Loretta Mastroeni

Loretta Mastroeni is associate professor at the Department of Economics at the University of Roma Tre, where she teaches Master's and PhD courses in energy finance, mathematical finance and mathematical economics. Her main research interests focus on pricing of financial derivatives, risk management in energy and commodities markets, and risk management in telecommunications. She is the author of many papers published in peer-reviewed journals. She acts as an expert evaluator of European Union projects and as a referee for a number of peer-reviewed journals.

Articles by Loretta Mastroeni

Original research

The selection of predictive variables in aggregate hydroelectric generation models

This paper provides a method to identify the best predictive variables and the appropriate predictive indexes for an aggregate hydropower storage forecasting model. To this end, we use an entropy-based approach.

08 Mar 2021