Paulo Jorge Silveira Ferreira
AuthID: R-000-NYC
71
TITLE: Multiscale optimal portfolios using CAPM fractal regression: estimation for emerging stock markets
AUTHORS: Tilfani, O; Ferreira, P; El Boukfaoui, MY;
PUBLISHED: 2020, SOURCE: POST-COMMUNIST ECONOMIES, VOLUME: 32, ISSUE: 1
AUTHORS: Tilfani, O; Ferreira, P; El Boukfaoui, MY;
PUBLISHED: 2020, SOURCE: POST-COMMUNIST ECONOMIES, VOLUME: 32, ISSUE: 1
72
TITLE: Revisiting stock market integration in Central and Eastern European stock markets with a dynamic analysis
AUTHORS: Tilfani, O; Ferreira, P; El Boukfaoui, MY;
PUBLISHED: 2020, SOURCE: POST-COMMUNIST ECONOMIES, VOLUME: 32, ISSUE: 5
AUTHORS: Tilfani, O; Ferreira, P; El Boukfaoui, MY;
PUBLISHED: 2020, SOURCE: POST-COMMUNIST ECONOMIES, VOLUME: 32, ISSUE: 5
73
TITLE: The relationship between oil prices and the Brazilian stock market
AUTHORS: Ferreira, P; Pereira, E; Silva, M;
PUBLISHED: 2020, SOURCE: PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, VOLUME: 545
AUTHORS: Ferreira, P; Pereira, E; Silva, M;
PUBLISHED: 2020, SOURCE: PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, VOLUME: 545
74
TITLE: DCCA and DMCA correlations of cryptocurrency markets
AUTHORS: Ferreira, P; Kristoufek, L; Pereira, EJDL;
PUBLISHED: 2020, SOURCE: PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, VOLUME: 545
AUTHORS: Ferreira, P; Kristoufek, L; Pereira, EJDL;
PUBLISHED: 2020, SOURCE: PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, VOLUME: 545
75
TITLE: An Econophysics Study of the S&P Global Clean Energy Index
AUTHORS: Ferreira, P; Loures, LC;
PUBLISHED: 2020, SOURCE: SUSTAINABILITY, VOLUME: 12, ISSUE: 2
AUTHORS: Ferreira, P; Loures, LC;
PUBLISHED: 2020, SOURCE: SUSTAINABILITY, VOLUME: 12, ISSUE: 2
76
TITLE: Uncovered interest rate parity through the lens of fractal methods: Evidence from the European Union
AUTHORS: Ferreira, P; Kristoufek, L;
PUBLISHED: 2020, SOURCE: PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, VOLUME: 553
AUTHORS: Ferreira, P; Kristoufek, L;
PUBLISHED: 2020, SOURCE: PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, VOLUME: 553
77
TITLE: The Exposure of European Union Productive Sectors to Oil Price Changes
AUTHORS: Ferreira, P; Pereira, EJAL; Pereira, HBB;
PUBLISHED: 2020, SOURCE: SUSTAINABILITY, VOLUME: 12, ISSUE: 4
AUTHORS: Ferreira, P; Pereira, EJAL; Pereira, HBB;
PUBLISHED: 2020, SOURCE: SUSTAINABILITY, VOLUME: 12, ISSUE: 4
78
TITLE: Assessing the Effectiveness of Precision Agriculture Management Systems in Mediterranean Small Farms
AUTHORS: Loures, L; Chamizo, A; Ferreira, P; Loures, A; Castanho, R; Panagopoulos, T;
PUBLISHED: 2020, SOURCE: SUSTAINABILITY, VOLUME: 12, ISSUE: 9
AUTHORS: Loures, L; Chamizo, A; Ferreira, P; Loures, A; Castanho, R; Panagopoulos, T;
PUBLISHED: 2020, SOURCE: SUSTAINABILITY, VOLUME: 12, ISSUE: 9
79
TITLE: EU Stock Markets vs. Germany, UK and US: Analysis of Dynamic Comovements Using Time-Varying DCCA Correlation Coefficients
AUTHORS: Tilfani, O; Ferreira, P; Dionisio, A; El Boukfaoui, MY;
PUBLISHED: 2020, SOURCE: JOURNAL OF RISK AND FINANCIAL MANAGEMENT, VOLUME: 13, ISSUE: 5
AUTHORS: Tilfani, O; Ferreira, P; Dionisio, A; El Boukfaoui, MY;
PUBLISHED: 2020, SOURCE: JOURNAL OF RISK AND FINANCIAL MANAGEMENT, VOLUME: 13, ISSUE: 5
80
TITLE: Evidence of Intraday Multifractality in European Stock Markets during the Recent Coronavirus (COVID-19) Outbreak
AUTHORS: Aslam, F; Mohti, W; Ferreira, P;
PUBLISHED: 2020, SOURCE: INTERNATIONAL JOURNAL OF FINANCIAL STUDIES, VOLUME: 8, ISSUE: 2
AUTHORS: Aslam, F; Mohti, W; Ferreira, P;
PUBLISHED: 2020, SOURCE: INTERNATIONAL JOURNAL OF FINANCIAL STUDIES, VOLUME: 8, ISSUE: 2
