Search Results - "Mastroeni, Loretta" :: K.UTB vyhledávací portál

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Pricing Options with Vanishing Stochastic Volatility

by Mastroeni, Loretta
Published in Risks (Basel) (01.09.2022)

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Replication in Energy Markets: Use and Misuse of Chaos Tools

by Mastroeni, Loretta, Vellucci, Pierluigi
Published in Entropy (Basel, Switzerland) (16.05.2022)

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Wavelet and Deep Learning Framework for Predicting Commodity Prices Under Economic and Financial Uncertainty

by Doroshenko, Lyubov, Mastroeni, Loretta, Mazzoccoli, Alessandro
Published in Mathematics (Basel) (01.04.2025)

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Construction of an SDE Model from Intraday Copper Futures Prices

by Mastroeni, Loretta, Vellucci, Pierluigi
Published in Risks (Basel) (01.11.2022)

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Journal Article

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The impact of Clean Spark Spread expectations on storage hydropower generation

by Condemi, Claudia, Mastroeni, Loretta, Vellucci, Pierluigi
Published in Decisions in economics and finance (01.12.2021)

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Journal Article

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Introduction to Special Issue on Energy Finance

by Mastroeni, Loretta, Wunderlich, Ralf
Published in Decisions in economics and finance (01.12.2021)

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Journal Article

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Cyber Insurance Premium Setting for Multi-Site Companies under Risk Correlation

by Mastroeni, Loretta, Mazzoccoli, Alessandro, Naldi, Maurizio
Published in Risks (Basel) (01.10.2023)

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Journal Article

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Service Level Agreement Violations in Cloud Storage: Insurance and Compensation Sustainability

by Mastroeni, Loretta, Mazzoccoli, Alessandro, Naldi, Maurizio
Published in Future internet (2019)

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Journal Article

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Agent-Based Models for Opinion Formation: A Bibliographic Survey

by Mastroeni, Loretta, Vellucci, Pierluigi, Naldi, Maurizio
Published in IEEE access (2019)

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Journal Article

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Quantifying predictive knowledge: Wavelet energy α-divergence measure for time series uncertainty reduction

by Mastroeni, Loretta, Mazzoccoli, Alessandro
Published in Chaos, solitons and fractals (01.11.2024)

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Journal Article

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Studying the impact of fluctuations, spikes and rare events in time series through a wavelet entropy predictability measure

by Mastroeni, Loretta, Mazzoccoli, Alessandro, Vellucci, Pierluigi
Published in Physica A (01.05.2024)

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Wavelet entropy and complexity–entropy curves approach for energy commodity price predictability amid the transition to alternative energy sources

by Mastroeni, Loretta, Mazzoccoli, Alessandro, Vellucci, Pierluigi
Published in Chaos, solitons and fractals (01.07.2024)

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Auction-based Theory for Dynamic Spectrum Access: a Review

by Benedetto, Francesco, Mastroeni, Loretta, Quaresima, Greta
Published in 2021 44th International Conference on Telecommunications and Signal Processing (TSP) (26.07.2021)

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Conference Proceeding

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Effects of the climate-related sentiment on agricultural spot prices: Insights from Wavelet Rényi Entropy analysis

by Mastroeni, Loretta, Mazzoccoli, Alessandro, Quaresima, Greta
Published in Energy economics (01.02.2025)

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Journal Article

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Wind energy: Influencing the dynamics of the public opinion formation through the retweet network

by Mastroeni, Loretta, Naldi, Maurizio, Vellucci, Pierluigi
Published in Technological forecasting & social change (01.09.2023)

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Journal Article

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Twitter and the circular economy: examining the public discourse

by Mastroeni, Loretta, Naldi, Maurizio, Vellucci, Pierluigi
Published in Management decision (2023)

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Journal Article

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Does OVX affect WTI and Brent oil spot variance? Evidence from an entropy analysis

by Benedetto, Francesco, Mastroeni, Loretta, Quaresima, Greta, Vellucci, Pierluigi
Published in Energy economics (01.06.2020)

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Journal Article

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Economic decision criteria for the migration to cloud storage

by Naldi, Maurizio, Mastroeni, Loretta
Published in European journal of information systems (01.01.2016)

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Journal Article

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Is the ETS an effective environmental policy? Undesired interaction between energy-mix, fuel-switch and electricity prices

by Bersani, Alberto M., Falbo, Paolo, Mastroeni, Loretta
Published in Energy economics (01.06.2022)

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Journal Article

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Decoupling and recoupling in the crude oil price benchmarks: An investigation of similarity patterns

by Mastroeni, Loretta, Mazzoccoli, Alessandro, Quaresima, Greta, Vellucci, Pierluigi
Published in Energy economics (01.02.2021)

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Journal Article

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