Osvaldo Candido : Citation Profile


Are you Osvaldo Candido?

Universidade Católica de Brasilia

2

H index

1

i10 index

33

Citations

RESEARCH PRODUCTION:

13

Articles

2

Papers

RESEARCH ACTIVITY:

   14 years (2005 - 2019). 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 (10.81 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pca1430
   Updated: 2019-12-07    RAS profile: 2019-11-08    
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Relations with other researchers


Works with:

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 (3)

BenSaïda, Ahmed (2)

GUPTA, RANGAN (2)

Tang, Bao-Jun (1)

Gözgör, Giray (1)

Füss, Roland (1)

Oliveira, Andre (1)

Wei, Yi-Ming (1)

Han, Yingying (1)

Shahbaz, Muhammad (1)

Silva, Thiago (1)

Cites to:

Rockinger, Michael (4)

Peñaloza, Rodrigo Andrés (4)

Tabak, Benjamin (4)

Jondeau, Eric (3)

Schleicher, Christoph (3)

Heinen, Andréas (3)

Salmon, Mark (3)

Valdesogo Robles, Alfonso (3)

Kupiec, Paul (3)

Okimoto, Tatsuyoshi (2)

Jagannathan, Ravi (2)

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 (2019 and 2018)


YearTitle of citing document
2018The study on the tail dependence structure between the economic policy uncertainty and several financial markets. (2018). Yao, Can-Zhong ; Sun, Bo-Yi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:45:y:2018:i:c:p:245-265.

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2018The dependence and risk spillover between crude oil market and China stock market: New evidence from a variational mode decomposition-based copula method. (2018). Li, Xiafei ; Wei, YU. In: Energy Economics. RePEc:eee:eneeco:v:74:y:2018:i:c:p:565-581.

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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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2018The contagion effect in European sovereign debt markets: A regime-switching vine copula approach. (2018). BenSaïda, Ahmed ; Bensaida, Ahmed. In: International Review of Financial Analysis. RePEc:eee:finana:v:58:y:2018:i:c:p:153-165.

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2018Empirical analysis of market reactions to the UK’s referendum results – How strong will Brexit be?. (2018). Aristeidis, Samitas ; Elias, Kampouris. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:53:y:2018:i:c:p:263-286.

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2018Adequacy of deterministic and parametric frontiers to analyze the efficiency of Indian commercial banks. (2018). Tabak, Benjamin ; Silva, Thiago ; Boas, Marina Villas ; Cajueiro, Daniel Oliveira. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:506:y:2018:i:c:p:1016-1025.

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2018Extreme co-movements and dependencies among major international exchange rates: A copula approach. (2018). Tiwari, Aviral ; Albulescu, Claudiu ; Goyeau, Daniel ; Aubin, Christian. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:69:y:2018:i:c:p:56-69.

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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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2018Effects of Macroeconomic Indicators on the Financial Markets Interrelations. (2018). Czapkiewicz, Anna ; Landmesser, Joanna ; Jamer, Pawel. In: Czech Journal of Economics and Finance (Finance a uver). RePEc:fau:fauart:v:68:y:2018:i:3:p:268-293.

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2018Uncertainty times for portfolio selection at financial market. (2018). Valls Pereira, Pedro ; Oliveira, Andre. In: Textos para discussão. RePEc:fgv:eesptd:473.

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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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2018Dynamic connectedness of global currencies: a conditional Granger-causality approach. (2018). Nguyen, Duc Khuong ; Martin, Franck ; Le, Tan. In: Working Papers. RePEc:hal:wpaper:hal-01806733.

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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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2018Stock Market Integration Dynamics and its Determinants in the East Asian Economic Community Region. (2018). Deisting, Florent ; Pandey, Piyush ; Sehgal, Sanjay. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:16:y:2018:i:2:d:10.1007_s40953-017-0090-7.

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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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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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This paper has another version. Agregated cites: 0
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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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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2012Modeling dependence dynamics through copulas with regime switching In: Insurance: Mathematics and Economics.
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article22
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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article1
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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2014Assessing dependence between financial market indexes using conditional time-varying copulas: applications to Value at Risk (VaR) In: Quantitative Finance.
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article7

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