Details about Fernando Antonio Lucena Aiube

Access statistics for papers by Fernando Antonio Lucena Aiube.

Last updated 2023-03-16. Update your information in the RePEc Author Service.

Short-id: pai41

Working Papers

2016

1. Multivariate Stochastic Volatility-Double Jump Model: an application for oil assets
   Working Papers Series, Central Bank of Brazil, Research Department View citations (6)

Journal Articles

2017

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

2014

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

2009

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

2008

6. Analysis of commodity prices with the particle filter
   Energy Economics, 2008, 30, (2), 597-605 View citations (10)

2006

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

1997

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