Current Positions- Associate Professor @dSEA, UniPD, from 2024/02/01- Research Affiliate @ Energy Markets Group, London Business School, from 2014/09/01- Associate Editor for the journal “The Energy Markets”, from 2016/08/01- Member of the Scientific Advisory Board for SDEWES Conferences on “Sustainable Development of Energy, Water & Environmental Systems”- Member of the Scientific Advisory Board for the International Conference Series of “Energy Finance Christmas Workshops” Previous Positions- Associate Professor @DEMB, UniMoRE, 2022/11/15-2024/01/31- Assistant Professor (RTDB) @DEMB, UniMoRE: 2019/11/15-2022/11/14- Assistant Professor (RTDA) @ Free University of Bozen: 2017/05/15-2019/11/14- Associate Editor for Renewable & Sustainable Energy Reviews, 2018 & 2019- Guest Editor for “VSI: Quantitative Analysis of Energy Markets” in Energy Economics, 2010-2011- Guest Editor for “VSI: Economics of Sustainable and Renewable Energy Systems” in Energies, 2019Education2006 – Ph.D., University of Lecce2004 – MSc, University of Hull, UK2000 – Bachelor, University of LecceVisiting - Norwegian University of Life Sciences, Ås, Norway (2013)- Carlos III de Madrid (2011)- London School of Economics (2008)- London Business School (2005, 2006)Fellowships- Marie Curie Intra-European Fellowship @ London Business School: 2012/09-2014/08- Jean–Monnet Fellow @ European University Institute: 2011/09-2012/08- Senior Post-doc Fellow @ University Milano-Bicocca: 2016/01-2017/05- Post-doc Fellow @ University of Verona: 2007/10-2008/09 & 2008/11-2011/08Awards & International Research Grants 2017 EEX Excellence Award from the German Power Exchange, EEX (1,000€) 2016 Fondazione Cariplo Award @ University Milano-Bicocca for a course on “ERC proposal writing”2013 NMBU Visiting Scholar Programme @ Norwegian University (33,000 NOK) 2011 Marie Curie IEF, FP7–PEOPLE–2011–MC–IEF (209,033.40€)2008 Leverhulme Grant, London School of Economics. Grant holder: Oliver LintonNational Research Grants2023 Energy Risks Modelling, Mitigation and Management - FAR2023 @ DEMB-UniMoRE. 9k€ 2022 Risk Premia with RES - FAR2022 @ DEMB-UniMoRE. 1.3k€ 2021 Unveiling Risk Premia in the Changed Energy Markets - FAR2021 DEMB@UniMoRE. 1.6k€2019 Forecasting Electricity Prices on Long Horizons – UniBZ RTD call 2019. 10k€ 2018 Energy Risk Modelling Under uNcertainties – UniBZ RTD call 2018. 10k€2017 FOrecasting prices and volumes, MOnitoring balancing costs and comparing different Pricing Mechanisms in Electricity Markets – UniBZ RTD call 2017. 9k€2015 DEMS Visiting Research Grant @ UniMiB Milano-Bicocca (1.5k€)2015 DISMEQ Visiting Research Grant @ UniMiB Milano-Bicocca (1.5€)Independent Expert, Reviewer & Referee@ the European Commission, (C)INEA, for RIA & CSA: HORIZON-CL5-2022, H2020-LCE-2016, H2020-LCE-2015 @ the Latvian Council of Science, 2021@ the Research Foundation Flanders (FWO), 2012@ the Italian CINECA REPRISE, with service in 2020 and 2021 for the “G@V - Research and Training for Global Challenges”, Marie Skłodowska-Curie Cofund Fellowship@ THE, Times Higher Education, World University Rankings: 2024 & 2023 & 2022@ scientific publishers: Nature (Nature Energy), Elsevier (JEDC, IJF, EJOR, among others), Taylor & Francis, Springer, IAEE, Wiley, Risk, MDPI

- Gianfreda A. and Scandolo G., 2023, Assessing model risk in financial and energy markets using dynamic conditional VaRs, Applied Stochastic Models in Business and Industry, forthcoming
- Gianfreda A., Maranzano P., Parisio L., and Pelagatti M., 2023, Trends and Long-run Relations in Cointegrated Time Series Observed with Noise, Economic Modelling, 125
- Gianfreda A. and Scandolo G., 2023, A Worldwide Analysis of the Energy Regulatory Tasks and Activities through the Lenses of Entropy and Unsupervised Statistical Learning, Energy, 271
- Gianfreda A., Ravazzolo F. and Rossini L., 2023, Large time-varying volatility models for electricity prices, Oxford Bulletin of Economics & Statistics, 85 (3)
- Billè A.G., Gianfreda A., Del Grosso F. and Ravazzolo F., 2023, Forecasting Electricity Prices with Expert, Linear and Non-Linear Models, International Journal of Forecasting, 39 (2)
- Gianfreda A., Scandolo G. and Bunn D.W., 2022, Higher moments in the fundamental specification of electricity forward prices, Quantitative Finance, 22 (11)
- Durante F., Gianfreda A., Ravazzolo F. and Rossini L., 2022, A Multivariate Dependence Analysis for Electricity Prices, Demand and Renewable Energy Sources, Information Sciences, 590
- Gianfreda A., Ravazzolo F. and Rossini L., 2020, Comparing the Forecasting Performances of Linear Models for Electricity Prices, International Journal of Forecasting, 36
- Gianfreda A., Parisio L. and Pelagatti M., 2019, The RES-induced Switching Effect Across Fossil Fuels: An Analysis of Day-Ahead and Balancing Prices, The Energy Journal, 40
- Gianfreda A. and Bunn D.W., 2018, A Stochastic Latent Moment Model for Electricity Price Formation, Operations Research, 66 (5) – EEX Excellence Award 2017
- Bunn D.W., Gianfreda A. and Kermer S., 2018, A Trading-based Evaluation of Density Forecasts in a Real-time Electricity Market, Energies, 11(10)
- Gianfreda A., Parisio L. and Pelagatti M., 2018, A review of Balancing Costs in Italy before and after RES introduction, Renewable & Sustainable Energy Reviews, 91
- Gianfreda A., Parisio L. and Pelagatti M., 2016, The Impact of RES in the Italian Day–ahead and Balancing Markets, The Energy Journal, 37
- Gianfreda A., Parisio L. and Pelagatti M., 2016, Revisiting Long–run Relations in Power Markets with High RES Penetration, Energy Policy, 94
- Gianfreda A. and Grossi L., 2013, Quantitative Analysis of Energy Markets, Energy Economics, 35, 1-4 (editorial)
- Gianfreda A. and Grossi L., 2012, Forecasting Italian Electricity Zonal Prices with Exogenous Variables, Energy Economics, 34, 6
- Gianfreda A. and Bunn D.W., 2010, Integration and Shock Transmissions across European Electricity Forward Markets, Energy Economics, 32 (2)
- Gianfreda A., 2010, Volatility and Volume Effects in European Electricity Spot Markets, Economic Notes. Review of Banking, Finance and Monetary Economics (Wiley–Blackwell), 39 (1/2)

ORCID: https://orcid.org/0000-0002-2790-1453

Econometria Finanziaria, Economia dei Mercati Energetici, Finanza Quantitativa