{"id":49,"date":"2024-11-12T08:19:36","date_gmt":"2024-11-12T08:19:36","guid":{"rendered":"https:\/\/homes.stat.unipd.it\/francescolisi\/?page_id=49"},"modified":"2026-03-15T10:09:04","modified_gmt":"2026-03-15T10:09:04","slug":"pubblicazioni","status":"publish","type":"page","link":"https:\/\/homes.stat.unipd.it\/francescolisi\/pubblicazioni\/","title":{"rendered":"Pubblicazioni"},"content":{"rendered":"\t\t<div data-elementor-type=\"wp-page\" data-elementor-id=\"49\" class=\"elementor elementor-49\">\n\t\t\t\t<div class=\"elementor-element elementor-element-67cca9c e-flex e-con-boxed e-con e-parent\" data-id=\"67cca9c\" data-element_type=\"container\" data-e-type=\"container\">\n\t\t\t\t\t<div class=\"e-con-inner\">\n\t\t\t\t<div class=\"elementor-element elementor-element-280cc95 elementor-widget elementor-widget-text-editor\" data-id=\"280cc95\" data-element_type=\"widget\" data-e-type=\"widget\" data-widget_type=\"text-editor.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t\t\t\t\t<div class=\"post-content\"><ul><li><a href=\"https:\/\/www.research.unipd.it\/cris\/rp\/rp21618?start=0&amp;sortBy=2&amp;order=DESC&amp;type=article&amp;rpp=100\" target=\"_blank\" rel=\"noopener\"><span style=\"color: #993300\"><strong>Pubblicazioni su Iris<\/strong><\/span><\/a><\/li><\/ul><p style=\"text-align: -webkit-auto\"><strong><span style=\"font-size: medium\"><span style=\"font-family: Verdana\">JOURNAL PAPERS AND BOOK CHAPTERS<\/span><\/span><\/strong><\/p><p>Bertolini M., Duttilo P., Lisi F. (2025), Accounting carbon emissions from electricity generation: a review and comparison of emission factor-based methods, <span style=\"color: #9b0014\"><i>Applied Energy<\/i><\/span>, 392, 125992.<\/p><p>Lisi F., Grigoletto M.(2025), Multiple Seasonal Autoregressive Integrated Moving Average Models, <span style=\"color: #9b0014\"><i>Journal of Forecasting<\/i><\/span>, 44(6), <span class=\"citation__page-range\">2037-2052<\/span>.<\/p><p>Lisi F., Grigoletto M., Briglia M.G. (2024), On the distribution of rally length in professional tennis matches, <span style=\"color: #9b0014\"><i>Journal of Sport Analytics<\/i><\/span>, ,10 105-121.<\/p><p>Lisi F., Shah I. (2024), Joint Component Estimation for Electricity Price Forecasting Using Functional Models, <span style=\"color: #9b0014\"><i>Energies<\/i><\/span>, 17, 3461.<\/p><p>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, <span style=\"color: #9b0000\"><i>Energy Economics<\/i><\/span>, 121, 106625.<\/p><p>Lisi F., Grigoletto M. (2021), Modeling and simulating durations of professional tennis matches by resampling match features, <span style=\"color: #9b0014\"><i>Journal of Sport Analytics, <\/i><\/span>, 7 (2), 57-75.<\/p><p>Bernardi M., Lisi F. (2020), Point and Interval Forecasting of Zonal Electricity Prices and Demand Using Heteroscedastic Models: The IPEX Case, <span style=\"color: #9b0014\"><i>Energies,<\/i><\/span> 13, 6191<\/p><p>Shah I., Lisi F. (2020), Forecasting of electricity price through a functional prediction of sale and purchase curves, <span style=\"color: #9b0014\"><i>Journal of Forecasting, <\/i><\/span>39, 242-259<\/p><p>Lisi F., Shah I. (2020), Forecasting next-day electricity demand and prices based on functional models, <span style=\"color: #9b0014\"><i>Energy Systems, <\/i><\/span>11, pages 947 &#8211; 979<\/p><p>Lisi F., Grigoletto M., Canesso T. (2019), Winning tennis matches with fewer points or games than the opponent, <span style=\"color: #9b0014\"><i>Journal of Sport Analytics, <\/i><\/span>5, 313-324.<\/p><p>Lisi F., Pelagatti M. (2018), Component estimation for electricity market data: deterministic or stochastic? <span style=\"color: #9b0014\"><i>Energy Economics<\/i><\/span>, 74, 13-37.<\/p><p>Lisi F., Edoli E. (2018), Analyzing and forecasting zonal unbalancing signs in the Italian electricity market, <span style=\"color: #9b0014\"><i>The Energy Journal<\/i><\/span>, 39(5).<\/p><p>Lisi F., Zanella G. (2017), Tennis betting: can statistics beat bookmakers?,<br \/><span style=\"color: #9b0014\"> <i>Electronic Journal of Applied Statistical Analysis<\/i><\/span>, Vol. 10, n.3.<\/p><p><span style=\"font-size: medium\"><span style=\"font-family: Verdana\">Menardi G., Lisi F. (2015), Double clustering for rating mutual funds<br \/><span style=\"color: #9b0014\"> <i>Electronic Journal of Applied Statistical Analysis<\/i><\/span>, 8, 44-56.<\/span><\/span><\/p><p><span style=\"font-size: medium\"><span style=\"font-family: Verdana\">Nan F., Bordignon S., Bunn D., Lisi F., (2014), The forecasting accuracy of electricity price formation models, <span style=\"color: #9b0014\"><i>International Journal of Energy and Statistics<\/i><\/span>, 2, 1-26.<\/span><\/span><\/p><p><span style=\"font-size: medium\"><span style=\"font-family: Verdana\">Lisi F., Nan F. (2014), Component estimation for electricity prices: procedures and comparisons, <span style=\"color: #9b0014\"><i>Energy Economics<\/i><\/span>, 44, 143-159. <\/span><\/span><\/p><p><span style=\"font-size: medium\"><span style=\"font-family: Verdana\">Caporin M., Jannin G.M., Lisi F., Maillet B.B. (2014), A survey on the four families of performance measures, <span style=\"color: #9b0014\"><i>The Journal of Economic Surveys<\/i><\/span>, 28(5), 917-942 <\/span><\/span><\/p><p><span style=\"font-size: medium\"><span style=\"font-family: Verdana\">Caporin M., Lisi F. (2013), A conditional single index model with local<br \/>covariates for detecting and evaluating active portfolio management,<br \/><span style=\"color: #9b0014\"><i>North American Journal of Economics and Finance<\/i><\/span>, 26, 236-249.<\/span><\/span><\/p><p><span style=\"font-size: medium\"><span style=\"font-family: Verdana\">Bordignon S., Bunn D., Lisi F., Nan F. (2013), Combining day-ahead forecasts for British electricity prices, <span style=\"color: #9b0014\"><i>Energy Economics<\/i><\/span>, 35, 88-103.<\/span><\/span><\/p><p><span style=\"font-size: medium\"><span style=\"font-family: Verdana\">Lisi F. , Caporin M. (2012), On the role of risk in the Morningstar rating for mutual funds, <span style=\"color: #9b0014\"><i>Quantitative Finance<\/i><\/span>, 12, 1477-1486.<\/span><\/span><\/p><p><span style=\"font-size: medium\"><span style=\"font-family: Verdana\">Menardi G., Lisi F. (2012), Are performance measures equally stable?,<br \/><span style=\"color: #9b0014\"> <i>Annals of Finance<\/i><\/span>, 8 (4), 553-570.<\/span><\/span><\/p><p><span style=\"font-size: medium\"><span style=\"font-family: Verdana\">Menardi G., Lisi F. (2012), On the stability of performance measures over time: an empirical study, <span style=\"color: #9b0014\"><i>Journal of Performance Measurement<\/i><\/span>, winter 2011\/2012, 36-45.<\/span><\/span><\/p><p><span style=\"font-size: medium\"><span style=\"font-family: Verdana\">Caporin M. , Lisi F. (2011), Comparing and selecting performance measures using rank correlations,<span style=\"color: #9b0014\"> <i>Economics<\/i><\/span>, 5, Article N.2011-10.<\/span><\/span><\/p><p><span style=\"font-size: medium\"><span style=\"font-family: Verdana\">Grigoletto M. , Lisi F. (2011), Practical implications of higher moments in risk management, <span style=\"color: #9b0014\"><i>Statistical Methods and Applications<\/i><\/span>, 20(4), 487-506.<\/span><\/span><\/p><p><span style=\"font-size: medium\"><span style=\"font-family: Verdana\">Lisi F. (2011), Dicing with the market: randomized procedures for mutual funds evaluation, <span style=\"color: #9b0014\"><i>Quantitative Finance<\/i><\/span>, 11, 163-172.<\/span><\/span><\/p><p>Lisi F. (2010), Il peso del rischio nel rating di Morningstar per i fondi comuni,<br \/><span style=\"color: #9b0014\"><i>Bancaria<\/i><\/span>, 7\/8, 24-33.\u00a0<\/p><p>Caporin M. , Lisi F. (2010), Misspecification tests for periodic long memory GARCH models, <span style=\"color: #9b0014\"><i>Statistical Methods and Applications<\/i>, <\/span>19, 47-62.<\/p><p>Lisi F., Otranto E. (2009), Clustering mutual funds by return and risk levels,<br \/>in Corazza M., Pizzi C. (Eds), <span style=\"color: #9b0014\"><i>Mathematical and statistical methods for actuarial sciences and finance<\/i>,<\/span> 183-191,Springer.<\/p><p>Grigoletto M., Lisi F. (2009), Looking for skewness in financial time series,<br \/><span style=\"color: #9b0014\"><i>The Econometrics Journal<\/i><\/span>, 12, 310-323.<\/p><p>Bordignon S., Caporin M. , Lisi F. (2009), Periodic Long Memory GARCH models, <span style=\"color: #9b0014\"><i>Econometric Reviews<\/i><\/span>, 28, 60-82.<\/p><p>Lisi F. (2007), Testing asymmetry in financial time series, <span style=\"color: #9b0014\"><i>Quantitative Finance<\/i><\/span>, 7, 687-696.<\/p><p>Bordignon S., Caporin M., Lisi F. (2007), Generalised Long Memory GARCH models for intra-daily volatility, <span style=\"color: #9b0014\"><i>Computational Statistics &amp; Data Analysis<\/i><\/span>, 51, 5900-5912.<\/p><p>Lisi F., Corazza M. (2007), Clustering financial data for mutual fund management, in Perna C, Sibillo M. (Eds), <i><span style=\"color: #9b0014\">Mathematical and statistical methods<br \/>for insurance and finance<\/span><\/i>, 157-164, Springer.<\/p><p>Lisi F., Mortandello F. (2004), Numeri indici di borsa: flottante e volatilit\u00e0, <span style=\"color: #9b0014\"><i>Statistica Applicata<\/i><\/span>, 1, 17-37.\u00a0<\/p><p>Bisaglia L., Bordignon S., Lisi F. (2003), k-factors GARMA models for intraday<br \/>volatility forecasting, <span style=\"color: #9b0014\"><i>Applied Economics Letters<\/i><\/span>, 10, 251-254.<\/p><p>Bordignon S., Gaetan C., Lisi F. (2002), Nonlinear models for ground-level ozone forecasting, <i><span style=\"color: #9b0014\">Statistical Methods and Applications<\/span><\/i>, 11, 227-245.<\/p><p>Bordignon S., Lisi F. (2001), Interval prediction for chaotic time series, <span style=\"color: #9b0014\"><i>Metron<\/i><\/span>, 59, n.3-4.<\/p><p>Bordignon S., Lisi F. (2001), Predictive accuracy for chaotic economic systems,<br \/><span style=\"color: #9b0014\"><i>Economics Letters<\/i><\/span>, 70, 51-58.<\/p><p>Lisi F., Villi V. (2001), Chaotic forecasting of the discharge of a river: a case study, <span style=\"color: #9b0014\"><i>Journal of the American Water Resources Association<\/i><\/span>, 87, 271.<\/p><p>Guegan D., Lisi F. (2000), Predictive dimension: an alternative definition to embedding dimension, in <span style=\"color: #9b0014\"><i> Proceedings in Computational Statistics 2000<\/i><\/span>,<br \/>ed. J.G. Betlehem and P.M. van Der Heijden, Physica-Verlag, 319-324.<\/p><p>Bordignon S., Lisi F. (2000), Nonlinear analysis and prediction of river flow time series, <i><span style=\"color: #9b0014\">Environmetrics<\/span><\/i>, 11, 463-477.<\/p><p>Lisi F., Spagna F. (1999), Trading con modelli matematici: \u00c3\u00a8 possibile?,<br \/><span style=\"color: #9b0014\"><i>Bancaria<\/i><\/span>, 3, 77-84.<\/p><p>Bordignon S., Lisi F. (1999), Chaotic dynamics in the discharge of a river,<br \/><span style=\"color: #9b0014\"><i>International Journal of Chaos Theory and Applications<\/i><\/span>, 4, 45-52.<\/p><p>Lisi F., Schiavo R. (1999), A comparison between neural networks and chaotic models for exchange rate prediction, <span style=\"color: #9b0014\"><i>Computational Statistics &amp; Data Analysis<\/i><\/span>, 30, 87-102.<\/p><p>Lisi F. (1998), One-step prediction of chaotic time series by multivariate<br \/>reconstruction, in: F.M. Guindani e G. Salvadori (a cura di), <span style=\"color: #9b0014\"><i>Chaos, Fractals, Models<\/i><\/span>, Italian University Press.<\/p><p>Bonollo M., Lisi F. (1997), La gestione della liquidita\u00e2\u20ac\u2122 mediante utilizzo della riserva obbligatoria, <span style=\"color: #9b0014\"><i>Bancaria<\/i>,<\/span> 5, 18-26.<\/p><p>Lisi F., Villi V. (1997), Statistical considerations on the randomness of annual maximum daily rainfall, <span style=\"color: #9b0014\"><i>Journal of the American Water Resources Association<\/i><\/span>, 33(2), 431-441.<\/p><p>Bonollo M., Lisi F. (1997), The interbanking liquidity market: Short-time prediction and the central bank reserve management, <span style=\"color: #9b0014\"><i>Decision in Economics and Finance<\/i><\/span>, 20(1), 67-82.<\/p><p>Lisi F., Medio A. (1997), Is a random walk the best exchange rates predictor?,<br \/><span style=\"color: #9b0014\"><i>International Journal of Forecasting<\/i><\/span>, 13, 255-267.<\/p><p>Lisi F. (1996), Statistical Dimension Estimation in Singular Spectrum Analysis,<br \/><i><span style=\"color: #9b0014\">Statistical Methods and Applications<\/span><\/i>,5(2), 203-209.<\/p><p>Lisi F., Nicolis O., Sandri M. (1995), Combining Singular-Spectrum Analysis and Neural Networks for Time Series Forecasting, <span style=\"color: #9b0014\"><i>Neural Processing Letters<\/i><\/span>,<br \/>2(4), 6-10.<\/p><p><strong><span style=\"font-size: medium\"><span style=\"font-family: Verdana\">BOOKS<\/span><\/span><\/strong><\/p><p>De Francesco C., De Giovanni L., Ferrante M., Fonseca G., Lisi F., Pontarollo S. (eds) (2017),<span style=\"color: #800000\"><em> Proceedings of Mathsport International 2017<\/em><\/span>, Padova University Press.<\/p><p>Grigoletto M., Lisi F., Petrone S. (eds) (2013), <span style=\"color: #800000\"><em>Complex Models and Computational Methods in Statistics <\/em><\/span>, Springer.<\/p><p>Di Fonzo T., Lisi F. (2005), <span style=\"color: #800000\">Serie Storiche Economiche. Analisi statistiche e applicazioni<\/span>. Carocci, Roma.<\/p><p>Di Fonzo T., Lisi F. (2000), <span style=\"color: #800000\">Complementi di statistica economica: introduzione alle serie storiche univariate<\/span>, CLEUP, Padova.<\/p><p>\u00a0<\/p><\/div>\t\t\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t","protected":false},"excerpt":{"rendered":"<p>Pubblicazioni su Iris JOURNAL PAPERS AND BOOK CHAPTERS Bertolini M., Duttilo P., Lisi F. (2025), Accounting carbon emissions from electricity generation: a review and comparison&#8230;<\/p>\n<div class=\"more-link-wrapper\"><a class=\"more-link\" href=\"https:\/\/homes.stat.unipd.it\/francescolisi\/pubblicazioni\/\">Continue reading<span class=\"screen-reader-text\">Pubblicazioni<\/span><\/a><\/div>\n","protected":false},"author":3,"featured_media":0,"parent":0,"menu_order":0,"comment_status":"closed","ping_status":"closed","template":"","meta":{"footnotes":""},"class_list":["post-49","page","type-page","status-publish","hentry","entry"],"_links":{"self":[{"href":"https:\/\/homes.stat.unipd.it\/francescolisi\/wp-json\/wp\/v2\/pages\/49","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/homes.stat.unipd.it\/francescolisi\/wp-json\/wp\/v2\/pages"}],"about":[{"href":"https:\/\/homes.stat.unipd.it\/francescolisi\/wp-json\/wp\/v2\/types\/page"}],"author":[{"embeddable":true,"href":"https:\/\/homes.stat.unipd.it\/francescolisi\/wp-json\/wp\/v2\/users\/3"}],"replies":[{"embeddable":true,"href":"https:\/\/homes.stat.unipd.it\/francescolisi\/wp-json\/wp\/v2\/comments?post=49"}],"version-history":[{"count":31,"href":"https:\/\/homes.stat.unipd.it\/francescolisi\/wp-json\/wp\/v2\/pages\/49\/revisions"}],"predecessor-version":[{"id":129,"href":"https:\/\/homes.stat.unipd.it\/francescolisi\/wp-json\/wp\/v2\/pages\/49\/revisions\/129"}],"wp:attachment":[{"href":"https:\/\/homes.stat.unipd.it\/francescolisi\/wp-json\/wp\/v2\/media?parent=49"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}