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Giovanni Masala
Giovanni Masala
Dipartimento di Scienze economiche e aziendali - Università di Cagliari
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Quantifying reputational effects for publicly traded financial institutions
G Cannas, G Masala, M Micocci
Journal of Financial Transformation 27, 76-81, 2009
302009
Advanced operational risk modelling in banks and insurance companies
C Angela, R Bisignani, G Masala, M Micocci
Investment Management and Financial Innovations, 73-83, 2009
262009
A geometrical interpretation of the shape invariant for geodesic triangles in complex projective spaces
T Hangan, G Masala
Geometriae Dedicata 49, 129-134, 1994
251994
Reputational effects of operational risk events for financial institutions
M Micocci, G Masala, G Cannas, G Flore
Cagliari, Italy: University of Cagliari, 2009
232009
Earthquakes occurrences estimation through a parametric semi-Markov approach
G Masala
Journal of Applied Statistics 39 (1), 81-96, 2012
202012
Performance estimation of photovoltaic energy production
L Casula, G D’Amico, G Masala, F Petroni
Letters in Spatial and Resource Sciences 13 (3), 267-285, 2020
182020
Pension fund risk management: Financial and actuarial modeling
M Micocci, GN Gregoriou, GB Masala
CRC press, 2010
162010
Managing wind power generation via indexed semi-markov model and copula
G D’Amico, G Masala, F Petroni, RA Sobolewski
Energies 13 (16), 4246, 2020
132020
Backtesting value at risk estimation with non gaussian marginals
M Micocci, GB Masala
Proceedings of the IME 2004 International Congress, 2004
112004
Survival probabilities for HIV infected patients through semi-Markov processes
G Masala, G Cannas, M Micocci
Biometrical Letters 51 (1), 13-36, 2014
102014
Electricity derivatives: an application to the futures Italian market
L Casula, G Masala
Empirical Economics 61 (2), 637-666, 2021
92021
Manuale di Matematica finanziaria
M Micocci, GB Masala
Carocci, 2012
92012
Performance estimation of a wind farm with a dependence structure between electricity price and wind speed
L Casula, G D'Amico, G Masala, F Petroni
The World Economy 43 (10), 2803-2822, 2020
82020
Hedging wind power risk exposure through weather derivatives
G Masala, M Micocci, A Rizk
Energies 15 (4), 1343, 2022
62022
Electricity load modeling: an application to Italian market
G Masala, S Marica
Investment management and financial innovations, 35-46, 2015
62015
Wind time series simulation with underlying semi-Markov model: An application to weather derivatives
G Masala
Journal of Statistics and Management Systems 17 (3), 285-300, 2014
62014
Rainfall derivatives pricing with an underlying semi-Markov model for precipitation occurrences
G Masala
Stochastic environmental research and risk assessment 28, 717-727, 2014
62014
Hurricane Lifespan Modeling through a Semi‐Markov Parametric Approach
G Masala
Journal of Forecasting 32 (4), 369-384, 2013
62013
Using phase type distributions for modelling HIV disease progression
L Garg, G Masala, SI McClean, M Micocci, G Cannas
2012 25th IEEE International Symposium on Computer-Based Medical Systems …, 2012
62012
Advanced models for the quantification of operational risk in financial institutions under the loss distribution approach
C Angela, GB Masala, M Micocci
Journal of Financial Transformation 22, 100-105, 2008
62008
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Artikelen 1–20