Double-Reservoir Deep Echo State Network Architecture for short-term Electricity Demand Forecasting. DOI: 10.1109/EEM54602.2022.9921048. In 2022 18th International Conference on the European Energy Market (EEM) - ISBN: 978-1-6654-0896-7. In INTERNATIONAL CONFERENCE ON THE EUROPEAN ENERGY MARKET vol. 2022-September, Sinha, N.; Lucheroni, C., 2022
Internal hedging of intermittent renewable power generation and optimal portfolio selection. DOI: 10.1007/s10479-019-03221-2. In ANNALS OF OPERATIONS RESEARCH vol. 299, Lucheroni, Carlo; Mari, Carlo, 2019
Scenario generation and probabilistic forecasting analysis of spatio-temporal wind speed series with multivariate autoregressive volatility models. DOI: 10.1016/j.apenergy.2019.02.015. In APPLIED ENERGY vol. 239, Lucheroni, Carlo; Boland, John; Ragno, Costantino, 2019
Optimal Integration of Intermittent Renewables: A System LCOE Stochastic Approach. DOI: 10.3390/en11030549. In ENERGIES vol. 11 (3), Lucheroni, Carlo; Mari, Carlo, 2018
Optimal Integration of Intermittent Renewables: A System LCOE Stochastic Approach. DOI: 10.3390/en11030549. In ENERGIES vol. 11 (3), Lucheroni, Carlo; Mari, Carlo, 2018
Truncated Gaussian Hidden Markov Models and Wind Speed Spatio-Temporal Series. DOI: 10.1109/EEM.2018.8469909. In 15th International Conference on the European Energy Market, EEM 2018 - ISBN: 978-1-5386-1488-4, Lucheroni, Carlo; Boland, John; Ragno, Costantino, 2018
Modeling of wind speed spatio-temporal series by multivariate-GARCH and copula/GARCH models. DOI: 10.1109/EEM.2017.7982030. In 14th International Conference on the European Energy Market, EEM 2017 - ISBN: 978-1-5090-5499-2. In INTERNATIONAL CONFERENCE ON THE EUROPEAN ENERGY MARKET, Lucheroni, Carlo; Ragno, Costantino, 2017
CO2 volatility impact on energy portfolio choice: A fully stochastic LCOE theory analysis. DOI: 10.1016/j.apenergy.2016.12.125. In APPLIED ENERGY vol. 190, Lucheroni, Carlo; Mari, Carlo, 2017
Spikes and antispikes in electricity continuous time price models. DOI: 10.1109/EEM.2016.7521242. In 13th International Conference on the European Energy Market, EEM 20016 - ISBN: 978-1-5090-1298-5, Lucheroni, Carlo; Mari, Carlo, 2016
Thermal and Nuclear Energy Portfolio Selection using stochastic LCOE risk measures. In 12th Workshop on Stochastic Models, Statistics and their Applications - Booklet of abstracts. Information for participants. - ISBN: 9788393722020, Lucheroni, Carlo; Mari, Carlo, 2015
Stochastic LCOE for Optimal Electricity Generation Portfolio Selection. DOI: 10.1109/EEM.2014.6861243. In 11th International Conference on the European Energy Market (EEM14) - ISBN: 9781479960941. In INTERNATIONAL CONFERENCE ON THE EUROPEAN ENERGY MARKET, Lucheroni, Carlo; C., Mari, 2014
Spikes, antispikes and thresholds in electricity logprices 2013 10th International Conference on the European Energy Market (EEM). DOI: 10.1109/EEM.2013.6607379. In 2013 10th International Conference on the European Energy Market (EEM) - ISBN: 9781479920082, Lucheroni, Carlo, 2013
Panel modelling of electricity prices: Linear and nonlinear regression approaches2013 10th International Conference on the European Energy Market (EEM). DOI: 10.1109/EEM.2013.6607303. In 2013 10th International Conference on the European Energy Market (EEM) - ISBN: 9781479920082, Lucheroni, Carlo; DE LEONE, Renato, 2013
A Hybrid SETARX Model for Spikes in Tight Electricity Markets. DOI: 10.5277/ord120102. In OPERATIONS RESEARCH AND DECISIONS vol. 22 (1), Lucheroni, Carlo, 2012
Calibration of a SAS (spike-antispike) SETARX model for electricity prices. DOI: 10.1109/EEM.2012.6254740. In Proceedings of EEM 2012 (9th InternationalConference on the European Energy Market) - ISBN: 9781467308342, Lucheroni, Carlo, 2012
TARX models for spikes and antispikes in electricity markets. DOI: 10.1109/EEM.2010.5558724. In Proceedings of Energy Market (EEM), 2010 7th International Conference on the European - ISBN: 9781424468386, Lucheroni, Carlo, 2010
Stochastic Models of Resonating Markets. DOI: 10.1007/s11403-009-0058-6. In JOURNAL OF ECONOMIC INTERACTION AND COORDINATION vol. 5 (1), Lucheroni, Carlo, 2010
A Resonating Model for the Power Market and its Calibration. DOI: 10.1109/EEM.2009.5207157. In Proceedings of EEM 2009 (6th InternationalConference on the European Energy Market) - ISBN: 9781424444540, Lucheroni, Carlo, 2009
Resonating models for the electric power market. DOI: 10.1103/PhysRevE.76.056116. In PHYSICAL REVIEW E, STATISTICAL, NONLINEAR, AND SOFT MATTER PHYSICS vol. 62, Lucheroni, Carlo, 2007
