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 9 137
Total Working Papers 0 0 0 33 1 1 9 137

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 2 2 6 61
Avaliação econômica de concessões na indústria de produção de petróleo 0 0 1 3 3 3 6 23
Can Gaussian factor models of commodity prices capture the financialization phenomenon? 0 0 1 6 4 5 15 79
Conditional CAPM: Time-varying Betas in the Brazilian Market 0 1 3 26 1 3 8 104
Evaluating cash benefits as real options for a commodity producer in an emerging market 0 0 0 3 1 3 7 49
Evaluating the risk premium in the U.S.A. natural gas market: evidence from low-price regime 0 0 0 4 3 9 14 37
Forecasting inflation time series using score‐driven dynamic models and combination methods: The case of Brazil 0 0 1 9 1 5 16 34
Network connectedness of green bonds and asset classes 0 1 9 114 2 6 58 365
On the Brazilian fuel pricing policy: a Gaussian factor model approach 0 0 0 1 0 1 7 13
On the comparison of Schwartz and Smith's two- and three-factor models on commodity prices 1 1 3 56 6 10 24 222
Processos estocásticos dos preços das commodities: uma abordagem através do filtro de partículas 0 0 0 4 0 2 4 37
Recent movement of oil prices and future scenarios [Movimentos recentes dos preços do petróleo e os cenários futuros] 0 0 0 2 2 5 21 73
The impact of co-jumps in the oil sector 0 0 0 5 3 6 11 39
Transition and measurement noise correlation in affine and Gaussian models: the case of oil prices 0 0 0 2 3 4 5 14
Total Journal Articles 1 3 18 322 31 64 206 1,339

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-05-06