Default probability estimation via pair copula constructions. - Luciana Dalla Valle; Maria Elena De Giuli; Claudia Tarantola; Claudio Manelli (Eur. J. Oper. Res., 2016)

Multivariate dependence analysis via tree copula models: An application to one-year forward energy contracts. - Federico Bassetti; Maria Elena De Giuli; Enrica Nicolino; Claudia Tarantola (Eur. J. Oper. Res., 2018)

Evaluating the impacts of the external supply risk in a natural gas supply chain: the case of the Italian market. - Elisabetta Allevi; L. Boffino; Maria Elena De Giuli; Giorgia Oggioni (J. Glob. Optim., 2018)

Analysis of long-term natural gas contracts with vine copulas in optimization portfolio problems. - Elisabetta Allevi; L. Boffino; Maria Elena De Giuli; Giorgia Oggioni (Ann. Oper. Res., 2019)

Systemic risk attribution in the EU. - Giulia Farina; Rosella Giacometti; Maria Elena De Giuli (J. Oper. Res. Soc., 2019)

Risk attribution and interconnectedness in the EU via CDS data. - Rosella Giacometti; Gabriele Torri; Giulia Farina; Maria Elena De Giuli (Comput. Manag. Sci., 2020)

Evaluating the role of waste-to-energy and cogeneration units in district heatings and electricity markets. - Elisabetta Allevi; Maria Elena De Giuli; Ruth Domínguez; Giorgia Oggioni (Comput. Manag. Sci., 2023)

Wasserstein barycenter regression for estimating the joint dynamics of renewable and fossil fuel energy indices. - Maria Elena De Giuli; Alessandro Spelta (Comput. Manag. Sci., 2023)

Variational Methods for Equilibrium Problems Applied to Electricity Markets. - Maria Elena De Giuli; Monica Milasi; Giorgia Oggioni; Domenico Scopelliti (J. Optim. Theory Appl., 2026)