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pro vyhledávání: '"LARISSA DE OLIVEIRA RESENDE"'
Autor:
LARISSA DE OLIVEIRA RESENDE
[pt] O cenário atual da indústria de gás natural brasileira é caracterizado por baixa maturidade e dinamismo de mercado. O comportamento estocástico da demanda por gás, somado volatilidade do preço de mercado do GNL, motiva a utilização de e
Autor:
Davi Michel Valladão, Larissa de Oliveira Resende, Yasmin Monteiro Cyrillo, Bernardo Vieira Bezerra
Publikováno v:
TOP. 29:106-124
The Brazilian natural gas sector is currently characterized by low maturity and dynamism of the market. The stochastic behavior of the demand for natural gas added to its associated market price volatility motivates the usage of underground storage t
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::a4ed10fd9bffd5a118337941a0616147
https://doi.org/10.1007/s11750-020-00575-w
https://doi.org/10.1007/s11750-020-00575-w
Autor:
LARISSA DE OLIVEIRA RESENDE
Publikováno v:
Repositório Institucional da PUC-RIO (Projeto Maxwell)
Pontifícia Universidade Católica do Rio de Janeiro (PUC-RIO)
instacron:PUC_RIO
Pontifícia Universidade Católica do Rio de Janeiro (PUC-RIO)
instacron:PUC_RIO
PONTIFÍCIA UNIVERSIDADE CATÓLICA DO RIO DE JANEIRO COORDENAÇÃO DE APERFEIÇOAMENTO DO PESSOAL DE ENSINO SUPERIOR PROGRAMA DE SUPORTE À PÓS-GRADUAÇÃO DE INSTS. DE ENSINO PROGRAMA DE SUPORTE À PÓS-GRADUAÇÃO DE INSTITUIÇÕES COMUNITÁRIAS D
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::f6a1454a7a0240e93b0c376202268afb
https://doi.org/10.17771/pucrio.acad.47795
https://doi.org/10.17771/pucrio.acad.47795
Autor:
Tara Keshar Nanda Baidya, Fernando Antonio Lucena Aiube, Carlos Patricio Samanez, Larissa de Oliveira Resende
Publikováno v:
Applied Economics. 49:860-871
In recent years, the U.S.A. natural gas market has seen enormous changes. The expectations of abundant supply of shale gas and the slow U.S.A. economic recovery have pushed gas prices below US$ 4 MMBtu. Although shale gas is a new promising source of
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::775e0f4389a13c1bcac866ee97e07494
https://doi.org/10.1080/00036846.2016.1208353
https://doi.org/10.1080/00036846.2016.1208353
Autor:
Carlos Patrício Samanez, Larissa de Oliveira Resende, Tara Keshar Nanda Baidya, Fernando Antonio Lucena Aiube
Publikováno v:
Brazilian Review of Finance. 15:511
We examine the ability of three different GARCH-class models, with four innovation distributions, to capture the volatility properties of natural gas futures contracts traded on the New York Mercantile Exchange. We jointly estimate the long-memory pr
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::969e74069ec67643ed55be95127c78d6
https://doi.org/10.12660/rbfin.v15n4.2017.63724
https://doi.org/10.12660/rbfin.v15n4.2017.63724