Maria Flora

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Foto, January 27, 2019
Position
Research Assistants
Academic sector
- - -
Office
Polo Santa Marta,  Floor 1,  Room 1.58
E-mail
maria|flora*univr|it <== Replace | with . and * with @ to have the right email address.
Personal web page
https://maria-flora.github.io/webpage/
Curriculum

Maria Flora is a Post-Doctoral Fellow at the Department of Economics of University of Verona.
Maria completed her Ph.D. at University of Padova in 2019, under the supervision of Professor Tiziano Vargiolu. Her Ph.D. dissertation was ranked as excellent by world leading experts.  
During her Ph.D. experience, she has been a Visiting Research Scholar [2017-2018] at the Mathematical Institute, University of Oxford (UK).
 

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Research interests
Topic Description Research area
JEL H23 - Externalities; Redistributive Effects; Environmental Taxes and Subsidies Study and assessment of the effect of environmental regulations (taxes, subsidies and quotas) imposed on high-carbon industries, such as the energy sector. Study of the effects of incentive-based approaches for environmental regulation, the most notable of which is a tradable permit system, and payment for ecosystems. Public Policies Analysis
Taxation, Subsidies, and Revenue
JEL Q47 - Energy Forecasting Forecasting energy prices by the estimation of models which capture possible non-linear time evolution of prices. Enviromental Economics, Energy Economics, Sustainability and Development
Energy
MSC 60H30 - Applications of stochastic analysis Applications of continuous-time stochastic processes in economics and finance. Analysis of pricing problems and contingent claims. Studies of problems of risk management and applications of measures of risk. Quantitative Methods for Economics
Stochastic analysis
MSC 91G80 - Financial applications of other theories (stochastic control, calculus of variations, PDE, SPDE, dynamical systems) Among the main applications of stochastic optimal control theory one finds mathematical finance. Indeed, many decision problems are formulated in terms of optimization on continuous-time stochastic models. We find typically: hedging problems, portfolio optimization, risk management and optimal stopping. Quantitative Finance
Mathematical finance
Projects
Title Starting date
Cross-border electricity trading 1/1/19




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