NUPEI | Núcleo de Pesquisa em Energia e Infraestrutura

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Articles

Mean Reversion with Drift and Real Options in Steel Industry (2012).

01.10.2013


Luiz de Magalhães Ozorio, Carlos de Lamare Bastian-Pinto, Tara Keshar Nanda Baidya, & Luiz Eduardo Teixeira Brandão. RBFin – Brazilian Review of Finance, 10(2), 215-241, 2012

The Breakdown of Idiosyncratic Volatility Into Expected and Unexpected Components and Its Effects on Stock Returns in Brazil (2012).

01.10.2013


Raphael Braga da Silva, Bernardo Prôa Bressane, Alessandra Pasqualina Viola, Marcelo Cabus Klotzle, Antonio Carlos Figueiredo Pinto, & T. Diana L. van Aduard de Macedo Soares. Latin American Business Review, 13(4), 311-328, 2012. DOI:10.1080/10978526.2012.749109

An evaluation of the volatility of soybeans prices in the international market using high frequency data (2012).

01.10.2013


Mario Domingues Simões, Marcelo Cabus Klotzle, Antonio Carlos Figueiredo Pinto, & Gabriel Levrini. Gestão & Produção, 19, 219-231, 2012. http://dx.doi.org/10.1590/S0104-530X2012000100015

Volatility estimation for stochastic project value models (2012).

01.10.2013


Luiz E. Brandão, James S. Dyer, & Warren J. Hahn. European Journal of Operational Research, 220(3), 642-648, 2012. DOI http://dx.doi.org/10.1016/j.ejor.2012.01.059

Analysis of the use of a four-factor model as a tool to help manage portfolios based on the IBrX (2011).

01.10.2013


Luiz Eduardo Carvalho Terra de Faria, Walter Lee Ness Jr., Marcelo Cabus Klotzle, & Antonio Carlos Figueiredo Pinto. BBR Brazilian Business Review, 8(4), 70-93, 2011. DOI http://dx.doi.org/10.15728/bbr.2011.8.4.4

Flexibility and uncertainty in Agribusiness projects: Investing in a Cogeneration Plant (2011).

01.10.2013


Augusto Cesar Arenaro, Carlos Bastian-Pinto, Luiz Eduardo Teixeira Brandão, & Leonardo Lima Gomes. RAM-Revista de Administração Mackenzie, 12(4), 105-126, 2011. DOI http://dx.doi.org/10.1590/S1678-69712011000400005

Hedge Effectiveness in the Brazilian US Dollar Futures Market (2011).

01.10.2013


Marcelo Cabus Klotzle, Antonio Carlos Figueiredo Pinto, Mario Domingues Simões, & Leonardo Lima Gomes. RBFin – Brazilian Review of Finance, 9(3), 365-388, 2011

Swing options in the Brazilian electricity market (2011).

01.10.2013


Mario Domingues de Paula Simões, Denis Luis de Oliveira, Antonio Carlos Figueiredo Pinto, Marcelo Cabus Klotzle, & Leonardo Lima Gomes. Revista de Economia e Administração (Impresso), 10 (4), 591-610, 2011

The Determinants of Brazilian Interest Rates for Long-term Public Fixed Income Securities (2011).

01.10.2013


André Cabus Klotzle, Walter Lee Ness Júnior, & Marcelo Cabus Klotzle. S & G   Sistemas & Gestão, 6 (2), 146-166, 2011

Seasonnalization Decision of Contracts for the Supply of Electricity in Brazil Through Optimization of the Omega Measure (Ω) (2011).

01.10.2013


Mario Domingues Paula Simões, & Leonardo Lima Gomes. REAd. Revista Eletrônica de Administração (Porto Alegre), 17(1), 2011. DOI http://dx.doi.org/10.1590/S1413-23112011000100007

The value of switching inputs in a biodiesel production plant (2011)

01.10.2013


Luiz Eduardo Brandão, Gilberto Master Penedo, & Carlos Bastian-Pinto. The European Journal of Finance, 1-15, 2011. DOI:10.1080/1351847X.2011.607005

Valuing Real Options Projects with Correlated Uncertainties (2011).

01.10.2013


Luiz E Brandão, & James S Dyer. Journal of Real Options, 1, 18-32, 2011

The Tender Offer Price Decision in Telecommunication Auctions: A Real Options Analysis (2010).

01.10.2013


Davis Machado da Silva Teixeira, Luiz Eduardo Teixeira Brandão, & Leonardo Lima Gomes. RAM Revista de Administração Mackenzie, 11(6), 131-154, 2010. DOI http://dx.doi.org/10.1590/S1678-69712010000600008.

An Application of the Real Options Method to the Valuation of a License to Operate 3G Mobile Phone Service in Brazil (2010).

01.10.2013


Rafael Stille, Celso Funcia Lemme, & Luiz E. T. Brandão. RBFin – Brazilian Review of Finance, 8(3), 329-349, 2010

Economic appraisal of transportation projects: best practices and recommendations for Brazil (2010)

01.10.2013


M.C. Dalbem, L.E.T. Brandão, & T.D.L. Macedo-Soares. Revista de Administração Pública, 44(1), 87-117, 2010. DOI http://dx.doi.org/10.1590/S0034-76122010000100005

Electricity Contracts Portfolio Selection Based on the Optimization of the Omega Measure (2010)

01.10.2013


Leonardo Lima Gomes, Luiz Eduardo Brandão, & Antonio Carlos Figueiredo Pinto. RBFin – Brazilian Review of Finance, 8(1), 45–67, 2010

Corporate Governance, risk and performance of the Brazilian public companies.

01.10.2013


Valdyr de Jesus Lameira, Walter Lee Ness Junior, P.P. Silva, Luiz Felipe Jacques Motta, & Marcelo Cabus Klotzle. Revista de Economia e Administração, 9, 17-76, 2010

The Disposition Effect in the Brazilian Market of Equity Funds (2010)

01.10.2013


Elton Tizziani, Marcelo Cabus Klotzle, Walter Lee Ness Jr., & Luiz Felipe Motta. RBFin – Revista Brasileira de Finanças, 8(4), 383-416, 2010

Social security: factors that explain the results (2010).

01.10.2013


Anderson Ribeiro Leite, Walter Lee Ness Jr, & Marcelo Cabus Klotzle. Revista de Administração Pública, 44, 437-457, 2010. DOI http://dx.doi.org/10.1590/S0034-76122010000200011

Real Options: The Value Added through Optimal Decision Making (2010)

01.10.2013


Warren J. Hahn, & Luiz E. Brandao. Graziadio Business Review, 13(2), 2010

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