| Conditional and dynamic convex risk measures K Detlefsen, G Scandolo Finance and stochastics 9, 539-561, 2005 | 428 | 2005 |
| Robustness and sensitivity analysis of risk measurement procedures R Cont, R Deguest, G Scandolo Quantitative finance 10 (6), 593-606, 2010 | 411 | 2010 |
| Risk measures and capital requirements for processes M Frittelli, G Scandolo Mathematical finance 16 (4), 589-612, 2006 | 203 | 2006 |
| Liquidity risk theory and coherent measures of risk C Acerbi, G Scandolo § Quantitative Finance 8 (7), 681-692, 2008 | 176 | 2008 |
| Assessing financial model risk P Barrieu, G Scandolo European Journal of Operational Research 242 (2), 546-556, 2015 | 87 | 2015 |
| Risk measures in a dynamic setting G Scandolo Ph. D. Thesis, Universita degli Studi Milano, 2003 | 58 | 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 | 34 | 2008 |
| Models of capital requirements in static and dynamic settings G Scandolo Economic Notes 33 (3), 415-435, 2004 | 25 | 2004 |
| Fukushima effect on commodity prices A Gianfreda, G Scandolo 2013 10th International Conference on the European Energy Market (EEM), 1-7, 2013 | 2 | 2013 |
| Measuring Model Risk in the European Energy Exchange A Gianfreda, G Scandolo Handbook of Recent Advances in Commodity and Financial Modeling …, 2018 | 1 | 2018 |
| An introduction to coherent risk measures G Scandolo Presentation, Risk Measures: Frontiers of Mathematics and Regulations …, 2015 | 1 | 2015 |
| 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 | | 2023 |
| Higher moments in the fundamental specification of electricity forward prices A Gianfreda, G Scandolo, DW Bunn Quantitative Finance 22 (11), 2063-2078, 2022 | | 2022 |
| Revisiting Risk Premia in Electricity Markets A Gianfreda, G Scandolo Mathematical and Statistical Methods for Actuarial Sciences and Finance: MAF …, 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 Gianfreda, G Scandolo EMAN 2018, 280-285, 2018 | | 2018 |
| FFT methods for Measuring Risk P Rossi, G Scandolo | | 2015 |
| Assessing financial model risk G Scandolo | | 2014 |
| Matematica Finanziaria G Scandolo Amon Editore, 2013 | | 2013 |
| Fukushima effect on Commodity Prices G Scandolo, G Angelica IEEE Conference Proceedings EEM13, 448-453, 2013 | | 2013 |
