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

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

Effects of Idiosyncratic Volatility in Asset Pricing

12.26.2016


André Luis Leite, Antono Figueiredo Pinto &  Marcelo Klotzle(2016). Revista Contabilidade & Finanças, 27, 98-112.  http://dx.doi.org/10.1590/1808-057×201501940

A model for valuing new technologies under a pull incentives environment.

12.26.2016


Glaucia Fernandes, Fernada Perobelli & Luiz Brandão. (2016). Renewable and Sustainable Energy Reviews, 59, 482-493. doi: http://dx.doi.org/10.1016/j.rser.2016.01.007

Mitigating wind exposure with zero-cost collar insurance

12.26.2016


Glaucia Fernandes, Leonardo Gomes, Gabriel Vasconcelos & Luiz Brandão (2016). Renewable Energy, 99, 336-346. doi: http://dx.doi.org/10.1016/j.renene.2016.07.016

Managing Uncertainty in Product Innovation using Marketing Strategies.

12.26.2016


Glaucia Fernandes, & Luiz Brandão (2016). JISTEM – Journal of Information Systems and Technology Management, 13(2), 219-240. doi: 10.4301/S1807-17752016000200004

Evidence of risk premiums in emerging market carry trade currencies.

12.26.2016


Marcelo Coelho dos Santos, Marcelo Klotzle & Antonio Carlos Figueiredo (2016). Journal of International Financial Markets, Institutions and Money, 44, 103-115. doi: http://dx.doi.org/10.1016/j.intfin.2016.04.012

Valuing flexibility in electro-intensive industries: the case of an aluminum smelter.

12.26.2016


Carlos Bastian-Pinto, Luiz Brandão, & Luiz Ozório (2016). Production, 26(1), 28-38. doi: http://dx.doi.org/10.1590/0103-6513.174214

The impacts of the layoff costs in hiring employees and the valuation of graduate program incentives: a Real Options approach

01.17.2016


João Vitor Perufo (2015). Master´s Thesis. IBMEC Educacional, Rio de Janeiro.

Aplication of real options theory to the organizational processes of an energy firm

01.17.2016


Silvia Pantoja (2015). Master´s Dissertation. IBMEC Educacional, Rio de Janeiro.

Economic valuation of a toll road concession with traffic guarantees and the abandonment option. (2015).

01.03.2016


Blank, Frances Fischberg, Samanez, Carlos Patricio, Baidya, Tara Keshar Nanda, & Dias, Marco Antonio Guimarães Production, 0-0 (Ahead of Print). DOI http://dx.doi.org/10.1590/0103-6513.168713

Non linear models and the load of an electricity distributor (2015).

01.03.2016


Simões, Mario Domingues, Klotzle, Marcelo Cabus, Pinto, Antonio Carlos Figueiredo, & Gomes, Leonardo Lima. International Journal of Energy Sector Management, 9(1), 38-56. http://dx.doi.org/10.1108/IJESM-02-2014-0001

Career choice Decision in Brazil: a real options approach (2015).

01.03.2016


Santos, Matheus Silveira Catauli dos, Brandão, Luiz Eduardo Teixeira, & Maia, Vinicius Mothé. Revista de Administração (São Paulo), 50(2), 141-152. doi http://dx.doi.org/10.5700/rausp1190

Product Switch Option in the Fertilizer Industry (2015)

01.03.2016


Rodrigues, Rafael Branco, Ozorio, Luiz de Magalhães, Bastian-Pinto, Carlos de Lamare, & Brandão, Luiz Eduardo Teixeira. Revista de Administração (São Paulo), 50(2), 129-140. http://dx.doi.org/10.5700/rausp1189

Skewness of the Volatility Smile and Stock Returns in Brazil (2015).

01.03.2016


Luz, Cristina Pimenta, Pinto, Antonio Carlos Figueiredo, & Klotzle, Marcelo Cabus. International Business Research, 8(1), 173-182. doi http://dx.doi.org/10.5539/ibr.v8n1p173http://dx.doi.org/10.5539/ibr.v8n1p173

Uncertainty and Flexibility in the Brazilian Beef Livestock Sector: the Value of the Confinement Option (2015).

01.03.2016


Bastian-Pinto, Carlos de Lamare, Ramos, Alexandre Paula Silva, Ozorio, Luiz de Magalhães, & Brandão, Luiz Eduardo Teixeira. BBR Brazilian Business Review, 12(6), 102-123. DOI: http://dx.doi.org/10.15728/bbr.2015.12.6.5

Valuing flexibility in electro-intensive industries: the case of an aluminum smelter (2015).

01.03.2016


Bastian-Pinto, Carlos de Lamare, Brandão, Luiz Eduardo Teixeira, & Ozório, Luiz de Magalhães. Production, 0-0. DOI: http://dx.doi.org/10.1590/0103-6513.174214

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