.org/10.3390/en11092188 🔗
  • Spada, Matteo/ Paraschiv, Florentina/ Burgherr, Peter: A comparison of risk measures for accidents in the energy sector and their implications on decision-making strategies. In: Energy2018 (154): 277-288 https://doi.org/10.1016/j.energy.2018.04.110 🔗
  • Aepli, Matthias D./ Füss, Roland/ Henriksen, Tom Erik S. et al.: Modeling the multivariate dynamic dependence structure of commodity futures portfolios. In: Journal of Commodity Markets2017 (6): 66-87 https://doi.org/10.1016/j.jcomm.2017.05.002 🔗
  • Kiesel, Rüdiger/ Paraschiv, Florentina: Econometric analysis of 15-minute intraday electricity prices. In: Energy Economics2017 (64): 77-90 https://doi.org/10.1016/j.eneco.2017.03.002 🔗
  • Hagfors, Lars Ivar/ Kamperud, Hilde Hørthe/ Paraschiv, Florentina et al.: Prediction of extreme price occurrences in the German day-ahead electricity market. In: Quantitative Finance2016 (16, 12): 1929-1948 https://doi.org/10.1080/14697688.2016.1211794 🔗
  • Hagfors, Lars Ivar/ Paraschiv, Florentina/ Molnar, Peter et al.: Using quantile regression to analyze the effect of renewables on EEX price formation. In: Renewable Energy and Environmental Sustainability2016 (1): 32 https://doi.org/10.1051/rees/2016036 🔗
  • Keles, Dogan/ Scelle, Jonathan/ Paraschiv, Florentina et al.: Extended forecast methods for day-ahead electricity spot prices applying artificial neural networks. In: Applied Energy2016 (162): 218-230 https://doi.org/10.1016/j.apenergy.2015.09.087 🔗
  • Paraschiv, Florentina/ Hadzi-Mishev, Risto/ Keles, Dogan: Extreme value theory for heavy tails in electricity prices. In: The Journal of Energy Markets2016 (9, 2): 21-50 https://doi.org/10.21314/JEM.2016.141 🔗
  • Paraschiv, Florentina/ Fleten, Stein-Erik/ Schürle, Michael: A spot-forward model for electricity prices with regime shifts. In: Energy Economics2015 (47): 142-153 https://doi.org/10.1016/j.eneco.2014.11.003 🔗
  • Paraschiv, Florentina/ Mudry, Pierre-Antoine/ Andries, Alin Marius: Stress-testing for portfolios of commodity futures. In: Economic Modelling2015 (50): 9-18 https://doi.org/10.1016/j.econmod.2015.06.005 🔗
  • Daviou, Agustín/ Paraschiv, Florentina: Investor Behavior under Changing MarketVolatility. In: The Journal of Investing2014 (23, 2): 96-113 https://doi.org/10.3905/joi.2014.23.2.096 🔗
  • Kovacevic, Raimund M./ Paraschiv, Florentina: Medium-term planning for thermal electricity production. In: OR Spectrum2014 (36, 3): 723-759 https://doi.org/10.1007/s00291-013-0340-9 🔗
  • Paraschiv, Florentina/ Erni, David/ Pietsch, Ralf: The impact of renewable energies on EEX day-ahead electricity prices. In: Energy Policy2014 (73): 196-210 https://doi.org/10.1016/j.enpol.2014.05.004 🔗
  • Paraschiv, Florentina: Adjustment Policy of Deposit Rates in the Case of Swiss Non-maturing Savings Accounts. In: Journal of Applied Finance & Banking2013 (3, 3): 271-323 🔗
  • Paraschiv, Florentina: Modeling non-maturing savings volumes. In: Economics and Finance Review2012 (2, 5): 100-105 🔗

    • Monographie
  • Paraschiv, Florentina: Modeling client rates and volumes of the non-maturing savings accounts. Haupt Verlag, Bern, 2011. 🔗
  • Paraschiv, Florentina: Creare si deturnare de comert ca urmare a extinderii Uniunii Europene - analiza econometrica. Editura Lumen, 2006. 🔗

    • Buchbeiträge
  • Westgaard, Sjur/ Paraschiv, Florentina/ Lassesen, Lina et al.: Forecasting Price Distributions in the German Electricity Market. In: International Financial Markets. Routledge, 2019: 11-35. https://doi.org/10.4324/9781315162775-2 🔗
  • Paraschiv, Florentina/ Schürle, Michael: Replication of non-maturing products in a low interest rate environment. In: Bohn, Andreas; Elkenbracht-Huizing, Marije (Hrsg): The Handbook of Asset and Liability Management in Banking. Risk Books, 2018: 191-236. 🔗
  • Mudry, Pierre-Antoine/ Paraschiv, Florentina: Stress-Testing for Portfolios of Commodity Futures with Extreme Value Theory and Copula Functions. In: Computational Management Science. Springer, : 17-22. https://doi.org/10.1007/978-3-319-20430-7_3 🔗
  • Paraschiv, Florentina/ Frauendorfer, Karl/ Çelik, Gamze: Joint dynamics of European and American oil prices. In: M. Prokopczuk (Hrsg): Energy Pricing Models: Recent Advances, Methods, and Tools. Palgrave Macmillan US, 2014: 43-95. https://doi.org/10.1007/978-1-137-37027-3_3 🔗
  • Paraschiv, Florentina: Price Dynamics in Electricity Markets. In: Kovacevic R., Pflug G., Vespucci M. (Hrsg): Handbook of Risk Management in Energy Production and Trading. International Series in Operations Research & Management. Springer US, Boston, MA, 2013: 47-69. https://doi.org/10.1007/978-1-4614-9035-7_3 🔗
  • Paraschiv, Florentina/ Schürle, Michael: Optimizing risk and return of non-maturing products by dynamic replication. In: Andreas Bohn; Marije Elkenbracht-Huizing (Hrsg): The Handbook of Asset and Liability Management in Banking. Risk Books, 2013: 139-185. 🔗

    • Konferenzvorträge und -veröffentlichungen mit peer-review
  • Fleten, Stein-Erik/ Paraschiv, Florentina: Editorial. In: Computational Management Science2020, 17, 2, 161-162. 2020. https://doi.org/10.1007/s10287-020-00372-7 🔗

    • Konferenzvorträge und -veröffentlichungen
  • Paraschiv, Florentina (2019): Econometrics of Intraday Electricity Prices. 🔗

    • Andere Publikationstypen
  • Paraschiv, Florentina: Random field models for energy forwards. 2017. 🔗
  • Paraschiv, Florentina/ Frauendorfer, Karl/ Schürle, Michael: Cross-border effects of the German electricity marketfundamentals on the Swiss electricity prices. 2016. 🔗