Energy Markets


Energy Markets

I am interested in energy finance. Especially electricity markets, funding and insurance for energy firms.


“Dynamic capital structure under changing market conditions in the oil industry: An empirical investigation” (with Restrepo, N. and D. Manotas) Resources Policy, accepted

“Characterizing electricity market integration in Nord Pool” (with Mosquera, S., and Guillen M.) Energy,

Quantile Regression for Cross-Sectional and Time Series Data: Applications in Energy Markets Using R” (with Guillén, M.) Springer-Finance, 2020

Volatility spillovers in energy markets”(with Chuliá H. and M. D. Furió) Slides ICEFM   Energy Journal , 2019, 40(3): 173-197

Uncovering the nonlinear predictive causality between natural gas and electricity prices”(with Guillén, M. and S. Mosquera) Energy Economics, 2018, 74: 904-916

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, 94:456-467

“Financial risk network architecture of energy firms” (with Restrepo, N. and D. Manotas) Applied Energy, 2018, 215(C): 630-642

“Nonlinear empirical pricing in electricity markets using fundamental weather factors”, (with Mosquera S. and Manotas D.) Energy, 2017, 139(15): 594-605 Slides

“Risk Asymmetries in Hydrothermal Power Generation Markets”  (with Mosquera S. and Manotas D.) Electric Power Systems Research, 2017,147: 154-164, Slides ECF-16