Zobrazeno 1 - 10
of 13
pro vyhledávání: '"RAFAEL BAPTISTA PALAZZI"'
Publikováno v:
Production, Volume: 33, Article number: e20220025, Published: 06 JAN 2023
Paper aims To predict monthly corn, soybean, and sugar spot prices in Brazil using hybrid forecasting techniques. Originality This study combines the Singular Spectrum Analysis with different forecasting methods. Research method This paper presents a
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::72b1f0df43dd972ac720aacd69ba9e6f
http://www.scielo.br/scielo.php?script=sci_arttext&pid=S0103-65132023000100901&lng=en&tlng=en
http://www.scielo.br/scielo.php?script=sci_arttext&pid=S0103-65132023000100901&lng=en&tlng=en
Autor:
Martin T. Bohl, CH Campani, Waldemar Antônio da Rocha de Souza, Oliveira F de, Rafael Baptista Palazzi
Publikováno v:
International Journal of Energy Sector Management. 15:914-932
Purpose This study aims to formulate a mechanism design in the derivatives market, summarizing a framework to set up the Brazilian electricity futures market. Design/methodology/approach This exploratory study formulates a mechanism design in the der
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::4417f5608bedc326a47cfd9eab6fdae1
https://doi.org/10.1108/ijesm-04-2019-0011
https://doi.org/10.1108/ijesm-04-2019-0011
Autor:
RAFAEL BAPTISTA PALAZZI
[pt] Os mercados de commodities tornaram-se uma nova alternativa para investidores nos últimos quinze anos, em um processo conhecido como financeirização dos mercados de commodities. Vários estudos têm explicado as razões deste fenômeno, poré
Autor:
Ricardo de Souza Tavares, Marcelo Cabus Klotzle, Rafael Baptista Palazzi, Gerson de Souza Raimundo Júnior
Publikováno v:
Journal of Behavioral Finance. 23:43-57
Herding is a feature of investor behavior in financial markets, particularly in market stress. We apply an approach based on the cross-sectional dispersion of individual stocks' betas, which allows...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::ea62bc57b44316e0c5fc2fd277191562
https://doi.org/10.1080/15427560.2020.1821688
https://doi.org/10.1080/15427560.2020.1821688
Autor:
Marcelo Cabus Klotzle, Erick Meira de Oliveira, Antonio Carlos Figueiredo Pinto, Rafael Baptista Palazzi
Publikováno v:
International Review of Economics & Finance. 65:84-93
The role of speculation in the commodities market is still controversial. While several studies use linear models of causality to explain the relationship between speculation and price movements, there is a gap regarding the application of these anal
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::7d6f71e0855e1795343195891db54326
https://doi.org/10.1016/j.iref.2019.10.001
https://doi.org/10.1016/j.iref.2019.10.001
Publikováno v:
Journal of Commodity Markets. 28:100257
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::a28a716feab86d6018bc2005d98c6358
https://doi.org/10.1016/j.jcomm.2022.100257
https://doi.org/10.1016/j.jcomm.2022.100257
Autor:
Gerson de Souza Raimundo Júnior, Rafael Baptista Palazzi, Antonio Carlos Figueiredo Pinto, Marcelo Cabus Klotzle
Publikováno v:
Finance Research Letters. 35:101285
This study examines beta herding in the commodities market, using the methodology developed by Hwang and Salmon (2004) and a standardized beta adaptation by Hwang, Rubesam, and Salmon (2018) for a state-space model. We analyze the behavior of fifteen
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c03fdcaa1d4dbb47cb739d190a5ffece
https://doi.org/10.1016/j.frl.2019.08.033
https://doi.org/10.1016/j.frl.2019.08.033
Autor:
Paula Medina Maçaira, Rafael Baptista Palazzi, Marcelo Cabus Klotzle, Erick Meira de Oliveira, Felipe Arias Fogliano de Souza Cunha
Publikováno v:
International Review of Financial Analysis. 70:101505
This study investigates the effects of uncertainty measures on the dynamics of sustainability indices across different regions of the globe in the post-crisis period. The analysis is conducted under a multivariate Nonlinear Autoregressive-Distributed
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::68b72599a303c3ef57de73cfe563771a
https://doi.org/10.1016/j.irfa.2020.101505
https://doi.org/10.1016/j.irfa.2020.101505
Autor:
Raimundo Júnior, Gerson de Souza1 (AUTHOR), Palazzi, Rafael Baptista1 (AUTHOR), Tavares, Ricardo de Souza2 (AUTHOR), Klotzle, Marcelo Cabus1 (AUTHOR)
Publikováno v:
Journal of Behavioral Finance. Jan-Mar 2022, Vol. 23 Issue 1, p43-57. 15p.