Narrow search
Showing 1 - 10 of 9,330
Cover Image
Efficient Yield Curve Estimation and Forecasting in Brazil
Caldeira, João - 2013
Brazilian yield curve. The data consisted of daily observations of the most liquid future ID yields traded in the BM&F from … January 2006 to February 2009. Differently from the literature on the Brazilian yield curve, where the Diebold-Li model is …
Persistent link: https://www.econbiz.de/10013090757
Cover Image
Do U.S. factors impact the Brazilian yield curve? : evidence from a dynamic factor model
Stona, Filipe; Caldeira, João F. - In: The North American journal of economics and finance : a … 48 (2019), pp. 76-89
Persistent link: https://www.econbiz.de/10012120210
Cover Image
Estimating elasticities for the residential demand of electricity in Brazil using cointegration models
Souza, Daniel Morais de; Mattos, Rogério Silva de; … - In: International Journal of Energy Economics and Policy : IJEEP 12 (2022) 2, pp. 315-324
Persistent link: https://www.econbiz.de/10013273748
Cover Image
Price and income elasticities of industrial electricity demand in Brazil : estimates and implications of COVID-19
Martins, Luís Oscar; Amorim, Inara Rosa de; Araújo … - In: International journal of energy sector management 18 (2024) 4, pp. 707-724
Persistent link: https://www.econbiz.de/10014550414
Cover Image
Modelling the distribution of day-ahead electricity returns : a comparison
Sapio, Sandro - 2010
This paper contributes to characterizing the probability density of the price returns in some European day-ahead electricity markets (NordPool, APX, Powernext) by fitting some flexible and general families of distributions, such as the α-stable, Normal Inverse Gaussian (NIG), Exponential Power...
Persistent link: https://www.econbiz.de/10008736167
Cover Image
Regulatory information, market expectations, and the determination of the allowed rate of return
Fan, Dennis Kin Keung - In: Journal of regulatory economics 6 (1994) 4, pp. 433-444
Persistent link: https://www.econbiz.de/10001171129
Cover Image
The regulation of electricity : results from an event study
Dnes, Antony W.; Seaton, Jonathan S. - In: Applied economics 31 (1999) 5, pp. 609-618
Persistent link: https://www.econbiz.de/10001418909
Cover Image
Testing the CAPM for the Brazilian stock market using multivariate GARCH between 1995 and 2012
Godeiro, Lucas Lúcio; Silva, Cesar R. da; Rodrigues, … - In: Journal of finance and investment analysis 2 (2013) 2, pp. 15-39
The paper tests the CAPM for the Brazilian stock market using dynamic betas. The sample involves 28 stocks included in the Ibovespa portfolio as of March 21, 2012 and that were traded during the period from Jan. 01, 1995 to March 20, 2012. Dynamic betas were estimated and conditional betas...
Persistent link: https://www.econbiz.de/10009746028
Cover Image
Foreign portfolio capital flows and stock returns : a study of Brazilian listed firms
Loncan, Tiago Rodrigues; Caldeira, João F. - In: Estudos econômicos : publicação trimestral do … 45 (2015) 4, pp. 859-895
Persistent link: https://www.econbiz.de/10011458121