61 citations · 82 across the 7 of their papers we have counts for
9 papers
Hybrid Models for Short-Term Sea-Level Forecasting
Pierdomenico Duttilo, Francesco Lisi
Accurate tide forecasts are essential for coastal management, navigation, flood-risk reduction, and infrastructure protection. Observed sea level can be decomposed into astronomica…
Carbon cost pass-through rate in power system: evidence from Italy under the EU ETS
Pierdomenico Duttilo, Francesco Lisi
This paper investigates the impact of carbon pricing under the EU Emissions Trading System (EU ETS) on the Italian electricity market, focusing on the carbon cost pass-through rate…
The effect of a new power interconnector on energy prices volatility: the case of Sicily
Francesco Lisi, Pierdomenico Duttilo, Marina Bertolini
Integrating energy islands into the European electricity market is a key challenge for the energy transition. This study investigates the impact of the Sorgente-Rizziconi interconn…
Short-term CO2 emissions forecasting: insight from the Italian electricity market
Pierdomenico Duttilo, Francesco Lisi
This study investigates the short-term forecasting of carbon emissions from electricity generation in the Italian power market. Using hourly data from 2021 to 2023, several statist…
Constrained mixtures of generalized normal distributions
Pierdomenico Duttilo, Stefano Antonio Gattone, Alfred Kume
This work introduces a family of univariate constrained mixtures of generalized normal distributions (CMGND) where the location, scale, and shape parameters can be constrained to b…
Evaluating the resilience of ESG investments in European Markets during turmoil periods
Barbara Iannone, Pierdomenico Duttilo, Stefano Antonio Gattone
This study investigates the resilience of Environmental, Social, and Governance (ESG) investments during periods of financial instability, comparing them with traditional equity in…
Accounting carbon emissions from electricity generation: a review and comparison of emission factor-based methods
Marina Bertolini, Pierdomenico Duttilo, Francesco Lisi
Accurate estimation of greenhouse gas (GHG) is essential to meet carbon neutrality targets, particularly through the calculation of direct CO2 emissions from electricity generation…
Enhancing parameter estimation in finite mixture of generalized normal distributions
Pierdomenico Duttilo, Stefano Antonio Gattone
Mixtures of generalized normal distributions (MGND) have gained popularity for modelling datasets with complex statistical behaviours. However, the estimation of the shape paramete…
Modelling financial returns with mixtures of generalized normal distributions
Pierdomenico Duttilo
This PhD Thesis presents an investigation into the analysis of financial returns using mixture models, focusing on mixtures of generalized normal distributions (MGND) and their ext…