Journal Publications
Jareño, F.; Ferrer, R. y Miroslavova, S.(2016)Research Group on Optimisation and Mathematical Models for Economics and BusinessApplied Economics, 48(26), pp. 2469 - 2481. ISSN: 0003-6846
Román Ferrer; Vicente J. Bolós; Rafael Benítez(2016)Research Group on Optimisation and Mathematical Models for Economics and BusinessInternational Review Of Economics & Finance, 44, pp. 1 - 12. ISSN: 1059-0560
Ferrando, L., Ferrer, R. and Jareño, F.(2017)Research Group on Optimisation and Mathematical Models for Economics and BusinessManchester School, 85(2), pp. 212 - 242. ISSN: 1463-6786
Jammazi, R., Ferrer, R., Jareño, F. and Hammoudeh, S.(2017)Research Group on Optimisation and Mathematical Models for Economics and BusinessInternational Review Of Financial Analysis, 52(July 2017), pp. 260 - 280. ISSN: 1057-5219
Jammazi, Rania ; Ferrer Lapeña, Román ; Jareño, Francisco ; Shahzad, Syed Jawad Hussain(2017)Research Group on Optimisation and Mathematical Models for Economics and BusinessInternational Review Of Economics & Finance, 49(May 2017), pp. 453 - 483. ISSN: 1059-0560
Shahzad, S.J.H.; Nor, S.M.; Ferrer, R. and Hammoudeh, S.(2017)Research Group on Optimisation and Mathematical Models for Economics and BusinessEconomic Modelling, 60, pp. 211 - 230. ISSN: 0264-9993
Shahzad, S.J.H.; Shahbaz, M.; Ferrer, R. and Kumar, R.R.(2017)Research Group on Optimisation and Mathematical Models for Economics and BusinessTourism Management, 60, pp. 223 - 232. ISSN: 0261-5177
Shahzad, Syed Jawad Hussain; Ferrer Lapeña, Román; Ballester Miquel, Laura; Umar, Zaghum(2017)Research Group on Optimisation and Mathematical Models for Economics and BusinessInternational Review Of Financial Analysis, 52, pp. 9 - 26. ISSN: 1057-5219
V. J. Bolós; R. Benítez; R. Ferrer; R. Jammazi(2017)Research Group on Optimisation and Mathematical Models for Economics and BusinessApplied Mathematics and Computation, 312, pp. 49 - 65. ISSN: 0096-3003
R. Ferrer; R. Jammazi; V. J. Bolós; R. Benítez(2018)Research Group on Optimisation and Mathematical Models for Economics and BusinessPhysica A, 492(February 2018), pp. 446 - 462. ISSN: 0378-4371
Ferrer, R., Shahzad, S.J.H., López, R. and Jareño, F.(2018)Research Group on Optimisation and Mathematical Models for Economics and BusinessEnergy Economics, 76(October ), pp. 1 - 20. ISSN: 0140-9883
Shahbaz, M., Ferrer, R., Shahzad, S.J.H. and Haouas, I.(2018)Research Group on Optimisation and Mathematical Models for Economics and BusinessApplied Economics, 50(24), pp. 2677 - 2697. ISSN: 0003-6846
Shahzad, Syed Jawad Hussain ; Ferrer Lapeña, Román ; Hammoudeh, Shawkat ; Jammazi, Rania(2018)Research Group on Optimisation and Mathematical Models for Economics and BusinessApplied Economics, 50, pp. 5277 - 5301. ISSN: 0003-6846
Umar, Z., Shahzad, S.J.H., Ferrer, R. and Jareño, F.(2018)Research Group on Optimisation and Mathematical Models for Economics and BusinessApplied Economics, 50(42), pp. 4500 - 4521. ISSN: 0003-6846
Alam, M.S., Shahzad, S.J.H. and Ferrer, R.(2019)Research Group on Optimisation and Mathematical Models for Economics and BusinessEnergy Economics, 84(104513). ISSN: 0140-9883
Al Janabi, M.A.M., Ferrer, R. and Shahzad, S.J.H.(2019)Liquidity-adjusted value-at-risk optimization of a multi-asset portfolio using a vine copula approach.Physica A, 536(15). ISSN: 0378-4371
Ferrer Lapeña, Román, Shahzad, Syed Jawad Hussain, Maizonada Benigno, Adrián(2019)Research Group on Optimisation and Mathematical Models for Economics and BusinessEconomics Bulletin, 39(2), pp. 969 - 981. ISSN: 1545-2921
Shahzad, S.J.H.; Ferrer, R.(2020)Research Group on Optimisation and Mathematical Models for Economics and BusinessPortuguese Economic Journal, 19(3), pp. 173 - 194. ISSN: 1617-982X
V. J. Bolós; R. Benítez; R. Ferrer(2020)Research Group on Optimisation and Mathematical Models for Economics and BusinessMathematics, 8, pp. 844 - 859. ISSN: 2227-7390
Ferrer, R., Shahzad, S.J.H., López, R. and Jareño, F.(2018)Time and frequency dynamics of connectedness between renewable energy stocks and crude oil prices.Energy Economics, 76, pp. 1 - 20. ISSN: 0140-9883
S.J.H. Shahzad; Hurley, D.; Ferrer, R.(2020)Research Group on Optimisation and Mathematical Models for Economics and BusinessInternational Journal of Finance & Economics, 2020, pp. 1 - 19. ISSN: 1076-9307
Demirer, R.; Ferrer,R.; Shahzad, S.J.H.(2020)Oil price shocks, global financial markets and their connectedness.Energy Economics, 88(104771). ISSN: 0140-9883
Naeem, M.A.; Farid, S.; Ferrer, R.; Shahzad, S.J.H.(2021)Research Group on Optimisation and Mathematical Models for Economics and BusinessEnergy Policy, 153(112285). ISSN: 0301-4215
Ferrer, R.; Shahzad, S.J.H.; Soriano, P.(2021)Research Group on Optimisation and Mathematical Models for Economics and BusinessJournal Of Cleaner Production, 292(125988). ISSN: 0959-6526
Ferrer, R.; Benítez, R.; Bolós, V.J.(2021)Research Group on Optimisation and Mathematical Models for Economics and BusinessMathematics, 9(8), pp. 900 - 919. ISSN: 2227-7390
Wang, Z.; Bouri, E.; Ferreira, P.; Shahzad, S.J.H.; Ferrer, R.(2022)Research Group on Optimisation and Mathematical Models for Economics and BusinessFinance Research Letters, 48(102872). ISSN: 1544-6123
Shahzad, S.J.H.; Ferrer, R.; Bouri, E.(2023)Research Group on Optimisation and Mathematical Models for Economics and BusinessEnergy Journal, 44(6), pp. 211 - 243. ISSN: 0195-6574
Shahzad, Syed Jawad Hussain ; Bouri, Elie ; Ferrer Lapeña, Román(2023)Research Group on Optimisation and Mathematical Models for Economics and BusinessInternational Journal Of Hospitality Management, 113(103525). ISSN: 0278-4319
Yang, H.; Ferrer, R.(2023)Research Group on Optimisation and Mathematical Models for Economics and BusinessPacific-Basin Finance Journal, 81(102104). ISSN: 0927-538X
Bathia, D.; Demirer, R.; Ferrer, R.; Raheem, I.D.(2023)Research Group on Optimisation and Mathematical Models for Economics and BusinessJournal of International Money and Finance, 139(102948). ISSN: 0261-5606
Shahzaz, S.J.H.; Bouri, E.; Ferrer, R.(2023)Research Group on Optimisation and Mathematical Models for Economics and BusinessEconomics Bulletin, 43(2), pp. 1133 - 1142. ISSN: 1545-2921
Ariza, J.; Ferrer, R.(2025)Research Group on Optimisation and Mathematical Models for Economics and BusinessNorth American Journal Of Economics And Finance, 76(102378). ISSN: 1062-9408
Corbalán, Juan ; Ferrer Lapeña, Román(2025)Research Group on Optimisation and Mathematical Models for Economics and BusinessInternational Review Of Economics & Finance, 98, pp. 1 - 14. ISSN: 1059-0560
Shahzad, Syed Jawad Hussain ; Bouri, Elie ; Ferrer Lapeña, Román(2026)Research Group on Optimisation and Mathematical Models for Economics and BusinessResearch In International Business And Finance, 86(103380). ISSN: 0275-5319