PELIZZARI Cristian

Researcher on the following topics: - bootstrapping and simulation methods based on Markov chains and solved exactly, or with tabu search and mixed-integer linear programming (MILP) methods; - methods for generating and integrating scenarios; - pricing of inflation-linked bonds; - classification and characterization of trading styles based on rules of technical analysis; - analysis of environmental regulations, in particular of the "Cap and Trade" mechanisms; - analysis and risk management for producers of electricity from renewable energy sources, in particular with the use of wind derivatives; - analysis and management of the risk for the tourism and wine industry, in particular with the use of rainfall derivatives; - optimization of electricity supply in the presence of battery-based storage systems; - electric vehicle incentive policies; - renewable energy communities; - impact evaluation of ESG indicators on business efficiency.