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Florentina Paraschiv

Wissenschaftliche Publikationen

    Wissenschaftliche Artikel mit peer-review

  • Halser, Christoph/ Paraschiv, Florentina: Pathways to Overcoming Natural Gas Dependency on Russia—The German Case. In: Energies, 2022 (15, 14): 4939
  • 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 Journal, 2022 (44, 4): online
  • Paraschiv, Florentina/ Wei, Li: Modelling the evolution of wind and solar power infeed forecasts. In: Journal of Commodity Markets, 2022 (25): 100189
  • Paraschiv, Florentina/ Wei, Li/ Sermpinis, Georgios: A Data-driven Explainable Case-based Reasoning Approach for Financial Risk Detection. In: Quantitative Finance (RQUF),
  • 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 Economics, 2022 (59): 967-1004
  • 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 Sciences, 2021 (379, 2202): 20190624
  • Kremer, Marcel/ Kiesel, Rüdiger/ Paraschiv, Florentina: Intraday Electricity Pricing of Night Contracts. In: Energies, 2020 (13, 17): 4501
  • Paraschiv, Florentina/ Mohamad, Dima: The Nuclear Power Dilemma—Between Perception and Reality. In: Energies, 2020 (13, 22): 6074
  • Paraschiv, Florentina/ Reese, Stine Marie/ Ringkjøb Skjelstad, Margrethe: Portfolio stress testing applied to commodity futures. In: Computational Management Science, 2020 (17, 2): 203-240
  • Kiesel, Rüdiger/ Paraschiv, Florentina/ Sætherø, Audun: On the construction of hourly price forward curves for electricity prices. In: Computational Management Science, 2019 (16, 1-2): 345-369
  • Benth, Fred Espen/ Paraschiv, Florentina: A space-time random field model for electricity forward prices. In: Journal of Banking & Finance, 2018 (95): 203-216
  • Frauendorfer, Karl/ Paraschiv, Florentina/ Schürle, Michael: Cross-Border Effects on Swiss Electricity Prices in the Light of the Energy Transition. In: Energies, 2018 (11, 9): 2188
  • 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: Energy, 2018 (154): 277-288
  • 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 Markets, 2017 (6): 66-87
  • Kiesel, Rüdiger/ Paraschiv, Florentina: Econometric analysis of 15-minute intraday electricity prices. In: Energy Economics, 2017 (64): 77-90
  • Hagfors, Lars Ivar/ Kamperud, Hilde Hørthe/ Paraschiv, Florentina et al.: Prediction of extreme price occurrences in the German day-ahead electricity market. In: Quantitative Finance, 2016 (16, 12): 1929-1948
  • 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 Sustainability, 2016 (1): 32
  • Keles, Dogan/ Scelle, Jonathan/ Paraschiv, Florentina et al.: Extended forecast methods for day-ahead electricity spot prices applying artificial neural networks. In: Applied Energy, 2016 (162): 218-230
  • Paraschiv, Florentina/ Hadzi-Mishev, Risto/ Keles, Dogan: Extreme value theory for heavy tails in electricity prices. In: The Journal of Energy Markets, 2016 (9, 2): 21-50
  • Paraschiv, Florentina/ Fleten, Stein-Erik/ Schürle, Michael: A spot-forward model for electricity prices with regime shifts. In: Energy Economics, 2015 (47): 142-153
  • Paraschiv, Florentina/ Mudry, Pierre-Antoine/ Andries, Alin Marius: Stress-testing for portfolios of commodity futures. In: Economic Modelling, 2015 (50): 9-18
  • Daviou, Agustín/ Paraschiv, Florentina: Investor Behavior under Changing MarketVolatility. In: The Journal of Investing, 2014 (23, 2): 96-113
  • Kovacevic, Raimund M./ Paraschiv, Florentina: Medium-term planning for thermal electricity production. In: OR Spectrum, 2014 (36, 3): 723-759
  • Paraschiv, Florentina/ Erni, David/ Pietsch, Ralf: The impact of renewable energies on EEX day-ahead electricity prices. In: Energy Policy, 2014 (73): 196-210
  • Paraschiv, Florentina: Adjustment Policy of Deposit Rates in the Case of Swiss Non-maturing Savings Accounts. In: Journal of Applied Finance & Banking, 2013 (3, 3): 271-323
  • Paraschiv, Florentina: Modeling non-maturing savings volumes. In: Economics and Finance Review, 2012 (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: (Hrsg): International Financial Markets. Routledge, , 2019: 11-35.
  • 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: (Hrsg): Computational Management Science. Springer, , : 17-22.
  • 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.
  • 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.
  • 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 Science, 2020, 17, 2, 161-162. 2020.

  • 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. 🔗