???global.info.a_carregar???
Identification

Personal identification

Full name
João Pedro Santos Sousa Pereira

Citation names

  • Pereira, João

Author identifiers

Ciência ID
A417-08A6-9485
ORCID iD
0000-0001-6706-1164

Websites

Knowledge fields

  • Social Sciences - Economics and Business
Affiliation

Teaching in Higher Education

Category
Host institution 		Employer
2015/01/01 - 2023 Associate Professor (University Teacher) Universidade Nova de Lisboa Nova School of Business and Economics, Portugal
2004/09/01 - 2014/12/31 Assistant Professor (University Teacher) ISCTE-Instituto Universitário de Lisboa, Portugal
Projects

Contract

Designation Funders
2019/01/01 - 2019/12/31 Nova School of Business and Economics
UID/ECO/00124/2019
Universidade Nova de Lisboa, Portugal
 Fundação para a Ciência e a Tecnologia
Concluded
2012/01/01 - 2015/06/30 Gestão do risco de crédito
PTDC/EGE-GES/119274/2010
ISCTE-Instituto Universitário de Lisboa, Portugal

ISCTE-Instituto Universitário de Lisboa Unidade de Investigação em Desenvolvimento Empresarial, Portugal

Universidade Nova de Lisboa Nova School of Business and Economics, Portugal
Fundação para a Ciência e a Tecnologia
Concluded
2011/01/01 - 2013/12/31 Projecto Estratégico - UI 315 - 2011-2012
PEst-OE/EGE/UI0315/2011
ISCTE-Instituto Universitário de Lisboa, Portugal
 Fundação para a Ciência e a Tecnologia
Concluded
2010/04/01 - 2013/07/31 Previsão de Rendibilidades
PTDC/EGE-GES/101414/2008
Universidade Nova de Lisboa Nova School of Business and Economics, Portugal

Universidade Nova de Lisboa Nova School of Business and Economics, Portugal
Fundação para a Ciência e a Tecnologia
Concluded
2007/12/01 - 2010/11/30 Governação Internacional de Empresas e Mercados Financeiros
PTDC/GES/65650/2006
ISCTE-Instituto Universitário de Lisboa, Portugal

Universidade Nova de Lisboa Nova School of Business and Economics, Portugal

Universidade Católica Portuguesa, Portugal
Fundação para a Ciência e a Tecnologia
Concluded
Outputs

Publications

Conference paper
  1. Frade, P.M.S.; Catalao, J.P.S.; Pereira, J.P.; Santana, J.J.E.. "Balancing reserves in a power system with high wind penetration - Evidence from Portugal". 2018.
    10.1109/EEM.2018.8469910
  2. Pereira, J.P.; Pesquita, V.; Rodrigues, P.M.M.. "The effect of hydro and wind generation on the mean and volatility of electricity prices in Spain". 2017.
    10.1109/EEM.2017.7981915
  3. Pereira, J.P.; Rodrigues, P.M.M.. "The impact of wind generation on the mean and volatility of electricity prices in Portugal". 2015.
    10.1109/EEM.2015.7216714
Journal article
  1. Frade, P.M.S.; Pereira, J.P.; Santana, J.J.E.; Catalão, J.P.S.. "Wind balancing costs in a power system with high wind penetration – Evidence from Portugal". Energy Policy 132 (2019): 702-713. http://www.scopus.com/inward/record.url?eid=2-s2.0-85067398915&partnerID=MN8TOARS.
    10.1016/j.enpol.2019.06.006
  2. Pereira, J.P.; Pesquita, V.; Rodrigues, P.M.M.; Rua, A.. "Market integration and the persistence of electricity prices". Empirical Economics 57 5 (2019): 1495-1514. http://www.scopus.com/inward/record.url?eid=2-s2.0-85049618691&partnerID=MN8TOARS.
    10.1007/s00181-018-1520-x
  3. Pereira, J.P.; Rua, A.. "Asset Pricing with a Bank Risk Factor". Journal of Money, Credit and Banking 50 5 (2018): 993-1032. http://www.scopus.com/inward/record.url?eid=2-s2.0-85047444904&partnerID=MN8TOARS.
    10.1111/jmcb.12473
  4. Ferreira, M.A.; Matos, P.; Pereira, J.P.; Pires, P.. "Do locals know better? A comparison of the performance of local and foreign institutional investors". Journal of Banking and Finance 82 (2017): 151-164. http://www.scopus.com/inward/record.url?eid=2-s2.0-85021039742&partnerID=MN8TOARS.
    10.1016/j.jbankfin.2017.06.002
  5. Pires, P.; Pereira, J.P.; Martins, L.F.. "The Empirical Determinants of Credit Default Swap Spreads: A Quantile Regression Approach". European Financial Management 21 3 (2015): 556-589. http://www.scopus.com/inward/record.url?eid=2-s2.0-84930045852&partnerID=MN8TOARS.
    10.1111/j.1468-036X.2013.12029.x
  6. Pereira, J.P.; Cutelo, T.. "Tiny prices in a tiny market: Evidence from Portugal on optimal share prices". European Financial Management 19 3 (2013): 579-598. http://www.scopus.com/inward/record.url?eid=2-s2.0-84878796049&partnerID=MN8TOARS.
    10.1111/j.1468-036X.2010.00602.x
  7. Pereira, J.P.; Zhang, H.H.. "Stock returns and the volatility of liquidity". Journal of Financial and Quantitative Analysis 45 4 (2010): 1077-1110. http://www.scopus.com/inward/record.url?eid=2-s2.0-78650012706&partnerID=MN8TOARS.
    10.1017/S0022109010000323
  8. Ghysels, E.; Pereira, J.P.. "Liquidity and conditional portfolio choice: A nonparametric investigation". Journal of Empirical Finance 15 4 (2008): 679-699. http://www.scopus.com/inward/record.url?eid=2-s2.0-46149108830&partnerID=MN8TOARS.
    10.1016/j.jempfin.2007.12.002
Thesis / Dissertation
  1. Gonçalves, Jéssica Alexandra Delgado. "Economic analysis of rooftop solar panels the case in Lisbon, Portugal". Master, 2023. http://hdl.handle.net/10362/155928.
  2. Lázaro, Bruno Guela. "Economic analysis of rooftop solar panels in Portimão, Portugal". Master, 2023. http://hdl.handle.net/10362/156091.
  3. Carvalho, Tomás Guedes. "Economic analysis of rooftop solar photovoltaic investments in the city of Porto". Master, 2023. http://hdl.handle.net/10362/155940.
  4. Pinto, João Francisco Abreu Ferreira Baguinho. "Economic analysis of rooftop solar panels in the city of Barcelona, Spain". Master, 2023. http://hdl.handle.net/10362/156153.
  5. Carvalho, Tomás Guedes. "Economic analysis of rooftop solar photovoltaic investments in the city of Porto". Master, 2023. http://hdl.handle.net/10362/155940.
  6. Lázaro, Bruno Guela. "Economic analysis of rooftop solar panels in Portimão, Portugal". Master, 2023. http://hdl.handle.net/10362/156091.
  7. Pinto, João Francisco Abreu Ferreira Baguinho. "Economic analysis of rooftop solar panels in the city of Barcelona, Spain". Master, 2023. http://hdl.handle.net/10362/156153.
  8. Gonçalves, Jéssica Alexandra Delgado. "Economic analysis of rooftop solar panels the case in Lisbon, Portugal". Master, 2023. http://hdl.handle.net/10362/155928.
  9. Dornigg, Thomas. "Credit risk modeling - predicting customer loan defaults with machine learning models". Master, 2022. http://hdl.handle.net/10362/140582.
  10. Catanese, Marco. "Economic analysis of rooftop solar panels in Curitiba, Brazil". Master, 2022. http://hdl.handle.net/10362/144971.
  11. Kiris, Sebastian Karsten. "Ibor - benchmark rate reform: derivative discounting revisited". Master, 2022. http://hdl.handle.net/10362/144620.
  12. Becker, Benedikt. "Economic analysis of rooftop solar panels in the case of Hamburg, Germany". Master, 2022. http://hdl.handle.net/10362/140668.
  13. Sulzer, Jean Francois. "Economic analysis of rooftop solar panels, bordeaux in France". Master, 2022. http://hdl.handle.net/10362/142655.
  14. Lima, António de Castilho. "Economic analysis of rooftop solar panels". Master, 2022. http://hdl.handle.net/10362/140519.
  15. Sulzer, Jean Francois. "Economic analysis of rooftop solar panels, bordeaux in France". Master, 2022. http://hdl.handle.net/10362/142655.
  16. Rua, Miguel Pita Cunha Leite. "Economic analysis of installing rooftop solar panels in Lisbon". Master, 2022. http://hdl.handle.net/10362/140576.
  17. Lima, António de Castilho. "Economic analysis of rooftop solar panels". Master, 2022. http://hdl.handle.net/10362/140519.
  18. Farmhouse, Leonor Santa Clara Gomes. "Economic analysis of residential rooftop photovoltaic systems in Santiago de Chile". Master, 2022. http://hdl.handle.net/10362/153446.
  19. Catanese, Marco. "Economic analysis of rooftop solar panels in Curitiba, Brazil". Master, 2022. http://hdl.handle.net/10362/144971.
  20. Becker, Benedikt. "Economic analysis of rooftop solar panels in the case of Hamburg, Germany". Master, 2022. http://hdl.handle.net/10362/140668.