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Rafael Baptista Palazzi

University of São Paulo (USP)

Rua Luciano Gualberto, 315

São Paulo, São Paulo 14800-901

Brazil

  • University of São Paulo (USP)

SCHOLARLY PAPERS

3

DOWNLOADS

345

TOTAL CITATIONS

4

Scholarly Papers (3)

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1.

Commodity Currencies: Unpicking the Asymmetric Relationship between Commodity Prices and Exchange Rates

Downloads 196 (393,598)
Citation 4

Commodity Currencies: Unpicking the Asymmetric Relationship between Commodity Prices and Exchange Rates

Number of pages: 61 Posted: 09 Nov 2023
Sophie van Huellen and Rafael Baptista Palazzi
SOAS University of London and University of São Paulo (USP)
Downloads 151 (491,163)
Citation 4

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commodity prices, commodity currencies, exchange rates, risk premium, terms-of-trade

Commodity Currencies: Unpicking the Asymmetric Relationship between Commodity Prices and Exchange Rates

Number of pages: 71 Posted: 02 Aug 2025
Sophie van Huellen and Rafael Baptista Palazzi
SOAS University of London and University of São Paulo (USP)
Downloads 45 (1,183,247)

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commodity prices, commodity currencies, exchange rates, risk premium, terms-of-trade

2.

Commodity Risk Mispricing and the Cross-Section of Equity Returns

Number of pages: 42 Posted: 20 Apr 2026 Last Revised: 26 May 2026
Mike Dong and Rafael Baptista Palazzi
UC Riverside and University of São Paulo (USP)
Downloads 110 (720,278)

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commodity, empirical asset pricing, return predictability, hedging, risk management, anomalies

3.

Breaking from the Herd: Evidence from the 2024 U.S. Election

Number of pages: 11 Posted: 06 Oct 2025
Israel Nunes de Almeida Junior, Rafael Baptista Palazzi and Marcelo Cabus Klotzle
Pontifical Catholic University of Rio de Janeiro, University of São Paulo (USP) and Pontifical Catholic University of Rio de Janeiro (PUC-Rio)
Downloads 39 (1,209,354)

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Herding BehaviorElections SDID CryptocurrencyInvestor Behavior