Guglielmo D'Amico
University of Chieti-Pescara
,p>Guglielmo D’Amico is a Full Professor in Mathematical Methods in Economics, Finance and Insurance at the Department of Economics of the “G. d’Annunzio” University of Chieti-Pescara. He received his PhD in Mathematics for applications in Economics, Finance and Insurance from the University “La Sapienza” of Rome in May 2005. His research interests include the theory of stochastic processes and their applications in finance, insurance, economics, reliability and wind energy. He is interested also in nonparametric statistical inference for stochastic processes. His research has appeared in several refereed journals: European Journal of Operational Research, Applied Mathematical Finance, Scandinavian Actuarial Journal, Applied Mathematical Modelling, IMA Journal of Management Mathematics, Journal of the Operational Research Society, Reliability Engineering and System Safety, Stochastics, Insurance: Mathematics and Economics.
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Articles by Guglielmo D'Amico
A multivariate model for hybrid wind–photovoltaic power production with energy portfolio optimization
The authors model the power production and income of a wind-photovoltaic energy plant to determine the portfolio that maximises profitability as well as the optimal choice between wind and photovoltaic plants.