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Modelo estrutural de previsão de preço e volume negociado de minério de ferro
(2008-05-30)
This study presents a forecasting model for prices and volumes traded in the seaborne iron ore market. A VAR model (with endogenous variables with one lag) was developed, using oil prices (Brent) and an industrial production ...
Estimando a retração recente no preço de minério de ferro
(2015-05-28)
This study presents an analysis about the sharp fall in the price of iron ore observed during the year of 2014, using econometric methods to assess the impact of the strong increase in the volumes supplied to the seaborne ...
Análise de volatilidade e risco do mercado transoceânico à vista deminério de ferro via modelos ARMA-GARCH e medidas de risco VaR eCVaR
(Universidade Federal de Minas GeraisUFMG, 2016-08-05)
With the change in the seaborne iron ore pricing mechanism in 2009, from an annual benchmark system to a system based on monthly spot prices, as well as the spot sales without a pre-agreement, market agents have to deal ...
Wavelet analysis on financial time series
(Universidad del RosarioMaestría en Finanzas CuantitativasFacultad de Economía, 2018)
Wavelet methods possess some features that make them a tool with great potential for financial research. The purpose of this thesis is to study the usefulness of wavelet methods in financial time series analysis, for which ...
Efectos de AirBnB en los Mercados Financieros y el Sector Inmobiliario
AirBnb, now with more than 6 million listings around the world, has settled as one of the leading actors of Sharing Economy, opening a debate about its social and economic implications. While considered by some as a risk ...
Passive dynamic system for energy returning on transtibial prosthesis
(Universidad Nacional de ColombiaBogotá - Ingeniería - Doctorado en Ingeniería - Ingeniería Mecánica y MecatrónicaDepartamento de Ingeniería Mecánica y MecatrónicaFacultad de IngenieríaBogotá, ColombiaUniversidad Nacional de Colombia - Sede Bogotá, 2022)
Nowadays, Lower Limb Prostheses (LLP) are changing at a very fast pace, due to technological developments implemented in such devices. In addition, users have new demands about their prostheses and they require absolute ...
Modelo de madurez de adopción de las tecnologías de información para las universidades: Una aproximación desde el enfoque de Smart University
(Universidad Autónoma de Bucaramanga UNABFacultad IngenieríaDoctorado en Ingeniería, 2022-06)
Universidad inteligente o Smart University, es un concepto fuertemente anclado a las tecnologías inteligentes, se centra en la mejora de su infraestructura tecnológica para lograr objetivos educativos de calidad. Las ...