Luiz Augusto Ferreira Magalhaes

Personal Details

First Name:	Luiz Augusto
Middle Name:	Ferreira
Last Name:	Magalhaes
Suffix:
RePEc Short-ID:	pma3391
	[This author has chosen not to make the email address public]
Terminal Degree:	2022 Economia; Universidade Católica de Brasilia (from RePEc Genealogy)

Affiliation

Instituto Brasileiro de Ensino, Desenvolvimento e Pesquisa (IDP)

Brasília, Brazil
https://www.idp.edu.br/
RePEc:edi:idpbrbr (more details at EDIRC)

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Articles

1. Mathias Tessmann & Carlos Carrasco-Gutierrez & Omar Khodr & Luiz Augusto Magalhães & Marcelo Passos, 2024. "Volatility Transmission and Market Connectivity of Metals and Energy Commodities: Insights from the Spillover Index," International Journal of Energy Economics and Policy, Econjournals, vol. 14(3), pages 609-618, May.

   Cited by:

   1. Richard Wamalwa Wanzala & Lawrence Ogechukwu Obokoh, 2024. "Sustainability Implications of Commodity Price Shocks and Commodity Dependence in Selected Sub-Saharan Countries," Sustainability, MDPI, vol. 16(20), pages 1-26, October.

2. Luiz Augusto Magalhães & Thiago Christiano Silva & Benjamin Miranda Tabak, 2022. "Hedging commodities in times of distress: The case of COVID‐19," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 42(10), pages 1941-1959, October.

   Cited by:

   1. You‐How Go & Jia‐Jun Teo & Kam Fong Chan, 2023. "The effectiveness of crude oil futures hedging during infectious disease outbreaks in the 21st century," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 43(11), pages 1559-1575, November.
   2. Ren, Xiaohang & Xiao, Ya & Duan, Kun & Urquhart, Andrew, 2024. "Spillover effects between fossil energy and green markets: Evidence from informational inefficiency," Energy Economics, Elsevier, vol. 131(C).
   3. Tongshuai Qiao & Liyan Han, 2023. "COVID‐19 and tail risk contagion across commodity futures markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 43(2), pages 242-272, February.
   4. Mário Correia Fernandes & José Carlos Dias & João Pedro Vidal Nunes, 2024. "Performance comparison of alternative stochastic volatility models and its determinants in energy futures: COVID‐19 and Russia–Ukraine conflict features," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 44(3), pages 343-383, March.

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