3 citations · 7 across the 7 of their papers we have counts for
7 papers
Wavelet analysis and energy-based measures for oil-food price relationship as a footprint of financialisation effect
Loretta Mastroeni, Alessandro Mazzoccoli, Greta Quaresima +1
In this paper we exploit the wavelet analysis approach to investigate oil-food price correlation and its determinants in the domains of time and frequency. Wavelet analysis is able…
Personal Finance Decisions with Untruthful Advisors: an Agent-Based Model
Loretta Mastroeni, Maurizio Naldi, Pierluigi Vellucci
Investors usually resort to financial advisors to improve their investment process until the point of complete delegation on investment decisions. Surely, financial advice is poten…
"Chaos" in energy and commodity markets: a controversial matter
Loretta Mastroeni, Pierluigi Vellucci
We test whether the futures prices of some commodity and energy markets are determined by stochastic rules or exhibit nonlinear deterministic endogenous fluctuations. As for the me…
"Butterfly Effect" vs Chaos in Energy Futures Markets
Loretta Mastroeni, Pierluigi Vellucci
In this paper we test for the sensitive dependence on initial conditions (the so called "butterfly effect") of energy futures time series (heating oil, natural gas), and thus the d…
Analysis of cloud storage prices
Loretta Mastroeni, Maurizio Naldi
Cloud storage is fast securing its role as a major repository for both consumers and business customers. Many companies now offer storage solutions, sometimes for free for limited…
Pricing of insurance policies against cloud storage price rises
Loretta Mastroeni, Maurizio Naldi
When a company migrates to cloud storage, the way back is neither easy nor cheap. The company is then locked up in the storage contract and exposed to upward market prices, which r…
Spectrum Trading: An Abstracted Bibliography
Loretta Mastroeni, Maurizio Naldi
This document contains a bibliographic list of major papers on spectrum trading and their abstracts. The aim of the list is to offer researchers entering this field a fast panorama…