Selected publications
2023. Incorporating air temperature into mid-term electricity load forecasting models using time-series regressions and neural networks. With Carlo Fezzi and Francesco Ravazzolo. Energy 127831 .
2021. Does green innovation damage financial performance of oil and gas companies? With Tonje M Aastvedt and Li Lu. Resources Policy 73.
2021. Financial stress and basis in energy markets. With Maryam Ahmadi, Juha Junttila and Matteo Manera. The Energy Journal 42(5).
2020. The theory of storage in the crude oil futures market, the role of financial conditions. With Maryam Ahmadi and Matteo Manera. Journal of Futures Markets 40(7).
2019. Understanding dynamic conditional correlations between oil, natural gas and non-energy commodity futures markets. With Matteo Manera and Macella Nicolini. The Energy Journal 40(2).
2016. How is volatility in commodity markets linked to oil price shocks? With Maryam Ahmadi and Matteo Manera. Energy Economics 59.
2015. The role of outliers and oil price shocks on volatility of metal prices. With Matteo Manera. Resources Policy 46(2).
2014. The linkage between crude oil and economic growth in Latin America: a panel framework investigation in multiple regions. With Jose Ramos Pires Manso. Energy 72.
2013. How crude oil consumption impacts on economic growth of Sub-Saharan Africa? With Jose Ramos Pires Manso. Energy 54.
2012. Crude oil conservation policy hypothesis in OECD (Organization for Economic Cooperation and Development) countries: a multivariate panel Granger causality test. With Jose Ramos Pires Manso. Energy 43.
2012. Does Portuguese economy support crude oil conservation hypothesis? Energy Policy 45.
Working papers
Predictive power of renewable energy generation on electricity prices. Working paper.
Assessing the environmental and financial performance interrelationship in the oil and gas industry: The role of oil price. Working paper.
Works in progress
Does hedging pressure in crude oil futures market poke spillovers between oil companies? Work in progress.
Bridging the gap: integrating time series and equilibrium pricing for short-term electricity price forecasting. Work in progress.