Publications

2022

18 Articles in international journals with referee

A public micro pension programme in Brazil: Heterogeneity among states and setting up of benefit age adjustment
R. G. Alcoforado and A. D. Egídio dos Reis
European Actuarial Journal https://rdcu.be/cRqMc, (2022).

Arc routing with trip-balancing and attractiveness measures — A waste collection case study
J. Janela, L. S. Pinto and M. Mourão
Computers and Operations Research, to appear (2022).

Changes in inflation compensation and oil prices: short-term and long-term dynamics
I. Cabral, P. Pires Ribeiro and J. Nicolau
Empirical Economics 62, 581-603 (2022).

COVID-19 and Stock Market Volatility: A Clustering Approach for S&P 500 Industry Indices
F. Lúcio and J. Caiado
Finance Research Letters 49, 103141 (2022).

Differential effect of university entrance scores on graduates’ performance: The case of degree completion on time in Portugal
M. E. Ferrão
Assessment and Evaluation in Higher Education, (2022).

Escala do índice de exposição da criança à privação material em Portugal: validação e interpretação
T. G. Alves, A. Bastos and M. E. Ferrão
Sociedade e Estado, to appear (2022).

Estudo longitudinal sobre eficácia diferencial e equidade social no Brasil
M. E. Ferrão
REICE. Revista Iberoamericana sobre Calidad, Eficacia y Cambio en Educación 20, 57-72 (2022).

Explainable models of credit losses
J. A. Bastos and S. M. Matos
European Journal of Operational Research 301, 386-394 (2022).

How heterogeneous is the impact of energy efficiency on dwelling prices? Evidence from the application of the unconditional quantile hedonic model to the Portuguese residential market
R. Evangelista, J. Andrade e Silva and E. A. Ramalho
Energy Economics, to appear (2022).

Measuring wage inequality under right censoring
J. Nicolau, P. M. Rodrigues and P. Raposo
Economic Inquiry, to appear (2022).

Moments and probability density of threshold crossing times for populations in random environments under sustainable harvesting policies
N. M. Brites and C. A. Braumann
Computational Statistics, (2022).

On some effects of dependencies on an insurer’s risk exposure, probability of ruin, and optimal premium loading
R. L. Gudmundarson, M. Guerra and A. Moura
European Actuarial Journal, (2022).

Optimal Harvesting of Stochastically Fluctuating Populations Driven by a Generalized Logistic SDE Growth Model
N. M. Brites
Mathematics 10, 1-15 (2022).

Persistent Strange attractors in 3D Polymatrix Replicators
T. Peixe and A. A. Rodrigues
Physica D: Nonlinear Phenomena, to appear (2022).

Profit optimization of stochastically fluctuating populations: the effects of Allee effects
N. M. Brites and C. A. Braumann
Optimization, (2022).

Ruin and dividend measures in the renewal dual risk model
R. G. Alcoforado, A. Bergel, R. M. Cardoso, A. D. Egídio dos Reis and E. Rodriguez Martinez
Methodology and Computing in Applied Probability 24(2), 537-569 (2022).

Segmentação das rotas turísticas em Portugal Continental - Uma análise de clusters
C. V. Mota and F. F. Gonçalves
Revista Turismo & Desenvolvimento, to appear (2022).

Utility-driven assessment of anonymized data via clustering
M. E. Ferrão, P. Prata and P. Fazendeiro
Scientific Data 9, (2022).


2 Books - author

Mathématiques et Économie - Une approche historique (in print)
F. Bismans and M. R. Grossinho
Bibliothèque de l’économiste, Classiques GARNIER 39, (2022).

Métodos de Previsão em Gestão com Aplicações em Excel
J. Caiado
ISBN: 978-989-561-219-2, Edições Sílabo 3ª Edição, (2022).


1 Chapters in international books with referee

From Lack of Data to Data Unlocking: Computational and Statistical Issues in an Era of Unforeseeable Big Data Evolution
N. Crato
Handbook of Computational Social Science for Policy, Eds. S. Signorelli, M. Fontana, L. Gabrielli, and Vespe, Springer, (2022).


1 Chapters in national books without referee

Desigualdades entre mulheres e homens no mercado de trabalho
S. F. Casaca, F. Amaro, A. Bastos, J. Cruz, H. Perista and I. Proença
in Mercado de Trabalho em Portugal – do Salário Mínimo ao Teletrabalho, Almedina, (2022).


5 Preprints

Billiards in generic convex bodies have positive topological entropy
M. Bessa, G. Del Magno, J. Lopes Dias, J. P. Gaivão and M. J. Torres
preprint (2022). PDF

Firm ownership and competitiveness in the European beverages industry
N. Rosati, P. Bomprezzi, M. Ferraresi and A. Frigo
preprint (2022).

Stability of heteroclinic cycles: a new approach
T. Peixe and A. A. Rodrigues
preprint (2022). PDF

Two-dimensional ruin problems for a renewal risk process with investments and proportional reinsurance: exact and asymptotic results
A. Bergel and Z. Palmowski
preprint (2022).

VIX pricing in the rBergomi model under a regime switching change of measure
H. Guerreiro and J. M. E. Guerra
preprint (2022). PDF