Individual research publications

FURIO ORTEGA, MARIA DOLORES
PDI-Catedratic/a d'Universitat
- Cristina Ballester; Dolores Furió (2015) Effects of Renewables on the stylized facts of electricity prices. Renewable & Sustainable Energy Reviews , 52, pp. 1596 - 1609 . ISSN: 1364-0321
- Dolores Furió; Julio J. Lucia (2009) Congestion management rules and trading strategies in the Spanish electricity market. Energy Economics , 31, pp. 48 - 60 . ISSN: 0140-9883
- Dolores Furió; Vicente Meneu (2010) Expectations and Forward Risk Premium in the Spanish Deregulated Power Market. Energy Policy , 38, pp. 784 - 793 . ISSN: 0301-4215
- Dolores Furió; Ángel Pardo (2012) Partisan Politics Theory and Stock Market Performance: Evidence for Spain. Revista Espanola de Financiacion y Contabilidad-Spanish Journal Of Financeand Accounting , XLI(155), pp. 367 - 388 . ISSN: 0210-2412
- Dolores Furió; Vicente Meneu (2011) Analysis of extreme temperatures for four sites across Peninsular Spain. Theoretical and Applied Climatology , 104(1-2), pp. 83 - 99 . ISSN: 0177-798X
- Dolores Furió; Julio J. Lucia; Vicente Meneu (2009) The Spanish Electricity Intraday Market: Prices and Liquidity risk. Current Politics and Economics of Europe , 20(1), pp. 1 - 22 . ISSN: 1057-2309
- Dolores Furió (2011) A survey on the Spanish Electricity Intraday Market. Estudios de Economía Aplicada , 29(2), pp. 1 - 20 . ISSN: 1133-3197
- Dolores Furió; Helena Chuliá (2012) Price and volatility dynamics between electricity and fuel costs: some evidence for Spain. Energy Economics , 34, pp. 2058 - 2065 . ISSN: 0140-9883
- Furió Ortega, Dolores; Climent Diranzo, Francisco José (2013) Extreme Value Theory versus traditional GARCH approaches applied to financial data: a comparative evaluation. Quantitative Finance , 1, pp. 45 - 63 . ISSN: 1469-7688
- Ballester, José María; Climent, Francisco J.; Furió, Dolores (2016) Market Efficiency and price discovery relationships between spot, futures and forward prices: The case of the Iberian Electricity Market (MIBEL). Spanish Journal Of Finance And Accounting-Revista Espanola de Financiacion y Contabilida , 45(2), pp. 135 - 153 . ISSN: 0210-2412
- Cristina Ballester; Dolores Furió (2017) Impact of wind electricity forecast on bidding strategies. Sustainability . ISSN: 2071-1050
- Dolores Furió; Javier Población (2018) Electricity and natural gas sharing the long-term trend: some evidence from the Spanish market. International journal of energy economics and policy , 5, pp. 173 - 180 . ISSN: 2146-4553
- Dolores Furió; Hipòlit Torró (2020) Optimal hedging under biased energy futures markets. Energy Economics , 88(May 2020), pp. 1 - 9 . ISSN: 0140-9883
- Helena Chuliá; Dolores Furió; Jorge M. Uribe (2019) Volatility Spillovers in Energy Markets. Energy Journal , 40(3), pp. 127 - 152 . ISSN: 0195-6574
- Á. Coronado; F. Climent; D. Furió (2021) The Reliability of Spanish and German Electricity Forward Prices. Databases and price discovery. Mathematics , 9(6), p. 623 . ISSN: 2227-7390
- Dolores Furió; Nicolás Jannone (2022) Análisis de las variables que explican necesidades del gasto en el cálculo de la población ajustada. Revista de Treball, Economia i Societat . ISSN: 1137-0874
- Dolores Furió; Javier Moreno-del-Castillo (2024) Dynamic demand response to electricity prices: Evidence from the Spanish retail market. Utilities Policy , 88(107763), pp. 1 - 17 . ISSN: 0957-1787
- Cristina Ballester; Dolores Furió (2024) Analysing the impact of renewables on Iberian wholesale electricity market prices using machine learning techniques. Green Finance , 6(2), pp. 363 - 382 . ISSN: 2643-1092
- Dolores Furió; Hipòlit Torró (2025) Selective futures hedging in the Nordic electricity market. Finance Research Letters , 85 . ISSN: 1544-6123
BALLESTER MIQUEL, LAURA
PDI-Titular d'Universitat+Director/a Titulacio Master Oficial
- Ballester, L;Casu, Barbara;González-Urteaga, Ana (2016) Bank fragility and contagion: Evidence from the CDS market. Journal Of Empirical Finance (39), pp. 394 - 416 . ISSN: 0927-5398
- Ballester, L;González-Urteaga, Ana (2017) How credit ratings affect sovereign credit risk: cross-border evidence in Latin American emerging markets. Emerging Markets Review (30), pp. 200 - 214 . ISSN: 1566-0141
- Lucey, B. M; Vigne, S; Ballester, L; Barbopoulos, L; Brzeszczynski, L; Carchano, O; Dimic, N; Fernandez, V; Gogolin, F; González-Urteaga, A; Goodell, J.W; Helbing, P; Ichev, R; Kearney, F; Laing, E; Larkin, C.J; Lindblad, A; Lončarski, I; Cuong Ly, K; Marinc, M; McGee, R.J; McGroarty, F; Neville, C; O'Hagan-Luff, M; Piljakf, V; Sevic, A; Sheng, X; Stafylas, D; Urquhart, A; Versteeg, R; Vu, A.N; Wolfe, S; Yarovaya, L; Zaghini, A. (2018) Future directions in international financial integration research - A crowdsourced perspective. International Review Of Financial Analysis (55), pp. 35 - 49 . ISSN: 1057-5219
- Shahzad, Syed Jawad Hussain; Ferrer Lapeña, Román; Ballester Miquel, Laura; Umar, Zaghum (2017) Risk transmission between Islamic and conventional stock markets: A return and volatility spillover analysis. International Review Of Financial Analysis , 52, pp. 9 - 26 . ISSN: 1057-5219
- Ballester Miquel, Laura; Díaz Mendoza, Carmen; González-Urteaga, Ana (2019) A systematic review of sovereign connectedness on emerging economies. International Review Of Financial Analysis . ISSN: 1057-5219
- Ballester, L.; González-Urteaga, A.; Martínez, B. (2020) The role of internal corporate governance mechanisms on default risk: A systematic review for different institutional settings. Research In International Business And Finance , 54(101293) . ISSN: 0275-5319
- Ballester, L.; González-Urteaga, A. (2020) Is There a Connection between Sovereign CDS Spreads and the Stock Market? Evidence for European and US Returns and Volatilities. Mathematics , 8(1667) . ISSN: 2227-7390
- Ballester, L.; González-Urteaga, A. (2020) Do sovereign ratings cause instability in cross-border emerging CDS markets?. International Review Of Economics & Finance , 72, pp. 643 - 663 . ISSN: 1059-0560
- Ballester, L.; Escrivá, A.M; González-Urteaga, A. (2021) The Nexus between Sovereign CDS and Stock Market Volatility: New Evidence. Mathematics , 9(11) . ISSN: 2227-7390
- Ballester, L.; López, J.; Pavía, J. M. (2023) European Systemic Credit Risk Transmission Using Dynamic Bayesian Networks. Research In International Business And Finance , 65(101914) . ISSN: 0275-5319
- Zhou, Y; Shen, L;Ballester, L. (2023) A two-stage credit scoring model based on random forest: Evidence from Chinese small firms. International Review Of Financial Analysis . ISSN: 1057-5219
- Ballester, L.; González-Urteaga, A.; Shen, L. (2024) Green bond issuance and credit Risk: International evidence. Journal Of International Financial Markets Institutions & Money . ISSN: 1042-4431
- Ballester Miquel, Laura; González-Urteaga, Ana; Martínez, Beatriz (2025) When is environmental performance most valued? International evidence from the CDS market. International Review Of Economics & Finance , 99 . ISSN: 1059-0560
- Elisa Amo; Mª Ángeles Tobarra; Francisco Jareño; Laura Ballester; Román Ferrer, (2016). Evaluación de la calidad del Máster de Educación Secundaria, FP e idiomas con estudiantes de la rama profesional de administración, gestión y finanzas: Un estudio por genero. VI Jornada de Intercambio de Experiencias de Innovación Educativa en Finanzas.. . (pp. 63 - 74). .
- Ballester, L ; González-Urteaga, A., (2017). The Effect of Credit Rating Events on the Emerging CDS Market. Mathematical and Statistical Methods for Actuarial Sciences and Finance. . (pp. 17 - 28). .
- Ballester, L ; Fernández, R; González-Urteaga, A., (2018). An Empirical Analysis of the Lead Lag Relationship Between CDS and Stock Market. Mathematical and Statistical Methods for Actuarial Sciences and Finance. . (pp. 93 - 96). .
- Ana Carmen Díaz Mendoza; Esperanza Azcona Ciriza; Laura Ballester Miquel; Ana González Urteaga, (2020). Autoevaluación y mejora del rendimiento académico. . . (pp. 161 - 165). .
- Ana Carmen Díaz Mendoza; Esperanza Azcona Ciriza; Laura Ballester Miquel; Ana González Urteaga, (2021). Autoevaluación y mejora del rendimiento académico. . . (pp. 139 - 143). .
CARCHANO ALCINA, OSCAR
PDI-Prof. Permanent Laboral Ppl+Director/a Titulacio Master Oficial
- Carchano, O; Lucia, J.; Pardo, A (2017) A New Perspective on the Relationship between Trading Variables and Volatility in Futures Markets. International Journal of Economics and Financial Issues , 2(7), pp. 397 - 407 . ISSN: 2146-4138
- Lucey, B. M; Vigne, S; Ballester, L; Barbopoulos, L; Brzeszczynski, L; Carchano, O; Dimic, N; Fernandez, V; Gogolin, F; González-Urteaga, A; Goodell, J.W; Helbing, P; Ichev, R; Kearney, F; Laing, E; Larkin, C.J; Lindblad, A; Lončarski, I; Cuong Ly, K; Marinc, M; McGee, R.J; McGroarty, F; Neville, C; O'Hagan-Luff, M; Piljakf, V; Sevic, A; Sheng, X; Stafylas, D; Urquhart, A; Versteeg, R; Vu, A.N; Wolfe, S; Yarovaya, L; Zaghini, A. (2018) Future directions in international financial integration research - A crowdsourced perspective. International Review Of Financial Analysis (55), pp. 35 - 49 . ISSN: 1057-5219
- Manuel Verdú Henares; Óscar Carchano Alcina; José Emilio Farinós Viñas (2024) Arbitrage opportunities and event impacts on Spanish rights issues. Applied Economics Letters , 31(5), pp. 401 - 421 . ISSN: 1350-4851
- Manuel Verdú Henares; Óscar Carchano Alcina (2024) Oportunitats d'arbitratge a les ampliacions de capital a la comunitat valenciana i catalunya. Revista Econòmica de Catalunya (90), pp. 106 - 112 . ISSN: 1135-8190
- Manuel Verdú Henares; Óscar Carchano Alcina; Jesús Ruiz Andújar (2025) Detecting, characterizing, and predicting arbitrage opportunities in international rights issues. Research In International Business And Finance , 74(102719) . ISSN: 0275-5319
CLIMENT DIRANZO, FRANCISCO JOSE
PDI-Catedratic/a d'Universitat+Coordinador/a de Programa de Doctorat
- Momparler, A; P. Carmona, P; F. Climent (2025) Catalyzing Sustainable Investment: Revealing ESG Power in Predicting Fund Performance with Machine Learning. Computational Economics , 65, pp. 1617 - 1642 . ISSN: 0927-7099
- Francisco Climent; Alexandre Momparler; Pedro Carmona (2025) Predicting Mutual Fund Performance with Machine Learning: Are ESG Pillar scores relevant predictors of fund return?. Borsa Istanbul Review , 25(6), pp. 1403 - 1419 . ISSN: 2214-8450
- Beatriz Rufino; Francisco Climent (2025) Políticas monetarias y riesgos financieros en los bancos centrales: Banco Central Europeo y Reserva Federal. Información comercial española (940), pp. 119 - 138 . ISSN: 0019-977X
- Elisa Ripoll Sifre; Francisco José Climent Diranzo (2024) Pánico Bancario: El caso de Silicon Valley Bank y sus efectos en el Sistema Bancario. Boletín económico de ICE, Información Comercial Española (7174-3175), pp. 37 - 58 . ISSN: 0214-8307
- F. Climent (2023) Exigencias de las entidades de crédito en la concesión de préstamos hipotecarios para la adquisición de vivienda habitual. Actualidad Jurídica Iberoamericana , Agosto(19), pp. 142 - 159 . ISSN: 2386-4567
- P. Carmona; A. Momparler; F. Climent (2023) A Fuzzy-Set Qualitative Comparative Analysis of Causal Configurations Influencing Mutual Fund Performance: The Role of Fund Manager Skill. Mathematics , 11, p. 4500 . ISSN: 2227-7390
- R. Herrera; F. Climent; P. Carmona; A. Momparler (2022) The manipulation of Euribor: An analysis with Machine Learning classification technique. Technological Forecasting and Social Change , 176, p. 121466 . ISSN: 0040-1625
- R. Herrera; F. Climent; A. Momparler; P. Carmona (2021) Can Euribor be fixed?. Economic Research-Ekonomska Istrazivanja , 34(1), pp. 2833 - 2852 . ISSN: 1331-677X
- Á. Coronado; F. Climent; D. Furió (2021) The Reliability of Spanish and German Electricity Forward Prices. Databases and price discovery. Mathematics , 9(6), p. 623 . ISSN: 2227-7390
- A. Momparler; P. Carmona; F. Climent (2020) Revisiting bank failure in the United States: a fuzzy-set analysis. Economic Research-Ekonomska Istrazivanja , 33(1), pp. 3017 - 3033 . ISSN: 1331-677X
- S. Valero ; F. Climent; R. Esteban (2020) Future Banking Scenarios. Evolution of Digitalisation in Spanish Banking. Journal of Business Accounting and Finance Perspectives , 2(2), pp. 1 - 26 . ISSN: 1528-5014
- F. Climent; P. Mollá; P. Soriano (2020) The Investment Performance of U.S. Islamic Mutual Funds. Sustainability , 12(9), p. 3530 . ISSN: 2071-1050
- P. Carmona ; F. Climent ; A. Momparler (2019) Predicting failure in the U.S. banking sector: An extreme gradient boosting approach. International Review Of Economics & Finance , 61, pp. 304 - 323 . ISSN: 1059-0560
- F. Climent ; M.V. Escrivá (2019) Banca Ética y Banca Tradicional. Comparativa entre Triodos Bank y Banco Santander. Revista de Estudios Cooperativos (revesco) (130), pp. 55 - 72 . ISSN: 1135-6618
- F. Climent ; A. Momparler ; P. Carmona (2019) Anticipating bank distress in the Eurozone: An Extreme Gradient Boosting approach. Journal of Business Research , 101, pp. 885 - 896 . ISSN: 0148-2963
- F. Climent ; M. Domenech (2018) La Banca en la Sombra: Definición, Regulación y Evolución. Un Análisis Internacional. Cuadernos de Economía , 41(116), pp. 151 - 166 . ISSN: 0210-0266
- F. Climent (2018) Ethical vs Conventional Banking a Study Case. Sustainability. Sustainability , 10(7), pp. 1 - 13 . ISSN: 2071-1050
- A. Momparler ; P. Carmona ; F. Climent (2016) Banking failure prediction: a boosting classification tree approach. Spanish Journal Of Finance And Accounting-Revista Espanola de Financiacion y Contabilida , 45(1), pp. 63 - 91 . ISSN: 0210-2412
- Ballester, José María; Climent, Francisco J.; Furió, Dolores (2016) Market Efficiency and price discovery relationships between spot, futures and forward prices: The case of the Iberian Electricity Market (MIBEL). Spanish Journal Of Finance And Accounting-Revista Espanola de Financiacion y Contabilida , 45(2), pp. 135 - 153 . ISSN: 0210-2412
- Furió Ortega, Dolores; Climent Diranzo, Francisco José (2013) Extreme Value Theory versus traditional GARCH approaches applied to financial data: a comparative evaluation. Quantitative Finance , 1, pp. 45 - 63 . ISSN: 1469-7688
- Momparler Pechuan, Alexandre; Climent Diranzo, Francisco José ; Ballester Andreu, José María (2012) The impact of scale effects on the prevailing internet-based banking model in the US. Service Business , 6(2), pp. 177 - 195 . ISSN: 1862-8516
- Momparler, A.; Carmona, P; Climent, F (2011) Happiness at work. Maximizing your Psychological Capital for Success. Management Decision , 49(6), pp. 1028 - 1032 . ISSN: 0025-1747
- Alexandre Momparler; Francisco J. Climent (2011) LA CONSOLIDACIÓN DE LA BANCA ONLINE EN ESPAÑA DURANTE EL PERÍODO 2005-2009. Información comercial española , Enero-Febrero(858), pp. 159 - 177 . ISSN: 0019-977X
- Climent Diranzo, Francisco José; Soriano Felipe, Pilar (2011) Green and good?. The investment performance of US environmental mutual funds. Journal of Business Ethics , 103(2), pp. 275 - 287 . ISSN: 0167-4544
- Climent Diranzo, Francisco José; Chulià, Helena; Soriano Felipe, Pilar; Torró Enguix, Hipòlit (2009) Volatility transmission patterns and terrorist attacks. Quantitative Finance , 9(5), pp. 607 - 619 . ISSN: 1469-7688
- Climent, F.; Momparler, A. y Gil, I. (2008) Externalización y desarrollo de la información y la comunicación. Opciones estratégicas en los servicios financieros. Economía Industrial (370), pp. 119 - 133 . ISSN: 0422-2784
- Climent, F.; Pardo, Á. (2007) Decoupling factors on the energy-output linkage: the Spanish case. Energy Policy , 35(1), pp. 522 - 528 . ISSN: 0301-4215
- Pascual, R.; Pascual, T. y F. Climent (2006) Cross-listing, price discovery and the informativeness of the trading process. Journal Of Financial Markets , 9(2), pp. 144 - 161 . ISSN: 1386-4181
- Soriano, P. y F. Climent (2006) Volatility Transmission Models: A Survey. Revista de Economía Financiera , Noviembre(10), pp. 32 - 81 . ISSN: 1697-9761
- Soriano, P. y F. Climent (2006) Region versus industry effects and volatility transmission. Financial Analysts Journal , 62(6), pp. 52 - 64 . ISSN: 0015-198X
- Climent, F. y A. Momparler (2006) La situación de la banca online en España. Boletín Económico de Información Comercial Española. (2898), pp. 27 - 49 . ISSN: 0213-3768
- Pascual-Fuster, B.; Climent, F.; Pascual; R. (2004) La Contribución de la Bolsa de Nueva York en el proceso de formación de precios de los principales ADR's españoles. Revista Espanola de Financiacion y Contabilidad-Spanish Journal Of Financeand Accounting , XXXIII(120), pp. 47 - 64 . ISSN: 0210-2412
- Climent, F.; Meneu, V. (2004) Estudio de los flujos de información entre los mercados bursátiles internacionales, antes y después de la crisis asiática de 1997. Revista Europea de Dirección y Economía de la Empresa , 13(1), pp. 171 - 192 . ISSN: 1019-6838
- Climent, F; De Miguel, M.; Olmeda,I. (2003) Linear and non-linear dynamics between exchange rates and stock markets returns: An application to the financial crises of Europe and Asia in the nineties. Review of Financial Markets , V(2), pp. 19 - 48
- Climent, F; Meneu,V. (2003) Has 1997 Asian Crisis increased information flows between international markets?. International Review Of Economics & Finance , 12(1), pp. 111 - 143 . ISSN: 1059-0560
- Climent, F.; Valor, E. ; Torró, H.; Caselles, V. (2003) Incidencia de la climatología en el consumo de gas y electricidad en España. Información comercial española (808), pp. 55 - 70 . ISSN: 0019-977X
- Valor, E.; Climent, F.; Meneu, V.; Caselles, V. (2002) El modelo español de consumo sectorial de electricidad. Revista Española de Física , 16(3), pp. 24 - 29 . ISSN: 0213-862X
- Climent, F.; Meneu, V.; Pardo, Á. (2001) Information Flows among the Major Stock Market Areas. Journal of Asset Management , 2(3), pp. 284 - 292 . ISSN: 1470-8272
- Pardo, Á.; Climent, F. (2000) Relaciones temporales entre el contrato de futuro sobre el Ibex 35 y su activo subyacente. Investigaciones Economicas , XXIV(1), pp. 219 - 236 . ISSN: 0210-1521
- Climent, F.; Meneu, V.; Pardo, Á. (1999) Influencia y sensibilidad de los mercados bursátiles europeos. Información comercial española (782), pp. 77 - 87 . ISSN: 0019-977X
- Climent, F.; Meneu, V. (1999) La globalización de los mercados financieros internacionales. Actualidad Financiera (11), pp. 3 - 15 . ISSN: 0213-6929
- Climent, F. (1997) Relaciones entre los índices de referencia de los prestamos indizados en España. un análisis de causalidad y cointegración. Revista Espanola de Financiacion y Contabilidad-Spanish Journal Of Financeand Accounting , XXVI(90), pp. 111 - 143 . ISSN: 0210-2412
TORRO I ENGUIX, HIPOLIT
PDI-Catedratic/a d'Universitat
- Beatriz Martínez; Hipòlit Torró (2023) Theory of storage implications in the European natural gas market. Journal Of Commodity Markets , 29(100310), pp. 1 - 13 . ISSN: 2405-8513
- Pilar Soriano; Hipòlit Torró (2022) The response of Brent crude oil to the European central bank monetary policy. Finance Research Letters , 46(102353), pp. 1 - 10 . ISSN: 1544-6123
- Dolores Furió; Hipòlit Torró (2020) Optimal hedging under biased energy futures markets. Energy Economics , 88(May 2020), pp. 1 - 9 . ISSN: 0140-9883
- Torró, Hipòlit (2019) The Response of European Energy Prices to ECB Monetary Policy. International journal of energy economics and policy , 9(2), pp. 1 - 9 . ISSN: 2146-4553
- Beatriz Martínez; Hipòlit Torró (2018) Analysis of risk premium in UK natural gas futures. International Review Of Economics & Finance , 58, pp. 621 - 636 . ISSN: 1059-0560
- Beatriz Martínez; Hipòlit Torró (2018) Hedging spark spread risk with futures. Energy Policy , 113, pp. 731 - 746 . ISSN: 0301-4215
- Beatriz Martínez; Hipòlit Torró (2015) European natural gas seasonal effects on futures hedging. Energy Economics , 50, pp. 154 - 168 . ISSN: 0140-9883
- Lucia Hernandis; Hipolit Torro (2013) The information content of Eonia swap rates before and during the financial crisis. Journal of Banking & Finance , 37(12), pp. 5316 - 5328 . ISSN: 0378-4266
- Massimiliano Caporin; Juliusz Pres; Hipolit Torro (2012) Model based Monte Carlo pricing of energy and temperature Quanto options. Energy Economics , 34(5), pp. 1700 - 1712 . ISSN: 0140-9883
- Julio J. Lucia; Hipolit Torro (2011) On the risk premium in Nordic electricity futures prices. International Review Of Economics & Finance , 20, pp. 750 - 763 . ISSN: 1059-0560
- Hipolit Torro (2011) Assessing the influence of spot price predictability on electricity futures hedging. Journal Of Risk , 13(4), pp. 31 - 61 . ISSN: 1465-1211
- Helena Chulia; Hipolit Torro (2011) Size and Volatility Analysis in the Spanish Stock Market. European Journal Of Finance , 17(8), pp. 695 - 715 . ISSN: 1351-847X
- Hipòlit Torró;Beatriz Martínez (2010) Cobertura con contratos de futuros en los mercados europeos del gas. Harvard-Deusto finanzas & contabilidad (97), pp. 52 - 61 . ISSN: 1134-0827
- Climent Diranzo, Francisco José; Chulià, Helena; Soriano Felipe, Pilar; Torró Enguix, Hipòlit (2009) Volatility transmission patterns and terrorist attacks. Quantitative Finance , 9(5), pp. 607 - 619 . ISSN: 1469-7688
- Hipòlit Torró (2009) Electricity futures prices: some evidence on forecast power at Nord Pool. The Journal of Energy Markets , 2(3), pp. 3 - 26 . ISSN: 1756-3607
- H. Chulia y H. Torró (2008) The Economic Value of Volatility Transmission Between the Stock and Bond Markets. Journal of Futures Markets , 28(11), pp. 1066 - 1094 . ISSN: 0270-7314
- H. Chuliá y H. Torró (2007) Asimetrias en Volatilidad, beta y contagios entre las empresas grandes y pequeñas cotizadas en la bolsa española. Investigaciones Economicas , XXXI(3), pp. 445 - 474 . ISSN: 0210-1521
- Pardo, Á.; Torró, H. (2007) Trading with asymmetric volatility spillovers. Journal Of Business Finance & Accounting , 34(9&10), pp. 1548 - 1568 . ISSN: 0306-686X
- Chuliá, H.; Pardo, Á.; Torró, H. (2005) Contagios de volatilidad y estrategias de negociación entre empresas grandes y pequeñas. Revista Bolsa De Madrid (144), pp. 36 - 39
- HIPOLIT TORRÓ I ENGUIX VICENTE MENEU FERRER (2004) CONTAGIOS DE VOLATILIDAD ENTRE LOS MERCADOS DE ACCIONES Y SUS DERIVADOS. Revista Bolsa De Madrid (136), pp. 66 - 67
- Hipòlit Torró i Enguix (2004) Predicción y primas de riesgo en el mercado interbancario español. Revista Espanola de Financiacion y Contabilidad-Spanish Journal Of Financeand Accounting , 33(120), pp. 13 - 45 . ISSN: 0210-2412
- Climent, F.; Valor, E. ; Torró, H.; Caselles, V. (2003) Incidencia de la climatología en el consumo de gas y electricidad en España. Información comercial española (808), pp. 55 - 70 . ISSN: 0019-977X
- H. Torró; V. Meneu; E. Valor (2003) Single Factor Stochastic Models with Seasonality Applied to Underlying Weather Derivatives Variables. The Journal of Risk Finance , 4(4), pp. 6 - 17 . ISSN: 1526-5943
- V. Meneu and H. Torró (2003) Asymmetric Covariance in Spot-Futures Markets. Journal of Futures Markets , 23(11), pp. 1019 - 1046 . ISSN: 0270-7314
- E. Navarro y H. Torró (2000) Cobertura dinámica del riesgo de interés con futuros. Una aplicación al mercado de deuda pública español. Moneda y Crédito (211), pp. 121 - 153 . ISSN: 0026-959X
- H. Torró (1995) Evolución temporal de la razon de cobertura. Una aplicación al Ibex-35. Revista Espanola de Financiacion y Contabilidad-Spanish Journal Of Financeand Accounting , 24(82), pp. 125 - 144 . ISSN: 0210-2412
- Dolores Furió; Hipòlit Torró (2025) Selective futures hedging in the Nordic electricity market. Finance Research Letters , 85 . ISSN: 1544-6123
- Pardo, Á e H. Torró, (2003). Trading with asymmetric volatility spillovers. Working Paper at the SSRN (http://ssrn.com/abstract=427081 ). . (pp. 1 - 47). .
- Beatriz Martínez, Hipòlit Torró, (2016). Anatomy of risk premium in UK natural gas futures. Nota di Lavoro 2016.006.. . Number. 6 . (pp. 1 - 35). .
- HIPOLIT TORRO I ENGUIX VICENTE MENEU FERRER, (2004). VALORACIÓN POR ARBITRAJE EN UN MODELO DE MERCADO UNIPERIODAL. HOMENAJE AL PROFESOR DR. D. SINESIO GUTIÉRREZ VALDEÓN. . (pp. 345 - 366). .
- Chulia, H. e H. Torró, (2006). Asimetrías en volatilidad, beta y contagios entre las empresas grandes y pequeñas cotizadas en la bolsa española. Documento de trabajo FUNCAS 260. . (pp. 1 - 38). .
- Chulia, H. e H. Torró, (2006). The Economic Value of Volatility Transmission Between the Stock and Bond Markets. Documento de trabajo Universitat de València (http://ssrn.com/abstract=938150). . (pp. 1 - 29). .
- H. Chuliá and H. Torró, (2007). Large and Small Cap Stocks in Europe: Covariance Asymmetry, Volatility Spillovers and Beta Estimates. Advances in Risk Management by Greg N. Gregoriou (Editor). . Volume. Chapter 17 . (pp. 327 - 352). .
- H. Chuliá, F. Climent, P. Soriano and H. Torró, (2007). Have Volatility Transmission Patterns between US and Spain Changed after September 11?. Advances in Risk Management by Greg N. Gregoriou (Editor). . Volume. Chapter 16 . (pp. 303 - 326). .
- H. Torró, (2007). Forecasting Weekly Electricity Prices at Nord Pool. Nota di Lavoro 88.2007 Fondazione Eni Enrico Mattei. . (pp. 1 - 36). .
- H. Chulia, F. Climent, P. Soriano and H. Torro, (2007). Volatility Transmission Patterns and Terrorist Attacks. WP-EC-2007-09. . (pp. 1 - 32). .
- J. Lucia and H. Torro, (2008). Short-term electricity futures prices: Evidence on the time-varying risk premium. Documento de Trabajo IVIE (WP-EC-2008-08). . (pp. 1 - 36). .
- H. Chulia and H. Torro, (2007). Size and Volatility Analysis in the Spanish Stock Market. Working Paper at the SSRN (http://ssrn.com/abstract=963963). . (pp. 1 - 41). .
- V. Meneu, F. Climent, J. Lucia, A. Pardo y H. Torro, (1996). Análisis Empírico de los precios al contado de la naranja y la clementina. . . (pp. 1 - 178). .
- H. Torró, (2008). Assessing the Influence of Spot Price Predictability in Electricity Futures Hedging. Documento de trabajo Universitat de València (http://ssrn.com/abstract=1081546). . (pp. 1 - 34). .
- Hipòlit Torró, (2009). Assessing the influence of spot price predictability in electricity futures hedging. . . Number. 18892 . (pp. 1 - 35). .
- Juan Ayora Aleixandre; Hipòlit Torró i Enguix, (2010). The financial Futures Momentum. The Handbook of Trading (Edited by Greg N. Gregoriou). . (pp. 67 - 81). .
- Massimiliano Caporin; Julius Pres; Hipolit Torro, (2010). Model based Monte Carlo pricing of energy temperatures and quanto options. . . Number. 25538 . (pp. 1 - 37). .
- Lucia Hernandis; Hipolit Torro, (2012). Testing expectations hypothesis in euro overnight interest swap rates. . . Volume. 2012 . Number. 689 . (pp. 1 - 27). .
- Beatriz Martínez; Hipòlit Torró, (2015). European natural gas seasonal effects on futures hedging. . . Number. 10 . (pp. 1 - 50). .
- Beatriz Martínez, Hipòlit Torró, (2017). Hedging spark spread risk with futures. Working Papers serie EC WP-EC 2017-01. . Number. 1 . (pp. 1 - 52). .
- Beatriz Martinez, Hipòlit Torró & Vanesa Garcia, (2020). German Natural Gas Seasonal Effects on Futures Hedging. Handbook of Energy Finance: Theories, Practices and Simulations. . (pp. 553 - 577). .
VERDU HENARES, MANUEL
PDI-Ajudant Doctor/A
- Manuel Verdú Henares; Óscar Carchano Alcina; José Emilio Farinós Viñas (2024) Arbitrage opportunities and event impacts on Spanish rights issues. Applied Economics Letters , 31(5), pp. 401 - 421 . ISSN: 1350-4851
- Manuel Verdú Henares; Óscar Carchano Alcina (2024) Oportunitats d'arbitratge a les ampliacions de capital a la comunitat valenciana i catalunya. Revista Econòmica de Catalunya (90), pp. 106 - 112 . ISSN: 1135-8190
- Manuel Verdú Henares; Óscar Carchano Alcina; Jesús Ruiz Andújar (2025) Detecting, characterizing, and predicting arbitrage opportunities in international rights issues. Research In International Business And Finance , 74(102719) . ISSN: 0275-5319
- Manuel Verdú Henares; Óscar Carchano Alcina ; Jose Emilio Farinós Viñas, (2020). Arbitrage opportunities and event impacts on spanish increase capitals. . . (pp. 5 - 5). .
- Manuel Verdú Henares; Óscar Carchano Alcina ; Sergio Belza González, (2025). On the relationship between ESG and opportunities of arbitrage in rights offerings. . . Volume. 1 . Number. 51 . (pp. 880 - 900). .