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 4 7 8 136
Total Working Papers 0 0 0 33 4 7 8 136

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 2 4 189
Analysis of the Behavior of Volatility in Crude Oil Price 0 0 0 11 1 3 4 59
Avaliação econômica de concessões na indústria de produção de petróleo 0 0 1 3 1 2 4 20
Can Gaussian factor models of commodity prices capture the financialization phenomenon? 0 0 1 6 3 7 11 74
Conditional CAPM: Time-varying Betas in the Brazilian Market 1 1 2 25 2 2 5 101
Evaluating cash benefits as real options for a commodity producer in an emerging market 0 0 0 3 3 3 4 46
Evaluating the risk premium in the U.S.A. natural gas market: evidence from low-price regime 0 0 0 4 2 5 5 28
Forecasting inflation time series using score‐driven dynamic models and combination methods: The case of Brazil 0 1 2 9 2 8 12 29
Network connectedness of green bonds and asset classes 2 4 14 113 8 32 61 359
On the Brazilian fuel pricing policy: a Gaussian factor model approach 0 0 0 1 2 3 6 12
On the comparison of Schwartz and Smith's two- and three-factor models on commodity prices 0 0 2 55 3 7 15 212
Processos estocásticos dos preços das commodities: uma abordagem através do filtro de partículas 0 0 0 4 0 1 2 35
Recent movement of oil prices and future scenarios [Movimentos recentes dos preços do petróleo e os cenários futuros] 0 0 0 2 5 16 16 68
The impact of co-jumps in the oil sector 0 0 0 5 3 5 5 33
Transition and measurement noise correlation in affine and Gaussian models: the case of oil prices 0 0 0 2 0 0 1 10
Total Journal Articles 3 6 22 319 36 96 155 1,275

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Statistics updated 2026-02-12