João Pedro Vidal Nunes
AuthID: R-000-7F3
1
TITLE: Performance comparison of alternative stochastic volatility models and its determinants in energy futures: COVID-19 and Russia-Ukraine conflict features Full Text
AUTHORS: Fernandes, Mario Correia; Dias, Jose Carlos; Nunes, Joao Pedro Vidal;
PUBLISHED: 2023, SOURCE: JOURNAL OF FUTURES MARKETS
AUTHORS: Fernandes, Mario Correia; Dias, Jose Carlos; Nunes, Joao Pedro Vidal;
PUBLISHED: 2023, SOURCE: JOURNAL OF FUTURES MARKETS
INDEXED IN: 
Scopus 
WOS
Scopus WOS2
TITLE: Pricing longevity derivatives via Fourier transforms Full Text
AUTHORS: Bravo, JM; Nunes, JPV;
PUBLISHED: 2021, SOURCE: INSURANCE MATHEMATICS & ECONOMICS, VOLUME: 96
AUTHORS: Bravo, JM; Nunes, JPV;
PUBLISHED: 2021, SOURCE: INSURANCE MATHEMATICS & ECONOMICS, VOLUME: 96
INDEXED IN: Scopus WOS
Scopus WOS3
TITLE: Modeling energy prices under energy transition: A novel stochastic-copula approach
AUTHORS: Fernandes, MC; Dias, JC; Nunes, JPV;
PUBLISHED: 2021, SOURCE: ECONOMIC MODELLING, VOLUME: 105
AUTHORS: Fernandes, MC; Dias, JC; Nunes, JPV;
PUBLISHED: 2021, SOURCE: ECONOMIC MODELLING, VOLUME: 105
INDEXED IN: Scopus WOS
Scopus WOS4
TITLE: The Early Exercise Boundary Under the Jump to Default Extended CEV Model Full Text
AUTHORS: Joao Pedro Vidal Nunes; Jose Carlos Dias; Joao Pedro Ruas;
PUBLISHED: 2020, SOURCE: APPLIED MATHEMATICS AND OPTIMIZATION, VOLUME: 82, ISSUE: 1
AUTHORS: Joao Pedro Vidal Nunes; Jose Carlos Dias; Joao Pedro Ruas;
PUBLISHED: 2020, SOURCE: APPLIED MATHEMATICS AND OPTIMIZATION, VOLUME: 82, ISSUE: 1
INDEXED IN: Scopus WOS
Scopus WOS5
TITLE: A note on options and bubbles under the CEV model: implications for pricing and hedging Full Text
AUTHORS: Jose Carlos Dias; Joao Pedro Vidal Nunes; Aricson Cruz;
PUBLISHED: 2020, SOURCE: REVIEW OF DERIVATIVES RESEARCH, VOLUME: 23, ISSUE: 3
AUTHORS: Jose Carlos Dias; Joao Pedro Vidal Nunes; Aricson Cruz;
PUBLISHED: 2020, SOURCE: REVIEW OF DERIVATIVES RESEARCH, VOLUME: 23, ISSUE: 3
INDEXED IN: Scopus WOS
Scopus WOS6
TITLE: Early exercise boundaries for American-style knock-out options Full Text
AUTHORS: Joao Pedro V Vidal Nunes; Joao Pedro Ruas; Jose Carlos Dias;
PUBLISHED: 2020, SOURCE: EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, VOLUME: 285, ISSUE: 2
AUTHORS: Joao Pedro V Vidal Nunes; Joao Pedro Ruas; Jose Carlos Dias;
PUBLISHED: 2020, SOURCE: EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, VOLUME: 285, ISSUE: 2
INDEXED IN: Scopus WOS
Scopus WOS7
TITLE: Universal recurrence algorithm for computing Nuttall, generalized Marcum and incomplete Toronto functions and moments of a noncentral chi(2) random variable Full Text
AUTHORS: Jose Carlos Dias; Joao Pedro V Vidal Nunes;
PUBLISHED: 2018, SOURCE: EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, VOLUME: 265, ISSUE: 2
AUTHORS: Jose Carlos Dias; Joao Pedro V Vidal Nunes;
PUBLISHED: 2018, SOURCE: EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, VOLUME: 265, ISSUE: 2
INDEXED IN: WOS
WOS8
TITLE: Tuneable spheroidal hydrogel particles for cell and drug encapsulation Full Text
AUTHORS: Isabel M Bjorge; Ana M S Costa; Sofia Silva, AS; Joao P O Vidal; Miguel Nobrega, JM; Joao F Mano;
PUBLISHED: 2018, SOURCE: SOFT MATTER, VOLUME: 14, ISSUE: 27
AUTHORS: Isabel M Bjorge; Ana M S Costa; Sofia Silva, AS; Joao P O Vidal; Miguel Nobrega, JM; Joao F Mano;
PUBLISHED: 2018, SOURCE: SOFT MATTER, VOLUME: 14, ISSUE: 27
INDEXED IN: WOS
WOS9
TITLE: Tuneable spheroidal hydrogel particles for cell and drug encapsulation
AUTHORS: Bjørge, IM; Costa, AMS; Silva, AS; Vidal, JPO; Nóbrega, JM; Mano, JF;
PUBLISHED: 2018, SOURCE: Soft Matter, VOLUME: 14, ISSUE: 27
AUTHORS: Bjørge, IM; Costa, AMS; Silva, AS; Vidal, JPO; Nóbrega, JM; Mano, JF;
PUBLISHED: 2018, SOURCE: Soft Matter, VOLUME: 14, ISSUE: 27
INDEXED IN: Scopus
Scopus10
TITLE: Novel high performance auxetic fibrous structures for composite reinforcement
AUTHORS: Goncalves, C; Magalhaes, R; Rana, S; Fangueiro, R; Nunes, J; Dias, G;
PUBLISHED: 2018, SOURCE: 13th International Conference on Textile Composites (TEXCOMP) in 13TH INTERNATIONAL CONFERENCE ON TEXTILE COMPOSITES (TEXCOMP-13), VOLUME: 406, ISSUE: 1
AUTHORS: Goncalves, C; Magalhaes, R; Rana, S; Fangueiro, R; Nunes, J; Dias, G;
PUBLISHED: 2018, SOURCE: 13th International Conference on Textile Composites (TEXCOMP) in 13TH INTERNATIONAL CONFERENCE ON TEXTILE COMPOSITES (TEXCOMP-13), VOLUME: 406, ISSUE: 1
INDEXED IN: Scopus WOS
Scopus WOS