Details about Fernando Antonio Lucena Aiube
Access statistics for papers by Fernando Antonio Lucena Aiube.
Last updated 2018-02-24. Update your information in the RePEc Author Service.
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- Multivariate Stochastic Volatility-Double Jump Model: an application for oil assets
Working Papers Series, Central Bank of Brazil, Research Department
- Evaluating the risk premium in the U.S.A. natural gas market: evidence from low-price regime
Applied Economics, 2017, 49, (9), 860-871
- Analysis of the Behavior of Volatility in Crude Oil Price
Journal of Economic and Financial Studies (JEFS), 2014, 2, (1), 64-72
- Conditional CAPM: Time-varying Betas in the Brazilian Market
Brazilian Review of Finance, 2014, 12, (2), 163-199
- On the comparison of Schwartz and Smith's two- and three-factor models on commodity prices
Applied Economics, 2014, 46, (30), 3736-3749
- Evaluating cash benefits as real options for a commodity producer in an emerging market
Brazilian Review of Finance, 2009, 7, (3), 361-375
- Analysis of commodity prices with the particle filter
Energy Economics, 2008, 30, (2), 597-605 View citations (4)
- Processos estocásticos dos preços das commodities: uma abordagem através do filtro de partículas
Revista Brasileira de Economia - RBE, 2006, 60, (3)
- Avaliação econômica de concessões na indústria de produção de petróleo
Revista Brasileira de Economia - RBE, 1997, 51, (1)
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