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 0 3 128
Total Working Papers 0 0 0 33 0 0 3 128

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 0 3 76 0 0 4 185
Analysis of the Behavior of Volatility in Crude Oil Price 0 0 0 11 0 0 2 55
Avaliação econômica de concessões na indústria de produção de petróleo 0 0 0 2 0 1 4 17
Can Gaussian factor models of commodity prices capture the financialization phenomenon? 0 0 0 5 1 1 3 64
Conditional CAPM: Time-varying Betas in the Brazilian Market 0 0 0 23 0 0 2 96
Evaluating cash benefits as real options for a commodity producer in an emerging market 0 0 0 3 0 0 2 42
Evaluating the risk premium in the U.S.A. natural gas market: evidence from low-price regime 0 0 0 4 0 0 2 23
Forecasting inflation time series using score‐driven dynamic models and combination methods: The case of Brazil 1 1 5 8 1 1 6 18
Network connectedness of green bonds and asset classes 3 6 19 105 4 9 36 307
On the Brazilian fuel pricing policy: a Gaussian factor model approach 0 0 0 1 0 0 0 6
On the comparison of Schwartz and Smith's two- and three-factor models on commodity prices 0 0 3 53 0 1 10 198
Processos estocásticos dos preços das commodities: uma abordagem através do filtro de partículas 0 0 0 4 0 0 0 33
Recent movement of oil prices and future scenarios [Movimentos recentes dos preços do petróleo e os cenários futuros] 0 0 0 2 0 0 0 52
The impact of co-jumps in the oil sector 0 0 0 5 0 0 1 28
Transition and measurement noise correlation in affine and Gaussian models: the case of oil prices 0 0 0 2 0 0 1 9
Total Journal Articles 4 7 30 304 6 13 73 1,133

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Statistics updated 2025-05-12