Publications
NUPEI publish articles and papers in national and international academic publications, books, master and PhD thesis.
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Publications
Demand flexibility option for the pre salt gas
01.03.2016
Francisco Ferreira da Costa (2011). Master´s Dissertation, IBMEC Educacional, Rio de Janeiro.
Technological Innovation in the Oil & Gas Industry: The case of the theme networks of Petrobras
01.03.2016
Breno Kastrup Tiberio (2014). Master´s Dissertation, IBMEC Educacional, Rio de Janeiro.
Brand valuation
01.03.2016
João Paulo Franco de Abreu (2013). Master´s Dissertation, IBMEC Educacional, Rio de Janeiro.
Real Options Theory Applied to Nitrogenous Fertilizer Plant Considering the Flexibility in Energy Supply.
01.03.2016
Caldas, Patricia Soares de Andrade. (2014). Master´s Dissertation, Pontificia Universidade Catolica do Rio de Janeiro, Rio de Janeiro.
Vertical Integration in the Oil Industry: Still the best option?
01.03.2016
Antunes, Armando Pinto. (2014). Master´s Dissertation, PUC-Rio, Rio de Janeiro.
FFactors that facilitate the internalization of Codes of Ethics in Organizations
01.03.2016
Rodrigues, Douglas Bastos (2013). Master´s Dissertation, Universidade do Grande Rio, Rio de Janeiro.
Valuing managerial flexibility in beef cattle with real options theory
01.03.2016
Ramos, Alexandre Paula Silva. (2013) Master´s Dissertation, Grupo IBMEC, Rio de Janeiro.
Real Option valuation of an Energy generation project from landfill biogas
01.03.2016
Assalie, Jorge Luiz Sellin. (2013) Master´s Dissertation, Grupo IBMEC, Rio de Janeiro.
The Lead-Iag relationship between the Dow Jones Industrial Average future and spot
01.03.2016
Catalão, Georges Eduardo Gerbauld. (2009). Master´s Dissertation, Pontifícia Universidade Católica do Rio de Janeiro, Rio de Janeiro.
Temporal Analysis of copper prices using the Box & Jenkins model.
01.03.2016
Baltar, Bruno de Paula. (2009). Master´s Dissertation, Pontifícia Universidade Católica do Rio de Janeiro, Rio de Janeiro.
Valuation of an energy self sufficient Aluminium Smelter under the Real Options Method
01.03.2016
Avilés, Ivan Pablo Lobo. (2009). Master´s Dissertation. Pontifícia Universidade Católica Rio de Janeiro.
ANÁLISE DE INVESTIMENTOS COM OPÇÕES REAIS – Teoria e Prática com Aplicações em Petróleo e em Outros Setores
01.03.2016
Vol. 2: Processos Estocásticos e opções reais em tempo contínuo
Marco Antonio Guimarães Dias (2014). Rio de Janeiro, Interciencia, 2014. 322 pag. ISBN 9788571933569
ANÁLISE DE INVESTIMENTO COM OPÇÕES REAIS: Teoria e Prática com Aplicações em Petróleo e em outros setores.
01.03.2016
Vol. 1: Conceitos Básicos de Opcoes Reais em Tempo Discreto
Marco Antonio Guimarães Dias (2014). Rio de Janeiro, Interciencia, 2014. 322 pag. ISBN 9788571933552
Contractual Options on Marker Oil Spreads.
01.03.2016
Uller, Victor Cohen, Ozório, Luiz, & Bastian-Pinto, Carlos. (2015). Paper presented at the 19th Annual International Conference on Real Options. Retrieved from www.realoption.org
Mitigating Wind Exposure with Zero Cost Collars Derivative Insurance.
01.03.2016
Fernandes, Glaucia, Gomes, Leonardo Lima, Vasconcelos, Gabriel Flip, & Brandao, Luiz Eduardo T. (2015). Paper presented at the 15º Encontro Brasileiro de Finanças – EBFIN 2015. Retrieved from www.sbfin.org.br
Avaliação Econômico-Financeira de Contratos de Afretamento de FPSO através da Metodologia de Opções Reais.
01.03.2016
Silva, Rodrigo Rocha da, Brandao, Luiz Eduardo T., & Bastian-Pinto, Carlos de Lamare. (2015). Paper presented at the XXXIX Encontro da ANPAD – EnANPAD 2015. Retrieved from www.sbfin.org.br
Convergence and Versatility of LSM Simulation for Alternative Stochastic Processes.
01.03.2016
Paula, Danilo Nogueira de, & Bastian-Pinto, Carlos. (2015). Paper presented at the 19th Annual International Conference on Real Options. Retrieved from www.realoption.org
Mitigating Wind Exposure with Collars.
01.03.2016
Fernandes, Glaucia, Gomes, Leonardo Lima, Vasconcelos, Gabriel Flip, & Brandao, Luiz Eduardo T. (2015). Paper presented at the XXXIX Encontro da ANPAD – EnANPAD 2015. Retrieved from www.sbfin.org.br
Valuing Product Switch Options in Integrated Steel Plants using Monte Carlo Simulation.
01.03.2016
Neri, Victor, Ozório, Luiz, & Bastian-Pinto, Carlos. (2015). Paper presented at the 19th Annual International Conference on Real Options. Retrieved from www.realoption.org
The Abandonment Option Value of Public Private Partnership Projects in Brazil.
01.03.2016
Igrejas, Rafael, Cordeiro, Leonardo, & Brandao, Luiz Eduardo T. (2015). Paper presented at the XXXIX Encontro da ANPAD – EnANPAD 2015. Retrieved from www.sbfin.org.br