Seminars and Conferences

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: 

https://www.febsociety.org/conferences/international-conferences/12th-international-conference/program/

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: https://www.glofin.org/copy-of-gfc-2022-program-1

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: https://www.catolicabs.porto.ucp.pt/pej2021/

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: https://www.eeg.uminho.pt/en/investigar/pfn2021/Pages/welcome.aspx

Fernandes, M.C.; Dias, J. C.; Nunes, J.; (2018). Modeling Commodity Prices Under Alterantive Stochastic Processes,  Research Seminar Series, ISCTE - IUL: http://bru-unide.iscte-iul.pt/?pt=seminarseries2018-2019