Jose W L Silva

Universidade Federal Rural de Pernambuco (UFRPE)

R. Dom Manoel de Medeiros, s/n, Dois Irmãos

Recife, PE, 52171

Brazil

SCHOLARLY PAPERS

7

DOWNLOADS

396

TOTAL CITATIONS
Rank 45,736

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Top 45,736

in Total Papers Citations

22

Scholarly Papers (7)

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1.

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 99 (589,583)

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

2.

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 83 (658,484)
Citation 3

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

3.

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 68 (737,326)

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

4.

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 47 (887,198)

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

5.

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 38 (970,942)
Citation 8

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

6.

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 31 (1,044,522)
Citation 3

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

7.

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 30 (1,055,809)
Citation 8

Abstract:

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