Fernando Antonio Lucena Aiube
Names
| first: | Fernando Antonio |
| middle: | Lucena |
| last: | Aiube |
Identifer
| RePEc Short-ID: | pai41 |
Contact
| homepage: | http://blogdolivro-aiube.blogspot.com.br/ |
Affiliations
-
Universidade do Estado do Rio de Janeiro
/ Faculdade de Ciências Econômicas
- EDIRC entry
- location:
Research profile
author of:
- Multivariate Stochastic Volatility-Double Jump Model: an application for oil assets (RePEc:bcb:wpaper:415)
by Márcio Poletti Laurini & Roberto Baltieri Mauad & Fernando Antonio Lucena Aiube - Conditional CAPM: Time-varying Betas in the Brazilian Market (RePEc:brf:journl:v:12:y:2014:i:2:p:163-199)
by Frances Fischberg Blank & Carlos Patricio Samanez & Tara Keshar Nanda Baidya & Fernando Antonio Lucena Aiube - Evaluating cash benefits as real options for a commodity producer in an emerging market (RePEc:brf:journl:v:7:y:2009:i:3:p:361-375)
by Fernando Antonio Lucena Aiube & Edison Americo Huarsaya Tito - Analysis of commodity prices with the particle filter (RePEc:eee:eneeco:v:30:y:2008:i:2:p:597-605)
by Aiube, Fernando Antonio Lucena & Baidya, Tara Keshar Nanda & Tito, Edison Americo Huarsaya - Avaliação econômica de concessões na indústria de produção de petróleo (RePEc:fgv:epgrbe:v:51:y:1997:i:1:a:683)
by Baídya, Tara Keshar Nanda & Aiube, Fernando Antônio L. - Processos estocásticos dos preços das commodities: uma abordagem através do filtro de partículas (RePEc:fgv:epgrbe:v:60:y:2006:i:3:a:928)
by Aiube, Fernando Antonio Lucena & Baidya, Tara Keshar Nanda & Tito, Edison Americo Huarsaya - Analysis of the Behavior of Volatility in Crude Oil Price (RePEc:lrc:lareco:v:2:y:2014:i:1:p:64-72)
by Fernando Antonio Lucena Aiube & Tara Keshar Nanda Baidya - On the comparison of Schwartz and Smith's two- and three-factor models on commodity prices (RePEc:taf:applec:v:46:y:2014:i:30:p:3736-3749)
by Fernando Antonio Lucena Aiube & Carlos Patricio Samanez - Evaluating the risk premium in the U.S.A. natural gas market: evidence from low-price regime (RePEc:taf:applec:v:49:y:2017:i:9:p:860-871)
by Fernando Antonio Lucena Aiube & Carlos Patricio Samanez & Tara Keshar Nanda Baidya & Larissa de Oliveira Resende