Macroeconomic risk in commodities market

The thesis studies the presence of macroeconomic risk in the commodities futures market. I present strong evidence that there is a strong relationship between macroeconomic risk and individual commodities future returns. Furthermore, long-only trading strategies seem to be strongly exposed to systematic risk, while long-short trading strategies (based on basis, momentum and basis-momentum) are found to present no such risk. Instead, I found a strong sentiment exposure in the portfolio returns of these long-short strategies, mainly during recessions. The advantages of following long-short strategies become even clearer when analyzing different macroeconomic regimes.

Planeamento de um Data Market Place

Relatório de Estágio apresentado para cumprimento dos requisitos necessários à obtenção do grau de Mestre em Novos Media e Práticas Web

A technology market transfer for the Zonadvanced video technology

A Work Project, presented as part of the requirements for the Award of a Masters Degree in Management from the NOVA – School of Business and Economics

Effect of European Sovereign debt crisis on banks’ stock market performances: application to Portuguese data

A Work Project, presented as part of the requirements for the Award of a Masters Degree in Finance from the NOVA – School of Business and Economics

The launch of integrative fixed video phone in Spain: Technology-market transfer plan

A Work Project, presented as part of the requirements for the Award of a Masters Degree in Management from the NOVA – School of Business and Economics

Renova black toilet paper: The creation of a glocal market space

A Work Project, presented as part of the requirements for the Award of a Masters Degree in Management from the NOVA – School of Business and Economics

Everis’ Internationalization strategy to the Nordic market

A Work Project, presented as part of the requirements for the Award of a Masters Degree in Management from the NOVA – School of Business and Economics

Market expansion and the co-opetition of criminal organizations in Italy

A Work Project, presented as part of the requirements for the Award of a Masters Degree in Management from the NOVA – School of Business and Economics

Internationalization project - Logoplaste in the Turkish market

A Work Project, presented as part of the requirements for the Award of a Masters Degree in Management from the NOVA – School of Business and Economics

Market analysis of a new business opportunity in mobile-casual gaming: Partnership between Nmusic and Rovio Entertainment Ltd

A Work Project, presented as part of the requirements for the Award of a Masters Degree in Management from the NOVA – School of Business and Economics

Three essays on the market for CEOs

A PhD Dissertation, presented as part of the requirements for the Degree of Doctor of Philosophy from the NOVA - School of Business and Economics

RingDings market analysis

A Work Project, presented as part of the requirements for the Award of a Masters Degree in Management from the NOVA – School of Business and Economics

Internationalization Plan - How can UniPlaces improve its customer acquisition strategy in the London market?

A Work Project, presented as part of the requirements for the Award of a Masters Degree in Management from the NOVA – School of Business and Economics

Growing globally: Is it reasonable for Logoplaste to enter the Colombian rigid plastic packaging market?

A Work Project, presented as part of the requirements for the Award of a Masters Degree in Management from the NOVA – School of Business and Economics

Options and Requirements for a potential market entry into Portugal with renewable energy technologies that are applicable for heating and cooling of buildings

NSBE-UNL