activity
20142026
most citedWell-posedness of a reaction-diffusion model with stochastic dynamical boundary conditions

2 citations · 4 across the 10 of their papers we have counts for

collaborators
Showing 2019Show all

1 paper · 1 filter

stat.AP2019★ 2 cited

A fractional Brownian -- Hawkes model for the Italian electricity spot market: estimation and forecasting

Luca M. Giordano, Daniela Morale

We propose a model for the description and the forecast of the gross prices of electricity in the liberalized Italian energy market via an additive two-factor model driven by both…