Foto del docente

Silvia Romagnoli

Full Professor

Department of Statistical Sciences "Paolo Fortunati"

Academic discipline: STAT-04/A Mathematical Methods for Economy, Finance and Actuarial Sciences

Director of Second Cycle Degree in Greening Energy Market and Finance

Publications

silvia romagnoli; omid razavi zadeh, Financing Sustainable Energy Transition with Algorithmic Energy Tokens, «ENERGY ECONOMICS», 2024, 132, Article number: 107420 , pp. 1 - 13 [Scientific article]Open Access

silvia romagnoli; nicola bartolini; abdul rafay, Hedging the Financial Risk of Water Scarcity: The Use of Weather Derivatives, in: Modern Concepts and Practices of Climate Finance, Pennsylvania, IGI GLOBAL, 2024, pp. 1 - 44 [Chapter or essay]

Romagnoli, Silvia; Rossi, Pietro; Ozkan, Seben, A Novel Approach to Rating SMEs' Environmental Performance: Bridging the ESG Gap, «ECOLOGICAL INDICATORS», 2023, 157, Article number: 111151 , pp. 1 - 15 [Scientific article]Open Access

Bernardi E.; Ritelli D.; Romagnoli S., Fuzzy Esscher changes of measure and copula invariance in Lévy markets, «FUZZY SETS AND SYSTEMS», 2023, 466, Article number: 108466 , pp. 1 - 25 [Scientific article]Open Access

Martiradonna, M.; Romagnoli, S.; Santini, A., The beneficial role of green bonds as a new strategic asset class: Dynamic dependencies, allocation and diversification before and during the pandemic era, «ENERGY ECONOMICS», 2023, 120, Article number: 106587 , pp. 1 - 17 [Scientific article]Open Access

Baschetti, Fabio; Bormetti, Giacomo; Romagnoli, Silvia; Rossi, Pietro, The SINC way: a fast and accurate approach to Fourier pricing, «QUANTITATIVE FINANCE», 2022, 22, pp. 427 - 446 [Scientific article]Open Access

silvia romagnoli; enrico bernardi, A distorted copula-based evolution model: risks’ aggregation in a Bonus–Malus migration system, «SOFT COMPUTING», 2021, 25, pp. 11845 - 11863 [Scientific article]Open Access

giacomo maria bressan; silvia romagnoli, Climate risks and weather derivatives: A copula-based pricing model, «JOURNAL OF FINANCIAL STABILITY», 2021, 54, Article number: 100877 , pp. 1 - 17 [Scientific article]

Silvia Romagnoli; Enrico Bernardi, Counting Statistics for Dependent Random Events. With a focus on Finance., Cham, Springer, 2021, pp. 206 . [Research monograph]

Romagnoli Silvia, A vague multidimensional dependency structure: conditional versus unconditional fuzzy copula models, «INFORMATION SCIENCES», 2020, 512, pp. 1202 - 1213 [Scientific article]

Barbi, M.; Geman, H.; Romagnoli, S.;, Diamonds and Precious Metals for Reduction of Portfolio Tail Risk, «APPLIED ECONOMICS», 2020, 52, pp. 2841 - 2861 [Scientific article]Open Access

Silvia Romagnoli; Enrico Bernardi; Matteo Doti, The impact of the dependence structure in risk management: a focus on credit-risk, «INTERNATIONAL JOURNAL OF GENERAL SYSTEMS», 2019, 48, pp. 335 - 361 [Scientific article]

Silvia Romagnoli, Measure-invariance of copula functions as tool for testing no-arbitrage assumption, «JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS», 2018, 338, pp. 80 - 90 [Scientific article]

Massimiliano Barbi; Silvia Romagnoli, Skewness, Basis Risk, and Optimal Futures Demand, «INTERNATIONAL REVIEW OF ECONOMICS & FINANCE», 2018, 58, pp. 14 - 29 [Scientific article]

Romagnoli, Silvia; Santoro, Simona, Interest Rates Term Structure under Ambiguity, «RISKS», 2017, 5, pp. 1 - 29 [Scientific article]