All Stories

  1. A fuzzy-and-fair framework for solar irradiance modeling and derivative pricing: Bridging photovoltaic production risk and climate-linked finance

    Article • Applied Energy, February 2026, Elsevier

    Professor Silvia Romagnoli

  2. Understanding climate risk in Europe: Are transition and physical risk priced in equity and fixed-income markets?

    Article • Journal of Empirical Finance, December 2025, Elsevier

    Professor Silvia Romagnoli

  3. A climate risk hedge? Investigating the exposure of green and non-green corporate bonds to climate risk

    Article • Energy Economics, September 2025, Elsevier

    Professor Silvia Romagnoli

  4. Water Shortage and Mitigation Solutions: A Focus on New Physical and Financial Hedging Tools

    Article • Journal of Futures Markets, July 2025, Wiley

    Professor Silvia Romagnoli

  5. ESG rating and ambiguity: an informative and distorted signal-based approach

    Article • Decisions in Economics and Finance, January 2025, Springer Science + Business Media

    Professor Silvia Romagnoli

  6. Hedging the Financial Risk of Water Scarcity

    Article • May 2024, IGI Global

    Professor Silvia Romagnoli

  7. Financing sustainable energy transition with algorithmic energy tokens

    Article • Energy Economics, April 2024, Elsevier

    Professor Silvia Romagnoli

  8. Fuzzy Esscher changes of measure and copula invariance in Lévy markets

    Article • Fuzzy Sets and Systems, August 2023, Elsevier

    Daniele Ritelli, Professor Silvia Romagnoli

  9. The beneficial role of green bonds as a new strategic asset class: Dynamic dependencies, allocation and diversification before and during the pandemic era

    Article • Energy Economics, April 2023, Elsevier

    Professor Silvia Romagnoli

  10. The SINC way: a fast and accurate approach to Fourier pricing

    Article • Quantitative Finance, September 2021, Taylor & Francis

    Professor Silvia Romagnoli

  11. A distorted copula-based evolution model: risks’ aggregation in a Bonus–Malus migration system

    Article • Soft Computing, June 2021, Springer Science + Business Media

    Professor Silvia Romagnoli

  12. A distorted copula-based evolution model: Risks’ aggregation in a Bonus-Malus migration system

    Article • June 2021, Springer Science + Business Media

    Professor Silvia Romagnoli

  13. A vague multidimensional dependency structure: Conditional versus Unconditional fuzzy copula models

    Article • Information Sciences, February 2020, Elsevier

    Professor Silvia Romagnoli

  14. Diamonds and precious metals for reduction of portfolio tail risk

    Article • Applied Economics, December 2019, Taylor & Francis

    Professor Silvia Romagnoli

  15. The impact of the dependence structure in risk management: a focus on credit-risk

    Article • International Journal of General Systems, February 2019, Taylor & Francis

    Professor Silvia Romagnoli

  16. Measure-invariance of copula functions as tool for testing no-arbitrage assumption

    Article • Journal of Computational and Applied Mathematics, August 2018, Elsevier

    Professor Silvia Romagnoli

  17. Skewness, basis risk, and optimal futures demand

    Article • International Review of Economics & Finance, March 2018, Elsevier

    Professor Silvia Romagnoli

  18. Interest Rates Term Structure under Ambiguity

    Article • Risks, September 2017, MDPI AG

    Professor Silvia Romagnoli

  19. Distorted Copula-Based Probability Distribution of a Counting Hierarchical Variable: A Credit Risk Application

    Article • International Journal of Information Technology & Decision Making, March 2016, World Scientific Pub Co Pte Lt

    Professor Silvia Romagnoli

  20. A hierarchical copula-based world-wide valuation of sovereign risk

    Article • Insurance Mathematics and Economics, March 2015, Elsevier

    Professor Silvia Romagnoli

  21. A copula-based hierarchical hybrid loss distribution

    Article • Statistics & Risk Modeling, January 2015, De Gruyter

    Professor Silvia Romagnoli

  22. Optimal corporate hedging using options with basis and production risk

    Article • The North American Journal of Economics and Finance, November 2014, Elsevier

    Professor Silvia Romagnoli

  23. A generalized approach to optimal hedging with option contracts

    Article • European Journal of Finance, February 2014, Taylor & Francis

    Professor Silvia Romagnoli

  24. A Copula-Based Quantile Risk Measure Approach to Estimate the Optimal Hedge Ratio

    Article • Journal of Futures Markets, April 2013, Wiley

    Professor Silvia Romagnoli

  25. Dynamic Copula Methods in Finance

    Article • November 2011, Wiley

    Professor Silvia Romagnoli

  26. Multivariate digital options with memory

    Article • European Journal of Finance, September 2011, Taylor & Francis

    Professor Silvia Romagnoli

  27. Computing the volume of a high-dimensional semi-unsupervised hierarchical copula

    Article • International Journal of Computer Mathematics, August 2011, Taylor & Francis

    Professor Silvia Romagnoli

  28. A copula-based model of speculative price dynamics in discrete time

    Article • Journal of Multivariate Analysis, July 2011, Elsevier

    Professor Silvia Romagnoli

  29. On the distribution of the (un)bounded sum of random variables

    Article • Insurance Mathematics and Economics, January 2011, Elsevier

    Professor Silvia Romagnoli

  30. THE DEPENDENCE STRUCTURE OF RUNNING MAXIMA AND MINIMA: RESULTS AND OPTION PRICING APPLICATIONS

    Article • Mathematical Finance, January 2010, Wiley

    Professor Silvia Romagnoli

  31. A Copula-Based Model for Spatial and Temporal Dependence of Equity Markets

    Article • January 2010, Springer Science + Business Media

    Professor Silvia Romagnoli

  32. Computing the Volume ofn-Dimensional Copulas

    Article • Applied Mathematical Finance, October 2009, Taylor & Francis

    Professor Silvia Romagnoli

  33. A Copula-Based Model of the Term Structure of CDO Tranches

    Article • January 2009, Springer Science + Business Media

    Professor Silvia Romagnoli

  34. A lattice model with incomplete information: A credit risk application

    Article • Statistics & Decisions, January 2008, De Gruyter

    Professor Silvia Romagnoli

  35. Robustness of the Black-Scholes approach in the case of options on several assets

    Article • Finance and Stochastics, May 2000, Springer Science + Business Media

    Professor Silvia Romagnoli