The UV research groups (GIUV) are regulated in the 1st chapter of the Regulation ACGUV48/2013, which explains the procedure for creating new research structures. They are basic research and organizational structures that result from the voluntary association of researchers that share objectives, facilities, resources and common lines of research. These researchers are also committed to the consolidation and stability of their activity, work in groups and the capability to achieve a sustainable funding.
The research groups included in the previously mentioned Regulation are registered in the Register of Research Structures of the Universitat de València (REIUV), managed by the Office of the Vice-principal for Research. The basic information of these organisms can be found in this website.
Participants
Data related to research groups featured in various information dissemination channels shall not, under any circumstances, imply a statement or commitment regarding the employment or academic affiliation of individuals associated with the Universitat de València. Their inclusion is solely the responsibility of the group directors. Updates will be made upon request from interested parties.
- Registered groups in the Register of Research Structures of the Universitat de València - (REIUV)
Reference of the Group:
Description of research activity: 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).
Web:
Scientific-technical goals: - Mejora permanente en la investigacion en Economia Financiera y Finanzas Energeticas
Research lines: - 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.
- 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.
Group members:
CNAE:
Associated structure: - Financial and Actuarial Economics
Keywords: - efficiency, markets, arbitrage, risk premium, volatility
- hedging, renewables, derivatives valuation
