Wissenschaftliche Publikationen

Wissenschaftliche Artikel mit peer-review

• Halser, C., Keles, D., & Paraschiv, F. (2025). Saving gas through cross-border renewable and nuclear electricity generation. Environmental Research Letters, 20(2), 024035. https://doi.org/10.1088/1748-9326/ada4c1 🔗
• Paraschiv, F., Anderer, B., & Ayari, R. (2024). Gone with the Wind? An Assessment of Germany’s Onshore Wind Industry Amid Rising Chinese Competition. Sustainability, 16(24), 10948. https://doi.org/10.3390/su162410948 🔗
• Paraschiv, F., Schmid, H., Schmitz, M., Dünwald, V., & Groos, E. (2024). The Interplay Between China’s Regulated and Voluntary Carbon Markets and Its Influence on Renewable Energy Development—A Literature Review. Energies, 17(22), 5587. https://doi.org/10.3390/en17225587 🔗
• Halser, C., Paraschiv, F., & Russo, M. (2023). Oil-gas price relationships on three continents: Disruptions and equilibria. Journal of Commodity Markets, 31, 100347. https://doi.org/10.1016/j.jcomm.2023.100347 🔗
• Ongena, S., Paraschiv, F., & Reite, E. J. (2023). Counteroffers and Price Discrimination in Mortgage Lending. Journal of Empirical Finance, 74, 101431. https://doi.org/10.1016/j.jempfin.2023.101431 🔗
• Victoria, B., Ongena, S., Paraschiv, F., & Reite, E. J. (2023). Back to the roots of internal credit risk models: Does risk explain why banks’ risk-weighted asset levels converge over time? Journal of Banking & Finance, 156, 106992. https://doi.org/10.1016/j.jbankfin.2023.106992 🔗
• Halser, C., & Paraschiv, F. (2022). Pathways to Overcoming Natural Gas Dependency on Russia—The German Case. Energies, 15(14), 4939. https://doi.org/10.3390/en15144939 🔗
• Mas Urquijo, I., & Paraschiv, F. (2022). Cross-border Effects between the Spanish and French Electricity Markets: Asymmetric Dynamics and Benefits in the Light of European Market Integration. The Energy Journal, 44(4), online. https://doi.org/10.5547/01956574.44.4.imas 🔗
• Paraschiv, F., & Wei, L. (2022). Modelling the evolution of wind and solar power infeed forecasts. Journal of Commodity Markets, 25, 100189. https://doi.org/10.1016/j.jcomm.2021.100189 🔗
• Paraschiv, F., Wei, L., & Sermpinis, G. (2022). A Data-driven Explainable Case-based Reasoning Approach for Financial Risk Detection. Quantitative Finance (RQUF), 22(12), 2257–2274. https://doi.org/10.1080/14697688.2022.2118071 🔗
• Wahlstrøm, R. R., Paraschiv, F., & Schürle, M. (2022). A Comparative Analysis of Parsimonious Yield Curve Models with Focus on the Nelson-Siegel, Svensson and Bliss Versions. Computational Economics, 59, 967–1004. https://doi.org/10.1007/s10614-021-10113-w 🔗
• Kremer, M., Kiesel, R., & Paraschiv, F. (2021). An econometric model for intraday electricity trading. Philosophical Transactions of the Royal Society A: Mathematical, Physical and Engineering Sciences, 379(2202), 20190624. https://doi.org/10.1098/rsta.2019.0624 🔗
• Kremer, M., Kiesel, R., & Paraschiv, F. (2020). Intraday Electricity Pricing of Night Contracts. Energies, 13(17), 4501. https://doi.org/10.3390/en13174501 🔗
• Paraschiv, F., & Mohamad, D. (2020). The Nuclear Power Dilemma—Between Perception and Reality. Energies, 13(22), 6074. https://doi.org/10.3390/en13226074 🔗
• Paraschiv, F., Reese, S. M., & Ringkjøb Skjelstad, M. (2020). Portfolio stress testing applied to commodity futures. Computational Management Science, 17(2), 203–240. https://doi.org/10.1007/s10287-020-00370-9 🔗
• Kiesel, R., Paraschiv, F., & Sætherø, A. (2019). On the construction of hourly price forward curves for electricity prices. Computational Management Science, 16(1-2), 345–369. https://doi.org/10.1007/s10287-018-0300-6 🔗
• Benth, F. E., & Paraschiv, F. (2018). A space-time random field model for electricity forward prices. Journal of Banking & Finance, 95, 203–216. https://doi.org/10.1016/j.jbankfin.2017.03.018 🔗
• Frauendorfer, K., Paraschiv, F., & Schürle, M. (2018). Cross-Border Effects on Swiss Electricity Prices in the Light of the Energy Transition. Energies, 11(9), 2188. https://doi.org/10.3390/en11092188 🔗
• Spada, M., Paraschiv, F., & Burgherr, P. (2018). A comparison of risk measures for accidents in the energy sector and their implications on decision-making strategies. Energy, 154, 277–288. https://doi.org/10.1016/j.energy.2018.04.110 🔗
• Aepli, M. D., Füss, R., Henriksen, T. E. S., & Paraschiv, F. (2017). Modeling the multivariate dynamic dependence structure of commodity futures portfolios. Journal of Commodity Markets, 6, 66–87. https://doi.org/10.1016/j.jcomm.2017.05.002 🔗
• Kiesel, R., & Paraschiv, F. (2017). Econometric analysis of 15-minute intraday electricity prices. Energy Economics, 64, 77–90. https://doi.org/10.1016/j.eneco.2017.03.002 🔗
• Hagfors, L. I., Kamperud, H. H., Paraschiv, F., Prokopczuk, M., Sator, A., & Westgaard, S. (2016). Prediction of extreme price occurrences in the German day-ahead electricity market. Quantitative Finance, 16(12), 1929–1948. https://doi.org/10.1080/14697688.2016.1211794 🔗
• Hagfors, L. I., Paraschiv, F., Molnar, P., & Westgaard, S. (2016). Using quantile regression to analyze the effect of renewables on EEX price formation. Renewable Energy and Environmental Sustainability, 1, 32. https://doi.org/10.1051/rees/2016036 🔗
• Keles, D., Scelle, J., Paraschiv, F., & Fichtner, W. (2016). Extended forecast methods for day-ahead electricity spot prices applying artificial neural networks. Applied Energy, 162, 218–230. https://doi.org/10.1016/j.apenergy.2015.09.087 🔗
• Paraschiv, F., Hadzi-Mishev, R., & Keles, D. (2016). Extreme value theory for heavy tails in electricity prices. The Journal of Energy Markets, 9(2), 21–50. https://doi.org/10.21314/JEM.2016.141 🔗
• Paraschiv, F., Fleten, S.-E., & Schürle, M. (2015). A spot-forward model for electricity prices with regime shifts. Energy Economics, 47, 142–153. https://doi.org/10.1016/j.eneco.2014.11.003 🔗
• Paraschiv, F., Mudry, P.-A., & Andries, A. M. (2015). Stress-testing for portfolios of commodity futures. Economic Modelling, 50, 9–18. https://doi.org/10.1016/j.econmod.2015.06.005 🔗
• Daviou, A., & Paraschiv, F. (2014). Investor Behavior under Changing MarketVolatility. The Journal of Investing, 23(2), 96–113. https://doi.org/10.3905/joi.2014.23.2.096 🔗
• Kovacevic, R. M., & Paraschiv, F. (2014). Medium-term planning for thermal electricity production. OR Spectrum, 36(3), 723–759. https://doi.org/10.1007/s00291-013-0340-9 🔗
• Paraschiv, F., Erni, D., & Pietsch, R. (2014). The impact of renewable energies on EEX day-ahead electricity prices. Energy Policy, 73, 196–210. https://doi.org/10.1016/j.enpol.2014.05.004 🔗
• Paraschiv, F. (2013). Adjustment Policy of Deposit Rates in the Case of Swiss Non-maturing Savings Accounts. Journal of Applied Finance & Banking, 3(3), 271–323. 🔗
• Paraschiv, F. (2012). Modeling non-maturing savings volumes. Economics and Finance Review, 2(5), 100–105. 🔗

Monographie

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

Buchbeiträge

• Halser, C., & Paraschiv, F. (2024). Fuelling the Energy Transition: The Effect of German Wind and PV Electricity Infeed on TTF Gas Prices. In Quantitative Energy Finance (pp. 135–179). Springer Nature Switzerland. https://doi.org/10.1007/978-3-031-50597-3_4 🔗
• Westgaard, S., Paraschiv, F., Lassesen, L., Naustdal, I., & Ronald, M. (2019). Forecasting Price Distributions in the German Electricity Market. In International Financial Markets (pp. 11–35). Routledge. https://doi.org/10.4324/9781315162775-2 🔗
• Paraschiv, F., & Schürle, M. (2018). Replication of non-maturing products in a low interest rate environment. In The Handbook of Asset and Liability Management in Banking (pp. 191–236). Risk Books. 🔗
• Mudry, P.-A., & Paraschiv, F. (2016). Stress-Testing for Portfolios of Commodity Futures with Extreme Value Theory and Copula Functions. In Lecture Notes in Economics and Mathematical Systems (pp. 17–22). Springer International Publishing. https://doi.org/10.1007/978-3-319-20430-7_3 🔗
• Paraschiv, F., Frauendorfer, K., & Çelik, G. (2014). Joint dynamics of European and American oil prices. In Energy Pricing Models: Recent Advances, Methods, and Tools (pp. 43–95). Palgrave Macmillan US. https://doi.org/10.1007/978-1-137-37027-3_3 🔗
• Paraschiv, F. (2013). Price Dynamics in Electricity Markets. In Handbook of Risk Management in Energy Production and Trading. International Series in Operations Research & Management (pp. 47–69). Springer US. https://doi.org/10.1007/978-1-4614-9035-7_3 🔗
• Paraschiv, F., & Schürle, M. (2013). Optimizing risk and return of non-maturing products by dynamic replication. In The Handbook of Asset and Liability Management in Banking (pp. 139–185). Risk Books. 🔗

Konferenzvorträge und -veröffentlichungen mit peer-review

• Fleten, S.-E., & Paraschiv, F. (2020). Editorial. Computational Management Science, 17(2), 161–162. https://doi.org/10.1007/s10287-020-00372-7 🔗

Konferenzvorträge und -veröffentlichungen

• Paraschiv, F. (2019). Econometrics of Intraday Electricity Prices. 🔗

Andere Publikationstypen

• Paraschiv, F. (2017). Random field models for energy forwards. 🔗
• Paraschiv, F., Frauendorfer, K., & Schürle, M. (2016). Cross-border effects of the German electricity marketfundamentals on the Swiss electricity prices. 🔗