NUPEI | Núcleo de Pesquisa em Energia e Infraestrutura

Publications

NUPEI publish articles and papers in national and international academic publications, books, master and PhD thesis.

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Publications

Political risk, fear, and herding on the Brazilian stock exchange (2020)

09.05.2020


Gerson De Souza Raimundo Júnior, Marcelo Cabus Klotzle, Antonio Carlos Figueiredo Pinto, & André Luis Leite. Applied Economics Letters, 27(9), 759-763. doi: https://doi.org/10.1080/13504851.2019.1645271

On the effects of uncertainty measures on sustainability indices: An empirical investigation in a nonlinear framework (2020).

09.05.2020


Erick Meira de Oliveira, Felipe Arias Fogliano de Souza Cunha, Rafael Baptista Palazzi, Marcelo Cabus Klotzle, & Paula Medina Maçaira. International Review of Financial Analysis, 70, 101505. doi: https://doi.org/10.1016/j.irfa.2020.101505

A Tutorial for Modeling Real Options Lattices from Project Cash Flows (2020).

09.05.2020


Naielly Lopes Marques, Carlos de Lamare Bastian-Pinto, & Luiz E. T. Brandão. Journal of Contemporary Administration, 25(1). doi: https://doi.org/10.1590/1982-7849rac2021200093

The Fama-French’s five-factor model relation with interest rates and macro variables (2020)

09.05.2020


André Luis Leite, Marcelo Cabus Klotzle, Antonio Carlos Figueiredo Pinto, & Claudio Henrique da Silveira Barbedo. The North American Journal of Economics and Finance, 53, 101197. doi: https://doi.org/10.1016/j.najef.2020.101197

Analyzing herding behavior in commodities markets – an empirical approach (2020)

09.05.2020


Gerson de Souza Raimundo Júnior, Rafael Baptista Palazzi, Marcelo Cabus Klotzle, & Antonio Carlos Figueiredo Pinto. Finance Research Letters, 35, 101285. doi: https://doi.org/10.1016/j.frl.2019.08.033

Global Economic Factors and the Latin American Stock Markets (2020).

09.05.2020


Graziela Fortunato, Nathalia Martins, & Carlos de Lamare Bastian-Pinto. Latin American Business Review, 21(1), 61-91. doi: https://doi.org/10.1080/10978526.2019.1665467

Can sustainable investments outperform traditional benchmarks? Evidence from global stock markets (2020).

09.05.2020


Felipe Arias Fogliano de Souza Cunha, Erick Meira de Oliveira, Renato J. Orsato, Marcelo Cabus Klotzle, Fernando Luiz Cyrino Oliveira, & Rodrigo Goyannes Gusmão Caiado. Business Strategy and the Environment, 29(2), 682-697. doi: 10.1002/bse.2397

Crypto-assets portfolio optimization under the omega measure (2020

09.05.2020


Javier Gutiérrez Castro, Edison Américo Huarsaya Tito, Luiz Eduardo Teixeira Brandão, & Leonardo Lima Gomes. The Engineering Economist, 65(2), 114-134. doi: https://doi.org/10.1080/0013791X.2019.1668098

Corporate Governance and Properties of Accounting Numbers in Brazil.

09.05.2020


Talles Vianna Brugni, Luiz Paulo Fávero, Marcelo Cabus  Klotzle, Antonio Carlos Figueiredo Pinto, & Aziz Xavier Beiruth (2020). Advances in Finance, Accounting, and Economics (1ª ed., pp. 252-275): IGI Global.

Foreign exchange interventions in Brazil and their impact on volatility: A quantile regression approach (2019).

09.05.2020


Alessandra Pasqualina Viola, Marcelo Cabus Klotzle, Antonio Carlos Figueiredo Pinto, & Claudio Henrique da Silveira Barbedo. Research in International Business and Finance, 47, 251-263. doi: https://doi.org/10.1016/j.ribaf.2018.08.002

Does the cryptocurrency market exhibits feedback trading? (2019).

09.05.2020


Paulo Vitor Jordão da Gama Silva, Augusto F.C. Neto, Marcelo Cabus Klotzle, Antonio Carlos Figueiredo pinto, & Leonardo Lima Gomes. Economics Bulletin, 39(4), 2830-2838. doi: https://ideas.repec.org/a/ebl/ecbull/eb-19-00772.html

Volatility estimation for cryptocurrencies using Markov-switching GARCH models (2019).

09.05.2020


Paulo Vitor Jordão Da Gama Silva, Marcelo Cabus Klotzle, Antonio Carlos Figueiredo Pinto, & Leonardo Lima Gomes. International Journal of Financial Markets and Derivatives, 7(1), 1-14. doi: https://doi.org/10.1504/ijfmd.2019.101234

Wind farm generation forecast and optimal maintenance schedule model (2019).

09.05.2020


Jonas C. Pelajo, Luiz E.T. Brandão, Leonardo L. Gomes, & Marcelo C. Klotzle. Wind Energy, 22(12), 1872-1890. doi: 10.1002/we.2405

Evaluation of Petroleum Projects by Real Options: Comparison between Concession Schemes and Production Sharing (2018

09.05.2020


Eduardo Barboza da Silva. Masters Thesis (Mestrado em Mestrado em Administração) – IBMEC educacional, Orientador: Luiz de Magalhães Ozorio.

Rent as an option to defer the purchase the property (2018).

09.05.2020


Marco Lusoli. Master Thesis (Mestrado em Mestrado Profissionalizante em Administração) – IBMEC-RJ. Orientador: Rafael Igrejas da Silva.

Choice of Stochastic Process Applied to Oil Prices (2018).

09.05.2020


Arthur Felipe Tavares do Poço. Master Thesis (Mestrado em Mestrado Profissionalizante em Administração) – IBMEC-RJ, . Orientador: Rafael Igrejas da Silva.

Investments in cloud computing – a case study using dynamic optimizations under uncertainty (2018).

09.05.2020


Alexandre Binotti de Abreu. Master Thesiso (Mestrado em Mestrado Profissionalizante em Administração) – IBMEC-RJ, . Orientador: Rafael Igrejas da Silva.

Port Investment Strategy under Uncertainty Conditions: the case of a Container Terminal in Brazil (2019).

09.05.2020


Ana Carolina Velloso Assis. Masters Thesis (Mestrado em Mestrado Profissional em Administração e Economia) – IBMEC-RJ, . Orientador: Rafael Igrejas da Silva.

Real Options in Brazilian Agribusiness (2019).

09.05.2020


Luiz Gonçalves Bastian-Pinto. Master Thesis (Mestrado em Mestrado Profissional em Administração) – Centro Universitário IBMEC. Orientador: Rafael Igrejas da Silva.

Fintech Banking: a systematic review of the literature (2019).

09.05.2020


Marcio Luis Pereira. Master Thesis (Mestrado em Mestrado Profissionalizante em Administração) – IBMEC-RJ. Orientador: Rafael Igrejas da Silva.

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