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 2 2 4 128
Total Working Papers 0 0 0 33 2 2 4 128


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 1 3 76 1 2 4 185
Analysis of the Behavior of Volatility in Crude Oil Price 0 0 0 11 2 2 2 55
Avaliação econômica de concessões na indústria de produção de petróleo 0 0 0 2 1 1 3 16
Conditional CAPM: Time-varying Betas in the Brazilian Market 0 0 0 23 2 2 3 96
Evaluating cash benefits as real options for a commodity producer in an emerging market 0 0 0 3 2 2 2 42
Evaluating the risk premium in the U.S.A. natural gas market: evidence from low-price regime 0 0 0 4 1 1 2 23
On the comparison of Schwartz and Smith's two- and three-factor models on commodity prices 1 2 7 53 2 4 16 197
Processos estocásticos dos preços das commodities: uma abordagem através do filtro de partículas 0 0 0 4 0 0 0 33
Total Journal Articles 1 3 10 176 11 14 32 647


Statistics updated 2025-02-05