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Number of items: 5.

December 2009

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

10 January 2011

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

October 2017

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.

11 January 2018

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.

12 December 2018

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

This list was generated on Fri Oct 18 19:02:53 2019 CEST.
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