Research Group on Financial Economics and Energy Finance

Description

The overall objective of the research is to develop and apply methodologies that improve and facilitate decision-making for both financial professionals and regulators. It also extends to the analysis and management of climate change risks based on the fundamentals of financial theory, applying quantitative finance techniques to energy commodity price series quoted in international financial markets (spot and forward).

Goals CT

Continuous improvement of research in financial economics and energy finance.

Research lines

Energy finance
Analysis of hedging in energy commodities. Impact on electricity prices and implications for market design of the transition to a generation system with a strong presence of renewables. Valuation of derivatives in the European market for pollution permits.
Financial Economics
Analysis of efficiency in financial markets. Identification of arbitrage opportunities through the use of high frequency databases. Estimation of the risk premium in both equities and loans. Analysis of volatility transmission between markets.

Management

PARDO TORNERO, ANGEL
PDI-Catedratic/a d'Universitat
Director/a de Departament

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Members

CLIMENT DIRANZO, FRANCISCO JOSE
PDI-Catedratic/a d'Universitat
Coordinador/a de Programa de Doctorat

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LUCIA LOPEZ, JULIO JESUS
PDI-Titular d'Universitat
Secretari/a de Departament

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SORIANO FELIPE, PILAR
Alumn.-Servei de Formacio Permanent

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TORRO I ENGUIX, HIPOLIT
PDI-Catedratic/a d'Universitat
Director/a Titulacio Master Oficial

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NAGORE GARCIA, MARIA DESAMPARADOS
Alumn.-Servei de Formacio Permanent

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SUSO LOPEZ, MARIA JULIA
PDI-Titular d'Universitat

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Non-UV research staff

Scientific production by UV researcher

CLIMENT DIRANZO, FRANCISCO JOSE
PDI-Catedratic/a d'UniversitatCoordinador/a de Programa de Doctorat
ContraerExpandir
- Momparler, A; P. Carmona, P; F. Climent(2025)Research Group on Financial Economics and Energy FinanceComputational Economics, 65, pp. 1617 - 1642. ISSN: 0927-7099
- Elisa Ripoll Sifre; Francisco José Climent Diranzo(2024)Research Group on Financial Economics and Energy FinanceBoletín económico de ICE, Información Comercial Española(7174-3175), pp. 37 - 58. ISSN: 0214-8307
- F. Climent(2023)Research Group on Financial Economics and Energy FinanceActualidad Jurídica Iberoamericana, Agosto(19), pp. 142 - 159. ISSN: 2386-4567
- P. Carmona; A. Momparler; F. Climent(2023)Research Group on Financial Economics and Energy FinanceMathematics, 11, p. 4500. ISSN: 2227-7390
- R. Herrera; F. Climent; P. Carmona; A. Momparler(2022)Research Group on Financial Economics and Energy FinanceTechnological Forecasting and Social Change, 176, p. 121466. ISSN: 0040-1625
- R. Herrera; F. Climent; A. Momparler; P. Carmona(2021)Research Group on Financial Economics and Energy FinanceEconomic Research-Ekonomska Istrazivanja, 34(1), pp. 2833 - 2852. ISSN: 1331-677X
- Á. Coronado; F. Climent; D. Furió(2021)Research Group on Financial Economics and Energy FinanceMathematics, 9(6), p. 623. ISSN: 2227-7390
- A. Momparler; P. Carmona; F. Climent(2020)Research Group on Financial Economics and Energy FinanceEconomic Research-Ekonomska Istrazivanja, 33(1), pp. 3017 - 3033. ISSN: 1331-677X
- S. Valero ; F. Climent; R. Esteban(2020)Research Group on Financial Economics and Energy FinanceJournal of Business Accounting and Finance Perspectives, 2(2), pp. 1 - 26. ISSN: 1528-5014
- F. Climent; P. Mollá; P. Soriano(2020)Research Group on Financial Economics and Energy FinanceSustainability, 12(9), p. 3530. ISSN: 2071-1050
- P. Carmona ; F. Climent ; A. Momparler(2019)Research Group on Financial Economics and Energy FinanceInternational Review Of Economics & Finance, 61, pp. 304 - 323. ISSN: 1059-0560
- F. Climent ; M.V. Escrivá(2019)Research Group on Financial Economics and Energy FinanceRevista de Estudios Cooperativos (revesco)(130), pp. 55 - 72. ISSN: 1135-6618
- F. Climent ; A. Momparler ; P. Carmona(2019)Research Group on Financial Economics and Energy FinanceJournal of Business Research, 101, pp. 885 - 896. ISSN: 0148-2963
- F. Climent ; M. Domenech(2018)Research Group on Financial Economics and Energy FinanceCuadernos de Economía, 41(116), pp. 151 - 166. ISSN: 0210-0266
- F. Climent(2018)Research Group on Financial Economics and Energy FinanceSustainability, 10(7), pp. 1 - 13. ISSN: 2071-1050
- A. Momparler ; P. Carmona ; F. Climent(2016)Research Group on Financial Economics and Energy FinanceSpanish 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)Research Group on Financial Economics and Energy FinanceSpanish 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)Research Group on Financial Economics and Energy FinanceQuantitative Finance, 1, pp. 45 - 63. ISSN: 1469-7688
- Momparler Pechuan, Alexandre; Climent Diranzo, Francisco José ; Ballester Andreu, José María(2012)Research Group on Financial Economics and Energy FinanceService 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)Research Group on Financial Economics and Energy FinanceJournal of Business Ethics, 103(2), pp. 275 - 287. ISSN: 0167-4544
- Climent Diranzo, Francisco José; Chulià, Helena; Soriano Felipe, Pilar; Torró Enguix, Hipòlit(2009)Research Group on Financial Economics and Energy FinanceQuantitative Finance, 9(5), pp. 607 - 619. ISSN: 1469-7688
- Climent, F.; Momparler, A. y Gil, I.(2008)Research Group on Financial Economics and Energy FinanceEconomía 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