Performance Comparison of Alternative Stochastic Volatility Models and Its Determinants in Energy Futures: COVID-19 and Russia-Ukraine Conflict Features
Mario Correia Fernandes, José Carlos Dias, João Pedro Vidal Nunes
Journal of Futures Markets, vol. 44, 2024, p. 343-383.

Modeling Energy Prices under Energy Transition: A Novel Stochastic-Copula Approach
Mario Correia Fernandes, José Carlos Dias, João Pedro Vidal Nunes
Economic Modelling, vol. 105, 2021, p. .