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Prospect Theory: determinant factors in risk preferences in Brazil (2018).

09.04.2020


Robert Eugene Lobel, Marcelo Cabus Klotzle, Paulo Vitor Jordão da Gama Silva, & Antonio Carlos Figueiredo Pinto. RACE – Revista De Administração, Contabilidade E Economia, 17(2), 535-566. doi: https://doi.org/10.18593/race.v17i2.16107

Size, value, profitability, and investment: Evidence from emerging markets (2018)

09.04.2020


André Luis Leite, Marcelo Cabus Klotzle, Antonio Carlos Figueiredo Pinto, & Aldo Ferreira da Silva. Emerging Markets Review, 36, 45-59. doi: https://doi.org/10.1016/j.ememar.2018.04.006

A risk-hedging tool for hydro power plants (2018)

09.04.2020


Gláucia Fernandes, Leonardo Lima Gomes, & Luiz Eduardo Teixeira Brandão. Renewable and Sustainable Energy Reviews, 90, 370-378. doi: https://doi.org/10.1016/j.rser.2018.03.081

Brazilian Board of Directors: An analysis in the reference forms

09.04.2020


Talles Vianna Brugni, Luiz Paulo Lopes Fávero, Marcelo Klotzle, & Antonio Carlos Figueiredo Pinto. Advances in Scientific and Applied Accounting, 11(1), 146-165, http://asaa.anpcont.org.br/index.php/asaa/article/view/353

Valuing Multistage Investment Projects in the Pharmaceutical Industry (2018)

09.04.2020


Luiz E. Brandão, Gláucia Fernandes, & James S. Dyer. European Journal of Operational Research, 271(2), 720-732. doi: https://doi.org/10.1016/j.ejor.2018.05.044

Carry trades and economic policy uncertainty: measuring the political dimension of the forward rate bias in emerging countries (2018)

09.04.2020


Michael Araki, Marcelo Klotzle, & Antonio Pinto. Economics Bulletin, 38(3), 1476-1484, https://EconPapers.repec.org/RePEc:ebl:ecbull:eb-18-00310

Can the regulated market help foster a free market for wind energy in Brazil? (2014)

09.04.2020


Marta Dalbem, Luiz E T Brandão, Leonardo Lima Gomes (2014). Energy Policy, 66(0), 303-311. doi: http://dx.doi.org/10.1016/j.enpol.2013.11.019

Emotional balance and probability weighting (2013)

09.04.2020


N. Charupat, R. Deaves, T. Derouin, T., Marcelo Klotzle & P. Miu (2013).  Theory and Decision, 75(1), 17-41. doi: https://doi.org/10.1007/s11238-012-9348-x

Skewness and Kurtosis Cones in Brazilian Stock Call Options Market: An Analysis of Volatility cones beyond implied Volatilities calculated by Corrado-Su and Black-Scholes models (2013)

09.04.2020


Henrique Bauer, Antonio Carlos Figueiredo Pinto, Marcelo Cabus Klotzle (2013). Revista de Economia e Administração, 12(3).  http://dx.doi.org/10.11132/rea.2012.678

An Equilibrium Model for Blockchain based Renewable Energy Certificates (2018).

09.03.2020


Michael Espindola Araki, Paulo Vitor Jordão da Gama Silva, Leonardo Lima Gomes, & Luiz Eduardo Teixeira Brandão. Cadernos de Gestão e Empreendedorismo, 6(2), 66-83. doi: https://doi.org/10.32888/cge.v6i2.12770

A dynamic model for valuing flexible mining exploration projects under uncertainty (2017).

12.26.2017


Oscar Miranda, Luiz E. Brandão, & Juan Lazo Lazo. (2017). Resources Policy, 52, 393-404. doi: https://doi.org/10.1016/j.resourpol.2017.04.002

Feeder Cattle Options: Where’s the Beef?

12.26.2017


Gláucia Fernandes, Luiz Eduardo Teixeira Brandão, & Carlos de Lamare Bastian Pinto. (2017). Latin American Business Review, 18(3-4), 317-339. doi: 10.1080/10978526.2017.1400391

Effects of Idiosyncratic Volatility in Asset Pricing

12.26.2017


André Luís Leite, Antonio Carlos Figueiredo Pinto, & Marcelo Cabus Klotzle. (2016). Revista Contabilidade & Financas, 27, 98-112. doi: http://dx.doi.org/10.1590/1808-057×201501940

A model for sequential investment with capacity restriction: An application in Retailing

12.26.2017


Alexandre Peixoto Rebello, Luiz Brandao, Leonardo Lima Gomes, & Andre Lacombe Penna da Rocha. (2016). Revista de Finanças Aplicadas, 7(4), 1-23.

Electricity prices forecast analysis using the extreme value theory

12.26.2016


Mario Domingues de Paula Simões, Marcelo Cabus Klotzle, Antonio Carlos Figueiredo Pinto and Leonardo Lima Gomes  (2016). International Journal of Financial Markets and Derivatives, 5(1), 1-22. doi: 10.1504/ijfmd.2016.076973

The Agency Problem Applied to Hedge Funds

12.26.2016


Raphael Moses Roquete, Flávia Schwartz Maranho, Marcelo Cabus Klotzle, Antonio Carlos Figueiredo (2016). Revista de Finanças Aplicadas, 7, 1-21.

Variance Reduction Technique Application in Electricity Asian Options Pricing by Monte Carlo Simulation

12.26.2016


Luciano de Paula Moraes, Paulo Roberto Bastos Maia, Marcelo Cabús Klötzle, Antonio Carlos Figueiredo & Leonardo Lima Gomes  (2016). Revista Economia e Gestão, 2016, 16(43), 18. doi: 10.5752/P.1984-6606.2016v16n43p33

Value at Risk Prediction Model using long term volatility

12.26.2016


Vinicius Mothé Maia, Igor Swinerd Monteiro, Antonio Carlos Figueiredo Pinto, Marcelo Cabus Klotzle  (2016). Revista Catarinense da Ciência Contábil – CRCSC, 15(45), 23-33. doi: http://dx.doi.org/10.16930/2237-7662/rccc.v15n45p23-33

Water: The only Factor to affect the Price of Energy in the Spot Market?

12.26.2016


Vinicius Mothé Maia, Bruno Meireles,  Marcelo Cabús Klötzle, Antonio Carlos Figueiredo & Leonardo Lima Gomes (2016). Sociedade, Contabilidade e Gestão (UFRJ), 11, 29-45.

Fxvol: Antecedent Indicator of the Exchange Rate

12.26.2016


Vinicius Mothé Maia, André Luís Leite, Antonio Carlos Figueiredo, Marcelo Cabús Klötzle (2016). Revista de administração FACES Journal, 1511(3), 89-106. doi: http://dx.doi.org/10.21714/1984-6975FACES2016V15N3ART3354

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