Filippo Petroni

Universita' di L'Aquila

Dipartimento di Matematica

Coppito, L'Aquila 67010

Italy

SCHOLARLY PAPERS

3

DOWNLOADS

210

SSRN CITATIONS

2

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

Investment Strategies and Hidden Variables

Number of pages: 19 Posted: 26 Jan 2006
Filippo Petroni and Maurizio Serva
Universita' di L'Aquila and University of L'Aquila - Department of Physics
Downloads 106 (309,856)

Abstract:

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Investment strategies, hidden variable, information

2.

Inverse Statistics in the Foreign Exchange Market

Number of pages: 8 Posted: 28 Feb 2004
Riso National Laboratory - Wind Energy Department, Niels Bohr Institute, Nordita and Universita' di L'Aquila
Downloads 104 (313,830)
Citation 2

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Inverse Statistics, FX Market, High-Freq. Data

3.

Performance Estimation of a Wind Farm with a Dependence Structure between Electricity Price and Wind Speed

The World Economy, Vol. 43, Issue 10, pp. 2803-2822, 2020
Number of pages: 20 Posted: 20 Oct 2020
Universita di Cagliari, affiliation not provided to SSRN, affiliation not provided to SSRN and Universita' di L'Aquila
Downloads 0 (794,839)
Citation 1
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Abstract:

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Box–Cox transformation, expected income, Monte Carlo simulation, probability integral transformation, vector autoregressive model, wind energy