All Stories

  1. Trading Games: Beating Passive Strategies in the Bullish Crypto Market

    Article • Journal of Futures Markets, August 2025, Wiley

    Ph.D. Rafael Palazzi

  2. Stablecoins as anchors? Unraveling information flow dynamics between pegged and unpegged crypto-assets and fiat currencies

    Article • Journal of International Financial Markets Institutions and Money, March 2025, Elsevier

    Ph.D. Rafael Palazzi

  3. Connectedness across Environmental, Social, and Governance (ESG) Indices: Evidence from Emerging Markets

    Article • Research in International Business and Finance, September 2024, Elsevier

    Ph.D. Rafael Palazzi

  4. Beyond hype: Unveiling the herd effect in ESG and non-ESG cryptocurrency portfolios

    Article • Finance Research Letters, July 2024, Elsevier

    Ph.D. Rafael Palazzi

  5. Near-term forward rate spread and commodity index relationship with real economic activity in Brazil

    Article • Finance Research Letters, July 2024, Elsevier

    Ph.D. Rafael Palazzi

  6. The effect of oil discovery in Brazil: A synthetic control approach

    Article • Resources Policy, May 2024, Elsevier

    Ph.D. Rafael Palazzi

  7. Exploring the potential of the carbon credit program for hedging energy prices in Brazil

    Article • Environmental Science and Pollution Research, February 2024, Springer Science + Business Media

    Ph.D. Rafael Palazzi, Dr. Paulo Ferreira

  8. Dynamic connectedness between energy markets and the Brazilian cash market

    Article • Journal of Futures Markets, September 2023, Wiley

    Ph.D. Rafael Palazzi

  9. Predicting Prices for Corn, Soybeans, and Sugar in Brazil: A New Approach

    Article • Production, January 2023, FapUNIFESP (SciELO)

    Ph.D. Rafael Palazzi

  10. The sugar-ethanol-oil nexus in Brazil: Exploring the pass-through of international commodity prices to national fuel prices

    Article • Journal of Commodity Markets, December 2022, Elsevier

    Ph.D. Rafael Palazzi

  11. The dynamic relationship between bitcoin and the foreign exchange market: A nonlinear approach to test causality between bitcoin and currencies

    Article • Finance Research Letters, October 2021, Elsevier

    Ph.D. Rafael Palazzi

  12. Framework to structure the Brazilian electricity futures market

    Article • International Journal of Energy Sector Management, June 2021, Emerald

    Ph.D. Rafael Palazzi

  13. Market Stress and Herding: A New Approach to the Cryptocurrency Market

    Article • Journal of Behavioral Finance, September 2020, Taylor & Francis

    Ph.D. Rafael Palazzi

  14. On the effects of uncertainty measures on sustainability indices: An empirical investigation in a nonlinear framework

    Article • International Review of Financial Analysis, July 2020, Elsevier

    Ph.D. Rafael Palazzi, Felipe Fogliano

  15. Can we still blame index funds for the price movements in the agricultural commodities market?

    Article • International Review of Economics & Finance, January 2020, Elsevier

    Ph.D. Rafael Palazzi

  16. Analyzing herding behavior in commodities markets – an empirical approach

    Article • Finance Research Letters, September 2019, Elsevier

    Ph.D. Student Gerson de Souza Raimundo Júnior, Ph.D. Rafael Palazzi