FreiDok plus

Forschungsberichte aus FreiDok plus

Publikationslisten aus FreiDok plus





Publication list Freidok plus for 2017 - 2025

General information

Florentina Paraschiv

Research papers

    Scientific articles with 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
  • 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

  • Parts of a book

  • 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.

  • Conference speech / publication with peer review

  • Fleten, Stein-Erik/ Paraschiv, Florentina: Editorial. In: Computational Management Science, 2020, 17, 2, 161-162. 2020.

  • Conference speech / publication

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

  • Other publication types

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