Concepedia

Andréa Roncoroni

AR

7

Publications

215

Citations

7

H-Index

2001

Active since

Affiliations

École Supérieure des Sciences Économiques et Commerciales(Current)

CY Cergy Paris Université

Università degli Studi del Piemonte Orientale “Amedeo Avogadro”

Andréa Roncoroni is an author at École Supérieure des Sciences Économiques et Commerciales specializing in business, finance, and economics.

Top concepts

BusinessFinanceEconomicsEconomic AnalysisEngineeringEconometricsAsset PricingFinancial EconomicsManagementSmart Grid

Publications per year

2001–2017

7

Publications

7

Understanding the Fine Structure of Electricity Prices*

Hélyette Geman, Andréa Roncoroni · The Journal of Business · 2006 · 66 citations · Full text

Power Market, Economics, Engineering +15

Analytical pricing of discretely monitored Asian-style options: Theory and application to commodity markets

Gianluca Fusai, Marina Marena, Andréa Roncoroni · Journal of Banking & Finance · 2008 · 54 citations

Commodity Markets, Economics, Option Pricing +11

A Class of Marked Point Processes for Modelling Electricity Prices

Hélyette Geman, Andréa Roncoroni · RePEc: Research Papers in Economics · 2003 · 23 citations

Engineering, Time Series Econometrics, Power Market +22

Change of numéraire for affine arbitrage pricing models driven by multifactor marked point processes

Andréa Roncoroni · RePEc: Research Papers in Economics · 2001 · 22 citations

Electricity forward curves with thin granularity: Theory and empirical evidence in the hourly EPEXspot market

Ruggero Caldana, Gianluca Fusai, Andréa Roncoroni · European Journal of Operational Research · 2017 · 19 citations

Power Market, Electrical Engineering, Economics +10

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