{"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":"2025-02-03T14:14:48","modified_gmt":"2025-02-03T14:14:48","slug":"publications","status":"publish","type":"page","link":"https:\/\/homes.stat.unipd.it\/francescolisi\/en\/publications\/","title":{"rendered":"Publications"},"content":{"rendered":"\t\t<div data-elementor-type=\"wp-page\" data-elementor-id=\"54\" class=\"elementor elementor-54\">\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>Publications on Iris<\/strong><\/span><\/a><\/li><\/ul><p><strong style=\"text-align: -webkit-auto;\"><span style=\"font-size: medium;\"><span style=\"font-family: Verdana;\">JOURNAL PAPERS AND BOOK CHAPTERS<\/span><\/span><\/strong><\/p><p><!-- \/wp:html --><\/p><\/div><div class=\"post-content\"><p style=\"text-align: -webkit-auto;\"><span style=\"font-size: medium;\"><span style=\"font-family: Verdana;\"><span style=\"font-size: medium;\"><span style=\"font-family: Verdana;\">Lisi F., Grossi L., Quaglia F. (2023), <\/span><\/span><\/span><\/span><span class=\"title-text\">Evaluation of Cost-at-Risk related to the procurement of resources in the ancillary services market. The case of the Italian electricity market.,<\/span><span style=\"font-size: medium;\"><span style=\"font-family: Verdana;\"><span style=\"font-size: medium;\"><span style=\"font-family: Verdana;\"><span style=\"color: #9b0000;\"> <i>Energy Economics<\/i><\/span>, 121, 106625.<br \/><\/span><\/span><\/span><\/span><\/p><p style=\"text-align: -webkit-auto;\"><span style=\"font-size: medium;\"><span style=\"font-family: Verdana;\"><span style=\"font-size: medium;\"><span style=\"font-family: Verdana;\">Lisi F., Grigoletto M. (2021), <\/span><\/span><\/span><\/span><span style=\"font-size: medium;\"><span style=\"font-family: Verdana;\"><span style=\"font-size: medium;\"><span style=\"font-family: Verdana;\"><span style=\"font-size: medium;\"><span style=\"font-size: medium;\"><span style=\"font-family: Verdana;\">Modeling and simulating durations of professional tennis matches by resampling match features<\/span><\/span><\/span>, <span style=\"color: #333333;\"><span style=\"color: #9b0014;\"><i>Journal of Sport Analytics, <\/i><\/span><\/span><\/span><\/span><\/span><\/span><span style=\"font-size: medium;\"><span style=\"font-family: Verdana;\"><span style=\"font-size: medium;\"><span style=\"font-family: Verdana;\">7 (2), 57-75.<\/span><\/span><\/span><\/span><\/p><p style=\"text-align: -webkit-auto;\"><span style=\"font-size: medium;\"><span style=\"font-family: Verdana;\">Bernardi M., Lisi F. (2020), <\/span><span style=\"font-family: Verdana;\">Point and Interval Forecasting of Zonal Electricity Prices and Demand Using Heteroscedastic Models: The IPEX Case<\/span><span style=\"font-family: Verdana;\">, <\/span><\/span><span style=\"font-size: medium;\"><span style=\"font-family: Verdana;\"><span style=\"font-size: medium;\"><span style=\"font-family: Verdana;\"><span style=\"font-size: medium;\"><span style=\"font-family: Verdana;\"><span style=\"color: #333333;\"><span style=\"color: #9b0014;\"><i>Energies,<\/i><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span> <span style=\"font-size: medium;\"><span style=\"font-family: Verdana;\">13, 6191<\/span><\/span><\/p><p style=\"text-align: -webkit-auto;\"><span style=\"font-size: medium;\"><span style=\"font-family: Verdana;\">Shah I., Lisi F. (2020), Forecasting of electricity price through a functional prediction of sale and purchase curves, <\/span><\/span><span style=\"font-size: medium;\"><span style=\"font-family: Verdana;\"><span style=\"font-size: medium;\"><span style=\"font-family: Verdana;\"><span style=\"font-size: medium;\"><span style=\"font-family: Verdana;\"><span style=\"color: #333333;\"><span style=\"color: #9b0014;\"><i>Journal of Forecasting,<\/i><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span> <span style=\"font-size: medium;\"><span style=\"font-family: Verdana;\">39, 242-259<\/span><\/span><\/p><p style=\"text-align: -webkit-auto;\"><span style=\"font-size: medium;\"><span style=\"font-family: Verdana;\">Lisi F., Shah I. (2020), <\/span><\/span><span style=\"font-size: medium;\"><span style=\"font-family: Verdana;\"><span style=\"font-size: medium;\"><span style=\"font-family: Verdana;\">Forecasting next-day electricity demand and prices based on functional models<\/span><\/span>, <\/span><\/span><span style=\"font-size: medium;\"><span style=\"font-family: Verdana;\"><span style=\"font-size: medium;\"><span style=\"font-family: Verdana;\"><span style=\"font-size: medium;\"><span style=\"font-family: Verdana;\"><span style=\"color: #333333;\"><span style=\"color: #9b0014;\"><i>Energy Systems,<\/i><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><span style=\"font-size: medium;\"><span style=\"font-family: Verdana;\"> 11, <span class=\"u-visually-hidden\">pages <\/span>947\u2013979<br \/><\/span><\/span><\/p><p><span style=\"font-size: medium;\"><span style=\"font-family: Verdana;\">Lisi F., Grigoletto M., Canesso T. (2019), Winning tennis matches with fewer points or games than the opponent, <span style=\"color: #333333;\"><span style=\"color: #9b0014;\"><i>Journal of Sport Analytics, <\/i><\/span><\/span>5, 313-324<\/span><\/span>.<\/p><p><span style=\"font-size: medium;\"><span style=\"font-family: Verdana;\">Lisi F., Pelagatti M. (2018), Component estimation for electricity market data: deterministic or stochastic? <\/span><\/span><span style=\"font-size: medium;\"><span style=\"font-family: Verdana;\"><span style=\"font-size: medium;\"><span style=\"font-family: Verdana;\"><span style=\"color: #333333;\"><span style=\"color: #9b0014;\"><i>Energy Economics<\/i><\/span>, 74, 13-37<\/span><\/span><\/span><\/span><\/span><span style=\"font-size: medium;\"><span style=\"font-family: Verdana;\"><span style=\"font-size: medium;\"><span style=\"font-family: Verdana;\"><span style=\"color: #333333;\"><span style=\"color: #333333;\">.<\/span><\/span><\/span><\/span><\/span><\/span><\/p><p style=\"text-align: -webkit-auto;\"><span style=\"font-size: medium;\"><span style=\"font-family: Verdana;\">Lisi F., Edoli E. (2018), Analyzing and forecasting zonal unbalancing signs in the Italian electricity market, <\/span><\/span><span style=\"font-size: medium;\"><span style=\"font-family: Verdana;\"><span style=\"font-size: medium;\"><span style=\"font-family: Verdana;\"><span style=\"color: #9b0014;\"><i>The Energy Journal<\/i><\/span><span style=\"color: #333333;\">, 39(5), <\/span><\/span><\/span><\/span><\/span><span style=\"font-size: medium;\"><span style=\"font-family: Verdana;\"><span style=\"font-size: medium;\"><span style=\"font-family: Verdana;\"><span style=\"color: #333333;\">1-19.<br \/><\/span><\/span><\/span><\/span><\/span><\/p><p style=\"text-align: -webkit-auto;\"><span style=\"font-size: medium;\"><span style=\"font-family: Verdana;\"><span style=\"color: #333333;\">Lisi F., Zanella G. (2017), Tennis betting: can statistics beat bookmakers?, <\/span><span style=\"color: #9b0014;\"> <i>Electronic Journal of Applied Statistical Analysis<\/i><\/span><span style=\"color: #333333;\">, <\/span><\/span><\/span><span style=\"font-size: medium;\"><span style=\"font-family: Verdana;\"><span style=\"color: #333333;\">Vol. 10, n.3.<\/span><\/span><\/span><\/p><p style=\"text-align: -webkit-auto;\"><span style=\"font-size: medium;\"><span style=\"font-family: Verdana;\"><span style=\"color: #333333;\">Menardi G., Lisi F. (2015), Double clustering for rating mutual funds, <\/span><span style=\"color: #9b0014;\"> <i>Electronic Journal of Applied Statistical Analysis<\/i><\/span><span style=\"color: #333333;\">, <\/span><span style=\"color: #333333;\">8, 44-56.<\/span><\/span><\/span><\/p><p style=\"text-align: -webkit-auto;\"><span style=\"font-size: medium;\"><span style=\"font-family: Verdana;\"><span style=\"color: #333333;\">Nan F., Bordignon S., Bunn D., Lisi F., (2014), <span style=\"color: #333333;\">The forecasting accuracy o<\/span>f electricity price formation models<\/span>, <span style=\"color: #9b0014;\"><i>International Journal of Energy and Statistics<\/i><\/span><span style=\"color: #333333;\">, 2, 1-26.<\/span><\/span><\/span><\/p><p><span style=\"font-size: medium;\"><span style=\"font-family: Verdana;\"><span style=\"color: #333333;\"><span style=\"color: #333333;\">Lisi F., Nan F. (2014), Component estimation for electricity prices: procedures and comparisons<\/span>, <span style=\"color: #9b0014;\"><i>Energy Economics<\/i><\/span>, <span style=\"color: #333333;\">44, 143-159. <\/span><\/span><\/span><\/span><\/p><p style=\"text-align: -webkit-auto;\"><span style=\"font-size: medium;\"><span style=\"font-family: Verdana;\"><span style=\"color: #333333;\"><span style=\"text-align: -webkit-left;\">Caporin M., <\/span><span style=\"text-align: -webkit-left;\">Jannin G.M., Lisi F., Maillet B.B. (2014), A survey on the four families of performance measures<\/span><\/span><span style=\"text-align: -webkit-left;\">, <span style=\"color: #9b0014;\"><i>The Journal of Economic Surveys<\/i><\/span>, <\/span><span style=\"color: #333333;\"><span style=\"text-align: -webkit-left;\">28(5), 917-942<\/span><\/span>.<\/span><\/span><span style=\"font-size: medium;\"><br \/><\/span><\/p><p><span style=\"font-size: medium;\"><span style=\"font-family: Verdana;\"><span style=\"color: #333333;\">Caporin M., Lisi F. (2013), A conditional single index model with local covariates for detecting and evaluating active portfolio management<\/span>, <span style=\"color: #9b0014;\"><i>North American Journal of Economics and Finance<\/i><\/span>, <span style=\"color: #333333;\">26, 236-249.<\/span><\/span><\/span><\/p><p style=\"text-align: -webkit-auto;\"><span style=\"font-size: medium;\"><span style=\"font-family: Verdana;\"><span style=\"color: #333333;\">Bordignon <\/span><\/span><\/span><span style=\"font-size: medium;\"><span style=\"font-family: Verdana;\"><span style=\"color: #333333;\">S., Bunn D., Lisi F., Nan F. (2013), Combining day-ahead forecasts for British electricity prices<\/span>, <span style=\"color: #9b0014;\"><i>Energy Economics<\/i><\/span>, <span style=\"color: #333333;\">35, 88-103.<\/span><\/span><\/span><\/p><p style=\"text-align: -webkit-auto;\"><span style=\"font-size: medium;\"><span style=\"font-family: Verdana;\"><span style=\"color: #333333;\">Lisi F. , Caporin M. (2012), On the role of risk in the Morningstar rating for mutual funds<\/span>,<span style=\"color: #9b0014;\"><i>Quantitative Finance<\/i><\/span>, <span style=\"color: #333333;\">12, 1477-1486<\/span>.<\/span><\/span><\/p><p><span style=\"font-size: medium;\"><span style=\"font-family: Verdana;\"><span style=\"color: #333333;\">Menardi G., Lisi F. (2012), Are performance measures equally stable?, <\/span><span style=\"color: #9b0014;\"> <i>Annals of Finance<\/i><\/span><span style=\"color: #333333;\">, <\/span><span style=\"color: #333333;\">8 (4), 553-570<\/span><\/span><\/span><\/p><p><span style=\"font-size: medium;\"><span style=\"font-family: Verdana;\"><span style=\"color: #333333;\">Menardi G., Lisi F. (2012), On the stability of performance measures over time: an empirical study, <\/span><span style=\"color: #333333;\"> <span style=\"color: #9b0014;\"><i>Journal of Performance Measurement<\/i>,<\/span> <\/span><span style=\"color: #333333;\">winter 2011\/2012, 36-45.<\/span><\/span><\/span><\/p><p><span style=\"font-size: medium;\"><span style=\"font-family: Verdana;\"><span style=\"color: #333333;\">Caporin M. , Lisi F. (2011), Comparing and selecting performance measures using rank correlation<\/span><span style=\"color: #333333;\">s,<\/span><span style=\"color: #9b0014;\"> <i>Economics<\/i>,<\/span> <span style=\"color: #333333;\">5, Article N.2011-10.<\/span><\/span><\/span><\/p><p><span style=\"font-size: medium;\"><span style=\"font-family: Verdana;\"><span style=\"color: #333333;\">Grigoletto M. , Lisi F. (2011), Practical implications of higher moments in risk management, <\/span><span style=\"color: #9b0014;\"><i>Statistical Methods and Applications<\/i>,<\/span> <span style=\"color: #333333;\"><span class=\"doi\"><span class=\"label\">20(4), 487-506<\/span><\/span>.<\/span><br \/><\/span><\/span><\/p><p><span style=\"font-size: medium;\"><span style=\"font-family: Verdana;\"><span style=\"color: #333333;\">Lisi F. (2011), Dicing with the market: randomized procedures for mutual funds evaluation, <\/span><span style=\"color: #9b0014;\"><i>Quantitative Finance<\/i><\/span><span style=\"color: #333333;\">, <\/span><span style=\"color: #333333;\">11, 163-172.<\/span><\/span><\/span><\/p><p><span style=\"font-size: medium;\"><span style=\"font-family: Verdana;\"><span style=\"color: #333333;\">Lisi F. (2010), Il peso del rischio nel rating di Morningstar per i fondi comuni<\/span><span style=\"color: #333333;\">, <span style=\"color: #9b0014;\"><i>Bancaria<\/i>,<\/span> <\/span><span style=\"color: #333333;\">7\/8, 24-33.<\/span> <\/span><\/span><\/p><p><span style=\"font-size: medium;\"><span style=\"font-family: Verdana;\"><span style=\"color: #333333;\">Caporin M. , Lisi F. (2010), Misspecification tests for periodic long memory GARCH models, <\/span><span style=\"color: #9b0014;\"><i>Statistical Methods and Applications<\/i>,<\/span> <span style=\"color: #333333;\">19, 47-62.<\/span><\/span><\/span><\/p><p><span style=\"font-size: medium;\"><span style=\"font-family: Verdana;\"><span style=\"color: #333333;\">Lisi F., Otranto E. (2009), Clustering mutual funds by return and risk levels, in Corazza M., Pizzi C. (Eds)<\/span><span style=\"color: #333333;\">, <\/span><span style=\"color: #9b0014;\"><i>Mathematical and statistical methods for actuarial sciences and finance<\/i>,<\/span><span style=\"color: #333333;\"> 183-191,Springer.<\/span> <\/span><\/span><\/p><p><span style=\"font-size: medium;\"><span style=\"font-family: Verdana;\"><span style=\"color: #333333;\">Grigoletto M., Lisi F. (2009), Looking for skewness in financial time series,<\/span><span style=\"color: #333333;\"> <span style=\"color: #9b0014;\"><i>The Econometrics Journal,<\/i><\/span> <\/span><span style=\"color: #333333;\">12, 310-323. <\/span><\/span><\/span><\/p><p><span style=\"font-size: medium;\"><span style=\"font-family: Verdana;\"><span style=\"color: #333333;\">Bordignon S., Caporin M. , Lisi F. (2009), Periodic Long Memory GARCH models,<\/span><span style=\"color: #333333;\"> <span style=\"color: #9b0014;\"><i>Econometric Reviews<\/i>,<\/span> <\/span><span style=\"color: #333333;\">28, 60-82.<\/span><\/span><\/span><\/p><p><span style=\"font-size: medium;\"><span style=\"font-family: Verdana;\"><span style=\"color: #333333;\">Lisi F. (2007), Testing asymmetry in financial time series,<\/span><span style=\"color: #000099;\"> <span style=\"color: #9b0014;\"><i>Quantitative Finance<\/i>,<\/span> <span style=\"color: #333333;\">7, 687-696.<\/span><\/span><\/span><\/span><\/p><p><span style=\"font-size: medium;\"><span style=\"font-family: Verdana;\"><span style=\"color: #333333;\">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.<\/span> <\/span><\/span><\/p><p><span style=\"font-size: medium;\"><span style=\"font-family: Verdana;\"><span style=\"color: #333333;\">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 for insurance and finance<\/span><\/i>, 157-164, Springer. <\/span> <\/span><\/span><\/p><p><span style=\"font-size: medium;\"><span style=\"font-family: Verdana;\"><span style=\"color: #333333;\">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. <\/span> <\/span><\/span><\/p><p><span style=\"font-size: medium;\"><span style=\"font-family: Verdana;\"><span style=\"color: #333333;\">Bisaglia L., Bordignon S., Lisi F. (2003), k-factors GARMA models for intraday volatility forecasting, <span style=\"color: #9b0014;\"><i>Applied Economics Letters<\/i><\/span>, 10, 251-254.<\/span> <\/span><\/span><\/p><p><span style=\"font-size: medium;\"><span style=\"font-family: Verdana;\"><span style=\"color: #000066;\"><span style=\"color: #333333;\">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.<\/span><\/span><\/span><\/span><\/p><p><span style=\"font-size: medium;\"><span style=\"font-family: Verdana;\"><span style=\"color: #333333;\">Bordignon S., Lisi F. (2001), Interval prediction for chaotic time series, <span style=\"color: #9b0014;\"><i>Metron<\/i><\/span>, 59, n.3-4.<\/span> <\/span><\/span><\/p><p><span style=\"font-size: medium;\"><span style=\"font-family: Verdana;\"><span style=\"color: #333333;\">Bordignon S., Lisi F. (2001), Predictive accuracy for chaotic economic systems, <span style=\"color: #9b0014;\"><i>Economics Letters<\/i><\/span>, 70, 51-58.<\/span><\/span><\/span><\/p><p><span style=\"font-size: medium;\"><span style=\"font-family: Verdana;\"><span style=\"color: #333333;\">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.<\/span><\/span><\/span><\/p><p><span style=\"font-size: medium;\"><span style=\"font-family: Verdana;\"><span style=\"color: #333333;\">Guegan D., Lisi F. (2000), Predictive dimension: an alternative definition to embedding dimension, in <span style=\"color: #993300;\"><span style=\"color: #9b0014;\"><i> Proceedings in Computational Statistics 2000<\/i><\/span>,<\/span> ed. J.G. Betlehem and P.M. van Der Heijden, Physica-Verlag, 319-324.<\/span><\/span><\/span><\/p><p><span style=\"font-size: medium;\"><span style=\"font-family: Verdana;\"><span style=\"color: #333333;\">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.<\/span><\/span><\/span><\/p><p><span style=\"font-size: medium;\"><span style=\"font-family: Verdana;\"><span style=\"color: #333333;\">Lisi F., Spagna F. (1999), Trading con modelli matematici: \u00e8 possibile?, <span style=\"color: #9b0014;\"><i>Bancaria<\/i><\/span>, 3, 77-84<\/span><\/span><\/span><\/p><p><span style=\"font-size: medium;\"><span style=\"font-family: Verdana;\"><span style=\"color: #333333;\">Bordignon S., Lisi F. (1999), Chaotic dynamics in the discharge of a river, <span style=\"color: #9b0014;\"><i>International Journal of Chaos Theory and Applications<\/i><\/span>, 4, 45-52.<\/span><\/span><\/span><\/p><p><span style=\"font-size: medium;\"><span style=\"font-family: Verdana;\"><span style=\"color: #333333;\">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.<\/span><\/span><\/span><\/p><p><span style=\"font-size: medium;\"><span style=\"font-family: Verdana;\"><span style=\"color: #333333;\">Lisi F. (1998), One-step prediction of chaotic time series by multivariate reconstruction, in: F.M. Guindani e G. Salvadori (a cura di), <span style=\"color: #9b0014;\"><i>Chaos, Fractals, Models<\/i><\/span>, Italian University Press. <\/span><\/span><\/span><\/p><p><span style=\"font-size: medium;\"><span style=\"font-family: Verdana;\"><span style=\"color: #333333;\">Bonollo M., Lisi F. (1997), La gestione della liquidita\u2019 mediante utilizzo della riserva obbligatoria, <span style=\"color: #9b0014;\"><i>Bancaria<\/i>,<\/span> 5, 18-26. <\/span><\/span><\/span><\/p><p><span style=\"font-size: medium;\"><span style=\"font-family: Verdana;\"><span style=\"color: #333333;\">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. <\/span><\/span><\/span><\/p><p><span style=\"font-size: medium;\"><span style=\"font-family: Verdana;\"><span style=\"color: #333333;\">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. <\/span><\/span><\/span><\/p><p><span style=\"font-size: medium;\"><span style=\"font-family: Verdana;\"><span style=\"color: #333333;\">Lisi F., Medio A. (1997), Is a random walk the best exchange rates predictor? , <span style=\"color: #9b0014;\"><i>International Journal of Forecasting<\/i><\/span>, 13, 255-267. <\/span><\/span><\/span><\/p><p><span style=\"font-size: medium;\"><span style=\"font-family: Verdana;\"><span style=\"color: #333333;\">Lisi F. (1996), Statistical Dimension Estimation in Singular Spectrum Analysis, <i><span style=\"color: #9b0014;\">Statistical Methods and Applications<\/span>, <\/i> 5(2), 203-209. <\/span><\/span><\/span><\/p><p><span style=\"font-size: medium;\"><span style=\"font-family: Verdana;\"><span style=\"color: #333333;\">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> , 2(4), 6-10. <\/span><\/span><\/span><\/p><p><strong><span style=\"font-size: medium;\"><span style=\"font-family: Verdana;\">BOOKS<\/span><\/span><\/strong><\/p><p><span style=\"font-size: medium;\"><span style=\"font-family: Verdana;\">De Francesco C., De Giovanni L., Ferrante M., Fonseca G., Lisi F., Pontarollo S. (eds) (2017),<span style=\"color: #990033;\"> <span style=\"color: #800000;\"><em>Proceedings of Mathsport International 2017<\/em><\/span><\/span>, Padova University Press. <\/span><\/span><\/p><p><span style=\"font-size: medium;\"><span style=\"font-family: Verdana;\">Grigoletto M., Lisi F., Petrone S. (eds) (2013),<span style=\"color: #990033;\"> <span style=\"color: #800000;\"><em>Complex Models <\/em><\/span><\/span><\/span><\/span><span style=\"font-size: medium;\"><span style=\"font-family: Verdana;\"><span style=\"color: #990033;\"><span style=\"color: #800000;\"><em>and Computational Methods in Statistics<\/em><\/span><\/span>, Springer. <\/span><\/span><\/p><p><span style=\"font-size: medium;\"><span style=\"font-family: Verdana;\">Di Fonzo T., Lisi F. (2005), <span style=\"color: #800000;\">Serie Storiche Economiche. Analisi statistiche e applicazioni<\/span>. Carocci, Roma. <\/span><\/span><\/p><p><span style=\"font-size: medium;\"><span style=\"font-family: Verdana;\">Di Fonzo T., Lisi F. (2000), <span style=\"color: #800000;\">Complementi di statistica economica: introduzione alle serie storiche univariate<\/span>, CLEUP, Padova.<\/span><\/span><\/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><\/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>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":104,"href":"https:\/\/homes.stat.unipd.it\/francescolisi\/wp-json\/wp\/v2\/pages\/54\/revisions\/104"}],"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}]}}