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~person:"Aiube, Fernando Antônio Lucena"
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Search: ("Abfallpolitik" OR "Digitalisierung" OR "Rohstoff") AND NOT isPartOf:Wirtschaftsdienst
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Aiube, Fernando Antônio Lucena
Broll, Udo
173
Lien, Da-hsiang Donald
101
McAleer, Michael
84
Ploeg, Frederick van der
80
Arezki, Rabah
74
Kit, Pong Wong
71
Withagen, Cees
70
Wahl, Jack E.
67
Rummert, Hans-Joachim
60
Dengler, Katharina
58
Lehnert, Oliver
57
Irwin, Scott H.
56
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54
Semrau, Gerhard
54
Hammoudeh, Shawkat
52
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51
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Chang, Chia-Lin
49
Pies, Ingo
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Till, Hilary
48
Collier, Paul
47
Benchekroun, Hassan
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Stettes, Oliver
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43
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Van den Nest, Emanuel
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Hartwick, John M.
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Bouri, Elie
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García, Philip
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International Journal of Financial Markets and Derivatives : IJFMD
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ECONIS (ZBW)
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1
Can Gaussian factor models of commodity prices capture the financialization phenomenon?
Aiube, Fernando Antônio Lucena
;
Faquieri, Winicius Botelho
- In:
The North American journal of economics and finance : a …
50
(
2019
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012203674
Saved in:
2
Hedging the Brazilian stock index in the era of low interest rates : what has changed?
Aiube, Fernando Antônio Lucena
;
Faquieri, Winicius Botelho
- In:
Revista Brasileira de Finanças : RBFin
18
(
2020
)
3
,
pp. 5-26
Persistent link: https://www.econbiz.de/10012306229
Saved in:
3
The impact of co-jumps in the oil sector
Laurini, Márcio Poletti
;
Mauad, Roberto Baltieri
; …
- In:
Research in international business and finance
52
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012548562
Saved in:
4
Transition and measurement noise correlation in affine and Gaussian models : the case of oil prices
Souza, Carla Gomes Costa de
;
Aiube, Fernando Antônio Lucena
- In:
International Journal of Financial Markets and …
8
(
2021
)
1
,
pp. 50-64
Persistent link: https://www.econbiz.de/10012510330
Saved in:
5
Modeling and forecasting the volatility of gas futures prices
Aiube, Fernando Antônio Lucena
;
Samanez, Carlos P.
; …
- In:
Revista Brasileira de Finanças : RBFin
15
(
2017
)
4
,
pp. 511-535
Persistent link: https://www.econbiz.de/10012000207
Saved in:
6
Time-varying market price of risk and autoregressive error structure of oil prices
Souza, Carla Gomes Costa de
;
Aiube, Fernando Antônio Lucena
- In:
Estudios de economía aplicada : revista promovida por …
38
(
2020
)
1
,
pp. 133-141
Persistent link: https://www.econbiz.de/10012307969
Saved in:
7
On the comparison of Schwartz and Smith's two- and three-factor models on commodity prices
Aiube, Fernando Antônio Lucena
;
Samanez, Carlos P.
- In:
Applied economics
46
(
2014
)
28/30
,
pp. 3736-3749
Persistent link: https://www.econbiz.de/10010419938
Saved in:
8
Analysis of commodity prices with the particle filter
Aiube, Fernando Antônio Lucena
;
Baídya, Tara Keshar Nanda
- In:
Energy economics
30
(
2008
)
2
,
pp. 597-605
Persistent link: https://www.econbiz.de/10003711340
Saved in:
9
Processos estocásticos dos preços das commodities : uma abordagem através do filtro de partículas
Aiube, Fernando Antônio Lucena
;
Baídya, Tara Keshar Nanda
- In:
Revista brasileira de economia : RBE ; revista da …
60
(
2006
)
3
,
pp. 215-233
Persistent link: https://www.econbiz.de/10003423361
Saved in:
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