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 2 10 138
Total Working Papers 0 0 0 33 0 2 10 138


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 0 0 4 189
Analysis of the Behavior of Volatility in Crude Oil Price 0 0 0 11 0 3 6 62
Avaliação econômica de concessões na indústria de produção de petróleo 0 0 1 3 0 4 7 24
Can Gaussian factor models of commodity prices capture the financialization phenomenon? 0 0 1 6 0 5 16 80
Conditional CAPM: Time-varying Betas in the Brazilian Market 0 1 4 27 0 4 11 107
Evaluating cash benefits as real options for a commodity producer in an emerging market 0 0 0 3 0 2 8 50
Evaluating the risk premium in the U.S.A. natural gas market: evidence from low-price regime 0 0 0 4 1 4 15 38
Forecasting inflation time series using score‐driven dynamic models and combination methods: The case of Brazil 0 0 1 9 0 2 16 35
Network connectedness of green bonds and asset classes 0 0 9 114 0 7 59 370
On the Brazilian fuel pricing policy: a Gaussian factor model approach 0 0 0 1 0 1 8 14
On the comparison of Schwartz and Smith's two- and three-factor models on commodity prices 0 2 3 57 5 12 28 228
Processos estocásticos dos preços das commodities: uma abordagem através do filtro de partículas 0 0 0 4 0 1 5 38
Recent movement of oil prices and future scenarios [Movimentos recentes dos preços do petróleo e os cenários futuros] 0 0 0 2 0 3 22 74
The impact of co-jumps in the oil sector 0 0 0 5 0 3 11 39
Transition and measurement noise correlation in affine and Gaussian models: the case of oil prices 0 0 0 2 0 4 6 15
Total Journal Articles 0 3 19 324 6 55 222 1,363


Statistics updated 2026-07-10