In order to cope with the stylized facts of financial time series, many models have been proposed inside the GARCH family (e.g. EGARCH, GJR-GARCH, QGARCH, FIGARCH, LSTGARCH) and the stochastic volatility models (e.g. SV). Generally, all these models tend to produce very similar results as...

This paper examines the relationship between renewable energy consumption and economic growth in Brazil, in the COVID-19 pandemic. Using an Artificial Neural Networks (ANNs) experiment in Machine Learning, we tried to verify if a more intensive use of renewable energy could generate a positive...