Fernando Antonio Lucena Aiube : Citation Profile

Universidade do Estado do Rio de Janeiro

4

H index

2

i10 index

188

Citations

RESEARCH PRODUCTION:

15

Articles

1

Papers

RESEARCH ACTIVITY:

   26 years (1997 - 2023). See details.
   Cites by year: 7
   Journals where Fernando Antonio Lucena Aiube has often published
   Relations with other researchers
   Recent citing documents: 69.    Total self citations: 2 (1.05 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pai41
   Updated: 2026-01-17    RAS profile: 2025-02-10    
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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:

Umar, Zaghum (7)

Abakah, Emmanuel (6)

Uddin, Gazi (6)

Tiwari, Aviral (6)

Adekoya, Oluwasegun (5)

Pham, Linh (4)

Nepal, Rabindra (4)

Hamori, Shigeyuki (4)

Akhtaruzzaman, Md (4)

Lin, Boqiang (3)

doğan, buhari (3)

Cites to:

Bollerslev, Tim (9)

Kilian, Lutz (7)

Rossi, Barbara (5)

Perron, Pierre (5)

Diebold, Francis (5)

Joëts, Marc (4)

Mignon, Valérie (4)

Laurent, Sébastien (4)

Wolf, Michael (4)

Ledoit, Olivier (4)

Irwin, Scott (4)

Main data

Where Fernando Antonio Lucena Aiube has published?

Journals with more than one article published# docs
Applied Economics3
Brazilian Review of Finance2
Energy Economics2
Revista Brasileira de Economia - RBE2

Recent works citing Fernando Antonio Lucena Aiube (2025 and 2024)

YearTitle of citing document
2024Monetary Policies on Green Financial Markets: Evidence from a Multi-Moment Connectedness Network. (2024). Zheng, Tingguo ; Ye, Shiqi ; Zhang, Hongyin. In: Papers. RePEc:arx:papers:2405.02575.

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2025Dynamic correlation between the green hydrogen market and commodities, stock markets, oil, and Bitcoin: A DCC approach. (2025). Pereira, Eder Jal. In: Economics Bulletin. RePEc:ebl:ecbull:eb-25-00189.

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2024Green bonds and traditional and emerging investments: Understanding connectedness during crises. (2024). HU, YANG ; Corbet, Shaen ; Hou, Yang ; Oxley, Les ; Xu, Danyang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000676.

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2024Dynamic impact of the US yield curve on green bonds: Navigating through recent crises. (2024). Umar, Zaghum ; Teplova, Tamara ; Iqbal, Najaf ; Tan, Duojiao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001487.

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2024Optimistic or pessimistic: How do investors impact the green bond market?. (2024). Song, Xin Yue ; Lobon, Oana-Ramona ; Umar, Muhammad ; Qin, Meng ; Su, Chi Wei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001736.

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2025Risk spillovers between Chinese new energy futures and carbon-intensive assets: Asymmetric effect, time–frequency dynamics, and portfolio strategies. (2025). Zhao, Yachao ; Su, Xianfang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002006.

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2025Re-examining China and the u.s.’s respective green bond markets in extreme conditions: Evidence from quantile connectedness. (2025). Wang, Mei-Chih ; Chang, Tsangyao ; Jiang, Peiyun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002110.

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2025Connectedness of China’s green bond and green stock markets at the low- and high-order moments: The role of economic and climate policy uncertainty. (2025). Wang, Bin ; Yan, Wan-Lin ; Kong, Adrian Wai. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:78:y:2025:i:c:s1062940825000506.

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2024Do investors benefit from investing in stocks of green bond issuers?. (2024). Silva, Florinda ; Cortez, Maria Ceu ; Badia, Guillermo. In: Economics Letters. RePEc:eee:ecolet:v:242:y:2024:i:c:s0165176524003434.

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2025The impacts of green bonds on the green innovation: Evidence from the corporate green transformation in China. (2025). Wu, Wenfeng ; Yang, Minhua ; Ma, Linkun ; Gu, Yan. In: Emerging Markets Review. RePEc:eee:ememar:v:65:y:2025:i:c:s1566014125000019.

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2024Empirical analysis of crude oil dynamics using affine vs. non-affine jump-diffusion models. (2024). Wong, Patrick ; Ignatieva, Katja. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000549.

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2024Dynamic spillover connectedness among green finance and policy uncertainty: Evidence from QVAR network approach. (2024). Sharif, Arshian ; Mishra, Shekhar ; Wang, Jialu ; Chen, Huangen. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000380.

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2024Impact of climate policy uncertainty on return spillover among green assets and portfolio implications. (2024). , Thao ; Pham, Son D ; Do, Hung X. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324003396.

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2024Monetary policies on green financial markets: Evidence from a multi-moment connectedness network. (2024). Zheng, Tingguo ; Ye, Shiqi ; Zhang, Hongyin. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s014098832400447x.

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2024Energy firms in China towards resilience: A dynamic quantile connectedness approach. (2024). Michaelides, Panayotis ; Konstantakis, Konstantinos ; Karadimitropoulou, Aikaterini ; Karkalakos, Sotiris ; Koulmas, Pavlos. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s0140988324006297.

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2025Common volatility in clean energy stocks. (2025). Brooks, Robert ; Bissoondoyal-Bheenick, Emawtee ; Pham, Son. In: Energy Economics. RePEc:eee:eneeco:v:148:y:2025:i:c:s0140988325004165.

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2024The impact of liquidity conditions on the time-varying link between U.S. municipal green bonds and major risky markets during the COVID-19 crisis: A machine learning approach. (2024). Mushtaq, Rizwan ; Kocaarslan, Baris. In: Energy Policy. RePEc:eee:enepol:v:184:y:2024:i:c:s0301421523004962.

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2024Extreme downside risk connectedness between green energy and stock markets. (2024). Alomari, Mohammed ; el Khoury, Rim ; Mensi, Walid ; Vo, Xuan Vinh ; Kang, Sang Hoon. In: Energy. RePEc:eee:energy:v:312:y:2024:i:c:s0360544224032535.

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2025The impact of climate policy uncertainty on the correlations between green bond and green stock markets. (2025). Liu, Yinpeng ; Dai, Zhifeng ; Jiang, Qinnan ; Chen, Yaling. In: International Review of Financial Analysis. RePEc:eee:finana:v:102:y:2025:i:c:s1057521925001334.

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2024The importance of climate policy uncertainty in forecasting the green, clean and sustainable financial markets volatility. (2024). Raza, Syed Ali ; Benkraiem, Ramzi ; Khan, Komal Akram ; Guesmi, Khaled. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005008.

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2024Volatility spillovers and hedging strategies between impact investing and agricultural commodities. (2024). Sensoy, Ahmet ; Akhtaruzzaman, Md ; Goodell, John W ; Banerjee, Ameet Kumar. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001698.

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2024Unveiling the Nexus: Carbon finance and climate technology advancements. (2024). Treku, Daniel N ; Owusu-Amoako, Johnson ; Dunbar, Kwamie. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005908.

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2025Quantile return connectedness of theme factors and portfolio implications: Evidence from the US and China. (2025). Shi, Huai-Long ; Chen, Huayi. In: Global Finance Journal. RePEc:eee:glofin:v:64:y:2025:i:c:s1044028325000067.

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2025Green dreams, risky assets? A study of high-yield green bonds. (2025). Sinha, Satwik ; Kang, Sang Baum ; Eom, Jiyong. In: Global Finance Journal. RePEc:eee:glofin:v:67:y:2025:i:c:s1044028325000857.

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2025ESG incidents and corporate green bond market reaction. (2025). Cotugno, Matteo ; Fiorillo, Paolo ; Severini, Sabrina ; Monferr, Stefano. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:102:y:2025:i:c:s104244312500068x.

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2024The nexus of conventional, religious and ethical indexes during crisis. (2024). Ahelegbey, Daniel Felix ; Essanaani, Yassine ; Abdelsalam, Omneya. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:95:y:2024:i:c:s1042443124000933.

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2024Dependence of green energy markets on big data and other fourth industrial revolution technologies. (2024). Vigne, Samuel ; Urom, Christian ; Ndubuisi, Gideon ; Guesmi, Khaled ; Benkraiem, Ramzi. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:96:y:2024:i:c:s1042443124001276.

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2024Asymmetric Higher-Moment spillovers between sustainable and traditional investments. (2024). Hamori, Shigeyuki ; He, Xie. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:97:y:2024:i:c:s1042443124001446.

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2024Connectedness between green bonds, clean energy markets and carbon quota prices: Time and frequency dynamics. (2024). Tselika, Kyriaki ; Flessum, Ingrid Emilie. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:36:y:2024:i:c:s2405851324000618.

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2024Dynamic spillovers and connectedness between crude oil and green bond markets. (2024). Yousaf, Imran ; Vo, Xuan Vinh ; Mensi, Walid ; Kang, Sang Hoon. In: Resources Policy. RePEc:eee:jrpoli:v:89:y:2024:i:c:s0301420723013053.

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2024Connectedness between green bonds, conventional bonds, oil, heating oil, natural gas, and petrol: new evidence during bear and bull market scenarios. (2024). Selmi, Refk ; Mensi, Walid ; Kang, Sang Hoon ; Al-Kharusi, Sami ; Belghouthi, Houssem Eddine. In: Resources Policy. RePEc:eee:jrpoli:v:91:y:2024:i:c:s0301420724002551.

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2024The impact of uncertainty shocks on energy transition metal prices. (2024). Ugolini, Andrea ; Reboredo, Juan. In: Resources Policy. RePEc:eee:jrpoli:v:95:y:2024:i:c:s0301420724005282.

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2024Dynamics of green and conventional bond markets: Evidence from the generalized chaos analysis. (2024). Miti, Petar ; Koji, Milena ; Vogl, Markus. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:633:y:2024:i:c:s0378437123009524.

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2024Asymmetric effects of commodity and stock market on Chinese green market: Evidence from wavelet-based quantile-on-quantile approach. (2024). Zhang, Shasha ; Niu, Hongli. In: Renewable Energy. RePEc:eee:renene:v:230:y:2024:i:c:s0960148124008620.

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2024Interconnectedness and risk profile of hydrogen against major asset classes. (2024). Uddin, Gazi ; lucey, brian ; Yahya, Muhammad ; Khoja, Layla ; Ahmed, Ali. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:192:y:2024:i:c:s136403212301081x.

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2025Fuel prices connectedness across Brazilian capitals: The case of ethanol and gasoline. (2025). Tabak, Benjamin ; Silva, Thiago ; Quintino, Derick ; Dalla, Igor Bettanin. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:210:y:2025:i:c:s1364032124008748.

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2025Is it just green? Asymmetry behavior of returns in green investments. (2025). Vo, Xuan Vinh ; Nautiyal, Neeraj ; Ur, Mobeen. In: International Review of Economics & Finance. RePEc:eee:reveco:v:100:y:2025:i:c:s1059056025002515.

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2024Is investing in green assets costlier? Green vs. non-green financial assets. (2024). Uddin, Gazi ; Nobanee, Haitham ; Hasan, Md. Bokhtiar ; Nahiduzzaman, MD ; Siddique, Md Abubakar. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:1460-1481.

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2024Multilayer networks in the frequency domain: Measuring volatility connectedness among Chinese financial institutions. (2024). Wang, Gang-Jin ; Ouyang, Zisheng ; Zhou, Xuewei ; Liu, Shuwen ; Lu, Min. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:909-928.

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2024ESG, clean energy, and petroleum futures markets: Asymmetric return connectedness and hedging effectiveness. (2024). Mishra, Sibanjan ; Bhattacherjee, Purba ; Wee, Jung Bum ; Bouri, Elie. In: International Review of Economics & Finance. RePEc:eee:reveco:v:94:y:2024:i:c:s1059056024003678.

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2024Tail risk spillover network among green bond, energy and agricultural markets under extreme weather scenarios. (2024). Xue, Jianhao ; Dai, Xingyu ; Nghiem, Xuan-Hoa ; Zhang, Dongna ; Wang, Qunwei. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pc:s1059056024006993.

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2024The impact of guarantee network on the risk of corporate stock price crash: Discussing the moderating effect of internal control quality. (2024). Weng, Yudong ; Wang, Ziqi ; Yu, Hongxiang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pc:s1059056024007202.

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2024The term structure of yield curve and connectedness among ESG investments. (2024). Umar, Zaghum ; Jiang, Shaohua ; Iqbal, Najaf ; Ruman, Asif M. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pa:s0275531923002714.

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2024Return and volatility spillovers among oil price shocks and international green bond markets. (2024). Umar, Zaghum ; Abakah, Emmanuel ; Hadhri, Sinda ; Usman, Muhammad ; Aikins, Emmanuel Joel. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000461.

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2024Return connectedness of green bonds and financial investment channels in China: Implications for hedging and regulation. (2024). HU, YANG ; Corbet, Shaen ; Xu, Danyang ; Lang, Chunlin. In: Research in International Business and Finance. RePEc:eee:riibaf:v:70:y:2024:i:pa:s0275531924001223.

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2024The performance of green bond portfolios under climate uncertainty: A comparative analysis with conventional and black bond portfolios. (2024). Silva, Florinda ; Cortez, Maria Ceu ; Ferreira, Andre. In: Research in International Business and Finance. RePEc:eee:riibaf:v:70:y:2024:i:pa:s0275531924001478.

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2025Connectedness across environmental, social, and governance (ESG) indices: evidence from emerging markets. (2025). Demir, Ender ; Assaf, Ata ; Palazzi, Rafael Baptista ; Klotzle, Marcelo Cabus. In: Research in International Business and Finance. RePEc:eee:riibaf:v:73:y:2025:i:pa:s0275531924003891.

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2025Impact of green bonds on traditional equity markets. (2025). Miftah, Badir ; Sharif, Taimur ; Bhuiyan, Faruk ; Bouteska, Ahmed ; Abedin, Mohammad Zoynul. In: Research in International Business and Finance. RePEc:eee:riibaf:v:73:y:2025:i:pa:s0275531924003994.

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2024The correlation between the green bond market and carbon trading markets under climate change: Evidence from China. (2024). Zhang, Xiaoling ; Qi, Tianbai ; Pirtea, Marilen Gabriel ; Pang, Lidong. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:203:y:2024:i:c:s004016252400163x.

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2024Do green economy stocks matter for the carbon and energy markets? Evidence of connectedness effects and hedging strategies. (2024). Wang, Yizhi ; Wei, YU ; Sun, Yingyue. In: China Finance Review International. RePEc:eme:cfripp:cfri-05-2024-0229.

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2024Quantile Connectedness of Uncertainty Indices, Carbon Emissions, Energy, and Green Assets: Insights from Extreme Market Conditions. (2024). Hamori, Shigeyuki ; Liu, Tiantian ; Zhang, Yulian. In: Energies. RePEc:gam:jeners:v:17:y:2024:i:22:p:5806-:d:1525552.

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2024Volatility Spillovers in Emerging Markets: Oil Shocks, Energy, Stocks, and Gold. (2024). Garzon, Natalia ; Molina-Muoz, Jesus ; Alzate-Ortega, Ana. In: Energies. RePEc:gam:jeners:v:17:y:2024:i:2:p:378-:d:1317713.

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2024Sovereign Green Bond Market: Drivers of Yields and Liquidity. (2024). Tomczak, Kamila. In: IJFS. RePEc:gam:jijfss:v:12:y:2024:i:2:p:48-:d:1397882.

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2025Sustainable vs. Non-Sustainable Assets: A Deep Learning-Based Dynamic Portfolio Allocation Strategy. (2025). ben Hamadou, Fatma ; Abbes, Mouna Boujelbne. In: JRFM. RePEc:gam:jjrfmx:v:18:y:2025:i:10:p:563-:d:1764661.

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2024The importance of climate policy uncertainty in forecasting the green, clean and sustainable financial markets volatility. (2024). Guesmi, K ; Benkraiem, R ; Khan, K A ; Raza, S A. In: Post-Print. RePEc:hal:journl:hal-04720742.

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2025Spillover Effect of Green Bond with Metal and Bullion Market. (2025). Puri, Neha ; Yadav, Miklesh Prasad ; Panwar, Kajal. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:32:y:2025:i:1:d:10.1007_s10690-023-09443-6.

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2025Impact of green bonds on CO2 emissions and disaggregated level renewable electricity in China and the United States of America. (2025). PATA, Uğur ; Alola, Andrew Adewale ; Kartal, Mustafa Tevfik. In: Palgrave Communications. RePEc:pal:palcom:v:12:y:2025:i:1:d:10.1057_s41599-025-04696-0.

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2025The predictive effect of heterogeneous investor behavior on commodity pricing. (2025). Li, Zhou ; Shao, Hang. In: Palgrave Communications. RePEc:pal:palcom:v:12:y:2025:i:1:d:10.1057_s41599-025-04795-y.

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2024Exploring the ripple effect: Time-frequency dynamics of uncertainty indexes, green bonds, oil, and stocks. (2024). Roudari, Soheil ; Tiwari, Aviral ; Mensi, Walid ; Ahmadian-Yazdi, Farzaneh. In: MPRA Paper. RePEc:pra:mprapa:126835.

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2025Exploring time and frequency linkages of green bond with renewable energy and crypto market. (2025). Yadav, Miklesh Prasad ; Singh, Anurag Bhadur ; Tandon, Priyanka ; Shore, Adam ; Gaur, Pali. In: Annals of Operations Research. RePEc:spr:annopr:v:348:y:2025:i:3:d:10.1007_s10479-022-05074-8.

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2025The impact of economic outlook on green finance: insights from linkages between green and inflation-indexed bonds. (2025). doğan, buhari ; Doan, Buhari ; Aikins, Emmanuel Joel ; Khalfaoui, Rabeh ; Goodell, John W ; Le, Tn-Lan. In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development. RePEc:spr:endesu:v:27:y:2025:i:3:d:10.1007_s10668-023-04153-5.

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2024Exploring the determinants of green bond market development in Bangladesh. (2024). Shafiullah, Muhammad ; Hasan, Md. Bokhtiar ; Sarker, Tapan ; Rashid, Md Mamunur. In: Eurasian Economic Review. RePEc:spr:eurase:v:14:y:2024:i:1:d:10.1007_s40822-023-00253-9.

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2024Return and volatility spillovers between non-fungible tokens and conventional currencies: evidence from the TVP-VAR model. (2024). Yousaf, Imran ; Youssef, Manel ; Gubareva, Mariya. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00570-7.

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2024Examining time–frequency quantile dependence between green bond and green equity markets. (2024). Uddin, Gazi ; PARK, DONGHYUN ; Hasan, Md. Bokhtiar ; Ali, Md Sumon ; Rashid, Md Mamunur ; Kang, Sang Hoon. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-024-00641-3.

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2025Comparison of the asymmetric multifractal behavior of green and U.S. bonds against benchmark financial assets. (2025). Kristjanpoller, Werner ; Tabak, Benjamin Miranda. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-024-00698-0.

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2024Green finance: Evidence from large portfolios and networks during financial crises and recessions. (2024). Pedrini, Giulio ; Bonaccolto, Giovanni ; Argentiero, Amedeo. In: Corporate Social Responsibility and Environmental Management. RePEc:wly:corsem:v:31:y:2024:i:3:p:2474-2495.

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2024In search of light in the darkness: What can we learn from ethical, sustainable and green investments?. (2024). Uddin, Gazi ; PARK, DONGHYUN ; Tian, Shu ; Yahya, Muhammad ; Ahmed, Ali. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:2:p:1451-1495.

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2025Green intent or black smoke: Exploring investor sentiment on sustainable development. (2025). Song, Xin Yue ; Su, Chi Wei ; Lobon, Oanaramona ; Qin, Meng. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:30:y:2025:i:2:p:1856-1872.

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2025Can green bonds be a safe haven for equity investors?. (2025). Sheenan, Lisa ; Flavin, Thomas. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:30:y:2025:i:3:p:2270-2283.

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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
2019Can Gaussian factor models of commodity prices capture the financialization phenomenon? In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article0
2008Analysis of commodity prices with the particle filter In: Energy Economics.
[Full Text][Citation analysis]		article10
2020Network connectedness of green bonds and asset classes In: Energy Economics.
[Full Text][Citation analysis]		article164
2020The impact of co-jumps in the oil sector In: Research in International Business and Finance.
[Full Text][Citation analysis]		article5
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
2021Transition and measurement noise correlation in affine and Gaussian models: the case of oil prices In: International Journal of Financial Markets and Derivatives.
[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
2019Recent movement of oil prices and future scenarios [Movimentos recentes dos preços do petróleo e os cenários futuros] In: Nova Economia.
[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]		article2
2017Evaluating the risk premium in the U.S.A. natural gas market: evidence from low-price regime In: Applied Economics.
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2020On the Brazilian fuel pricing policy: a Gaussian factor model approach In: Applied Economics.
[Full Text][Citation analysis]		article1
2023Forecasting inflation time series using score‐driven dynamic models and combination methods: The case of Brazil In: Journal of Forecasting.
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