Capacity Expansion in Transmission Networks Using Portfolios of Real Options
Loureiro, Manuel, João Claro and Paulo J. Pereira (2015); “Capacity Expansion in Transmission Networks Using Portfolios of Real Options“, International Journal of Electrical Power & Energy Systems, 64, pp. 439-446.
A Closed-form Solution for Options with Ambiguity About Stochastic Volatility
Faria, Gonçalo and João Correia-da-Silva (2014); “A Closed-form Solution for Options with Ambiguity About Stochastic Volatility“, Review of Derivatives Research, 17(2), pp. 125-159.
Investment Decisions in Finite-Lived Monopolies
Pereira, Paulo J. and Artur Rodrigues (2014); “Investment Decisions in Finite-Lived Monopolies“, Journal of Economic Dynamics & Control, 46, pp. 219-236.
The Technological and Environmental Efficiency of the EU-27 Power Mix: An Evaluation Based on MPT
de Llano Paz, Fernando, Susana Iglesias Antelo, Anxo R. Calvo Silvosa and Isabel Soares (2014); “The Technological and Environmental Efficiency of the EU-27 Power Mix: An Evaluation Based on MPT“, Energy, 69, pp. 67-81.
Evidence for the Seasonality of European Equity Fund Performance
Alves, Carlos (2014); “Evidence for the Seasonality of European Equity Fund Performance“, Applied Economic Letters, 21(16), pp. 1156-1160.
Loan Interest Rates Under Risk-based Capital Requirements: The Impact of Banking Market Structure
Drumond, Inês and José Jorge (2013); “Loan Interest Rates Under Risk-based Capital Requirements: The Impact of Banking Market Structure“, Economic Modelling, 32, pp. 602-607.
Investment Decisions under Hidden Competition
Pereira, Paulo and Manuel Armada (2013); “Investment Decisions under Hidden Competition“, Economics Letters, 121(2), pp. 228-231.
Optimal Investment with Two-Factor Uncertainty
Armada, Manuel R., Paulo J. Pereira and Artur Rodrigues (2013); “Optimal Investment with Two-Factor Uncertainty“, Mathematics and Financial Economics, 7(5), 509-530.
(Un)anticipated Monetary Policy in a DSGE Model with a Shadow Banking System
Verona, Fabio, Manuel M. F. Martins and Inês Drumond (2013); “(Un)anticipated Monetary Policy in a DSGE Model with a Shadow Banking System“, International Journal of Central Banking, 9(3), pp. 73-117.
Does the Latin Model of Corporate Governance Perform Worse than Other Models in Preventing Earnings Management?
Alves, Carlos and Fernando Vicente (2013); “Does the Latin Model of Corporate Governance Perform Worse than Other Models in Preventing Earnings Management?“, Applied Financial Economics, 23(21), pp. 1663-1673.