3
H index
1
i10 index
35
Citations
Gustavo Silva Araujo : Citation Profile
Banco Central do Brasil | RESEARCH PRODUCTION: 14 Articles 30 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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22 years (2003 - 2025). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Gustavo Silva Araujo. | Is cited by:
| Cites to:
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Main data
Where Gustavo Silva Araujo has published?
| Journals with more than one article published | # docs |
|---|---|
| Brazilian Review of Finance | 3 |
| RAC - Revista de Administrao Contempornea (Journal of Contemporary Administration) | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Working Papers Series / Central Bank of Brazil, Research Department | 26 |
Recent works citing Gustavo Silva Araujo (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2024 | Forecasting CPI inflation under economic policy and geopolitical uncertainties. (2024). Chakraborty, Tanujit ; Singh, Sunny Kumar ; Sengupta, Shovon. In: Papers. RePEc:arx:papers:2401.00249. Full description at Econpapers || Download paper |
| 2025 | DELPHYNE: A Pre-Trained Model for General and Financial Time Series. (2025). Ding, Xueying ; Gopal, Achintya ; Mittal, Aakriti. In: Papers. RePEc:arx:papers:2506.06288. Full description at Econpapers || Download paper |
| 2024 | Forecasting Inflation in Russia Using Gradient Boosting and Neural Networks. (2024). Dzhunkeev, Urmat. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:83:y:2024:i:1:p:53-76. Full description at Econpapers || Download paper |
| 2024 | New Approaches to Measuring, Analysing, and Forecasting Prices: A Review of the Bank of Russia, NES, and HSE University Workshop. (2024). Grishchenko, Vadim ; Krylov, Ivan. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:83:y:2024:i:2:p:92-111. Full description at Econpapers || Download paper |
| 2024 | Harnessing Machine Learning for Real-Time Inflation Nowcasting. (2024). Schnorrenberger, Richard ; Moura, Guilherme Valle ; Schmidt, Aishameriane. In: Working Papers. RePEc:dnb:dnbwpp:806. Full description at Econpapers || Download paper |
| 2025 | Forecasting Dutch inflation using machine learning methods. (2025). de Winter, Jasper ; Rasiawan, Rajni ; Berben, Robert-Paul. In: Working Papers. RePEc:dnb:dnbwpp:828. Full description at Econpapers || Download paper |
| 2025 | Examining psychological barriers in exchange rates across various regimes and FX intervention. (2025). Iregui, Ana ; Holmes, Mark ; Otero, Jess. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:45:y:2025:i:c:s2214635025000012. Full description at Econpapers || Download paper |
| 2024 | Inflation prediction in emerging economies: Machine learning and FX reserves integration for enhanced forecasting. (2024). Mirza, Nawazish ; Abbas, Syed Kumail ; Umar, Muhammad ; Naqvi, Bushra. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001704. Full description at Econpapers || Download paper |
| 2025 | Forecasting CPI inflation under economic policy and geopolitical uncertainties. (2025). Singh, Sunny Kumar ; Chakraborty, Tanujit ; Sengupta, Shovon. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:3:p:953-981. Full description at Econpapers || Download paper |
| 2025 | Time to get mature: Collateral, flexibility and the hedging horizon decision. (2025). Schiozer, Rafael ; Jankensgrd, Hkan ; Marinelli, Nicoletta. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:37:y:2025:i:c:s2405851324000679. Full description at Econpapers || Download paper |
| 2024 | The international linkages of market risk perception. (2024). Vaello-Sebastià, Antoni ; Serrano, Pedro ; Vich-Llompart, Magdalena M ; Vaello-Sebastia, Antoni. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:72:y:2024:i:c:s1042444x23000452. Full description at Econpapers || Download paper |
| 2024 | Investor attention and consumer price index inflation rate: Evidence from the United States. (2024). Zhang, Yinpeng ; Zhou, Qingjie ; Zhu, Panpan. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-03036-y. Full description at Econpapers || Download paper |
| 2024 | Developing and comparing machine learning approaches for predicting insurance penetration rates based on each country. (2024). Ghorashi, Seyed Farshid ; Bahri, Maziyar ; Goodarzi, Atousa. In: Letters in Spatial and Resource Sciences. RePEc:spr:lsprsc:v:17:y:2024:i:1:d:10.1007_s12076-024-00387-7. Full description at Econpapers || Download paper |
| 2025 | Enhancing inflation forecasting across short- and long-term horizons in IRAN: a hybrid approach integrating machine learning, deep learning, ARIMA, and optimized nonlinear grey Bernoulli model. (2025). Keyghobadi, Amirreza ; Roshanpour, Reza ; Ehsanbakhsh, Mohammad ; Abdi, Ali. In: SN Business & Economics. RePEc:spr:snbeco:v:5:y:2025:i:6:d:10.1007_s43546-025-00830-x. Full description at Econpapers || Download paper |
Works by Gustavo Silva Araujo:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2011 | Is it possible to outperform Ibovespa through technical analysis in the futures market? In: RAC - Revista de Administração Contemporânea (Journal of Contemporary Administration). [Full Text][Citation analysis] | article | 0 |
| 2005 | Avaliação de métodos de exigência de capital para risco de ações no Brasil In: RAC - Revista de Administração Contemporânea (Journal of Contemporary Administration). [Full Text][Citation analysis] | article | 0 |
| 2011 | CUSTO DE ASSIMETRIA DE INFORMAÇÃO DEINFORMAÇÃO EMBUTIDO NO SPREAD DE AÇÕES NO BRASIL E GOVERNANÇACORPORATIVA In: Anais do XXXVIII Encontro Nacional de Economia [Proceedings of the 38th Brazilian Economics Meeting]. [Full Text][Citation analysis] | paper | 0 |
| 2014 | POLÃTICA MONETÃRIA E O COMPONENTE DEASSIMETRIA DE INFORMAÇÃO EMBUTIDO NO SPREAD DO MERCADO FUTURO DETAXASDE JUROS NO BRASIL In: Anais do XL Encontro Nacional de Economia [Proceedings of the 40th Brazilian Economics Meeting]. [Full Text][Citation analysis] | paper | 0 |
| 2014 | ASSESSING DAY-TO-DAY VOLATILITY: DOESTHE TRADING TIME MATTER? In: Anais do XL Encontro Nacional de Economia [Proceedings of the 40th Brazilian Economics Meeting]. [Full Text][Citation analysis] | paper | 0 |
| 2014 | Assessing Day-to-Day Volatility: Does the Trading Time Matter?.(2014) In: Brazilian Review of Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2018 | IS PETROBRAS OPTIONS MARKET EFFICIENT? A STUDY USING THE DELTA-GAMMA NEUTRAL STRATEGY In: Anais do XLIV Encontro Nacional de Economia [Proceedings of the 44th Brazilian Economics Meeting]. [Full Text][Citation analysis] | paper | 0 |
| 2014 | The Influence of information asymmetry on the return and volatility of value and growth stock portfolios In: Brazilian Business Review. [Full Text][Citation analysis] | article | 1 |
| 2011 | The Adverse Selection Cost Component of the Spread of Brazilian Stocks. In: Working Papers Series. [Full Text][Citation analysis] | paper | 1 |
| 2014 | The adverse selection cost component of the spread of Brazilian stocks.(2014) In: Emerging Markets Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2012 | Avaliando a Volatilidade Diária dos Ativos: a hora da negociação importa? In: Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
| 2013 | Risco Sistêmico no Mercado Bancário Brasileiro - Uma abordagem pelo método CoVar In: Working Papers Series. [Full Text][Citation analysis] | paper | 1 |
| 2013 | A Influência da Assimetria de Informação no Retorno e na Volatilidade das Carteiras de Ações de Valor e de Crescimento In: Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
| 2013 | Política Monetária e Assimetria de Informação: um estudo a partir do mercado futuro de taxas de juros no Brasil In: Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
| 2014 | Indicadores Antecedentes Extraídos de Preços de Ativos em Corte Transversal In: Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
| 2015 | OTC Derivatives: Impacts of Regulatory Changes in the Non-Financial Sector In: Working Papers Series. [Full Text][Citation analysis] | paper | 3 |
| 2016 | OTC derivatives: Impacts of regulatory changes in the non-financial sector.(2016) In: Journal of Financial Stability. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
| 2015 | Há Efeito Manada em Ações com Alta Liquidez do Mercado Brasileiro? In: Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
| 2015 | As Atuações Cambiais do Banco Central Afetam as Expectativas de Mercado? In: Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Mercado de Opções no Brasil é Eficiente? Um Estudo a partir da Estratégia Delta-Gama-Neutra com Opções da Petrobras In: Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Estimação da Inflação Implícita de Curto Prazo In: Working Papers Series. [Full Text][Citation analysis] | paper | 1 |
| 2017 | Does Extreme Rainfall Lead to Heavy Economic Losses in the Food Industry? In: Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Does Investor Attention Affect Trading Volume In The Brazilian Stock Market? In: Working Papers Series. [Full Text][Citation analysis] | paper | 1 |
| 2018 | Does investor attention affect trading volume in the Brazilian stock market?.(2018) In: Research in International Business and Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2022 | Breakeven Inflation Rate Estimation: an alternative approach considering indexation lag and seasonality In: Working Papers Series. [Full Text][Citation analysis] | paper | 2 |
| 2022 | Machine Learning Methods for Inflation Forecasting in Brazil: new contenders versus classical models In: Working Papers Series. [Full Text][Citation analysis] | paper | 16 |
| 2023 | Machine learning methods for inflation forecasting in Brazil: New contenders versus classical models.(2023) In: Latin American Journal of Central Banking (previously Monetaria). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | article | |
| 2022 | Lending Relationships and Currency Hedging In: Working Papers Series. [Full Text][Citation analysis] | paper | 1 |
| 2024 | Impact of the Disclosure of Survey Expectations of Macroeconomic Variables on Brazilian Interest Rates In: Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
| 2025 | Do Inflation-Linked Bonds Predict Future Inflation? a reassessment using novel methodologies and instruments In: Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
| 2025 | Macroeconomic Drivers of Brazils Yield Curve In: Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
| 2003 | Avaliação de Métodos de Cálculo de Exigência de Capital para Risco de Mercado de Carteiras de Ações no Brasil. In: Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
| 2003 | Contornando os Pressupostos de Black & Scholes: Aplicação do Modelo de Precificação de Opções de Duan no Mercado Brasileiro In: Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
| 2003 | Inclusão do Decaimento Temporal na Metodologia Delta-Gama para o Cálculo do VaR de Carteiras Compradas em Opções no Brasil. In: Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
| 2004 | Carteiras de Opções: Avaliação de Metodologias de Exigência de Capital no Mercado Brasileiro In: Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
| 2005 | Avaliação de Métodos de Cálculo de Exigência de Capital para Risco Cambial. In: Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
| 2005 | Simulação Histórica Filtrada: Incorporação da Volatilidade ao Modelo Histórico de Cálculo de Risco para Ativos Não-Lineares In: Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
| 2005 | Adequação das Medidas de Valor em Risco na Formulação da Exigência de Capital para Estratégias de Opções no Mercado Brasileiro In: Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
| 2005 | Evaluation of Foreign Exchange Risk Capital Requirement Models In: Brazilian Review of Finance. [Full Text][Citation analysis] | article | 0 |
| 2006 | Internal Model Validation in Brazil: Analysis of VaR Backtesting Methodologies In: Brazilian Review of Finance. [Full Text][Citation analysis] | article | 0 |
| 2025 | Lending relationships and access to currency hedging: Evidence from Brazil In: Journal of Financial Intermediation. [Full Text][Citation analysis] | article | 0 |
| 2015 | Is There Herd Effect on Stocks with High Liquidity of the Brazilian Market? In: Journal of Financial Innovation. [Full Text][Citation analysis] | article | 0 |
| 2017 | Do central bank foreign exchange interventions affect market expectations? In: Applied Economics. [Full Text][Citation analysis] | article | 4 |
| 2018 | What does the tail of the distribution of current stock prices tell us about future economic activity? In: Journal of Forecasting. [Full Text][Citation analysis] | article | 4 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team