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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
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2
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
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3
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
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4
Multivariate stochastic volatility-double jump model : an application for oil assets
Laurini, Márcio Poletti
;
Mauad, Roberto Baltieri
; …
-
2016
Persistent link: https://www.econbiz.de/10011444747
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5
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
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6
Avaliação econômica de concessões na indústria de produção de petróleo
Baídya, Tara Keshar Nanda
- In:
Revista brasileira de economia : RBE ; revista da …
51
(
1997
)
1
,
pp. 53-76
Persistent link: https://www.econbiz.de/10001220495
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7
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
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8
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
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9
Network connectedness of green bonds and asset classes
Reboredo, Juan Carlos
;
Ugolini, Andrea
;
Aiube, Fernando …
- In:
Energy economics
86
(
2020
),
pp. 1-27
Persistent link: https://www.econbiz.de/10012511600
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10
Modelo de fatores para commodities e cenários de preços no curto prazo : o caso da soja
Aiube, Fernando Antônio Lucena
;
Ferreira, Bruna …
- In:
Estudos econômicos : publicação trimestral do …
50
(
2020
)
1
,
pp. 159-182
Persistent link: https://www.econbiz.de/10012606624
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