Osvaldo Candido : Citation Profile


Are you Osvaldo Candido?

Universidade Católica de Brasilia

2

H index

1

i10 index

44

Citations

RESEARCH PRODUCTION:

15

Articles

2

Papers

RESEARCH ACTIVITY:

   15 years (2005 - 2020). See details.
   Cites by year: 2
   Journals where Osvaldo Candido has often published
   Relations with other researchers
   Recent citing documents: 17.    Total self citations: 4 (8.33 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pca1430
   Updated: 2020-10-17    RAS profile: 2020-10-12    
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Relations with other researchers


Works with:

Maldonado, Wilfredo (2)

Valls Pereira, Pedro (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Osvaldo Candido.

Is cited by:

Tiwari, Aviral (7)

GUPTA, RANGAN (5)

Albulescu, Claudiu (2)

Shahbaz, Muhammad (2)

Khraief, Naceur (2)

BenSaïda, Ahmed (2)

Ji, Qiang (2)

Gözgör, Giray (2)

Zhang, Ren (1)

Wynne, Mark (1)

Liu, BingYue (1)

Cites to:

Gertler, Mark (5)

Gali, Jordi (5)

Tabak, Benjamin (4)

Peñaloza, Rodrigo Andrés (4)

Clarida, Richard (4)

Rockinger, Michael (4)

Jondeau, Eric (3)

Kupiec, Paul (3)

Valdesogo Robles, Alfonso (3)

Heinen, Andréas (3)

Williams, John (3)

Main data


Where Osvaldo Candido has published?


Journals with more than one article published# docs
International Journal of Economics and Finance3
Journal of Economic Studies2
Brazilian Review of Finance2

Recent works citing Osvaldo Candido (2020 and 2019)


YearTitle of citing document
2020An investigation on mixed housing-cycle structures and asymmetric tail dependences. (2020). Chang, Kuang-Liang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818303164.

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2020Risk spillover between the US and the remaining G7 stock markets using time-varying copulas with Markov switching: Evidence from over a century of data. (2020). Ji, Qiang ; GUPTA, RANGAN ; Cunado, Juncal ; Liu, Bing-Yue. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s106294081830319x.

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2020Empirical evidence of extreme dependence and contagion risk between main cryptocurrencies. (2020). Tiwari, Aviral ; Albulescu, Claudiu ; Wohar, Mark E ; Adewuyi, Adeolu O. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818305497.

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2020A TVM-Copula-MIDAS-GARCH model with applications to VaR-based portfolio selection. (2020). Tong, Yongbo ; Xu, Qifa ; Ding, Xiaoyi ; Jiang, Cuixia. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819300993.

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2019Forecasting the joint distribution of Australian electricity prices using dynamic vine copulae. (2019). Pourkhanali, Armin ; Alavifard, Farzad ; Manner, Hans ; Tafakori, Laleh. In: Energy Economics. RePEc:eee:eneeco:v:78:y:2019:i:c:p:143-164.

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2019A copula-GARCH approach for analyzing dynamic conditional dependency structure between liquefied petroleum gas freight rate, product price arbitrage and crude oil price. (2019). Lee, Jasmine Siu ; Bai, Xiwen. In: Energy Economics. RePEc:eee:eneeco:v:78:y:2019:i:c:p:412-427.

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2020Gold-oil dependence dynamics and the role of geopolitical risks: Evidence from a Markov-switching time-varying copula model. (2020). Tiwari, Aviral ; GUPTA, RANGAN ; Gkillas, Konstantinos ; Aye, Goodness C. In: Energy Economics. RePEc:eee:eneeco:v:88:y:2020:i:c:s0140988320300876.

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2019Dependence structure between business cycles and CO2 emissions in the U.S.: Evidence from the time-varying Markov-Switching Copula models. (2019). Tiwari, Aviral ; Shahbaz, Muhammad ; Gözgör, Giray ; Khraief, Naceur ; Gozgor, Giray . In: Energy. RePEc:eee:energy:v:188:y:2019:i:c:s0360544219316895.

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2020Measuring co-dependencies of economic policy uncertainty in Latin American countries using vine copulas. (2020). Tiwari, Aviral ; Pradhan, Ashis ; GUPTA, RANGAN ; Çekin, Semih. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:76:y:2020:i:c:p:207-217.

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2019Computational decision framework for enhancing resilience of the energy, water and food nexus in risky environments. (2019). Al-Ansari, Tareq ; Govindan, Rajesh. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:112:y:2019:i:c:p:653-668.

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2019Modeling the joint dynamic value at risk of the volatility index, oil price, and exchange rate. (2019). Yang, Lu ; Zeng, Yu-Feng ; Chen, Wang ; Hu, Shichao ; Peng, Wei. In: International Review of Economics & Finance. RePEc:eee:reveco:v:59:y:2019:i:c:p:137-149.

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2020Composite hedge and utility maximization for optimal futures hedging. (2020). Feng, Yun ; Cui, Yan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:68:y:2020:i:c:p:15-32.

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2019Ties That Bind: Estimating the Natural Rate of Interest for Small Open Economies. (2019). Zhang, Ren ; Wynne, Mark ; Martínez García, Enrique ; Martinez-Garcia, Enrique ; Grossman, Valerie. In: Globalization Institute Working Papers. RePEc:fip:feddgw:359.

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2019Examination and Modification of Multi-Factor Model in Explaining Stock Excess Return with Hybrid Approach in Empirical Study of Chinese Stock Market. (2019). Liu, Huazhang ; Huang, Jian. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:2:p:91-:d:234295.

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2019Dependence Structure between Business Cycles and CO2 Emissions in the U.S.: Evidence from the Time-Varying Markov-Switching Copula Models. (2019). Tiwari, Aviral ; Shahbaz, Muhammad ; Gözgör, Giray ; Khraief, Naceur ; Gozgor, Giray . In: MPRA Paper. RePEc:pra:mprapa:95971.

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2019Gold-Oil Dependence Dynamics and the Role of Geopolitical Risks: Evidence from a Markov-Switching Time-Varying Copula Model. (2019). Tiwari, Aviral ; GUPTA, RANGAN ; Gkillas (Gillas), Konstantinos ; Aye, Goodness C. In: Working Papers. RePEc:pre:wpaper:201918.

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2019Do factors matter for predicting high-risk stock returns? Comparison of single-, three- and five-factor CAPM. (2019). Waseem, Muhammad ; Ahmad, Bashir ; Munir, Saira ; Arshad, Muhammad Adnan. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:06:y:2019:i:02:n:s2424786319500154.

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Works by Osvaldo Candido:


YearTitleTypeCited
2005TRANSMISSÃO DE PREÇOS NO MERCADO INTERNACIONAL DA SOJA: UMA ABORDAGEM PELOS MODELOS ARMAX E VAR In: Anais do XXXIII Encontro Nacional de Economia [Proceedings of the 33rd Brazilian Economics Meeting].
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2019Accuracy of policy function approximations for strongly concave recursive problems In: International Journal of Economic Theory.
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article0
2019Dynamic D-Vine Copula Model with Applications to Value-at-Risk (VaR) In: Journal of Time Series Econometrics.
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article0
2016Dynamic D-Vine copula model with applications to Value-at-Risk (VaR).(2016) In: Textos para discussão.
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paper
2015Evaluating interest rate term-structure using extensions of the Diebold and Li three factors model In: Brazilian Review of Finance.
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article0
2009Ratings of Sovereign Risk and the Macroeconomics Fundamentals of the countries: a Study Using Artificial Neural Networks In: Brazilian Review of Finance.
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article0
2012Modeling dependence dynamics through copulas with regime switching In: Insurance: Mathematics and Economics.
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article29
2017Modeling stochastic frontier based on vine copulas In: Physica A: Statistical Mechanics and its Applications.
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article1
2017Inflation, interest rate and output gap in the US economy: a vine copula modeling In: Journal of Economic Studies.
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article0
2014Assessing some stylized facts about financial market indexes: a Markov copula approach In: Journal of Economic Studies.
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article2
2012A dynamic model of education level choice: Application to brazilian states In: Revista Brasileira de Economia - RBE.
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article0
2017Goodness-of-Fit versus Significance: A CAPM Selection with Dynamic Betas Applied to the Brazilian Stock Market In: International Journal of Financial Studies.
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article2
2019Marginal Effect of Direct Tax on Profits: A Study on the Taxation of the Finance Industry in Brazil In: International Journal of Economics and Finance.
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article0
2017A Comparison Study of Copula Models for Europea Financial Index Returns In: International Journal of Economics and Finance.
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article0
2017Assessing the Human Capital Emergence, Performance and Effectiveness in a Brazilian Retail Bank In: International Journal of Economics and Finance.
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article0
2020Measuring the neutral real interest rate in Brazil: a semi-structural open economy framework In: Empirical Economics.
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article1
2014Assessing dependence between financial market indexes using conditional time-varying copulas: applications to Value at Risk (VaR) In: Quantitative Finance.
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article9

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