In the last years has been doing research on dynamic models and econometrics of electricity prices, developing and estimating nonlinear stochastic continuous-time and discrete-time systems of equations to model jointly spikes and other mean reversions, typical of electricity prices. He is currently working on risk measures applied to the choice of optimal energy investment portfolios, and on machine learning techiques to model atmospehric phenomena linked to renewable energy production. He is also interested in Monetary Economics. |
Home > Our speakers >