The impact of renewable energies on EEX day-ahead electricity prices F Paraschiv, D Erni, R Pietsch Energy Policy 73, 196-210, 2014 | 338 | 2014 |
Extended forecast methods for day-ahead electricity spot prices applying artificial neural networks D Keles, J Scelle, F Paraschiv, W Fichtner Applied energy 162, 218-230, 2016 | 327 | 2016 |
Econometric analysis of 15-minute intraday electricity prices R Kiesel, F Paraschiv Energy Economics 64, 77-90, 2017 | 228 | 2017 |
A spot-forward model for electricity prices with regime shifts F Paraschiv, SE Fleten, M Schürle Energy Economics 47, 142-153, 2015 | 86 | 2015 |
Prediction of extreme price occurrences in the German day-ahead electricity market LI Hagfors, HH Kamperud, F Paraschiv, M Prokopczuk, A Sator, ... Quantitative finance 16 (12), 1929-1948, 2016 | 64 | 2016 |
Pathways to overcoming natural gas dependency on Russia—the German case C Halser, F Paraschiv Energies 15 (14), 4939, 2022 | 50 | 2022 |
Using quantile regression to analyze the effect of renewables on EEX price formation LI Hagfors, F Paraschiv, P Molnar, S Westgaard Renewable Energy and Environmental Sustainability 1, 32, 2016 | 39 | 2016 |
An econometric model for intraday electricity trading M Kremer, R Kiesel, F Paraschiv Philosophical Transactions of the Royal Society A 379 (2202), 20190624, 2021 | 34* | 2021 |
Modeling the multivariate dynamic dependence structure of commodity futures portfolios MD Aepli, R Füss, TES Henriksen, F Paraschiv Journal of commodity Markets 6, 66-87, 2017 | 30 | 2017 |
Price dynamics in electricity markets F Paraschiv Handbook of risk management in energy production and trading, 47-69, 2013 | 28 | 2013 |
Bankruptcy prediction of privately held SMEs using feature selection methods F Paraschiv, M Schmid, RR Wahlstrøm Available at SSRN 3911490, 2023 | 26 | 2023 |
A comparison of risk measures for accidents in the energy sector and their implications on decision-making strategies M Spada, F Paraschiv, P Burgherr Energy 154, 277-288, 2018 | 25 | 2018 |
On the construction of hourly price forward curves for electricity prices R Kiesel, F Paraschiv, A Sætherø Computational Management Science 16, 345-369, 2019 | 24 | 2019 |
A space-time random field model for electricity forward prices FE Benth, F Paraschiv Journal of Banking & Finance 95, 203-216, 2018 | 24 | 2018 |
Extreme value theory for heavy tails in electricity prices F Paraschiv, R Hadzi-Mishev, D Keles Journal of Energy Markets 9 (2), 2016 | 24 | 2016 |
Intraday electricity pricing of night contracts M Kremer, R Kiesel, F Paraschiv Energies 13 (17), 4501, 2020 | 23 | 2020 |
Stress-testing for portfolios of commodity futures F Paraschiv, PA Mudry, AM Andries Economic Modelling 50, 9-18, 2015 | 22 | 2015 |
Medium-term planning for thermal electricity production RM Kovacevic, F Paraschiv OR spectrum 36 (3), 723-759, 2014 | 22 | 2014 |
A comparative analysis of parsimonious yield curve models with focus on the Nelson-Siegel, Svensson and Bliss versions RR Wahlstrøm, F Paraschiv, M Schürle Computational Economics, 1-38, 2022 | 21 | 2022 |
Estimation and application of fully parametric multifactor quantile regression with dynamic coefficients F Paraschiv, DW Bunn, S Westgaard University of St. Gallen, School of Finance Research Paper, 2016 | 19 | 2016 |