Concepedia

Marco Piccirilli

MP

3

Publications

68

Citations

3

H-Index

2018

Active since

Affiliations

University of Padua(Current)

Marco Piccirilli is an author at University of Padua specializing in financial engineering, business, and economics.

Top concepts

Publications per year

2018–2021

3

Publications

3

Mean-reverting additive energy forward curves in a Heath–Jarrow–Morton framework

Fred Espen Benth, Marco Piccirilli, Tiziano Vargiolu · Mathematics and Financial Economics · 2019 · 28 citations · Full text

, ,

Mean-reverting no-arbitrage additive models for forward curves in energy markets

Luca Latini, Marco Piccirilli, Tiziano Vargiolu · Energy Economics · 2018 · 27 citations

, , +10

Capturing the power options smile by an additive two-factor model for overlapping futures prices

Marco Piccirilli, Maren Diane Schmeck, Tiziano Vargiolu · Research Padua Archive (University of Padua) · 2021 · 13 citations

, , +10

Rows per page

1–3 of 3