JOURNAL PAPERS AND BOOK CHAPTERS
Lisi F., Grossi L., Quaglia F. (2023), Evaluation of Cost-at-Risk related to the procurement of resources in the ancillary services market. The case of the Italian electricity market., Energy Economics, 121, 106625.
Lisi F., Grigoletto M. (2021), Modeling and simulating durations of professional tennis matches by resampling match features, Journal of Sport Analytics, 7 (2), 57-75.
Bernardi M., Lisi F. (2020), Point and Interval Forecasting of Zonal Electricity Prices and Demand Using Heteroscedastic Models: The IPEX Case, Energies, 13, 6191
Shah I., Lisi F. (2020), Forecasting of electricity price through a functional prediction of sale and purchase curves, Journal of Forecasting, 39, 242-259
Lisi F., Shah I. (2020), Forecasting next-day electricity demand and prices based on functional models, Energy Systems, 11, pages 947–979
Lisi F., Grigoletto M., Canesso T. (2019), Winning tennis matches with fewer points or games than the opponent, Journal of Sport Analytics, 5, 313-324.
Lisi F., Pelagatti M. (2018), Component estimation for electricity market data: deterministic or stochastic? Energy Economics, 74, 13-37.
Lisi F., Edoli E. (2018), Analyzing and forecasting zonal unbalancing signs in the Italian electricity market, The Energy Journal, 39(5), 1-19.
Lisi F., Zanella G. (2017), Tennis betting: can statistics beat bookmakers?, Electronic Journal of Applied Statistical Analysis, Vol. 10, n.3.
Menardi G., Lisi F. (2015), Double clustering for rating mutual funds, Electronic Journal of Applied Statistical Analysis, 8, 44-56.
Nan F., Bordignon S., Bunn D., Lisi F., (2014), The forecasting accuracy of electricity price formation models, International Journal of Energy and Statistics, 2, 1-26.
Lisi F., Nan F. (2014), Component estimation for electricity prices: procedures and comparisons, Energy Economics, 44, 143-159.
Caporin M., Jannin G.M., Lisi F., Maillet B.B. (2014), A survey on the four families of performance measures, The Journal of Economic Surveys, 28(5), 917-942.
Caporin M., Lisi F. (2013), A conditional single index model with local covariates for detecting and evaluating active portfolio management, North American Journal of Economics and Finance, 26, 236-249.
Bordignon S., Bunn D., Lisi F., Nan F. (2013), Combining day-ahead forecasts for British electricity prices, Energy Economics, 35, 88-103.
Lisi F. , Caporin M. (2012), On the role of risk in the Morningstar rating for mutual funds,Quantitative Finance, 12, 1477-1486.
Menardi G., Lisi F. (2012), Are performance measures equally stable?, Annals of Finance, 8 (4), 553-570
Menardi G., Lisi F. (2012), On the stability of performance measures over time: an empirical study, Journal of Performance Measurement, winter 2011/2012, 36-45.
Caporin M. , Lisi F. (2011), Comparing and selecting performance measures using rank correlations, Economics, 5, Article N.2011-10.
Grigoletto M. , Lisi F. (2011), Practical implications of higher moments in risk management, Statistical Methods and Applications, 20(4), 487-506.
Lisi F. (2011), Dicing with the market: randomized procedures for mutual funds evaluation, Quantitative Finance, 11, 163-172.
Lisi F. (2010), Il peso del rischio nel rating di Morningstar per i fondi comuni, Bancaria, 7/8, 24-33.
Caporin M. , Lisi F. (2010), Misspecification tests for periodic long memory GARCH models, Statistical Methods and Applications, 19, 47-62.
Lisi F., Otranto E. (2009), Clustering mutual funds by return and risk levels, in Corazza M., Pizzi C. (Eds), Mathematical and statistical methods for actuarial sciences and finance, 183-191,Springer.
Grigoletto M., Lisi F. (2009), Looking for skewness in financial time series, The Econometrics Journal, 12, 310-323.
Bordignon S., Caporin M. , Lisi F. (2009), Periodic Long Memory GARCH models, Econometric Reviews, 28, 60-82.
Lisi F. (2007), Testing asymmetry in financial time series, Quantitative Finance, 7, 687-696.
Bordignon S., Caporin M., Lisi F. (2007), Generalised Long Memory GARCH models for intra-daily volatility, Computational Statistics & Data Analysis, 51, 5900-5912.
Lisi F., Corazza M. (2007), Clustering financial data for mutual fund management, in Perna C, Sibillo M. (Eds), Mathematical and statistical methods for insurance and finance, 157-164, Springer.
Lisi F., Mortandello F. (2004), Numeri indici di borsa: flottante e volatilità, Statistica Applicata, 1, 17-37.
Bisaglia L., Bordignon S., Lisi F. (2003), k-factors GARMA models for intraday volatility forecasting, Applied Economics Letters, 10, 251-254.
Bordignon S., Gaetan C., Lisi F. (2002), Nonlinear models for ground-level ozone forecasting, Statistical Methods and Applications, 11, 227-245.
Bordignon S., Lisi F. (2001), Interval prediction for chaotic time series, Metron, 59, n.3-4.
Bordignon S., Lisi F. (2001), Predictive accuracy for chaotic economic systems, Economics Letters, 70, 51-58.
Lisi F., Villi V. (2001), Chaotic forecasting of the discharge of a river: a case study, Journal of the American Water Resources Association, 87, 271.
Guegan D., Lisi F. (2000), Predictive dimension: an alternative definition to embedding dimension, in Proceedings in Computational Statistics 2000, ed. J.G. Betlehem and P.M. van Der Heijden, Physica-Verlag, 319-324.
Bordignon S., Lisi F. (2000), Nonlinear analysis and prediction of river flow time series, Environmetrics, 11, 463-477.
Lisi F., Spagna F. (1999), Trading con modelli matematici: è possibile?, Bancaria, 3, 77-84
Bordignon S., Lisi F. (1999), Chaotic dynamics in the discharge of a river, International Journal of Chaos Theory and Applications, 4, 45-52.
Lisi F., Schiavo R. (1999), A comparison between neural networks and chaotic models for exchange rate prediction, Computational Statistics & Data Analysis, 30, 87-102.
Lisi F. (1998), One-step prediction of chaotic time series by multivariate reconstruction, in: F.M. Guindani e G. Salvadori (a cura di), Chaos, Fractals, Models, Italian University Press.
Bonollo M., Lisi F. (1997), La gestione della liquidita’ mediante utilizzo della riserva obbligatoria, Bancaria, 5, 18-26.
Lisi F., Villi V. (1997), Statistical considerations on the randomness of annual maximum daily rainfall, Journal of the American Water Resources Association, 33(2), 431-441.
Bonollo M., Lisi F. (1997), The interbanking liquidity market: Short-time prediction and the central bank reserve management, Decision in Economics and Finance, 20(1), 67-82.
Lisi F., Medio A. (1997), Is a random walk the best exchange rates predictor? , International Journal of Forecasting, 13, 255-267.
Lisi F. (1996), Statistical Dimension Estimation in Singular Spectrum Analysis, Statistical Methods and Applications, 5(2), 203-209.
Lisi F., Nicolis O., Sandri M. (1995), Combining Singular-Spectrum Analysis and Neural Networks for Time Series Forecasting, Neural Processing Letters , 2(4), 6-10.
BOOKS
De Francesco C., De Giovanni L., Ferrante M., Fonseca G., Lisi F., Pontarollo S. (eds) (2017), Proceedings of Mathsport International 2017, Padova University Press.
Grigoletto M., Lisi F., Petrone S. (eds) (2013), Complex Models and Computational Methods in Statistics, Springer.
Di Fonzo T., Lisi F. (2005), Serie Storiche Economiche. Analisi statistiche e applicazioni. Carocci, Roma.
Di Fonzo T., Lisi F. (2000), Complementi di statistica economica: introduzione alle serie storiche univariate, CLEUP, Padova.