Post-doc researcher
CREST, CNRS, Institut Polytechnique de Paris.
5 avenue Henry Le Chatelier, 91764 Palaiseau, France. Office 4114.
maria DOT flora AT ensae DOT fr
Maria Flora is a Researcher at the Center for Research in Economics and Statistic (CREST ), a combined research unit of the Centre National de la Recherche Scientifique (CNRS , UMR 9194), ENSAE Paris , and the Economics Department of Ecole Polytechnique , in Palaiseau (France). Prior to joining CREST, Maria was Post-Doctoral Fellow at the Department of Economics of University of Verona (Italy). Maria completed her Ph.D. at University of Padova (Italy) 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 (in 2017-2018) at the Mathematical Institute , University of Oxford (UK).
Quantitative Finance, Financial Econometrics, Energy Finance, Optimal control problems, Energy modeling and forecasting
| 2021 - today | Researcher – CREST - CNRS, Institut Polytechnique de Paris |
| April-May 2021 | Junior Fellow – Collegio Carlo Alberto , University of Torino (Italy) |
| 2019 - 2021 | Post-Doctoral Research Fellow – Department of Economics, University of Verona (Italy) |
| 2017 - 2018 | Visiting Research Scholar – Mathematical Institute , University of Oxford (UK) |
| Cartea, Á., Flora, M., Vargiolu, T., and Slavov, G. (2021). Optimal cross-border electricity trading. SIAM Journal on Financial Mathematics (forthcoming) |
| Flora, M. and Vargiolu, T. (2020). Price dynamics in the European Union Emissions Trading System and evaluation of its ability to boost emission-related investment decisions. European Journal of Operational Research, 280(1), 383–394. |
| Andreis, L., Flora, M., Fontini, F. and Vargiolu, T. (2020). Pricing reliability options under different electricity price regimes. Energy Economics, 87, 104705. |
| Flora, M., Renò, R. (2020). V-shapes (previous title: "Fragility of financial markets: the Italian debt not-so-flash crash"). |
| Flora, M., Tankov, P. (2021). Green investment and asset stranding under transition scenario uncertainty. |
| Ferrara, G., Flora, M., Renò, R. (2021). The COVID-19 auction premium. |