Marcelo Cabus Klotzle

About Marcelo Cabus Klotzle

Marcelo Cabus Klotzle, With an exceptional h-index of 20 and a recent h-index of 16 (since 2020), a distinguished researcher at Pontifícia Universidade Católica do Rio de Janeiro, specializes in the field of econometrics, finance, behavioral finance, asset pricing, international finance.

His recent articles reflect a diverse array of research interests and contributions to the field:

Dynamic connectedness between energy markets and the Brazilian cash market: An empirical analysis pre‐and post‐COVID‐19

Herding and Google search queries in the Brazilian stock market

The ESG Patterns of Emerging-Market Companies: Are There Differences in Their Sustainable Behavior after COVID-19?

Operating model and estimation of the insurance premium for an energy futures clearing house in Brazil

Análise do comportamento dos fundos ESG versus fundos não sustentáveis no Brasil

Forecasting commodity prices in Brazil through hybrid SSA-complex seasonality models

The sugar-ethanol-oil nexus in Brazil: Exploring the pass-through of international commodity prices to national fuel prices

Innovation and capacity to appropriate benefits associated with R&D investments in Brazil

Marcelo Cabus Klotzle Information

University

Position

Associate Professor for Finance

Citations(all)

1669

Citations(since 2020)

1136

Cited By

872

hIndex(all)

20

hIndex(since 2020)

16

i10Index(all)

47

i10Index(since 2020)

33

Email

University Profile Page

Pontifícia Universidade Católica do Rio de Janeiro

Google Scholar

View Google Scholar Profile

Marcelo Cabus Klotzle Skills & Research Interests

econometrics

finance

behavioral finance

asset pricing

international finance

Top articles of Marcelo Cabus Klotzle

Title

Journal

Author(s)

Publication Date

Dynamic connectedness between energy markets and the Brazilian cash market: An empirical analysis pre‐and post‐COVID‐19

Journal of Futures Markets

Rafael Baptista Palazzi

Ata Assaf

Marcelo Cabus Klotzle

2024/1

Herding and Google search queries in the Brazilian stock market

Review of Behavioral Finance

Jeferson Carvalho

Paulo Vitor Jordão da Gama Silva

Marcelo Cabus Klotzle

2024/3/5

The ESG Patterns of Emerging-Market Companies: Are There Differences in Their Sustainable Behavior after COVID-19?

Sustainability

Barbara Rocha Gonzaga

Marcelo Cabus Klotzle

Talles Vianna Brugni

Ileana-Sorina Rakos

Ionela Cornelia Cioca

...

2024/1/12

Operating model and estimation of the insurance premium for an energy futures clearing house in Brazil

Revista Brasileira de Gestão de Negócios

Jonas Caldara Pelajo

Leonardo Lima Gomes

Antonio Carlos Figueiredo Pinto

Marcelo Cabús Klotzle

2023/4/14

Análise do comportamento dos fundos ESG versus fundos não sustentáveis no Brasil

Marcelo Cabús Klötzle

2023/4

Forecasting commodity prices in Brazil through hybrid SSA-complex seasonality models

Production

Rafael Baptista Palazzi

Paula Maçaira

Erick Meira

Marcelo Cabus Klotzle

2023/1/6

The sugar-ethanol-oil nexus in Brazil: Exploring the pass-through of international commodity prices to national fuel prices

Journal of Commodity Markets

Rafael Baptista Palazzi

Erick Meira

Marcelo Cabus Klotzle

2022/12/1

Innovation and capacity to appropriate benefits associated with R&D investments in Brazil

Revista Brasileira de Inovação

Raphael Braga da Silva

Luiz Felipe Jacques da Motta

Marcelo Cabús Klötzle

Antonio Carlos Figueiredo Pinto

Paulo Vitor Jordão da Gama Silva

2022/3/30

How do young low-income university students deal with risk and time preferences in Brazil?,

Revista Contabilidade & Finanças

Érica Teixeira dos Santos

Marcelo Cabus Klotzle

Paulo Vitor Jordão da Gama Silva

Antonio Carlos Figueiredo Pinto

2022/9/5

Inovação e a capacidade de apropriar benefícios associados aos investimentos em P&D no Brasil

Revista brasileira de inovação

Raphael Braga da Silva

Luiz Felipe Jacques da Motta

Marcelo Cabús Klötzle

Antonio Carlos Figueiredo Pinto

Paulo Vitor Jordão da Gama Silva

2022/3/30

Como jovens universitários de baixa renda lidam com as preferências ao risco e tempo no Brasil?,

Revista Contabilidade & Finanças

Érica Teixeira dos Santos

Marcelo Cabus Klotzle

Paulo Vitor Jordão da Gama Silva

Antonio Carlos Figueiredo Pinto

2022/9/5

A risk model to compute the volatility and the need for collateral margins in energy futures contracts in Brazil

International Journal of Energy Sector Management

Pedro Argento

Marcelo Cabus Klotzle

Antonio Carlos Figueiredo Pinto

Leonardo Lima Gomes

2022/3/25

Blockholders and firm value: Evidence from Brazil

Brazilian Review of Finance

Bruno Brasil Lombello

Henrique Castro Martins

Marcelo Cabús Klotzle

2022/6/19

Market stress and herding: a new approach to the cryptocurrency market

Journal of Behavioral Finance

Gerson de Souza Raimundo Júnior

Rafael Baptista Palazzi

Ricardo de Souza Tavares

Marcelo Cabus Klotzle

2022/1/13

Pricing uncertainty in the Brazilian stock market: do size and sustainability matter?

SN Business & Economics

Cristiane Gea

Marcelo Cabus Klotzle

Luciano Vereda

Antonio Carlos Figueiredo Pinto

2022/12/28

Can extreme returns predict the cross-section of expected returns in the Brazilian market?

Brazilian Review of Finance

Naielly Lopes Marques

Marcelo Cabus Klotzle

Antonio Carlos Figueiredo Pinto

Paulo Vitor Jordão da Gama Silva

2022/5/7

Os blockholders e valor da firma: Evidências do Brasil

Bruno Brasil Lombello

Henrique Castro Martins

Marcelo Cabús Klotzle

2022

The impact of political risk on the currencies of emerging markets

Research in International Business and Finance

Marcelo Bittencourt Coelho dos Santos

Marcelo Cabus Klotzle

Antonio Carlos Figueiredo Pinto

2021/4/1

The dynamic relationship between bitcoin and the foreign exchange market: A nonlinear approach to test causality between bitcoin and currencies

Finance Research Letters

Rafael Baptista Palazzi

Gerson de Souza Raimundo Júnior

Marcelo Cabus Klotzle

2021/10/1

Do low-carbon investments in emerging economies pay off? Evidence from the Brazilian stock market

International Review of Financial Analysis

Felipe Arias Fogliano de Souza Cunha

Erick Meira

Renato J Orsato

Marcelo Cabus Klotzle

André FP Lucena

2021/3/1

See List of Professors in Marcelo Cabus Klotzle University(Pontifícia Universidade Católica do Rio de Janeiro)