Access Statistics for Fernando Antonio Lucena Aiube

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Multivariate Stochastic Volatility-Double Jump Model: an application for oil assets 0 0 0 33 1 1 4 130
Total Working Papers 0 0 0 33 1 1 4 130

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Analysis of commodity prices with the particle filter 0 0 0 76 0 1 3 187
Analysis of the Behavior of Volatility in Crude Oil Price 0 0 0 11 1 1 4 57
Avaliação econômica de concessões na indústria de produção de petróleo 0 0 1 3 0 0 3 18
Can Gaussian factor models of commodity prices capture the financialization phenomenon? 0 1 1 6 1 3 6 68
Conditional CAPM: Time-varying Betas in the Brazilian Market 0 1 1 24 0 2 5 99
Evaluating cash benefits as real options for a commodity producer in an emerging market 0 0 0 3 0 1 3 43
Evaluating the risk premium in the U.S.A. natural gas market: evidence from low-price regime 0 0 0 4 0 0 1 23
Forecasting inflation time series using score‐driven dynamic models and combination methods: The case of Brazil 0 0 1 8 3 5 7 24
Network connectedness of green bonds and asset classes 1 4 12 110 11 20 45 338
On the Brazilian fuel pricing policy: a Gaussian factor model approach 0 0 0 1 0 2 3 9
On the comparison of Schwartz and Smith's two- and three-factor models on commodity prices 0 0 3 55 0 3 11 205
Processos estocásticos dos preços das commodities: uma abordagem através do filtro de partículas 0 0 0 4 1 1 2 35
Recent movement of oil prices and future scenarios [Movimentos recentes dos preços do petróleo e os cenários futuros] 0 0 0 2 3 3 3 55
The impact of co-jumps in the oil sector 0 0 0 5 2 2 2 30
Transition and measurement noise correlation in affine and Gaussian models: the case of oil prices 0 0 0 2 0 1 1 10
Total Journal Articles 1 6 19 314 22 45 99 1,201

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Statistics updated 2025-12-06