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A core-periphery framework in stock markets of the euro zone

Dias, José G.; Ramos, Sofia B. - In: Economic modelling 35 (2013), pp. 320-329

Persistent link: https://www.econbiz.de/10010259434

Oil price asymmetric effects : answering the puzzle in international stock markets

Ramos, Sofia B.; Veiga, Helena - In: Energy economics 38 (2013), pp. 136-145

Persistent link: https://www.econbiz.de/10009764598

An overview of electricity price regimes in the U.S. wholesale markets

Dias, José G.; Ramos, Sofia B. - In: The interrelationship between financial and energy markets, (pp. 215-232). 2014

Persistent link: https://www.econbiz.de/10010411141

Risk factors in the oil industry : an upstream and downstream analysis

Ramos, Sofia B.; Veiga, Helena; Wang, Chih-Wei - In: The interrelationship between financial and energy markets, (pp. 3-32). 2014

Persistent link: https://www.econbiz.de/10010411181

Clustering financial time series : new insights from an extended hidden Markov model

Dias, José G.; Vermunt, Jeroen K.; Ramos, Sofia B. - In: European journal of operational research : EJOR 243 (2015) 3, pp. 852-864

Persistent link: https://www.econbiz.de/10010513848

Heterogeneous price dynamics in US regional electricity markets

Dias, José G.; Ramos, Sofia B. - In: Energy economics 46 (2014), pp. 453-463

Persistent link: https://www.econbiz.de/10011298959

The cyclical behaviour of commodities

Pereira, Marcelo; Ramos, Sofia B.; Dias, José G. - In: The European journal of finance 23 (2017) 10/12, pp. 1107-1128

Persistent link: https://www.econbiz.de/10011741466

Risk Factors in the Oil Industry : An Upstream and Downstream Analysis

Ramos, Sofia Brito - 2014

In this paper we examine the drivers of stock market value in the upstream (producers) and downstream segments (petroleum refiners) of the oil industry.Using a sample of U.S. firms we find that stock returns of upstream and downstream firms follow stock market and oil price returns. Moreover,...

Persistent link: https://www.econbiz.de/10013045971

Idiosyncratic volatility of small public firms and entrepreneurial risk

Brown, David P.; Ferreira, Miguel A. - In: The quarterly journal of finance 6 (2016) 1, pp. 1-59

Persistent link: https://www.econbiz.de/10011452364

Have world, country, and industry risks changed over time? : An investigation of the volatility of developed stock markets

Ferreira, Miguel A.; Gonçalves, Paulo Miguel Marques Gama - In: Journal of financial and quantitative analysis : JFQA 40 (2005) 1, pp. 195-222

Persistent link: https://www.econbiz.de/10002699514