Italian Electricity Market Forecasting and Time-Series Synchrony Analysis: Interim Study I
Energy Economics (Interim Study)
Alumni
Research Resident
University of Bari
Giuseppe Orlando is a professor of economics and financial mathematics, risk specialist, and researcher in complex systems with more than two decades of experience spanning academia, finance, and quantitative research. He has held professorial and visiting positions across Europe and internationally, and has worked with major financial institutions and research centers on risk management, financial engineering, and data-driven modelling. His work focuses on stochastic processes, energy and climate economics, nonlinear dynamics, and the modelling of systemic risk in complex economic and financial systems. Combining a strong mathematical background with applied policy and industry expertise, Orlando’s research bridges theoretical modelling, data science, and real-world challenges related to sustainability, resilience, and energy transitions.
During his residency at the UM6P Institute for Advanced Studies, Giuseppe Orlando developed the research project “Tipping Points, Resilience, and Complex Systems – Interdisciplinary (TRACS-I)”, which explored systemic risks and resilience in interconnected economic and energy systems. The project focused in particular on electricity markets and power-grid stability in contexts of climate change, increasing demand variability, and the growing integration of renewable energy sources. By combining quantitative modelling, data-reduction techniques, and forecasting methods, the research aimed to build a comprehensive framework for analysing imbalances in electricity systems, price formation, and the resilience of energy infrastructures under stress.
The project also investigated demand-response strategies and adaptive load-balancing models capable of improving the flexibility and robustness of energy networks, especially in the face of extreme events and climate-related disruptions. More broadly, Orlando’s residency research contributed to interdisciplinary reflections on tipping points in complex systems—across energy, economics, and environmental contexts—while proposing tools to support policy design, risk management, and sustainable transitions in highly interconnected global systems.
Energy Economics (Interim Study)
Computational Social Science (Under Review)
Energy Policy (Under Review)
Business Strategy & Environment (Under Review)
Applied Energy (Under Review)
Nonlinear Analysis (Under Review)
Finance Research Letters (Under Review)
Journal of Banking & Finance (Under Review)
Review of Financial Studies (Under Review)
Chaos, Solitons & Fractals (Under Review)
Journal of Financial Economics (Under Review)
Quantitative Finance (Under Review)
Nonlinear Dynamics (Springer) · 2025
Natural Hazards / Geneva Papers on Risk and Insurance · 2025
Health Policy / Health Care Management Science · 2024/2025
International Economics / Journal of International Business Studies · 2024/2025
Quantitative Finance / Journal of Portfolio Management · 2025
International Review of Financial Analysis / Journal of Financial Regulation · 2024/2025