Dr. Loretta Mastroeni

Roma TRE University, Italy

Associate Professor

Email: loretta.mastroeni@uniroma3.it

Qualifications

1991 M.Sc., Sapienza University of Rome, Italy

1989 M.Sc., Sapienza University of Rome, Italy

Publications (Selected)

1. De Crescenzo, I., Mastroeni, L., Quaresima, G., & Vellucci, P. (2025). Geopolitical risk and uncertainty in energy markets: Evidence from wavelet-based methods. Energy Economics, 108281.
2. Mastroeni, L., Mazzoccoli, A., & Quaresima, G. (2025). Effects of the climate-related sentiment on agricultural spot prices: Insights from Wavelet Rényi Entropy analysis. Energy Economics, 142, 108146.
3. Mastroeni, L., & Mazzoccoli, A. (2024). Quantifying predictive knowledge: Wavelet energy α-divergence measure for time series uncertainty reduction. Chaos, Solitons & Fractals, 188, 115488.
4. Mastroeni, L., Mazzoccoli, A., & Vellucci, P. (2024). Wavelet entropy and complexity–entropy curves approach for energy commodity price predictability amid the transition to alternative energy sources. Chaos, Solitons & Fractals, 184, 115005.
5. Mastroeni, L., Mazzoccoli, A., & Vellucci, P. (2024). Studying the impact of fluctuations, spikes and rare events in time series through a wavelet entropy predictability measure. Physica A: Statistical Mechanics and its Applications, 641, 129720.
6. Mastroeni, L., Naldi, M., & Vellucci, P. (2023). Twitter and the circular economy: examining the public discourse. Management Decision, 61(13), 192-221.
7. Mastroeni, L., Mazzoccoli, A., & Naldi, M. (2023). Cyber Insurance Premium Setting for Multi-Site Companies under Risk Correlation. Risks, 11(10), 167.
8. Mastroeni, L., Naldi, M., & Vellucci, P. (2023). Wind energy: Influencing the dynamics of the public opinion formation through the retweet network. Technological Forecasting and Social Change, 194, 122748.
9. Bersani A. M., Falbo P. and Mastroeni L. (2022) Is the ETS an effective environmental policy? Undesired interaction between energy-mix, emission caps and electricity prices. Energy Economics, 110, 105981.
10. Mastroeni L., Naldi M. and Vellucci P. (2022) Who pushes the discussion on wind energy? An analysis of self-reposting behaviour on Twitter. Quality & Quantity. https://doi.org/10.1007/s11135-022-01448-z
11. Mastroeni L., A. Mazzoccoli, G. Quaresima and P. Vellucci, (2022) Wavelet analysis and energy-based measures for oil-food price relationship as a footprint of financialisation effect. Resources Policy, 77, 102692.
12. Mastroeni L., M. Naldi and P. Vellucci, (2022) Personal Finance Decisions with untruthful advisors: an Agent-Based Model. Computational Economics. https://doi.org/10.1007/s10614-022-10256-4
13. Mastroeni L., Mazzoccoli A., Quaresima G. and Vellucci P. (2021) Decoupling and recoupling in the crude oil price benchmarks: an investigation of similarity patterns. Energy Economics, 94, 105036.
14. Condemi C., Mastroeni L. and Vellucci P. (2021) The impact of Clean Spark Spread expectations on storage hydroelectric generation, Decisions in Economics and Finance, 44, 1111-1146.
15. Condemi C., Casillas-Perez D., Jimenez-Fernandez S., Mastroeni L., and S. Salcedo-Sanz, (2021) Prediction of Hydro-power Production Capacity with Machine Learning Regression Techniques. Knowledge-Based Systems, 222 (2021) 107012.
16. Benedetto F., Mastroeni L. and Vellucci P. (2021) Extraction of Information Content Exchange in Financial Markets by an Entropy Analysis. ACM Transactions on Management Information Systems, Vol.12, n.1, 1-16.
17. Benedetto F., Mastroeni L. and Vellucci P. (2021) Modeling the Flow of Information between Financial Time-Series by an Entropy-Based Approach. Annals of Operations Research, 299, 1235–1252.
18. Benedetto F., Mastroeni L., Quaresima G. and Vellucci P. (2020) Does OVX affect WTI and Brent oil spot variance? Evidence from an entropy analysis. Energy Economics, vol. 89, 104815.
19. Condemi C., Mastroeni L. and Vellucci P. (2020) The selection of predictive variables in aggregate hydroelectric generation models. The Journal of Energy Markets, Vol.14, N.1, 27-60.
20. Mastroeni L., Vellucci P. and Naldi M. (2019). A reappraisal of the chaotic paradigm for energy commodity prices. Energy Economics, 82, 167-178.

Profile Details

https://www.researchgate.net/profile/Loretta-Mastroeni

https://scholar.google.com/citations?user=vYgRhbAAAAAJ&hl=it