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Dr. Paulo Ferreira
Valoriza - Research Center for Endogenous Resource Valorization - Polytechnic Institute of Portalegre

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Journal article
Published: 27 August 2021 in Agriculture
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In the Mediterranean basin, edaphic salinization, sodification and alkalinization related to anthropic pressures and climatic changes may hinder the ecosystem sustainability. It is pertinent to study the mid and long-term variability of these soil characteristics in face off the macro agricultural system in use (i.e., irrigation or rain-fed). Four irrigated soils from the Caia Irrigation Perimeter (Portugal), Fluvisols, Luvisols, Calcisols and Cambisols were analysed in the mid-term, from 2002 to 2012, for its available Ca2+, Mg2+, K+ and Na+ content. Overall, Ca2+, K+ and Na+ significantly increased during the period of this study by 25%, 8% and 7%, respectively. Soil organic matter (SOM) and pH for the irrigated soils in the area were already assessed in previous studies with the overall SOM remaining constant (p ≥ 0.05) and pH increasing (p< 0.01) by 5%. We provide the predictive maps for Na+ and the CROSS predictive & HotSpot evolution map from 2002 to 2012. Rain-fed soils were analysed in the long-term, from 1965 to 2012, for their SOM, pH and non-acid cations (Ca2+, Mg2+, K+ and Na+) content. While SOM, pH and the exchangeable Ca2+, Mg2+ and K+ significantly increased (p< 0.01) by 23%, 8%, 60%, 21% and 193%, respectively, exchangeable Na+ significantly decreased (p< 0.01) by 50%. These results may be related to the local climate changes as, according to the Thornthwaite classification, it went from sub-humid with great water excess (C1B2s2b4) in the climate normal 1951/1980 to sub-humid with moderate water excess (C1B2sb4) in 1981/2010 to semi-arid with little to none water excess (DB2db4) in 1991/2020. The irrigated areas in this Mediterranean region are slowly departing from sustainable goals of soil conservation and better edaphic management and conservation practices, that address the registered climatic changes in the area, could be adopted.

ACS Style

José Telo da Gama; Luis Loures; António Lopez-Piñeiro; Derick Quintino; Paulo Ferreira; José Rato Nunes. Assessing the Long-Term Impact of Traditional Agriculture and the Mid-Term Impact of Intensification in Face of Local Climatic Changes. Agriculture 2021, 11, 814 .

AMA Style

José Telo da Gama, Luis Loures, António Lopez-Piñeiro, Derick Quintino, Paulo Ferreira, José Rato Nunes. Assessing the Long-Term Impact of Traditional Agriculture and the Mid-Term Impact of Intensification in Face of Local Climatic Changes. Agriculture. 2021; 11 (9):814.

Chicago/Turabian Style

José Telo da Gama; Luis Loures; António Lopez-Piñeiro; Derick Quintino; Paulo Ferreira; José Rato Nunes. 2021. "Assessing the Long-Term Impact of Traditional Agriculture and the Mid-Term Impact of Intensification in Face of Local Climatic Changes." Agriculture 11, no. 9: 814.

Journal article
Published: 12 August 2021 in Journal of Risk and Financial Management
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In this paper, we deal with the possibility of using econophysics concepts in dynamic portfolio optimization. The main idea of the research is that combining different methodological aspects in portfolio selection can enhance portfolio performance over time. Using data on CESEE stock market indices, we model the dynamics of entropy transfers from one return series to others. In the second step, the results are utilized in simulating the portfolio strategies that take into account the previous results. Here, the main results indicate that using entropy transfers in portfolio construction and rebalancing has the potential to achieve better portfolio value over time when compared to benchmark strategies.

ACS Style

Tihana Škrinjarić; Derick Quintino; Paulo Ferreira. Transfer Entropy Approach for Portfolio Optimization: An Empirical Approach for CESEE Markets. Journal of Risk and Financial Management 2021, 14, 369 .

AMA Style

Tihana Škrinjarić, Derick Quintino, Paulo Ferreira. Transfer Entropy Approach for Portfolio Optimization: An Empirical Approach for CESEE Markets. Journal of Risk and Financial Management. 2021; 14 (8):369.

Chicago/Turabian Style

Tihana Škrinjarić; Derick Quintino; Paulo Ferreira. 2021. "Transfer Entropy Approach for Portfolio Optimization: An Empirical Approach for CESEE Markets." Journal of Risk and Financial Management 14, no. 8: 369.

Journal article
Published: 10 August 2021 in Sustainability
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The Belt and Road Initiative removes regional barriers and brings communities closer together. In addition, ICT and financial innovation have helped transform the world into a big village and promoted economic growth. The study assessed the dynamic impact of ICT, economic globalization, and financial innovation on China’s economic growth. The study used quarterly data from 2000 to 2019 and used the ARDL model to determine long-term and short-term consequences. The results of the study show that ICT has a positive affiliation with economic growth in China. In addition, financial innovation has also shown a direct impact on economic growth. The study shows that China’s One Belt One Road project (economic globalization) has a great positive impact on its GDP. The consequences of the causality test discovered the significant unidirectional causality running from ICT and economic globalization (ECGI) to GDP. The study recommends mandatory policies related to ICT, financial innovation, and economic globalization to achieve long-term and sustainable development in China.

ACS Style

Khurram Shehzad; Umer Zaman; Ana Ercília José; Emrah Koçak; Paulo Ferreira. An Officious Impact of Financial Innovations and ICT on Economic Evolution in China: Revealing the Substantial Role of BRI. Sustainability 2021, 13, 8962 .

AMA Style

Khurram Shehzad, Umer Zaman, Ana Ercília José, Emrah Koçak, Paulo Ferreira. An Officious Impact of Financial Innovations and ICT on Economic Evolution in China: Revealing the Substantial Role of BRI. Sustainability. 2021; 13 (16):8962.

Chicago/Turabian Style

Khurram Shehzad; Umer Zaman; Ana Ercília José; Emrah Koçak; Paulo Ferreira. 2021. "An Officious Impact of Financial Innovations and ICT on Economic Evolution in China: Revealing the Substantial Role of BRI." Sustainability 13, no. 16: 8962.

Earlycite article
Published: 30 June 2021 in International Journal of Emerging Markets
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Purpose The investigation of the fractal nature of financial data has been growing in the literature. The purpose is to investigate the multifractal behavior of frontier markets using multifractal detrended fluctuation analysis (MFDFA). Design/methodology/approach This study used daily closing prices of nine frontier stock markets up to 31-Aug-2020. A preliminary analysis reveals that these markets exhibit fat tails and clustering patterns. For a more robust analysis, a combination of Seasonal and Trend Decomposition using Loess (STL) and MFDFA has been employed. The former method is used to decompose daily stock returns, where later detected the long rang dependence in the series. Findings The results confirm varying degree of multifractality in frontier stock markets, implying that they exhibit long-range dependence. Based on these multifractality levels, Serbian and Romanian stock markets are the ones exhibiting least long-range dependence, while Slovenian and Mauritius stock markets indicating highest dependence in their series. Furthermore, the markets of Kenya, Morocco, Romania and Serbia exhibit mean reversion (anti-persistent) behavior while the remaining frontier markets show persistent behaviors. Practical implications The information given by the detection of the fractal measure of data can support for investment and policymaking decisions. Originality/value Frontier markets are of great potential from the perspective of international diversification. However, most of the research focused on other emerging and developed markets, especially in the context of multifractal analysis. This study combines the STL method and a physics-based robust technique, MFDFA to detect the multifractal behavior of frontier stock markets.

ACS Style

Faheem Aslam; Paulo Ferreira; Wahbeeah Mohti. Investigating efficiency of frontier stock markets using multifractal detrended fluctuation analysis. International Journal of Emerging Markets 2021, ahead-of-p, 1 .

AMA Style

Faheem Aslam, Paulo Ferreira, Wahbeeah Mohti. Investigating efficiency of frontier stock markets using multifractal detrended fluctuation analysis. International Journal of Emerging Markets. 2021; ahead-of-p (ahead-of-p):1.

Chicago/Turabian Style

Faheem Aslam; Paulo Ferreira; Wahbeeah Mohti. 2021. "Investigating efficiency of frontier stock markets using multifractal detrended fluctuation analysis." International Journal of Emerging Markets ahead-of-p, no. ahead-of-p: 1.

Journal article
Published: 21 June 2021 in Entropy
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In this research work, we propose to assess the dynamic correlation between different mobility indices, measured on a daily basis, and the new cases of COVID-19 in the different Portuguese districts. The analysis is based on global correlation measures, which capture linear and non-linear relationships in time series, in a robust and dynamic way, in a period without significant changes of non-pharmacological measures. The results show that mobility in retail and recreation, grocery and pharmacy, and public transport shows a higher correlation with new COVID-19 cases than mobility in parks, workplaces or residences. It should also be noted that this relationship is lower in districts with lower population density, which leads to the need for differentiated confinement policies in order to minimize the impacts of a terrible economic and social crisis.

ACS Style

António Casa Nova; Paulo Ferreira; Dora Almeida; Andreia Dionísio; Derick Quintino. Are Mobility and COVID-19 Related? A Dynamic Analysis for Portuguese Districts. Entropy 2021, 23, 786 .

AMA Style

António Casa Nova, Paulo Ferreira, Dora Almeida, Andreia Dionísio, Derick Quintino. Are Mobility and COVID-19 Related? A Dynamic Analysis for Portuguese Districts. Entropy. 2021; 23 (6):786.

Chicago/Turabian Style

António Casa Nova; Paulo Ferreira; Dora Almeida; Andreia Dionísio; Derick Quintino. 2021. "Are Mobility and COVID-19 Related? A Dynamic Analysis for Portuguese Districts." Entropy 23, no. 6: 786.

Journal article
Published: 04 June 2021 in Scientific Reports
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We investigated the relation between the spread, time scale, and spatial arrangement of dengue in Bahia, a Brazilian dry climate region, for the period 2000 to 2009. The degree of cross-correlation is calculated for 15 economic regions. We propose a multiscale statistical analysis to datasets of dengue cases in order to verify the effect of infection dispersal on the economic regions from the metropolitan region of Salvador. Our empirical results support a significant and persistent cross-correlation between most regions, reinforcing the idea that economic regions or climatic conditions are non-statistically significant in the spread of dengue in the State of Bahia. Our main contribution lies in the cross-correlation results revealing multiple aspects related to the propagation of dengue in dry climate regions.

ACS Style

Aloísio S. Nascimento Filho; Thiago B. Murari; Paulo Ferreira; Hugo Saba; Marcelo A. Moret. A spatio-temporal analysis of dengue spread in a Brazilian dry climate region. Scientific Reports 2021, 11, 1 -8.

AMA Style

Aloísio S. Nascimento Filho, Thiago B. Murari, Paulo Ferreira, Hugo Saba, Marcelo A. Moret. A spatio-temporal analysis of dengue spread in a Brazilian dry climate region. Scientific Reports. 2021; 11 (1):1-8.

Chicago/Turabian Style

Aloísio S. Nascimento Filho; Thiago B. Murari; Paulo Ferreira; Hugo Saba; Marcelo A. Moret. 2021. "A spatio-temporal analysis of dengue spread in a Brazilian dry climate region." Scientific Reports 11, no. 1: 1-8.

Journal article
Published: 31 May 2021 in Economics and Business Letters
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We investigate the behaviour of retail diesel prices in Brazil using fractional integration, with weekly data from January 2010 to April 2020. In this period, we have 3 episodes of relevant economic implications in the country under analysis: i) impeachment of the Brazilian President; ii) the lorry-drivers’ strike; iii) the rise of the global Covid-19 epidemic. We use a sliding windows approach to analyze price dynamics over time. The results suggest that, at the beginning of the sample, prices were non-stationary and non-mean reverting but over the time results changed in the different regions. Results are relevant for market agents and policy-makers, as it can be inferred whether exogenous shocks are temporary, despite taking some time to dissipate completely.

ACS Style

Derick David Quintino; Paulo Ferreira. Diesel prices in Brazil: A dynamic fractional integration analysis. Economics and Business Letters 2021, 10, 116 -125.

AMA Style

Derick David Quintino, Paulo Ferreira. Diesel prices in Brazil: A dynamic fractional integration analysis. Economics and Business Letters. 2021; 10 (2):116-125.

Chicago/Turabian Style

Derick David Quintino; Paulo Ferreira. 2021. "Diesel prices in Brazil: A dynamic fractional integration analysis." Economics and Business Letters 10, no. 2: 116-125.

Journal article
Published: 15 May 2021 in International Journal of Environmental Research and Public Health
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Owing to the emerging challenges on global food security and the decade of controversies over genetically modified food (hereafter GMF), the present study aims to explore the effects of advertisement framing on health and environmental benefits, sources of perceived risk reduction, and domain-specific knowledge on the acceptance of GMF. The study conducted a quasi-experimental factorial 2 (advertisement message framing: health vs. environmental benefits) × 2 (expert endorsement: present vs. absent) between-subject design involving 300 adult participants from Pakistan. Using a multi-group structural equation model, the four conditions were assigned to each participant group (n = 75) to test the hypothesized relationships. The quasi-experiment results suggested that the advertisement messages (ad-framed) incorporated with the health and environmental benefits, as delineated by experts, can be a viable communication strategy in developing effortless cognitive cues towards GMF acceptance. The pioneer findings validate the significant efficacy of advertisement messages (ad-framed with expert opinions) in reducing perceived risk through augmented objective knowledge that activates the mechanism of favorable development of attitude and acceptance of GMF. The study findings offer strategic directions to policymakers, marketers, and food technologists in raising greater awareness and acceptance towards GMF products.

ACS Style

Syed Raza; Umer Zaman; Paulo Ferreira; Pablo Farías. An Experimental Evidence on Public Acceptance of Genetically Modified Food through Advertisement Framing on Health and Environmental Benefits, Objective Knowledge, and Risk Reduction. International Journal of Environmental Research and Public Health 2021, 18, 5264 .

AMA Style

Syed Raza, Umer Zaman, Paulo Ferreira, Pablo Farías. An Experimental Evidence on Public Acceptance of Genetically Modified Food through Advertisement Framing on Health and Environmental Benefits, Objective Knowledge, and Risk Reduction. International Journal of Environmental Research and Public Health. 2021; 18 (10):5264.

Chicago/Turabian Style

Syed Raza; Umer Zaman; Paulo Ferreira; Pablo Farías. 2021. "An Experimental Evidence on Public Acceptance of Genetically Modified Food through Advertisement Framing on Health and Environmental Benefits, Objective Knowledge, and Risk Reduction." International Journal of Environmental Research and Public Health 18, no. 10: 5264.

Chapter
Published: 23 February 2021 in New Challenges for the Eurozone Governance
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The economic crisis triggered by the coronavirus exposed the gaps in the European Monetary Union (EMU) governance, creating fears to repeat the sovereign debt crisis. In view of the magnitude of the crisis and the financial interdependence inside that union, strong policy coordination and central measures are crucial. The discussion on debt mutualisation continued to be based on clashing political positions. This chapter identifies the instability recorded in sovereign spreads at the beginning of the crisis and reviews the structural factors that caused it. We discuss the limited role of the ECB answer. So, the issue of Eurobonds is revisited, bringing new arguments since the EMU faces an exogenous shock. We sustain that the approval of the European Commission’s original Next Generation EU programme on the European Council in July 21, could anchor a new governance model for the EMU, based on the principle of subsidiarity and the refusal of moral hazard arguments.

ACS Style

José Caetano; Paulo Ferreira; Andreia Dionísio. Searching for a New Balance for the Eurozone Governance in the Aftermath of the Coronavirus Crisis. New Challenges for the Eurozone Governance 2021, 115 -136.

AMA Style

José Caetano, Paulo Ferreira, Andreia Dionísio. Searching for a New Balance for the Eurozone Governance in the Aftermath of the Coronavirus Crisis. New Challenges for the Eurozone Governance. 2021; ():115-136.

Chicago/Turabian Style

José Caetano; Paulo Ferreira; Andreia Dionísio. 2021. "Searching for a New Balance for the Eurozone Governance in the Aftermath of the Coronavirus Crisis." New Challenges for the Eurozone Governance , no. : 115-136.

Journal article
Published: 05 January 2021 in International Journal of Financial Studies
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During crises, stock market volatility generally rises sharply, and as consequence, spillovers are identified across markets. This study estimates the volatility spillover among twelve European stock markets representing all four regions of Europe. The data consists of 10,990 intraday observations from 2 December 2019 to 29 May 2020. Using the methodology of Diebold and Yilmaz , we use static and rolling windows to characterize five-minute volatility spillovers. Our results show that 77.80% of intraday volatility forecast error variance in twelve European markets comes from spillovers. Furthermore, the highest gross directional volatility spillovers are found in Sweden and the Netherlands, while the minimum spillovers to other stock markets are observed in the stock markets of Poland and Ireland. However, German and Dutch markets transmit the highest net directional volatility spillovers. Splitting the whole sample in pre- and post-pandemic declaration (11 March 2020) we find more stable spillovers in the latter. The findings reveal important information about European stock market interdependence during COVID-19, which will be beneficial to both policy-makers and practitioners.

ACS Style

Faheem Aslam; Paulo Ferreira; Khurrum Shahzad Mughal; Beenish Bashir. Intraday Volatility Spillovers among European Financial Markets during COVID-19. International Journal of Financial Studies 2021, 9, 5 .

AMA Style

Faheem Aslam, Paulo Ferreira, Khurrum Shahzad Mughal, Beenish Bashir. Intraday Volatility Spillovers among European Financial Markets during COVID-19. International Journal of Financial Studies. 2021; 9 (1):5.

Chicago/Turabian Style

Faheem Aslam; Paulo Ferreira; Khurrum Shahzad Mughal; Beenish Bashir. 2021. "Intraday Volatility Spillovers among European Financial Markets during COVID-19." International Journal of Financial Studies 9, no. 1: 5.

Journal article
Published: 02 January 2021 in International Journal of Financial Studies
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To analyze the effects of government debt securities on the liquidity risk and profitability of banks in Cape Verde, this research employs an unbalanced panel dataset from 2000 to 2017 on the activity of all commercial banks operating at the end of 2017 (seven in total). The study employs models with lagged regressors, estimated by the ordinary least squares estimation method. The results show that government debt securities have no effect on bank liquidity risks, but they have an effect on bank profitability, with government debt securities having a positive impact on assets’ profitability, in the long run. When government debt securities include Consolidated Securities of Financial Mobilization, the effects on profitability are negative both in the short and the long run. The study concludes that banks’ strategy to hold the more conventional government debt securities as safe assets and risk-free alternative for the domestic application of liquidity surpluses is appropriate and a viable way to gain profitability in the long run. These results show the negative effect of government debt securities when the Consolidated Securities of Financial Mobilization are included, which helps to explain the low average profitability rates of Cape Verde’s banks, when compared to other similar sub-Saharan African countries, like Mauritius or Seychelles.

ACS Style

José Carlos Teixeira; Carlos Vieira; Paulo Ferreira. The Effects of Government Bonds on Liquidity Risk and Bank Profitability in Cape Verde. International Journal of Financial Studies 2021, 9, 2 .

AMA Style

José Carlos Teixeira, Carlos Vieira, Paulo Ferreira. The Effects of Government Bonds on Liquidity Risk and Bank Profitability in Cape Verde. International Journal of Financial Studies. 2021; 9 (1):2.

Chicago/Turabian Style

José Carlos Teixeira; Carlos Vieira; Paulo Ferreira. 2021. "The Effects of Government Bonds on Liquidity Risk and Bank Profitability in Cape Verde." International Journal of Financial Studies 9, no. 1: 2.

Journal article
Published: 07 October 2020 in Post-Communist Economies
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ACS Style

Faheem Aslam; Francisca Nogueiro; Mariana Brasil; Paulo Ferreira; Khurram Shahzad Mughal; Beenish Bashir; Saima Latif. The footprints of COVID-19 on Central Eastern European stock markets: an intraday analysis. Post-Communist Economies 2020, 1 -19.

AMA Style

Faheem Aslam, Francisca Nogueiro, Mariana Brasil, Paulo Ferreira, Khurram Shahzad Mughal, Beenish Bashir, Saima Latif. The footprints of COVID-19 on Central Eastern European stock markets: an intraday analysis. Post-Communist Economies. 2020; ():1-19.

Chicago/Turabian Style

Faheem Aslam; Francisca Nogueiro; Mariana Brasil; Paulo Ferreira; Khurram Shahzad Mughal; Beenish Bashir; Saima Latif. 2020. "The footprints of COVID-19 on Central Eastern European stock markets: an intraday analysis." Post-Communist Economies , no. : 1-19.

Journal article
Published: 16 September 2020 in Borsa Istanbul Review
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The Coronavirus (COVID-19) outbreak has become one of the biggest threats to the global economy and financial markets. This study aims to analyze the effects of COVID-19 on 56 global stock indices from October 15, 2019 to August 7, 2020 by using a complex network method. Furthermore, the change of the network structure is analyzed in depth by dividing the stock markets into developed, emerging and frontier markets. The findings reveal a structural change in the form of node changes, reduced connectivity and significant differences in the topological characteristics of the network, due to COVID-19. A contagion effect is also identified in the network structure of emerging markets, with the nodes behaving synchronously. The findings also reveal substantial clustering and homogeneity in the world stock market network, based on geographic positioning. Besides, the number of positive correlations in the global stock indices increased during the outbreak. The stock markets of France and Germany seem to be the most relevant developed markets, while Taiwan and Slovenia have this relevance in emerging and frontier markets. The findings of this study help regulators and practitioners to design important strategies in the light of varying stock market dynamics during COVID-19.

ACS Style

Faheem Aslam; Yasir Tariq Mohmand; Paulo Ferreira; Bilal Ahmed Memon; Maaz Khan; Mrestyal Khan. Network analysis of global stock markets at the beginning of the coronavirus disease (Covid-19) outbreak. Borsa Istanbul Review 2020, 20, S49 -S61.

AMA Style

Faheem Aslam, Yasir Tariq Mohmand, Paulo Ferreira, Bilal Ahmed Memon, Maaz Khan, Mrestyal Khan. Network analysis of global stock markets at the beginning of the coronavirus disease (Covid-19) outbreak. Borsa Istanbul Review. 2020; 20 ():S49-S61.

Chicago/Turabian Style

Faheem Aslam; Yasir Tariq Mohmand; Paulo Ferreira; Bilal Ahmed Memon; Maaz Khan; Mrestyal Khan. 2020. "Network analysis of global stock markets at the beginning of the coronavirus disease (Covid-19) outbreak." Borsa Istanbul Review 20, no. : S49-S61.

Journal article
Published: 19 August 2020 in Foods
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The variability and heterogeneity found in Évora cheeses, Protected Designation of Origin (PDO), can affect consumers’ choices. Assessing the ripening conditions and their effect can be helpful. To study the effect of ripening duration in Évora cheese PDO, sensory and chemical analyses were performed in cheese samples subjected to 30, 60, and 120 days of ripening under controlled conditions (temperature 14 to 15 °C and humidity 65 to 70%). Sensory analysis was conducted with a homogenous panel previously familiarized with the product after a short training period, and chemical analyses including pH, moisture, NaCl content, aw, and salt-in-moisture were determined. Panelists were able to distinguish the differences in the organoleptic characteristics of the three cheese stages, and chemical determinations showed significant differences between stages. Interrater agreement was higher in the sensory evaluation of cheeses with a longer maturation period. As expected, cheeses in the 120 days ripening period presented lower pH, moisture, and water activity and had higher salt-in-moisture content. This stage received the highest scores in hardness and color of the crust, intensity, pungency of the aroma, intensity of taste and piquancy, and firmness and granular characteristics of texture. Overall acceptance of cheese samples was positive, regardless of the ripening stage, which probably reflects both the homogeneity of taster profiles and the previous knowledge of this particular product. The degree of ripeness influences the physical, chemical, and sensory characteristics but does not affect the acceptance of this product by the consumer.

ACS Style

Graça P. Carvalho; Rute Santos; Anabela Fino; Paulo Ferreira; Francisco M. Rodrigues; João Dias. Evolution during Three Ripening Stages of Évora Cheese. Foods 2020, 9, 1140 .

AMA Style

Graça P. Carvalho, Rute Santos, Anabela Fino, Paulo Ferreira, Francisco M. Rodrigues, João Dias. Evolution during Three Ripening Stages of Évora Cheese. Foods. 2020; 9 (9):1140.

Chicago/Turabian Style

Graça P. Carvalho; Rute Santos; Anabela Fino; Paulo Ferreira; Francisco M. Rodrigues; João Dias. 2020. "Evolution during Three Ripening Stages of Évora Cheese." Foods 9, no. 9: 1140.

Journal article
Published: 18 August 2020 in Sustainability
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A new prototype of a ripening chamber was proposed in the CFD4CHEESE project aiming to evaluate the application of computational fluid dynamics in the optimization of traditional cheeses ripening conditions. With the purpose of evaluating the possible impact on the energy cost of cheese ripening in three Portuguese regions (Setúbal, Évora, and Beja), we demonstrated the potential economic benefits of the prototype. The proposed automation process would imply higher productive efficiency, reducing the consumption of water and electricity. The simple consideration of the reduction of electricity costs is enough to recover the investment needed to have the new ripening chambers, meaning that the investment is economically viable. In addition to the economic impact in firms, which are mostly small and medium firms, our results also contribute to an increase on the sustainable use of natural resources.

ACS Style

Nuno Teixeira; Maria Pires; Paulo Ferreira; Graça P. Carvalho; Rute Santos; Francisco M. Rodrigues; João Dias; João Martins; José Caeiro. The Economic Impact of a New Type of Ripening Chamber in Traditional Cheese Manufacturing. Sustainability 2020, 12, 6682 .

AMA Style

Nuno Teixeira, Maria Pires, Paulo Ferreira, Graça P. Carvalho, Rute Santos, Francisco M. Rodrigues, João Dias, João Martins, José Caeiro. The Economic Impact of a New Type of Ripening Chamber in Traditional Cheese Manufacturing. Sustainability. 2020; 12 (16):6682.

Chicago/Turabian Style

Nuno Teixeira; Maria Pires; Paulo Ferreira; Graça P. Carvalho; Rute Santos; Francisco M. Rodrigues; João Dias; João Martins; José Caeiro. 2020. "The Economic Impact of a New Type of Ripening Chamber in Traditional Cheese Manufacturing." Sustainability 12, no. 16: 6682.

Review
Published: 13 July 2020 in Journal of Risk and Financial Management
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Big data has become a very frequent research topic, due to the increase in data availability. In this introductory paper, we make the linkage between the use of big data and Econophysics, a research field which uses a large amount of data and deals with complex systems. Different approaches such as power laws and complex networks are discussed, as possible frameworks to analyze complex phenomena that could be studied using Econophysics and resorting to big data.

ACS Style

Paulo Ferreira; Éder J.A.L. Pereira; Hernane B.B. Pereira. From Big Data to Econophysics and Its Use to Explain Complex Phenomena. Journal of Risk and Financial Management 2020, 13, 153 .

AMA Style

Paulo Ferreira, Éder J.A.L. Pereira, Hernane B.B. Pereira. From Big Data to Econophysics and Its Use to Explain Complex Phenomena. Journal of Risk and Financial Management. 2020; 13 (7):153.

Chicago/Turabian Style

Paulo Ferreira; Éder J.A.L. Pereira; Hernane B.B. Pereira. 2020. "From Big Data to Econophysics and Its Use to Explain Complex Phenomena." Journal of Risk and Financial Management 13, no. 7: 153.

Journal article
Published: 12 July 2020 in Symmetry
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The use of multifractal approaches has been growing because of the capacity of these tools to analyze complex properties and possible nonlinear structures such as those in financial time series. This paper analyzes the presence of long-range dependence and multifractal parameters in the stock indices of nine MSCI emerging Asian economies. Multifractal Detrended Fluctuation Analysis (MFDFA) is used, with prior application of the Seasonal and Trend Decomposition using the Loess (STL) method for more reliable results, as STL separates different components of the time series and removes seasonal oscillations. We find a varying degree of multifractality in all the markets considered, implying that they exhibit long-range correlations, which could be related to verification of the fractal market hypothesis. The evidence of multifractality reveals symmetry in the variation trends of the multifractal spectrum parameters of financial time series, which could be useful to develop portfolio management. Based on the degree of multifractality, the Chinese and South Korean markets exhibit the least long-range dependence, followed by Pakistan, Indonesia, and Thailand. On the contrary, the Indian and Malaysian stock markets are found to have the highest level of dependence. This evidence could be related to possible market inefficiencies, implying the possibility of institutional investors using active trading strategies in order to make their portfolios more profitable.

ACS Style

Faheem Aslam; Saima Latif; Paulo Ferreira. Investigating Long-Range Dependence of Emerging Asian Stock Markets Using Multifractal Detrended Fluctuation Analysis. Symmetry 2020, 12, 1157 .

AMA Style

Faheem Aslam, Saima Latif, Paulo Ferreira. Investigating Long-Range Dependence of Emerging Asian Stock Markets Using Multifractal Detrended Fluctuation Analysis. Symmetry. 2020; 12 (7):1157.

Chicago/Turabian Style

Faheem Aslam; Saima Latif; Paulo Ferreira. 2020. "Investigating Long-Range Dependence of Emerging Asian Stock Markets Using Multifractal Detrended Fluctuation Analysis." Symmetry 12, no. 7: 1157.

Journal article
Published: 26 May 2020 in International Journal of Financial Studies
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This study assesses how the coronavirus pandemic (COVID-19) affects the intraday multifractal properties of eight European stock markets by using five-minute index data ranging from 1 January 2020 to 23 March 2020. The Hurst exponents are calculated by applying multifractal detrended fluctuation analysis (MFDFA). Overall, the results confirm the existence of multifractality in European stock markets during the COVID-19 outbreak. Furthermore, based on multifractal properties, efficiency varies among these markets. The Spanish stock market remains most efficient while the least efficient is that of Austria. Belgium, Italy and Germany remain somewhere in the middle. This far-reaching outbreak demands a comprehensive response from policy makers to improve market efficiency during such epidemics.

ACS Style

Faheem Aslam; Wahbeeah Mohti; Paulo Ferreira. Evidence of Intraday Multifractality in European Stock Markets during the Recent Coronavirus (COVID-19) Outbreak. International Journal of Financial Studies 2020, 8, 31 .

AMA Style

Faheem Aslam, Wahbeeah Mohti, Paulo Ferreira. Evidence of Intraday Multifractality in European Stock Markets during the Recent Coronavirus (COVID-19) Outbreak. International Journal of Financial Studies. 2020; 8 (2):31.

Chicago/Turabian Style

Faheem Aslam; Wahbeeah Mohti; Paulo Ferreira. 2020. "Evidence of Intraday Multifractality in European Stock Markets during the Recent Coronavirus (COVID-19) Outbreak." International Journal of Financial Studies 8, no. 2: 31.

Journal article
Published: 07 May 2020 in Journal of Risk and Financial Management
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For this paper, we dynamically analysed the comovements between three major stock markets—Germany, the UK, and the US—and the countries of the European Union, divided into two groups: Eurozone and non-Eurozone. Correlation coefficients based on a detrended cross-correlation analysis (DCCA) were used, and the respective temporal variation was evaluated. Given the objective of performing a dynamic analysis, sliding windows were used in an attempt to represent short and long-term analyses. Critical moments in financial markets worldwide were also taken into account, namely the subprime debt crisis, the sovereign debt crisis, and Brexit. The results suggest that Germany and other Eurozone countries generally share high levels of comovements, although the Brexit decision reduced those connections. The subprime crisis also increases comovements among markets.

ACS Style

Oussama Tilfani; Paulo Ferreira; Andreia Dionisio; My Youssef El Boukfaoui. EU Stock Markets vs. Germany, UK and US: Analysis of Dynamic Comovements Using Time-Varying DCCA Correlation Coefficients. Journal of Risk and Financial Management 2020, 13, 91 .

AMA Style

Oussama Tilfani, Paulo Ferreira, Andreia Dionisio, My Youssef El Boukfaoui. EU Stock Markets vs. Germany, UK and US: Analysis of Dynamic Comovements Using Time-Varying DCCA Correlation Coefficients. Journal of Risk and Financial Management. 2020; 13 (5):91.

Chicago/Turabian Style

Oussama Tilfani; Paulo Ferreira; Andreia Dionisio; My Youssef El Boukfaoui. 2020. "EU Stock Markets vs. Germany, UK and US: Analysis of Dynamic Comovements Using Time-Varying DCCA Correlation Coefficients." Journal of Risk and Financial Management 13, no. 5: 91.

Journal article
Published: 06 May 2020 in Sustainability
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While the world population continues to grow, increasing the need to produce more and better-quality food, climate change, urban growth and unsustainable agricultural practices accelerate the loss of available arable land, compromising the sustainability of agricultural lands both in terms of productivity and environmental resilience, and causing serious problems for the production-consumption balance. This scenario highlights the urgent need for agricultural modernization as a crucial step to face forthcoming difficulties. Precision agriculture techniques appear as a feasible option to help solve these problems. However, their use needs to be reinvented and tested according to different parameters, in order to define both the environmental and the economic impact of these new technologies not only on agricultural production, but also on agricultural sustainability. This paper intends, therefore, to contribute to a better understanding of the impact of precision agriculture through the use of unmanned aerial vehicles (UAV)/remotely piloted aircraft systems (RPAS) and normalized difference vegetation index (NDVI) techniques in small Mediterranean farms. We present specific data obtained through the application of the aforementioned techniques in three farms located along the Portuguese-Spanish border, considering three parameters (seeding failure, differentiated irrigation and differentiated fertilization) in order to determine not only the ecological benefits of these methods, but also their economic and productivity aspects. The obtained results, based on these methods, highlight the fact that an efficient combination of UAV/RPAS and NDVI techniques allows for important economic savings in productivity factors, thus promoting a sustainable agriculture both in ecological and economic terms. Additionally, contrary to what is generally defended, even in small farms, as the ones assessed in this study (less than 50 ha), the costs associated with the application of the aforementioned precision agriculture processes are largely surpassed by the economic gains achieved with their application, regardless of the notorious environmental benefits introduced by the reduction of crucial production inputs as water and fertilizers.

ACS Style

Luís Loures; Alejandro Chamizo; Paulo Ferreira; Ana Loures; Rui Castanho; Thomas Panagopoulos. Assessing the Effectiveness of Precision Agriculture Management Systems in Mediterranean Small Farms. Sustainability 2020, 12, 3765 .

AMA Style

Luís Loures, Alejandro Chamizo, Paulo Ferreira, Ana Loures, Rui Castanho, Thomas Panagopoulos. Assessing the Effectiveness of Precision Agriculture Management Systems in Mediterranean Small Farms. Sustainability. 2020; 12 (9):3765.

Chicago/Turabian Style

Luís Loures; Alejandro Chamizo; Paulo Ferreira; Ana Loures; Rui Castanho; Thomas Panagopoulos. 2020. "Assessing the Effectiveness of Precision Agriculture Management Systems in Mediterranean Small Farms." Sustainability 12, no. 9: 3765.