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Fernando Henrique Antunes de Araujo

Instituto Federal da Paraíba

Patos

Brazil

  • Instituto Federal da Paraíba

SCHOLARLY PAPERS

11

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768

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Top 36,384

in Total Papers Citations

32

Scholarly Papers (11)

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1.

Lighting the Populational Impact of COVID-19 Vaccines in Brazil

Number of pages: 15 Posted: 27 Jul 2022 Last Revised: 15 Aug 2022
Fernando Henrique Antunes de Araujo and Leonardo HS Fernandes
Instituto Federal da Paraíba and Universidade Federal Rural de Pernambuco (UFRPE)
Downloads 107 (659,652)
Citation 10

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COVID-19, Death records, Information theory quantifiers, Vaccines, Populational impacts

2.

The Resilience of Cryptocurrency Market Efficiency to COVID-19 Shock

Number of pages: 12 Posted: 30 Mar 2022
Leonardo HS Fernandes, Lucian Bejan, Jose W L Silva, Elie Bouri and Fernando Henrique Antunes de Araujo
Universidade Federal Rural de Pernambuco (UFRPE), Universidade Federal Rural de Pernambuco (UFRPE), Universidade Federal Rural de Pernambuco (UFRPE), Lebanese American University and Instituto Federal da Paraíba
Downloads 107 (664,543)

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Cryptocurrencies, Price time series, COVID-19, Information theory quantifiers, Economic efficiency

3.

Evaluating the Efficiency of Brazilian Stock Market Indices: The Case of COVID-19

Number of pages: 19 Posted: 25 Jul 2022
Leonardo HS Fernandes, Fernando Henrique Antunes de Araujo, Jose W L Silva, Igor E M Silva and Benjamin Miranda Tabak
Universidade Federal Rural de Pernambuco (UFRPE), Instituto Federal da Paraíba, Universidade Federal Rural de Pernambuco (UFRPE), affiliation not provided to SSRN and Getulio Vargas Foundation (FGV)
Downloads 96 (725,554)
Citation 3

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Macroeconophysics; Brazilian indices; COVID-19; Permutation entropy; Fisher information measure; Complexity hierarchy; Economic efficiency

4.

Multifractal Cross-Correlations Risk Among WTI and Financial Assets

Number of pages: 20 Posted: 28 Jul 2022
Leonardo HS Fernandes, Jose W L Silva, Derick Quintino and Fernando Henrique Antunes de Araujo
Universidade Federal Rural de Pernambuco (UFRPE), Universidade Federal Rural de Pernambuco (UFRPE), University of São Paulo (USP) and Instituto Federal da Paraíba
Downloads 82 (790,029)

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Fiat currencies, Foreign exchange rates; Energy commodity; Multifractality; Cross-correlation; Risk.

5.

Analysis of Agricultural Commodity Prices using Information Theory Methods

Number of pages: 72 Posted: 08 Jul 2022
Fernando Henrique Antunes de Araujo
Instituto Federal da Paraíba
Downloads 81 (796,622)

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Commodities, entropy, CECP, fisher information

6.

Multifractal Risk Measures by Macroeconophysics Perspective: The Case of Brazilian Inflation Dynamics

Number of pages: 23 Posted: 03 Aug 2022
Leonardo HS Fernandes, Jose W L Silva and Fernando Henrique Antunes de Araujo
Universidade Federal Rural de Pernambuco (UFRPE), Universidade Federal Rural de Pernambuco (UFRPE) and Instituto Federal da Paraíba
Downloads 57 (1,063,489)
Citation 8

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Macroeconophysics, Brazilian inflation indexes; Multifractality; Cross-correlation; Complexity; Risk measures.

7.

Booms in Commodities Price: Assessing Disorder and Similarity Over Economic Cycles

Number of pages: 21 Posted: 25 May 2022
Leonardo HS Fernandes, Fernando Henrique Antunes de Araujo, Jose W L Silva and Benjamin Miranda Tabak
Universidade Federal Rural de Pernambuco (UFRPE), Instituto Federal da Paraíba, Universidade Federal Rural de Pernambuco (UFRPE) and Getulio Vargas Foundation (FGV)
Downloads 56 (1,010,164)

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Commodities, Price time series, Permutation entropy, Fisher information measure, Complexity, Economic efficiency

8.

Modelling Brazilian Hyperinflation via Lomax-Tangent-Fisk Distribution

Number of pages: 16 Posted: 29 Jul 2022
Leonardo HS Fernandes, Fábio V J Silveira and Fernando Henrique Antunes de Araujo
Universidade Federal Rural de Pernambuco (UFRPE), Universidade Federal de Pernambuco (UFPE) and Instituto Federal da Paraíba
Downloads 55 (1,041,696)

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Hyperinflation, Time series, TX-family, Goodness-of-fit, Lomax-Tangent-Fisk distribution

9.

Multifractal Dynamics of COVID-19 Vaccines in Europe

Number of pages: 22 Posted: 30 Aug 2022
Leonardo HS Fernandes and Fernando Henrique Antunes de Araujo
Universidade Federal Rural de Pernambuco (UFRPE) and Instituto Federal da Paraíba
Downloads 45 (1,133,231)

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COVID-19; Vaccines; Adherence; Hesitancy; MF-DFA; Anti-persistent

10.

An Analysis of the Predictability of Brazilian Inflation Indexes by Information Theory Quantifiers

Number of pages: 13 Posted: 28 Jul 2022
Leonardo HS Fernandes, Fernando Henrique Antunes de Araujo and Jose W L Silva
Universidade Federal Rural de Pernambuco (UFRPE), Instituto Federal da Paraíba and Universidade Federal Rural de Pernambuco (UFRPE)
Downloads 42 (1,222,651)
Citation 8

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Brazilian inflation indexes; Permutation entropy; Fisher information measure; Shannon-Fisher Causality plane; Sliding window

11.

Interplay Multifractal Dynamics Among Metal Commodities and US-EPU

Number of pages: 38 Posted: 27 Apr 2022 Last Revised: 23 Aug 2022
Leonardo HS Fernandes, Jose W L Silva, Fernando Henrique Antunes de Araujo, Paulo Ferreira, Faheem Aslam and Benjamin Miranda Tabak
Universidade Federal Rural de Pernambuco (UFRPE), Universidade Federal Rural de Pernambuco (UFRPE), Instituto Federal da Paraíba, affiliation not provided to SSRN, Hanyang University - School of Business and Getulio Vargas Foundation (FGV)
Downloads 40 (1,183,237)
Citation 3

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Metals commodities, US-EPU index; Multifractality; Cross-correlation; Complexity.