Browse by Authors

28229

Cifarelli, Giulio and Paladino, Giovanna (2011): Hedging vs. speculative pressures on commodity futures returns.

28293

Cifarelli, Giulio and Paladino, Giovanna (2009): Oil and portfolio risk diversification.

83894

Cifarelli, Giulio and Paladino, Giovanna (2018): Can the interaction between a single long-term attractor and heterogeneous trading explain exchange rate behaviour? A nonlinear econometric investigation.

84009

Cifarelli, Giulio and Paesani, Paolo (2017): On the difficulty of interpreting market behaviour in an uncertain world: the case of oil futures pricing between 2003 and 2016.

90470

Cifarelli, Giulio and Paesani, Paolo (2018): Navigating the oil bubble: A non-linear heterogeneous-agent dynamic model of futures oil pricing.