Articles in JCR:
“Asymmetric volatility spillovers and consumption risk-sharing” (with Chuliá H) Applied Economics, DOI: 10.1080/00036846.2021.1897073
“Analyzing the nonlinear pricing of liquidity risk according to the market state” (with Chuliá H. and Koser C.) Finance Research Letters, 2021.
“Dynamic capital structure under changing market conditions in the oil industry: An empirical investigation” (with Restrepo, N. and D. Manotas) Resources Policy, 2020.
“Characterizing electricity market integration in Nord Pool” (with Mosquera, S., and Guillén M.) Energy, 2020.
“Generalized Market Uncertainty Measurement in European Stock Markets in Real Time” (with Gillén, M. ) Mathematics, 2020.
“Uncovering the time-varying causality between volatility and commonality in liquidity” (with Chuliá H. and Koser C.) International Review of Financial Analysis 69, 2020.
“The credit supply channel of monetary policy: evidence from a FAVAR model with sign restrictions” (with Holguín J.S.) Empirical Economics, 2020.
“Giving and receiving: exploring the predictive causality between oil prices and exchange rates” (with Gomez-Gonzalez J.E. and Hirs-Garzon J.) International Finance, 2020.
“Uncovering the nonlinear predictive causality between natural gas and electricity prices”(with Guillén, M. and S. Mosquera) Energy Economics, 2018.
“Effect of stopping hydroelectric power generation on electricity prices: An event study approach”(with Mosquera, S. and D. Manotas) Renewable and Sustainable Energy Reviews, 2018.
“Financial risk network architecture of energy firms” (with Restrepo, N. and D. Manotas) Applied Energy, 2018.
“Currency downside risk, liquidity, and financial stability” ” (with Chuliá, H. and J. Fernández) Journal of International Money and Finance,2018. Slides FF-17
“Risk synchronization in international stock markets” (with Chuliá, H. and A. Pinchao) Global Economic Review, 2018.
“Uncertainty, Systemic Shocks and the Global Banking Sector: Has the Crisis Modified their Relationship?” (with Chuliá, H. and M. Guillén) Journal of International Financial Markets, Institutions & Money, 2017. Slides IFABS-16.
“Spillovers from the United States to Latin American and G7 stock markets: A VAR-Quantile analysis” (with Chuliá H. and Guillén M.) Emerging Markets Review, 2017, Slides EFMA-16
“Impact of US uncertainties on emerging and mature markets: Evidence from a quantile-vector autoregressive approach” (with Chuliá, H., Gupta, R. and M. Wohar) Journal of International Financial Markets, Institutions & Money, 2017.
“Nonlinear empirical pricing in electricity markets using fundamental weather factors”, (with Mosquera S. and Manotas D.) Energy, 2017. Slides
“Risk Asymmetries in Hydrothermal Power Generation Markets” (with Mosquera S. and Manotas D.) Electric Power Systems Research, 2017. Slides ECF-16
“Modeling longevity risk with generalized dynamic factor models and vine copulae“(with H. Chuliá and M. Guillén.) Astin Bulletin, 2016.
“Quantile Regression for Cross-Sectional and Time Series Data: Applications in Energy Markets Using R” (with Guillén, M.) Springer-Finance, 2020.
“Seguros para un mundo renovable y sostenible” Cuadernos de la Fundación 233, Mapfre 2020