Fernando Antonio Lucena Aiube : Citation Profile

Are you Fernando Antonio Lucena Aiube?

Universidade do Estado do Rio de Janeiro

3

H index

1

i10 index

19

Citations

RESEARCH PRODUCTION:

8

Articles

1

Papers

RESEARCH ACTIVITY:

   20 years (1997 - 2017). See details.
   Cites by year: 0
   Journals where Fernando Antonio Lucena Aiube has often published
   Relations with other researchers
   Recent citing documents: 1.    Total self citations: 0 (0 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pai41
   Updated: 2024-12-03    RAS profile: 2023-03-16    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Fernando Antonio Lucena Aiube.

Is cited by:

Laurini, Márcio (3)

Fernandez Bariviera, Aurelio (2)

Chaim, Pedro (2)

Prokopczuk, Marcel (1)

Novales, Alfonso (1)

Brooks, Chris (1)

Moreno, Manuel (1)

Cites to:

Bollerslev, Tim (3)

Alexander, Carol (3)

Baum, Christopher (3)

Bjørnland, Hilde (2)

Thorsrud, Leif (2)

Laurent, Sébastien (2)

Ledoit, Olivier (2)

Bauwens, Luc (2)

Talavera, Oleksandr (2)

Shephard, Neil (2)

pan, jun (2)

Main data

Where Fernando Antonio Lucena Aiube has published?

Journals with more than one article published# docs
Brazilian Review of Finance2
Revista Brasileira de Economia - RBE2
Applied Economics2

Recent works citing Fernando Antonio Lucena Aiube (2024 and 2023)

YearTitle of citing document
2023Forecasting the term structure of commodities future prices using machine learning. (2023). Saporito, Yuri F ; Figueiredo, Mario. In: Digital Finance. RePEc:spr:digfin:v:5:y:2023:i:1:d:10.1007_s42521-022-00069-3.

Full description at Econpapers || Download paper

Works by Fernando Antonio Lucena Aiube:

YearTitleTypeCited
2016Multivariate Stochastic Volatility-Double Jump Model: an application for oil assets In: Working Papers Series.
[Full Text][Citation analysis]		paper6
2014Conditional CAPM: Time-varying Betas in the Brazilian Market In: Brazilian Review of Finance.
[Full Text][Citation analysis]		article0
2009Evaluating cash benefits as real options for a commodity producer in an emerging market In: Brazilian Review of Finance.
[Full Text][Citation analysis]		article0
2008Analysis of commodity prices with the particle filter In: Energy Economics.
[Full Text][Citation analysis]		article10
1997Avaliação econômica de concessões na indústria de produção de petróleo In: Revista Brasileira de Economia - RBE.
[Full Text][Citation analysis]		article0
2006Processos estocásticos dos preços das commodities: uma abordagem através do filtro de partículas In: Revista Brasileira de Economia - RBE.
[Full Text][Citation analysis]		article0
2014Analysis of the Behavior of Volatility in Crude Oil Price In: Journal of Economic and Financial Studies (JEFS).
[Full Text][Citation analysis]		article0
2014On the comparison of Schwartz and Smiths two- and three-factor models on commodity prices In: Applied Economics.
[Full Text][Citation analysis]		article3
2017Evaluating the risk premium in the U.S.A. natural gas market: evidence from low-price regime In: Applied Economics.
[Full Text][Citation analysis]		article0

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team