| Robustness and sensitivity analysis of risk measurement procedures R Cont, R Deguest, G Scandolo Quantitative finance 10 (6), 593-606, 2010 | 489 | 2010 |
| Conditional and dynamic convex risk measures K Detlefsen, G Scandolo Finance and stochastics 9, 539-561, 2005 | 453 | 2005 |
| Risk measures and capital requirements for processes M Frittelli, G Scandolo Mathematical finance 16 (4), 589-612, 2006 | 216 | 2006 |
| Liquidity risk theory and coherent measures of risk C Acerbi, G Scandolo § Quantitative Finance 8 (7), 681-692, 2008 | 198 | 2008 |
| Assessing financial model risk P Barrieu, G Scandolo European Journal of Operational Research 242 (2), 546-556, 2015 | 110 | 2015 |
| Risk measures in a dynamic setting G Scandolo Ph. D. Thesis, Universita degli Studi Milano, 2003 | 62 | 2003 |
| General Pareto Optimal Allocations and Applications to Multi-Period Risks1 P Barrieu, G Scandolo ASTIN Bulletin: The Journal of the IAA 38 (1), 105-136, 2008 | 37 | 2008 |
| Models of capital requirements in static and dynamic settings G Scandolo Economic Notes 33 (3), 415-435, 2004 | 28 | 2004 |
| Fukushima effect on commodity prices A Gianfreda, G Scandolo 2013 10th International Conference on the European Energy Market (EEM), 1-7, 2013 | 3 | 2013 |
| Assessing model risk in financial and energy markets using dynamic conditional VaRs A Gianfreda, G Scandolo Applied Stochastic Models in Business and Industry 40 (2), 408-433, 2024 | 2 | 2024 |
| Measuring Model Risk in the European Energy Exchange A Gianfreda, G Scandolo Handbook of Recent Advances in Commodity and Financial Modeling …, 2018 | 2 | 2018 |
| Matematica Finanziaria G Scandolo Amon Editore, 2013 | 2 | 2013 |
| A worldwide analysis of the energy regulatory tasks and activities through the lenses of entropy and unsupervised statistical learning A Gianfreda, G Scandolo Energy 271, 126969, 2023 | 1 | 2023 |
| Higher moments in the fundamental specification of electricity forward prices A Gianfreda, G Scandolo, DW Bunn Quantitative Finance 22 (11), 2063-2078, 2022 | 1 | 2022 |
| An introduction to coherent risk measures G Scandolo Presentation, Risk Measures: Frontiers of Mathematics and Regulations …, 2015 | 1 | 2015 |
| The connectedness features of German electricity futures over short and long maturities A Gianfreda, G Scandolo, D Bunn Finance Research Letters 70, 106315, 2024 | | 2024 |
| Revisiting Risk Premia in Electricity Markets A Gianfreda, G Scandolo Methods and Applications in Fluorescence, 291-296, 2022 | | 2022 |
| Forecasting Value-at-Risk for Model Risk Analysis in Energy Markets A Gianfreda, G Scandolo 50th Scientific meeting of the Italian Statistical Society, 2018 | | 2018 |
| Energy Risk Management by Value-at-Risk A Gianfreda100, G Scandolo101 How to Cope With Disrupted Times, 280, 2018 | | 2018 |
| Forecasting Value-at-Risk for Model Risk Analysis in Energy Markets G Scandolo Proceedings of the 49th Scientific meeting of the Italian Statistical …, 2018 | | 2018 |
