Publications

Refereed journal

1. F. Cappelli, G. Carnazza, P. Vellucci, Crude oil, international trade and political stability: Do network relations matter?, Energy Policy, Volume 176, 2023, 113479.
2. Mastroeni, L.; Vellucci, P. Construction of an SDE Model from Intraday Copper Futures Prices. Risks 2022, 10, 218. (Open Access).
3. J.A. Rivero, P. Vellucci, A solution for the greedy approximation of a step function with a waveform dictionary. Communications in Nonlinear Science and Numerical Simulation, 2022, 106890. (Preprint arXiv).
4. Mastroeni, L., Naldi, M., Vellucci, P. Who pushes the discussion on wind energy? An analysis of self-reposting behaviour on Twitter. Qual Quant 2022, (Open Access).
5. Mastroeni, L.; Vellucci, P. Replication in Energy Markets: Use and Misuse of Chaos Tools. Entropy 2022, 24, 701 (Open Access).
6. L. Mastroeni, A. Mazzoccoli, G. Quaresima, P. Vellucci. Wavelet analysis and energy-based measures for oil-food price relationship as a footprint of financialisation effect. Resources Policy 77 (2022): 102692.
7. L. Mastroeni, P. Vellucci, M. Naldi. Personal Finance Decisions with Untruthful Advisors: an Agent-Based Model. Computational Economics (Open Access)
8. C. Condemi, L. Mastroeni, P. Vellucci. The impact of Clean Spark Spread expectations on storage hydropower generation. Decisions in Economics and Finance 44.2 (2021): 1111-1146. (Open Access)
9. E. Iacomini, P. Vellucci. Contrarian effect in opinion forming: insights from Greta Thunberg phenomenon, The Journal of Mathematical Sociology (2021). (Preprint arXiv).
10. F. Benedetto, L. Mastroeni, P. Vellucci, Extraction of Information Content Exchange in Financial Markets by an Entropy Analysis. Transactions on Management Information Systems, 12 (2021), 1-16.
11. F. Benedetto, L. Mastroeni, P. Vellucci, Modeling the flow of information between financial time-series by an entropy-based approach. Ann Oper Res 299, 1235–1252 (2021). (Open Access)
12. L. Mastroeni, A. Mazzoccoli, G. Quaresima, P. Vellucci. Decoupling and recoupling in the crude oil price benchmarks: An investigation of similarity patterns, Energy Economics, 94 (2021): 105036.
13. P. Vellucci. A critique of financial neoliberalism: a perspective combining multidisciplinary methods and commodity markets. SN Bus Econ 1, 50 (2021).
14. C. Condemi, L. Mastroeni, P. Vellucci, The selection of predictive variables in aggregate hydroelectric generation models. Journal of Energy Markets 14 (2021).
15. F. Benedetto, L. Mastroeni, G. Quaresima, P. Vellucci, Does OVX affect WTI and Brent oil spot variance? Evidence from an entropy analysis, Energy Economics, 89 (2020), 104815.
16. A. M. Bersani, A. Borri , A. Milanesi, G. Tomassetti, and P. Vellucci. Uniform Asymptotic Expansions beyond the tQSSA for the Goldbeter-Koshland Switch. SIAM J. Appl. Math., 80(3) (2020), 1123–1152.
17. L. Mastroeni, P. Vellucci, M. Naldi. A reappraisal of the chaotic paradigm for energy commodity prices, Energy Economics, 82 (2019), 167-178.
18. P. Vellucci, A. M. Bersani. π -Formulas and Gray code, Ricerche di Matematica 68 (2) (2019), 551-569 (preprint arXiv).
19. P. Vellucci, Explicit Bounds of Complex Exponential Frames on Complex Field, Acta Mathematica Hungarica, 159(2) (2019), 503-510.
20. A. M. Bersani, A. Borri, A. Milanesi, G. Tomassetti, P. Vellucci, A Study Case for the Analysis of Asymptotic Expansions beyond the tQSSA for Inhibitory Mechanisms in Enzyme Kinetics. Communications in Applied and Industrial Mathematics 10 (2019), 162-181 (Open Access).
21. L. Mastroeni, P. Vellucci, M. Naldi, Agent-Based Models for Opinion Formation: A Bibliographic Survey, IEEE Access 7 (2019), 58836-58848. (Open Access).
22. L. Mastroeni, P. Vellucci, M. Naldi. Co-existence of stochastic and chaotic behaviour in the copper price time series, Resources Policy 58 (2018), 295-302.
23. L. De Carli, P. Vellucci. Stability results for Gabor frames and the p-order hold models. Linear Algebra and its Applications, 536 (2018), 186-200. (Preprint arXiv, extended version).
24. P. Vellucci, M. Zanella. Microscopic modeling and analysis of collective decision-making: equality bias leads suboptimal solutions. Annali dell’Università di Ferrara – Sezione VII Scienze Matematiche (2018) 64: 185-207. (Preprint arXiv).
25. P. Vellucci, A. M. Bersani. Ordering of nested square roots of 2 according to Gray code. Ramanujan Journal, 45 (2018), 197-210. (Preprint arXiv).
26. L. Pareschi, P. Vellucci, M. Zanella. Kinetic models of collective decision-making in the presence of equality bias. Physica A: Statistical Mechanics and its Application, 467 (2017), 201-217. (Preprint ArXiv).
27. A. M. Bersani, A. Borri, A. Milanesi, P. Vellucci. Tihonov theory and center manifolds for inhibitory mechanisms in enzyme kinetics. Communications in Applied and Industrial Mathematics, 8 (2017), 81-102. (Open access).
28. A. C. Lai, P. Loreti, P. Vellucci. A Fibonacci control system with application to hyper-redundant manipulators. Math Control Signal., 28 (2016), 1-32. (Preprint arXiv).
29. P. Vellucci, A. M. Bersani. The class of Lucas-Lehmer polynomials. Rend. Mat. Appl., 37 (2016), 43-62. (Open access).
30. P. Vellucci, A. M. Bersani. Orthogonal polynomials and Riesz bases applied to the solution of Love’s equation. Mathematics and Mechanics of Complex Systems, 4 (2016). 55-66.
31. P. Vellucci. A simple pointview for Kadec-1/4 theorem in the complex case. Ricerche di Matematica, 64 (2015), 87-92. (Open access).
32. G. Riccardi, P. Vellucci, E. De Bernardis. Asymptotic expansions of the complete elliptic integrals about unitary modulus. Communications in Applied and Industrial Mathematics, 5 (2015), 1-12. (Open access).

Book chapters

1. Mastroeni L, Vellucci P. Chaos versus stochastic paradigm in energy markets. In Handbook of Energy Finance. World Scientific; 2020. p. 765–86.
2. A. M. Bersani, A. Borri, A. Milanesi, G. Tomassetti, P. Vellucci, Singular Perturbation Techniques and Asymptotic Expansions for Some Complex Enzyme Reactions. In Nonlinear Dynamics of Structures, Systems and Devices (pp. 43-53), 2020, Springer, Cham.
3. L. Mastroeni, M. Naldi, P. Vellucci, Opinion dynamics in multi-agent systems under proportional updating and any-to-any influence, Advances in Optimization and Decision Science for Society, Services and Enterprises. Springer, Cham, 2019. 279-290.
4. L. De Carli, P. Vellucci, p-Riesz bases in quasi shift invariant spaces, Contemporary Mathematics Volume 706, 2018, Pages 201-213. (Preprint arXiv).
5. P. Loreti, S.S. Ahrabi, P. Vellucci. Mathematical Model for the Output Signal’s Energy of an Ideal DAC in the Presence of Clock Jitter. In: Madani K., Peaucelle D., Gusikhin O. (eds) Informatics in Control, Automation and Robotics. Lecture Notes in Electrical Engineering, 430 (2018). Springer, Cham.

Conference proceedings

1. L. Mastroeni, M. Naldi, P. Vellucci, Calibration of an agent-based model for opinion formation through a retweet social network, in: Proceedings of the 21th Workshop “from Objects to Agents” (WOA) 2020, 161-173.
2. L. Mastroeni, M. Naldi, P. Vellucci, An agent-based model on scale-free networks for personal finance decisions, in: Proceedings of the 20th Workshop “from Objects to Agents” (WOA) 2019, 77-83.
3. L. Mastroeni, P. Vellucci and M. Naldi, Individual Competence Evolution Under Equality Bias, 2017 European Modelling Symposium (EMS), Manchester, 2018, 123-128.
4. A. C. Lai, P. Loreti, P. Vellucci. A Continuous Fibonacci Model for Robotic Octopus Arm. 2017 European Modelling Symposium (EMS), 2017, 99-103.
5. P. Loreti, P. Vellucci. A Mathematical Model for Signal’s Energy at the Output of an Ideal DAC. Proceedings of 13-th International Conference on Informatics in Control, Automation and Robotics, 2016, 347-352. (Preprint arXiv).
6. A. Avantaggiati, P. Loreti, P. Vellucci. An explicit bound for stability of Sinc Bases. Proceedings of 12-th International Conference on Informatics in Control, Automation and Robotics, 2015, 473-480.
7. A. C. Lai, P. Loreti, P. Vellucci. A model for robotic hand based on Fibonacci sequence. Proceedings of 11-th International Conference on Informatics in Control, Automation and Robotics, 2014, 577-587.