Detrended correlation coefficients between oil and stock markets: The effect of the 2008 crisis

P Ferreira, ÉJDAL Pereira, MF da Silva… - Physica A: Statistical …, 2019 - Elsevier
The relationship between oil prices and stock markets is commonly studied, in order to
understand how financial markets are influenced by this important real asset. The evidence …

Won't get fooled again: A supervised machine learning approach for screening gasoline cartels

D Silveira, S Vasconcelos, M Resende, DO Cajueiro - Energy Economics, 2022 - Elsevier
We combine supervised machine learning techniques with statistical moments of the
gasoline price distribution to detect cartels in the Brazilian retail market. Standard deviation …

Multiscale network for 20 stock markets using DCCA

EJAL Pereira, PJS Ferreira, MF da Silva… - Physica A: Statistical …, 2019 - Elsevier
The aim of this paper is to analyze the stock exchanges for a large set of countries (20 in
total) before and after the subprime crisis, identifying which markets are the most central and …

Sustainable urban mobility analysis for elderly and disabled people in São Paulo

GA Azevedo, RR Sampaio, ASN Filho, MA Moret… - Scientific reports, 2021 - nature.com
Abstract The Brazilian Urban Mobility Policy integrates urban transport with traffic planning,
establishing appropriate public policies that indicate the need for a safe and accessible …

Heterogeneity in economic relationships: Scale dependence through the multivariate fractal regression

O Tilfani, L Kristoufek, P Ferreira… - Physica A: Statistical …, 2022 - Elsevier
Heterogeneity of effects between economic variables has been a frequently discussed topic
for many years now. However, the estimation of such scale-dependent effects has proved …

Relative prices of ethanol-gasoline in the major Brazilian capitals: an analysis to support public policies

DD Quintino, HL Burnquist, P Ferreira - Energies, 2022 - mdpi.com
The use of biomass as an energy source has advanced in recent decades, given the
scientific evidence that it is a solution to the environmental problems faced globally. In this …

[HTML][HTML] Cartel screening in the Brazilian fuel retail market

D Silveira, S Vasconcelos, P Bogossian, J Neto - EconomiA, 2021 - Elsevier
We aim to evaluate two different econometric screens for identifying anti-competitive
behavior in the fuel retail market:(i) The Markov-Switching GARCH (MS-GARCH) Models;(ii) …

Carbon emissions and Brazilian ethanol prices: are they correlated? An Econophysics Study

DD Quintino, HL Burnquist, PJS Ferreira - Sustainability, 2021 - mdpi.com
Brazil is one of the largest global producers and exporters of ethanol and in 2017 launched
RenovaBio, a programme aiming to mitigate greenhouse gas emissions. In parallel to this …

Analysis of hydrous ethanol price competitiveness after the implementation of the fossil fuel import price parity policy in Brazil

AS Nascimento Filho, H Saba, RGO dos Santos… - Sustainability, 2021 - mdpi.com
Competition is a relevant element in any open economy. Public policies are necessary to
induce economic efficiency and to create conditions to preserve or stimulate a competitive …

Conservation in the Amazon rainforest and Google searches: A DCCA approach

EJAL Pereira, P Ferreira, IC da Cunha Lima, TB Murari… - Plos one, 2022 - journals.plos.org
In this paper we analyze the descriptive statistics of the Google search volume for the terms
related to the National Reserve of Copper and Associates (RENCA), a Brazilian mineral …