Member of the Scientific Committee of the The 33rd Annual Global Finance Conference (a conference of the Global Finance Association).
Gaspar, L.M.; Fernandes, M.C.; Dias, J. C.; Laureano, L.; (2025), Modeling the Stochastic Volatility Behavior of Emission Allowances Prices: Evidence from the European Carbon Market Phases, 6th Financial Economics Meeting (FEM 2025), EDC Paris Business School, INSEEC Grande Ecole, France.
Fernandes, M.C.; (2023), The behaviour of stochastic volatility in energy futures contracts with the COVID-19 and the Russia–Ukraine conflict, 12th International Conference of the Financial Engineering and Banking Society.
Fernandes, M.C.; (2023), The behaviour of stochastic volatility in energy futures contracts with the COVID-19 and the Russia–Ukraine conflict, Research Seminar Series of the School of Business and Economics. University of Azores, Azores, Portugal.
Fernandes, M.C.; Dias, J. C.; Nunes, J.; (2022), Modeling energy futures prices under alternative time-varying volatility dynamics”, 29th Annual Global Finance Conference. University of Minho, Braga, Portugal.
Fernandes, M.C.; Dias, J. C.; Nunes, J.; (2021). Modeling electricity and natural gas prices under the electrification of energy firms, Portuguese Economic Journal - 14th conference, Católica Business School Porto.
Fernandes, M.C.; Dias, J. C.; Nunes, J.; (2021). Modeling Commodity Prices Under Alternative Jump-Diffusion and Fat Tails Dynamics, Portuguese Finance Network - 11th conference, University of Minho.
Fernandes, M.C.; Dias, J. C.; Nunes, J.; (2018). Modeling Commodity Prices Under Alterantive Stochastic Processes, Research Seminar Series, ISCTE - IUL.