Publications

2023

26 Articles in international journals with referee

Anonymized data assessment via analysis of variance: an application to higher education evaluation
M. E. Ferrão, P. Fazendeiro and P. Prata
Lecture Notes in Computer Science 14105, (2023).

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 13, https://rdcu.be/cRqMc, 427-467 (2023).

Asymptotic Dynamics of Hamiltonian Polymatrix Replicators
H. Alishah, P. Duarte and T. Peixe
Nonlinearity 36 (6), (2023).

Differential item functioning of material deprivation assessment in households with or without children
M. E. Ferrão and M. Vieira
PLOS ONE, (2023).

Disentangling the effect of measures, variants and vaccines on SARS-CoV-2 Infections in England: A dynamic intensity model
O. Boldea, A. Cornea-Madeira and J. Madeira
Econometrics Journal, to appear (2023).

Employment insecurity and material deprivation in families with children in the Post-Great Recession period: An analysis for Spain and Portugal
A. L. Péres_Corral, A. Bastos and S. Falcão Casaca
Journal of Family and Economic Issues, (2023).

First passage times in portfolio optimization: a novel nonparametric approach
G. Zsurkis, J. Nicolau and P. M. Rodrigues
European Journal of Operational Research, to appear (2023).

From A to Z: effects of a 2nd-grade reading intervention program for struggling readers
J. Lopes, P. S. Martins, C. Oliveira, J. Ferreira, J. T. Oliveira and N. Crato
Revista de Psicodidáctica, (2023).

Investment in two alternative projects with multiple switches and the exit option
I. V. Kravchenko, C. Nunes and C. Oliveira
Mathematics and Financial Economics, (2023).

Investors' perspective on portfolio insurance: expected utility versus prospect theories
R. M. Gaspar and P. M. Silva
Portuguese Economic Journal 22, 49-79 (2023).

Measuring an equilibrium long-run relationship between financial inclusion and monetary stability in Mozambique
C. Fernandes, M. R. Borges, E. Macombe and J. Caiado
Applied Economics, (2023).

Measuring wage inequality under right censoring
J. Nicolau, P. M. Rodrigues and P. Raposo
Economic Inquiry 61, 377-401 (2023).

Mind the Gap: The Effects of Eliminating the Gender Pay Gap on Income and Poverty

Journal of Poverty, to appear (2023).

Mind the Gap: The Effects of Eliminating the Gender Pay Gap on Income and Poverty
F. Amaro, A. Bastos, J. Cruz and I. Proença
Journal of Poverty, to appear (2023).

Modelling Risk for Commodities in Brazil: An Application for Live Cattle Spot and Futures Prices
R. G. Alcoforado, A. D. Egídio dos Reis, W. Bernardino and J. A. C. Santos
Commodities 2023, 398-416 (2023).

Preventive investment, malfunctions and liability
P. Kort, M. Lavrutish, C. Nunes and C. Oliveira
International Journal of Production Economics, (2023).

Some notes on disjunctive short sum: polychromatic nim
A. Carvalho and C. Santos
Discrete Applied Mathematics 324, 113-125 (2023).

Stability of heteroclinic cycles: a new approach based on a Replicator equation
T. Peixe and A. A. Rodrigues
Journal of Nonlinear Science 33, 1-51 (2023).

Stochastic differential equations death rates models: the Portuguese case
D. s. Baptista, N. M. Brites and A. D. Egídio dos Reis
Decisions in Economics and Finance, (2023).

Stock Market Forecasting Accuracy of Asymmetric GARCH Models during the COVID-19 Pandemic
J. Caiado and F. Lúcio
The North American Journal of Economics and Finance 68, 101971 (2023).

Tail Index Estimation in the Presence of Covariates: Stock returns' tail risk dynamics
J. Nicolau, P. M. Rodrigues and M. Stoykov
Journal of Econometrics, to appear (2023).

“The Impact of COVID 19 on Teaching and Learning. The Case of ISEG- Ulisbon”
G. L. Fernandes and M. C. Lopes
Educational Research Review 7, 854-870 (2023).

The impact of hurricanes on a property portfolio: an empirical study based on loss data in Portugal
A. Hauser, C. Rosa, R. Esteves, L. Bugalho, A. Moura and C. Oliveira
Managerial Finance ahead-of-print, ahead-of-print (2023).

The relationship between students’ socio-demographics and the probability of grade repetition in Brazilian primary education: is it decreasing over time?
M. E. Ferrão and M. T. G. Alves
Large-scale Assessments in Education, (2023).

VIX pricing in the rBergomi model under a regime switching change of measure
H. Guerreiro and J. M. E. Guerra
Quantitative Finance, to appear (2023).

Who benefits from the procurement financed by Multilateral Development Banks?
E. Martínez-Galan and I. Proença
Journal of International Development, (2023).


1 Books - editor

New Trends in Lyapunov Exponents, NTLE, Lisbon, Portugal, February 7–11, 2022
J. Lopes Dias, P. Duarte, J. P. Gaivão, S. Klein, T. Peixe, J. Siqueira and M. J. Torres
CIM Series in Mathematical Sciences, Springer VII, (2023).


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, 125-139 (2023).


2 Conference proceedings with referee

An application of time series clustering using a combined distance
A. Martin, D. Vaz, T. Silva, M. Cardoso and A. Carvalho
SYMCOMP 2023 Évora, 30-31 March 2023, ©ECCOMAS, (2023).

Are we prepared to cover a future pandemic? Essay of a Portuguese health insurance
M. Garcia de Castro, M. Amorim Ferreira, M. C. Ornelas and A. D. Egídio dos Reis
https://www.actuaries.asn.au/microsites/ica2023/program/papers, https://www.actuaries.asn.au/microsites/ica2023/program/papers, (2023).


1 Chapters in national books without referee

On the Roots of Underdevelopment: Wrong Equilibrium or Miscoordination?
J. P. Pontes and T. Peixe
in Estudos de Homenagem a José da Silva Costa, U.Porto Press Coleção Transversal,, 145-160 (2023).


2 Preprints

Ruin Probabilities in the context of the Winner's Curse
A. Bergel, A. D. Egídio dos Reis, E. Martínez, R. Cardoso and Z. Palmowski
preprint (2023).

The role of covariates in cyber risk ratemaking using GAMLSS
A. K. Azevedo de Macedo, A. D. Egídio dos Reis and A. Bergel
preprint (2023).