Publicaciones

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

• García, C.José, Herrero, Begoña and Ana M. Ibáñez (2010), "El papel de la liquidez en el impacto de la nueva información: el caso del Latibex",  Trimestre Económico, forthcoming.

• Lucia, Julio J. and Ángel Pardo (2010), “On measuring speculative and hedging activities in futures markets from volume and open interest data”, Applied Economics, 42,12, 1549-1557.

• Chuliá, Helena, Climent, Francisco J., Soriano, Pilar and Hipólit Torró (2009). "Volatility transmission patterns and terrorist attacks". Quantitative Finance, 9, 5, 607-619. 

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

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

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

• Carchano, Oscar and Ángel Pardo (2008). "Rolling over stock index futures contracts", Journal of Futures Markets, 29, 7, 684-694.

• Mansanet-Bataller, Maria and Angel Pardo Tornero (2008), "What you Should Know to trade in CO2 Markets", Energies, 1, 3, 120-153.

    Working Papers

• Baele L. and P. Soriano (2009). "The determinants of increasing equity market comovement: economic or financial integration?

• Chuliá H. and D. Furió (2009), "Price and Volatility Dynamics between natural gas and electricity markets: some evidence for Spain". Available at SSRN: http://ssrn.com/abstract=1492060.

• Furió, Dolores and Angel Pardo (2009), "Politics and Elections at the Spanish Stock Exchange". Available at SSRN: http://ssrn.com/abstract=1435369.

• Furió, D. and V. Meneu (2009), "Modelling Extreme Temperatures in Spain". Available at SSRN:  http://ssrn.com/abstract=1150779.

• Mansanet-Bataller, M. and P. Soriano (2009). Volatility Transmission in the CO2 and Energy Markets. Mission Climat Working Paper 2009-2. Available at http: //www.aprec.net.

• Lucia, J. J. and H. Torró (2008): “Short-term electricity futures prices: Evidence on the time-varying risk Premium”, WP-EC-2008-08,Instituto Valenciano de Investigaciones Económicas (IVIE).http://www.ivie.es/downloads/docs/wpasec/wpasec-2008-08.pdf.

• Mansanet Bataller, Maria and Angel Pardo Tornero (2008), "CO2 Prices and Portfolio Management". Available at SSRN: http://ssrn.com/abstract=1156975.