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 1 33 1 1 6 126
Total Working Papers 0 0 1 33 1 1 6 126


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 2 3 75 0 2 4 183
Analysis of the Behavior of Volatility in Crude Oil Price 0 0 0 11 0 0 0 53
Avaliação econômica de concessões na indústria de produção de petróleo 0 0 0 2 0 0 1 13
Conditional CAPM: Time-varying Betas in the Brazilian Market 0 0 1 23 0 0 3 94
Evaluating cash benefits as real options for a commodity producer in an emerging market 0 0 0 3 0 0 0 40
Evaluating the risk premium in the U.S.A. natural gas market: evidence from low-price regime 0 0 0 4 0 1 1 22
On the comparison of Schwartz and Smith's two- and three-factor models on commodity prices 0 0 5 51 0 3 13 193
Processos estocásticos dos preços das commodities: uma abordagem através do filtro de partículas 0 0 0 4 0 0 0 33
Total Journal Articles 0 2 9 173 0 6 22 631


Statistics updated 2024-09-04