5 documents found, page 1 of 1
Dynamic Cross-Correlation Between BRICS Markets, Commodities and Green Bonds
Pereira, Eder; Anjos, Letícia; Ferreira, Paulo; Quintino, Derick; Almeida, DoraThis paper evaluated the cross-correlation between the BRICS (Brazil, Russia, India, China and South Africa) markets with commodities and green bonds. For this purpose, the detrended moving-average cross-correlation coefficient (?DMCA) was used, based on a sliding windows approach, with data covering a sample before the COVID-19 pandemic, during the COVID-19 pandemic and after Russia invaded Ukraine. The result...
Long-Term Correlations and Cross-Correlations in Meteorological Variables and A...
Palmeira, Anderson; Pereira, Eder; Ferreira, Paulo; Diele-Viegas, Luisa Maria; Martins Moreira, DavidsonIn this work, we evaluated the evolution of some atmospheric pollutants (O3, NOx and PM10) over time and their relationship with four different climate variables (solar irradiation, air temperature, relative humidity and wind speed). To this end, we assessed the long-range dependence of those concentrations with a Detrended Fluctuation Analysis (DFA) and analyzed the cross-correlation of such dependence with th...
Contagion Effect in Cryptocurrency Market
Ferreira, Paulo; Pereira, Eder
The relationship between oil prices and the Brazilian stock market
Ferreira, Paulo; Pereira, Eder; SILVA, MARCUS
Comparative Analysis between Hydrous Ethanol and Gasoline C Pricing in Brazilia...
Murari, Thiago B; Nascimento Filho, A.S.; Pereira, Eder; Ferreira, Paulo; Borges De Barros Pereira, Hernane; Moret, Marcelo A.; Pitombo, Sergio