Carlo Mari is full professor of Mathematical Finance at the Department of Management andBusiness Administration, University \G. D'Annunzio" of Chieti-Pescara. His research interests are mainly concerned with mathematical modelling of energy markets: stochastic models of electricity prices in deregulated markets; capital budgeting in the energy sector; stochastic models for the valuation of electricity generation costs from nuclear source, fossil fuels and from renewable sources; power generating portfolio optimization and hedging electricity price volatility; hedging financial risks in the renewable energy sector and valuing financial derivatives on renewable energies. He is author of numerous articles published on refereed international journals.
Some recent publications (1) C. Mari, The costs of generating electricity and the competitiveness of nuclear power, Progress in Nuclear Energy, (2014). (2) C. Mari, Hedging electricity price volatility using nuclear power, Applied Energy 103, (2014). (3) C. Mari, L. Canan_a, Markov switching of the electricity supply curve and power prices dynamics, Physica A 391, (2012). (4) C. Mari, L. Canan_a, Random prices and risk in electricity markets, International Journal of Risk Theory, 1 (2011). (5) C. Mari, On the costs of generating electricity from nuclear power, Economics and Policy of Energy and the Environment, 3 (2010). (6) C. Mari, D. Tondini, Regime switches induced by supply-demand equilibrium: a model for power-price dynamics, Physica A 389, (2010). (7) C. Mari, Random movements of power prices in competitive markets: a hybrid model approach, The Journal of Energy Markets 1 (2), (2008). (8) C. Mari, Modeling power prices in competitive markets, Nonlinear Phenomena in Complex Systems 11 (2), (2008). (9) A. De Sanctis, C. Mari, Modeling spikes in natural and social phenomena, Nonlinear Phenomena in Complex Systems, 11 (2), (2008). (10) A. De Sanctis, C. Mari, Modeling spikes in electricity markets using excitable dynamics, Physica A 384, (2007). (11) C. Mari, Regime-swithing characterization of electricity prices dynamics, Physica A 371, (2006). |

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