NICOLAU, MIHAELA

NICOLAU, MIHAELA  

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Titolo Data di pubblicazione Autore(i) File
Are Futures Prices Influenced by Spot Prices or Vice-versa? An Analysis of Crude Oil, Natural Gas and Gold Markets 1-gen-2013 Nicolau, M.; Palomba, Giulio; Traini, I.
Dynamic relationships between spot and futures prices. The case of energy and gold commodities 1-gen-2015 Nicolau, Mihaela; Palomba, Giulio
Reconciling TEV and VaR in Active Portfolio Management: A New Frontier 1-gen-2022 Lucchetti, Riccardo; Nicolau, Mihaela; Palomba, Giulio; Riccetti, Luca
Reconciling Tracking Error Volatility and Value-at-Risk in Active Portfolio Management: A New Frontier 1-gen-2024 Lucchetti, Riccardo; Nicolau, Mihaela; Palomba, Giulio; Riccetti, Luca
The impact of oil and natural gas prices on financial markets returns in the long-run 11-feb-2011 Nicolau, Mihaela