Research papers

Scientific articles with 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 🔗



Parts of a book

• Halser, Christoph/ Paraschiv, Florentina: Fuelling the Energy Transition: The Effect of German Wind and PV Electricity Infeed on TTF Gas Prices. In: Quantitative Energy Finance. Springer Nature Switzerland, Cham, 2024: 135-179. https://doi.org/10.1007/978-3-031-50597-3_4 🔗
• 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. 🔗



Conference speech / publication with 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 🔗



Conference speech / publication

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



Other publication types

• Paraschiv, Florentina: Random field models for energy forwards. 2017. 🔗