{"id":54,"date":"2024-11-12T08:20:12","date_gmt":"2024-11-12T08:20:12","guid":{"rendered":"https:\/\/homes.stat.unipd.it\/francescolisi\/?page_id=54"},"modified":"2026-05-11T06:17:04","modified_gmt":"2026-05-11T06:17:04","slug":"publications","status":"publish","type":"page","link":"https:\/\/homes.stat.unipd.it\/francescolisi\/en\/publications\/","title":{"rendered":"Publications"},"content":{"rendered":"<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\"> <strong>Publications on Iris<\/strong><\/a><\/li><\/ul><p><strong style=\"text-align: -webkit-auto\">JOURNAL PAPERS AND BOOK CHAPTERS<\/strong><\/p><p><\/p><p style=\"text-align: -webkit-auto\">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., <i>Energy Economics<\/i>, 121, 106625.<br \/><\/p><p style=\"text-align: -webkit-auto\">Lisi F., Grigoletto M. (2021), Modeling and simulating durations of professional tennis matches by resampling match features, <i>Journal of Sport Analytics, <\/i>7 (2), 57-75.<\/p><p style=\"text-align: -webkit-auto\">Bernardi M., Lisi F. (2020), Point and Interval Forecasting of Zonal Electricity Prices and Demand Using Heteroscedastic Models: The IPEX Case, <i>Energies,<\/i> 13, 6191<\/p><p style=\"text-align: -webkit-auto\">Shah I., Lisi F. (2020), Forecasting of electricity price through a functional prediction of sale and purchase curves, <i>Journal of Forecasting,<\/i> 39, 242-259<\/p><p style=\"text-align: -webkit-auto\">Lisi F., Shah I. (2020), Forecasting next-day electricity demand and prices based on functional models, <i>Energy Systems,<\/i> 11, pages 947\u2013979<br \/><\/p><p>Lisi F., Grigoletto M., Canesso T. (2019), Winning tennis matches with fewer points or games than the opponent, <i>Journal of Sport Analytics, <\/i>5, 313-324.<\/p><p>Lisi F., Pelagatti M. (2018), Component estimation for electricity market data: deterministic or stochastic? <i>Energy Economics<\/i>, 74, 13-37.<\/p><p style=\"text-align: -webkit-auto\">Lisi F., Edoli E. (2018), Analyzing and forecasting zonal unbalancing signs in the Italian electricity market, <i>The Energy Journal<\/i>, 39(5), 1-19.<br \/><\/p><p style=\"text-align: -webkit-auto\">Lisi F., Zanella G. (2017), Tennis betting: can statistics beat bookmakers?,  <i>Electronic Journal of Applied Statistical Analysis<\/i>, Vol. 10, n.3.<\/p><p style=\"text-align: -webkit-auto\">Menardi G., Lisi F. (2015), Double clustering for rating mutual funds,  <i>Electronic Journal of Applied Statistical Analysis<\/i>, 8, 44-56.<\/p><p style=\"text-align: -webkit-auto\">Nan F., Bordignon S., Bunn D., Lisi F., (2014), The forecasting accuracy of electricity price formation models, <i>International Journal of Energy and Statistics<\/i>, 2, 1-26.<\/p><p>Lisi F., Nan F. (2014), Component estimation for electricity prices: procedures and comparisons, <i>Energy Economics<\/i>, 44, 143-159. <\/p><p style=\"text-align: -webkit-auto\">Caporin M., Jannin G.M., Lisi F., Maillet B.B. (2014), A survey on the four families of performance measures, <i>The Journal of Economic Surveys<\/i>, 28(5), 917-942.<br \/><\/p><p>Caporin M., Lisi F. (2013), A conditional single index model with local covariates for detecting and evaluating active portfolio management, <i>North American Journal of Economics and Finance<\/i>, 26, 236-249.<\/p><p style=\"text-align: -webkit-auto\">Bordignon S., Bunn D., Lisi F., Nan F. (2013), Combining day-ahead forecasts for British electricity prices, <i>Energy Economics<\/i>, 35, 88-103.<\/p><p style=\"text-align: -webkit-auto\">Lisi F. , Caporin M. (2012), On the role of risk in the Morningstar rating for mutual funds,<i>Quantitative Finance<\/i>, 12, 1477-1486.<\/p><p>Menardi G., Lisi F. (2012), Are performance measures equally stable?,  <i>Annals of Finance<\/i>, 8 (4), 553-570<\/p><p>Menardi G., Lisi F. (2012), On the stability of performance measures over time: an empirical study,  <i>Journal of Performance Measurement<\/i>, winter 2011\/2012, 36-45.<\/p><p>Caporin M. , Lisi F. (2011), Comparing and selecting performance measures using rank correlations, <i>Economics<\/i>, 5, Article N.2011-10.<\/p><p>Grigoletto M. , Lisi F. (2011), Practical implications of higher moments in risk management, <i>Statistical Methods and Applications<\/i>, 20(4), 487-506.<br \/><\/p><p>Lisi F. (2011), Dicing with the market: randomized procedures for mutual funds evaluation, <i>Quantitative Finance<\/i>, 11, 163-172.<\/p><p>Lisi F. (2010), Il peso del rischio nel rating di Morningstar per i fondi comuni, <i>Bancaria<\/i>, 7\/8, 24-33. <\/p><p>Caporin M. , Lisi F. (2010), Misspecification tests for periodic long memory GARCH models, <i>Statistical Methods and Applications<\/i>, 19, 47-62.<\/p><p>Lisi F., Otranto E. (2009), Clustering mutual funds by return and risk levels, in Corazza M., Pizzi C. (Eds), <i>Mathematical and statistical methods for actuarial sciences and finance<\/i>, 183-191,Springer. <\/p><p>Grigoletto M., Lisi F. (2009), Looking for skewness in financial time series, <i>The Econometrics Journal,<\/i> 12, 310-323. <\/p><p>Bordignon S., Caporin M. , Lisi F. (2009), Periodic Long Memory GARCH models, <i>Econometric Reviews<\/i>, 28, 60-82.<\/p><p>Lisi F. (2007), Testing asymmetry in financial time series, <i>Quantitative Finance<\/i>, 7, 687-696.<\/p><p>Bordignon S., Caporin M., Lisi F. (2007), Generalised Long Memory GARCH models for intra-daily volatility, <i>Computational Statistics &amp; Data Analysis<\/i>, 51, 5900-5912. <\/p><p>Lisi F., Corazza M. (2007), Clustering financial data for mutual fund management, in Perna C, Sibillo M. (Eds), <i>Mathematical and statistical methods for insurance and finance<\/i>, 157-164, Springer.  <\/p><p>Lisi F., Mortandello F. (2004), Numeri indici di borsa: flottante e volatilit\u00e0, <i>Statistica Applicata<\/i>, 1, 17-37.  <\/p><p>Bisaglia L., Bordignon S., Lisi F. (2003), k-factors GARMA models for intraday volatility forecasting, <i>Applied Economics Letters<\/i>, 10, 251-254. <\/p><p>Bordignon S., Gaetan C., Lisi F. (2002), Nonlinear models for ground-level ozone forecasting, <i>Statistical Methods and Applications<\/i>, 11, 227-245.<\/p><p>Bordignon S., Lisi F. (2001), Interval prediction for chaotic time series, <i>Metron<\/i>, 59, n.3-4. <\/p><p>Bordignon S., Lisi F. (2001), Predictive accuracy for chaotic economic systems, <i>Economics Letters<\/i>, 70, 51-58.<\/p><p>Lisi F., Villi V. (2001), Chaotic forecasting of the discharge of a river: a case study, <i>Journal of the American Water Resources Association<\/i>, 87, 271.<\/p><p>Guegan D., Lisi F. (2000), Predictive dimension: an alternative definition to embedding dimension, in <i> Proceedings in Computational Statistics 2000<\/i>, 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> Environmetrics<\/i>, 11, 463-477.<\/p><p>Lisi F., Spagna F. (1999), Trading con modelli matematici: \u00e8 possibile?, <i>Bancaria<\/i>, 3, 77-84<\/p><p>Bordignon S., Lisi F. (1999), Chaotic dynamics in the discharge of a river, <i>International Journal of Chaos Theory and Applications<\/i>, 4, 45-52.<\/p><p>Lisi F., Schiavo R. (1999), A comparison between neural networks and chaotic models for exchange rate prediction, <i>Computational Statistics &amp; Data Analysis<\/i>, 30, 87-102.<\/p><p>Lisi F. (1998), One-step prediction of chaotic time series by multivariate reconstruction, in: F.M. Guindani e G. Salvadori (a cura di), <i>Chaos, Fractals, Models<\/i>, Italian University Press. <\/p><p>Bonollo M., Lisi F. (1997), La gestione della liquidita\u2019 mediante utilizzo della riserva obbligatoria, <i>Bancaria<\/i>, 5, 18-26. <\/p><p>Lisi F., Villi V. (1997), Statistical considerations on the randomness of annual maximum daily rainfall, <i>Journal of the American Water Resources Association<\/i>, 33(2), 431-441. <\/p><p>Bonollo M., Lisi F. (1997), The interbanking liquidity market: Short-time prediction and the central bank reserve management, <i>Decision in Economics and Finance<\/i>, 20(1), 67-82. <\/p><p>Lisi F., Medio A. (1997), Is a random walk the best exchange rates predictor? , <i>International Journal of Forecasting<\/i>, 13, 255-267. <\/p><p>Lisi F. (1996), Statistical Dimension Estimation in Singular Spectrum Analysis, <i>Statistical Methods and Applications, <\/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, <i>Neural Processing Letters<\/i> , 2(4), 6-10. <\/p><p><strong>BOOKS<\/strong><\/p><p>De Francesco C., De Giovanni L., Ferrante M., Fonseca G., Lisi F., Pontarollo S. (eds) (2017), <em>Proceedings of Mathsport International 2017<\/em>, Padova University Press. <\/p><p>Grigoletto M., Lisi F., Petrone S. (eds) (2013), <em>Complex Models <\/em><em>and Computational Methods in Statistics<\/em>, Springer. <\/p><p>Di Fonzo T., Lisi F. (2005), Serie Storiche Economiche. Analisi statistiche e applicazioni. Carocci, Roma. <\/p><p>Di Fonzo T., Lisi F. (2000), Complementi di statistica economica: introduzione alle serie storiche univariate, CLEUP, Padova.<\/p><p><strong>WORKS IN PROGRESS<\/strong><\/p><p>Lisi F., Bernardi M.,\u00a0\u00a0Evaluating the impact of solar and wind production uncertainty on prices using quantile regression<\/p><p>Lisi F., Canazza V.,\u00a0\u00a0On the impact of RES\u2019 uncertainty on zonal energy prices in the IPEX market.<\/p><!-- \/wp:post-content -->","protected":false},"excerpt":{"rendered":"<p>Publications on Iris JOURNAL PAPERS AND BOOK CHAPTERS Lisi F., Grossi L., Quaglia F. (2023), Evaluation of Cost-at-Risk related to the procurement of resources in&#8230;<\/p>\n<div class=\"more-link-wrapper\"><a class=\"more-link\" href=\"https:\/\/homes.stat.unipd.it\/francescolisi\/en\/publications\/\">Continue reading<span class=\"screen-reader-text\">Publications<\/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-54","page","type-page","status-publish","hentry","entry"],"_links":{"self":[{"href":"https:\/\/homes.stat.unipd.it\/francescolisi\/wp-json\/wp\/v2\/pages\/54","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=54"}],"version-history":[{"count":11,"href":"https:\/\/homes.stat.unipd.it\/francescolisi\/wp-json\/wp\/v2\/pages\/54\/revisions"}],"predecessor-version":[{"id":133,"href":"https:\/\/homes.stat.unipd.it\/francescolisi\/wp-json\/wp\/v2\/pages\/54\/revisions\/133"}],"wp:attachment":[{"href":"https:\/\/homes.stat.unipd.it\/francescolisi\/wp-json\/wp\/v2\/media?parent=54"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}