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Details about Fernando Antonio Lucena Aiube

Workplace:Faculdade de Ciências Econômicas (Faculty of Economics), Universidade do Estado do Rio de Janeiro (State University of Rio de Janeiro), (more information at EDIRC)

Access statistics for papers by Fernando Antonio Lucena Aiube.

Last updated 2018-02-24. Update your information in the RePEc Author Service.

Short-id: pai41

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Working Papers


  1. Multivariate Stochastic Volatility-Double Jump Model: an application for oil assets
    Working Papers Series, Central Bank of Brazil, Research Department Downloads View citations (1)

Journal Articles


  1. Evaluating the risk premium in the U.S.A. natural gas market: evidence from low-price regime
    Applied Economics, 2017, 49, (9), 860-871 Downloads


  1. Analysis of the Behavior of Volatility in Crude Oil Price
    Journal of Economic and Financial Studies (JEFS), 2014, 2, (1), 64-72 Downloads
  2. Conditional CAPM: Time-varying Betas in the Brazilian Market
    Brazilian Review of Finance, 2014, 12, (2), 163-199 Downloads
  3. On the comparison of Schwartz and Smith's two- and three-factor models on commodity prices
    Applied Economics, 2014, 46, (30), 3736-3749 Downloads


  1. Evaluating cash benefits as real options for a commodity producer in an emerging market
    Brazilian Review of Finance, 2009, 7, (3), 361-375 Downloads


  1. Analysis of commodity prices with the particle filter
    Energy Economics, 2008, 30, (2), 597-605 Downloads View citations (5)


  1. Processos estocásticos dos preços das commodities: uma abordagem através do filtro de partículas
    Revista Brasileira de Economia - RBE, 2006, 60, (3) Downloads


  1. Avaliação econômica de concessões na indústria de produção de petróleo
    Revista Brasileira de Economia - RBE, 1997, 51, (1) Downloads
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