Fernando Antonio Lucena Aiube
Names
| first: |
Fernando Antonio |
| middle: |
Lucena |
| last: |
Aiube |
Identifer
Contact
Affiliations
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Universidade do Estado do Rio de Janeiro
/ Faculdade de Ciências Econômicas
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 - Can Gaussian factor models of commodity prices capture the financialization phenomenon? (RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940819300117)
by Aiube, Fernando Antonio Lucena & Faquieri, Winicius Botelho - 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 - Network connectedness of green bonds and asset classes (RePEc:eee:eneeco:v:86:y:2020:i:c:s0140988319304268)
by Reboredo, Juan C. & Ugolini, Andrea & Aiube, Fernando Antonio Lucena - The impact of co-jumps in the oil sector (RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531919301758)
by Laurini, Márcio Poletti & Mauad, Roberto Baltieri & Aiube, Fernando Antônio Lucena - 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 - Transition and measurement noise correlation in affine and Gaussian models: the case of oil prices (RePEc:ids:ijfmkd:v:8:y:2021:i:1:p:50-64)
by Carla Gomes Costa De Souza & Fernando Antonio Lucena Aiube - 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 - Recent movement of oil prices and future scenarios [Movimentos recentes dos preços do petróleo e os cenários futuros] (RePEc:nov:artigo:v:29:y:2019:i:1:p:223-248)
by Fernando Antonio Lucena Aiube & Ariel Levy - 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 - On the Brazilian fuel pricing policy: a Gaussian factor model approach (RePEc:taf:applec:v:52:y:2020:i:8:p:839-850)
by Fernando Antonio Lucena Aiube - Forecasting inflation time series using score‐driven dynamic models and combination methods: The case of Brazil (RePEc:wly:jforec:v:42:y:2023:i:2:p:369-401)
by Carlos Henrique Dias Cordeiro de Castro & Fernando Antonio Lucena Aiube