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Fernando Antonio Lucena Aiube

Personal Details

First Name:Fernando Antonio
Middle Name:Lucena
Last Name:Aiube
Suffix:
RePEc Short-ID:pai41
http://blogdolivro-aiube.blogspot.com.br/
Twitter: @fernandoaiube

Affiliation

Faculdade de Ciências Econômicas
Universidade do Estado do Rio de Janeiro

Rio de Janeiro, Brazil
http://www.fce.uerj.br/
RePEc:edi:fcerjbr (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Márcio Poletti Laurini & Roberto Baltieri Mauad & Fernando Antonio Lucena Aiube, 2016. "Multivariate Stochastic Volatility-Double Jump Model: an application for oil assets," Working Papers Series 415, Central Bank of Brazil, Research Department.

Articles

  1. Carlos Henrique Dias Cordeiro de Castro & Fernando Antonio Lucena Aiube, 2023. "Forecasting inflation time series using score‐driven dynamic models and combination methods: The case of Brazil," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 42(2), pages 369-401, March.
  2. Carla Gomes Costa De Souza & Fernando Antonio Lucena Aiube, 2021. "Transition and measurement noise correlation in affine and Gaussian models: the case of oil prices," International Journal of Financial Markets and Derivatives, Inderscience Enterprises Ltd, vol. 8(1), pages 50-64.
  3. Laurini, Márcio Poletti & Mauad, Roberto Baltieri & Aiube, Fernando Antônio Lucena, 2020. "The impact of co-jumps in the oil sector," Research in International Business and Finance, Elsevier, vol. 52(C).
  4. Fernando Antonio Lucena Aiube, 2020. "On the Brazilian fuel pricing policy: a Gaussian factor model approach," Applied Economics, Taylor & Francis Journals, vol. 52(8), pages 839-850, February.
  5. Reboredo, Juan C. & Ugolini, Andrea & Aiube, Fernando Antonio Lucena, 2020. "Network connectedness of green bonds and asset classes," Energy Economics, Elsevier, vol. 86(C).
  6. Aiube, Fernando Antonio Lucena & Faquieri, Winicius Botelho, 2019. "Can Gaussian factor models of commodity prices capture the financialization phenomenon?," The North American Journal of Economics and Finance, Elsevier, vol. 50(C).
  7. Fernando Antonio Lucena Aiube & Ariel Levy, 2019. "Recent movement of oil prices and future scenarios [Movimentos recentes dos preços do petróleo e os cenários futuros]," Nova Economia, Economics Department, Universidade Federal de Minas Gerais (Brazil), vol. 29(1), pages 223-248, January-A.
  8. Fernando Antonio Lucena Aiube & Carlos Patricio Samanez & Tara Keshar Nanda Baidya & Larissa de Oliveira Resende, 2017. "Evaluating the risk premium in the U.S.A. natural gas market: evidence from low-price regime," Applied Economics, Taylor & Francis Journals, vol. 49(9), pages 860-871, February.
  9. Fernando Antonio Lucena Aiube & Tara Keshar Nanda Baidya, 2014. "Analysis of the Behavior of Volatility in Crude Oil Price," Journal of Economic and Financial Studies (JEFS), LAR Center Press, vol. 2(1), pages 64-72, February.
  10. Frances Fischberg Blank & Carlos Patricio Samanez & Tara Keshar Nanda Baidya & Fernando Antonio Lucena Aiube, 2014. "Conditional CAPM: Time-varying Betas in the Brazilian Market," Brazilian Review of Finance, Brazilian Society of Finance, vol. 12(2), pages 163-199.
  11. Fernando Antonio Lucena Aiube & Carlos Patricio Samanez, 2014. "On the comparison of Schwartz and Smith's two- and three-factor models on commodity prices," Applied Economics, Taylor & Francis Journals, vol. 46(30), pages 3736-3749, October.
  12. Fernando Antonio Lucena Aiube & Edison Americo Huarsaya Tito, 2009. "Evaluating cash benefits as real options for a commodity producer in an emerging market," Brazilian Review of Finance, Brazilian Society of Finance, vol. 7(3), pages 361-375.
  13. Aiube, Fernando Antonio Lucena & Baidya, Tara Keshar Nanda & Tito, Edison Americo Huarsaya, 2008. "Analysis of commodity prices with the particle filter," Energy Economics, Elsevier, vol. 30(2), pages 597-605, March.
  14. Aiube, Fernando Antonio Lucena & Baidya, Tara Keshar Nanda & Tito, Edison Americo Huarsaya, 2006. "Processos estocásticos dos preços das commodities: uma abordagem através do filtro de partículas," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 60(3), February.
  15. Baídya, Tara Keshar Nanda & Aiube, Fernando Antônio L., 1997. "Avaliação econômica de concessões na indústria de produção de petróleo," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 51(1), January.

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