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 0 0 9 138
Total Working Papers 0 0 0 33 0 0 9 138


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 1 1 4 190
Analysis of the Behavior of Volatility in Crude Oil Price 0 0 0 11 0 0 6 62
Avaliação econômica de concessões na indústria de produção de petróleo 0 0 0 3 0 0 6 24
Can Gaussian factor models of commodity prices capture the financialization phenomenon? 0 0 1 6 0 1 16 81
Conditional CAPM: Time-varying Betas in the Brazilian Market 0 0 4 27 0 1 11 108
Evaluating cash benefits as real options for a commodity producer in an emerging market 0 0 0 3 0 0 8 50
Evaluating the risk premium in the U.S.A. natural gas market: evidence from low-price regime 0 0 0 4 0 2 16 39
Forecasting inflation time series using score‐driven dynamic models and combination methods: The case of Brazil 0 0 1 9 0 0 16 35
Network connectedness of green bonds and asset classes 1 1 9 115 4 5 57 375
On the Brazilian fuel pricing policy: a Gaussian factor model approach 0 0 0 1 1 3 10 17
On the comparison of Schwartz and Smith's two- and three-factor models on commodity prices 0 0 2 57 2 8 29 231
Processos estocásticos dos preços das commodities: uma abordagem através do filtro de partículas 0 0 0 4 0 0 4 38
Recent movement of oil prices and future scenarios [Movimentos recentes dos preços do petróleo e os cenários futuros] 0 0 0 2 1 2 24 76
The impact of co-jumps in the oil sector 0 0 0 5 0 0 11 39
Transition and measurement noise correlation in affine and Gaussian models: the case of oil prices 0 0 0 2 0 1 7 16
Total Journal Articles 1 1 17 325 9 24 225 1,381


Statistics updated 2026-09-10