Socio-economic impacts of climate change

PUBLICATIONS

- Caporin, M., Pres, J., and Torro, H. (2012). "Model based Monte Carlo pricing of energy and temperature quanto options", Energy Economics, forthcoming

- Furió, D. and H. Chuliá (2012). “Price and volatility dynamics between electricity and fuel costs: some evidence for Spain”, Energy Economics, forthcoming.

- Palao, F. and A. Pardo (2012). “Assessing Price Clustering in European Carbon Markets”, Applied Energy, 92, 51-56.

- Canales, P. and A. Pardo (2011). Assessing weather risk in sun and sand destinations”, Environmental Economics, vol. 2 (1), 49-59.

- Climent, F. and P. Soriano (2011), “Green and Good? The investment performance of US Environmental Mutual Funds”, Journal of Business Ethics, 103 (2), 275-287.

- Furió, D. (2011). “A survey on the Spanish Electricity Intraday market”, Estudios de Economía Aplicada, 29-2, 1-20.

- Lucia, J.J. and H. Torró (2011). “Short-term electricity futures prices: Evidence on the time-varying risk Premium”, International Review of Economics and Finance, vol. 20 (4), 750-63.

- Mansanet-Bataller, M., J. Chevallier, M. Herve-Mignucci and E. Alberola (2011). “EUA and sCER phase II price drivers: Unveiling the reasons for the existence of the EUA-sCER spread”, Energy Policy, 39, 1056-1069.

- Mansanet-Bataller M. and A. Pardo (2011), “CO2 Prices and Portfolio Management”, Int. J. Global Energy Issues, vol. 35, nos. 2/3/4. 

- Torró, H. (2011). “Assessing the influence of spot price predictability in Electricity Futures Hedging”, Journal of Risk, vol. 13(4), 31-61.

- Furió, D. and V. Meneu (2010). "Analysis of extreme temperatures for four sites across Peninsular Spain”, Theoretical and Applied Climatology, DOI: 10.1007/s00704-010-0324-5.

- Furió, D. and V. Meneu (2010). "Expectations and Forward Risk Premium in the Spanish Deregulated Power Market", Energy Policy, 38, 784-793.

- Keppler, J.H. and M. Mansanet-Bataller. Causalities between CO2, electricity, and other energy variables during Phase I and phase II of the EU ETS. Energy Policy (2010), Num. 38, 3329–3341. 

- Lucia, J. J. and A. Pardo (2010), “On measuring speculative and hedging activities in futures markets from volume and open interest data”, Applied Economics, 42, 1549- 1557.

- Mansanet-Bataller, M. (2010), The Challenges of Adapting to Climate Change. Climate Report. Research on the Economics of Climate Change, Num.  21, 1-28.

- Martínez, B., and H. Torró, H. (2010). “Cobertura con contratos de futuros en los mercados europeos del gas”, Harvard Deusto Finanzas y Contabilidad núm. 97, Septiembre-Octubre, págs. 52-61.

- Solier, B. and M. Mansanet-Bataller (2010). L’Adaptation des Infrastructures Énergétiques au Changement Climatique. Conseil Économique pour le Développement Durable, 46-61.

- Alberola, E., M. Mansanet-Bataller, M. Hervé-Mignucci and J. Chevalier. EUAs and CERs: moving in lockstep? Tendances Carbone nº40. Editorial October 2009. Monthly publication of CDC-Climat Research.

-Furió, D. and Julio J. Lucia (2009), "Congestion Management Rules and Trading Strategies in the Spanish Electricity Market", Energy Economics, 31 pp. 48-60.

- Furió, D. Julio J. Lucia and V. Meneu (2009), "The Spanish Electricity Intraday Market: Prices and Liquidity Risk", Current Politics and Economics of Europe, 20, 1, 1-22.

- Leseur, A., M. Hervé-Migucci, M. Mansanet-Bataller and Y. Raineau Adaptation to climate change, Risk Assessment and Infrastructure Management. Finance and Sustainable Development-Opposition or Partnership? Brookings Institution Press (2009), 226-233.

- Mansanet-Bataller, M. Interdependence of carbon and energy markets: the case of volatility. Tendances Carbone nº34. Editorial March 2009. Monthly publication of CDC-Climat Research.

- Mansanet-Bataller, M. and A. Drouet. L’adaptation aux changements climatiques, un nouvel enjeu pour Copenhague. Économies et Sociétés, Série Économie de l’Énergie (2009), Num. 11, 1689-1696.

- Mansanet-Bataller, M. and Ángel Pardo (2009), "Impacts of regulatory announcements on CO2 prices", The Journal of Energy Markets", 2, 2, 1-33.

- Torró, H. (2009), "Electricity Futures Prices: Some Evidence on Forecast Power at Nord Pool". The Journal of Energy Markets, 2, 3, 3-25.

- Mansanet-Bataller, M. and A. Pardo, (2008), "What You Should Know About Carbon Markets, Energies 1, no. 3, pp.120-153. http://www.mdpi.com/1996-1073/1/3/120.

- Climent, F.J. y A. Pardo (2007) : "Decoupling factors on the Energy-output linkage: The Spanish case", Energy Policy, vol. 35, pp. 522-528. http://www.sciencedirect.com/science/journal/03014215.

- Mansanet-Bataller, M. Kyoto Protocol, EU ETS and Determinants of CO2 Prices. Scitizen. 21 Septiembre 2007.

- Mansanet-Bataller, M., A. Pardo y E. Valor (2007):  "CO2 prices, energy and weather" , The Energy Journal, 28(3), pp.72-92.

- Meneu, V., J. Lucia, A. Pardo y R. de Benito (2007) : "Mercado de Derivados de mercancías", capítulo 33, Curso de Bolsa y Mercados Financieros, Editorial Ariel, pp.1136 -1154, (4ª edición).

- López Zafra, J.M., L.J. Sánchez y V. Meneu (2005): "Impactos en el Sector Energético", Capítulo 13, en J. M. Moreno: "Evaluación de los Impactos del Cambio Climático en España", Oficina Española de Cambio Climático, Ministerio de Medio Ambiente.

- Lucia, J. y V. Meneu (2005): "Los precios en los mercados reestructurados de electricidad: Algunas lecciones básicas para la negociación derivada". Cuadernos Económicos de ICE nº69, pp 119-146.

- Climent, F.J., V. Caselles, H. Torró, E. Valor (2003): "Aspectos climáticos del consumo de gas y electricidad en España". Información Comercial Española. Revista de Economía. Num. 808, pp 55-70. .

- Torró, H., V. Meneu y E. Valor (2003): "Seasonal single Factor Stochastic Modelling with Seasonality Applied to Underlying Weather Derivatives Variables". The Journal of Risk Finance, vol. 4, n 4., pp. 6-17. http://www.emeraldinsight.com/10.1108/eb022969.

- Pardo, A. V. Meneu y E. Valor (2002): "Temperature and seasonality influences on Spanish electricity load". Energy Economics, Vol. 24, Nº 1, pp 55-70.

- Valor, E.; F. Climent; V. Meneu y V. Caselles (2002): "El modelo español de consumo sectorial de electricidad", Revista Española de Física, vol16, n.3, pp.24-29.http://dialnet.unirioja.es/servlet/articulo?codigo=272012.

- Meneu, V., De Benito, R., Furió D. and J.M. Palanca (2001). “El Mercado eléctrico en Escandinavia, Reino Unido y Estados Unidos. Desarrollo e implicaciones de los procesos de liberalización”. Ed. Fundación Generalidad Valenciana Iberdrola.