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Rafael Palazzi
Rafael Palazzi
Ph.D.
E-mail confirmado em prof.iag.puc-rio.br
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Market stress and herding: a new approach to the cryptocurrency market
GS Raimundo Júnior, RB Palazzi, RS Tavares, MC Klotzle
Journal of Behavioral Finance 23 (1), 43-57, 2022
602022
Analyzing herding behavior in commodities markets–an empirical approach
GSR Júnior, RB Palazzi, MC Klotzle, ACF Pinto
Finance Research Letters 35, 101285, 2020
352020
The dynamic relationship between bitcoin and the foreign exchange market: A nonlinear approach to test causality between bitcoin and currencies
RB Palazzi, GSR Júnior, MC Klotzle
Finance Research Letters 42, 101893, 2021
262021
On the effects of uncertainty measures on sustainability indices: An empirical investigation in a nonlinear framework
EM de Oliveira, FAF de Souza Cunha, RB Palazzi, MC Klotzle, ...
International Review of Financial Analysis 70, 101505, 2020
232020
Can we still blame index funds for the price movements in the agricultural commodities market?
RB Palazzi, ACF Pinto, MC Klotzle, EM De Oliveira
International Review of Economics & Finance 65, 84-93, 2020
182020
The sugar-ethanol-oil nexus in Brazil: Exploring the pass-through of international commodity prices to national fuel prices
RB Palazzi, E Meira, MC Klotzle
Journal of Commodity Markets 28, 100257, 2022
122022
Forecasting commodity prices in Brazil through hybrid SSA-complex seasonality models
RB Palazzi, P Maçaira, E Meira, MC Klotzle
Production 33, e20220025, 2023
22023
Framework to structure the Brazilian electricity futures market
W de Souza, CH Campani, M Bohl, R Palazzi, F de Oliveira
International Journal of Energy Sector Management 15 (5), 914-932, 2021
22021
Exploring the potential of the carbon credit program for hedging energy prices in Brazil
RB Palazzi, DD Quintino, PJS Ferreira, FV Bekun
Environmental Science and Pollution Research, 1-11, 2024
12024
Dynamic connectedness between energy markets and the Brazilian cash market: An empirical analysis pre‐and post‐COVID‐19
RB Palazzi, A Assaf, MC Klotzle
Journal of Futures Markets 44 (1), 27-56, 2024
12024
Commodity Currencies: Unpicking the Asymmetric Relationship between Commodity Prices and Exchange Rates
S van Huellen, RB Palazzi
Available at SSRN 4628629, 2023
2023
Evaluation of Ambiguity in Commodity Futures Markets: Analysis of Corn and Coffee Futures Prices
W Souza, R Palazzi, CH Campani, M Bohl
2019
Evaluation of Volatility Spillovers and Quantile Hedging: a closer look to Brazilian agricultural markets
RB Palazzi, M Waldemar
Evaluation of Mechanism Design of Bond Auctions: Proposal for the Brazilian Government Bonds Market
WAR de Souza, RB Palazzi, CH Campani-carlos, RM ROQUETE-raphael
Recession Prediction in Brazil using Commodities and Term Spreads
JB Schlömera, RB Palazzi, M Cabús
Evaluation of Ambiguity in International Stock Markets: Composition of an Empirical Ambiguity Measure
WAR de Souza, RB Palazzi, MC Klotzle, ACF Pinto
Evaluation of Volatility Spillovers in Spot and Futures Markets: Analysis of Brazilian Agricultural Commodity Spot Markets and Other Asset Class Futures Markets
WAR de Souza, RB Palazzi, MC Klotzle, ACF Pinto
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Artigos 1–17