[1] “Essays on Risk and Uncertainty in Economics and Finance” Cuadernos de Investigación SANFI, Editorial Universidad de Cantabria 2021.

[2] “Seguros para un mundo renovable y sostenible” Cuadernos de la Fundación 233, Mapfre 2020

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


Energy Markets:

[1] “Dynamic capital structure under changing market conditions in the oil industry: An empirical investigation” (with Restrepo, N. and D. Manotas) Resources Policy, 2020. [JCR Q1]

[2] “Characterizing electricity market integration in Nord Pool” (with Mosquera, S., and Guillén M.) Energy, 2020.[JCR Q1]

[3] “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.[JCR Q3]

[4] “Volatility spillovers in energy markets”(with Chuliá H. and M. D. Furió) Energy Journal, 2019. Slides ICEFM   [JCR Q1]

[5] “Uncovering the nonlinear predictive causality between natural gas and electricity prices”(with Guillén, M. and S. Mosquera) Energy Economics, 2018. [JCR Q1]

[6] “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. [JCR Q1]

[7] “Financial risk network architecture of energy firms” (with Restrepo, N. and D. Manotas) Applied Energy, 2018. [JCR Q1]

[8] “Risk analysis using weather factors in solar energy conversion systems” (with Cardoza, D.) DYNA, 2018. [Scopus Q2]

[9] “Nonlinear empirical pricing in electricity markets using fundamental weather factors”, (with Mosquera S. and Manotas D.) Energy, 2017. Slides [JCR Q1]

[10] “Risk Asymmetries in Hydrothermal Power Generation Markets”  (with Mosquera S. and Manotas D.) Electric Power Systems Research, 2017. Slides ECF-16 [JCR Q2]

Finance and Macroeconomics:

[1] “Asymmetric volatility spillovers and consumption risk-sharing” (with Chuliá H) Applied Economics, 2021. [JCR Q3]

[2] “Analyzing the nonlinear pricing of liquidity risk according to the market state” (with Chuliá H. and Koser C.) Finance Research Letters, 2021. [JCR Q1]

[3] “Generalized Market Uncertainty Measurement in European Stock Markets in Real Time” (with Gillén, M. ) Mathematics, 2020. [JCR Q1]

[4] “Uncovering the time-varying causality between volatility and commonality in liquidity” (with Chuliá H. and Koser C.) International Review of Financial Analysis 69, 2020. [JCR Q1]

[5] “The credit supply channel of monetary policy: evidence from a FAVAR model with sign restrictions” (with Holguín J.S.) Empirical Economics, 2020. [JCR Q3]

[6] “Currency downside risk, liquidity, and financial stability” ” (with Chuliá, H. and J. Fernández) Journal of International Money and Finance,2018Slides FF-17 [JCR Q2]

[7] “Risk synchronization in international stock markets” (with Chuliá, H. and A. Pinchao) Global Economic Review, 2018. [JCR Q3]

[8] “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. [JCR Q1]

[9] “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 [JCR Q1]

[10] “Measuring Uncertainty in the Stock Market” (with Chuliá H. and Guillén M.) International Review of Economics and Finance, 2017. Download daily uncertainty index. Slides EFMA-15 [JCR Q2]

[11] “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. [JCR Q1]

[12] “A comparative analysis of stock market cycles” (with Chuliá, H., Gupta, R. and M. Wohar) Macroeconomics and Finance in Emerging Markets Economies, 2016. [Scopus Q4]

[13] “Regímenes de Volatilidad del Tipo de Cambio en Colombia e Intervenciones de Política” (with Fernández, J., Jiménez, D.) Investigación Económica, 2015. [JCR Q4]

Actuarial Science:

[1] “Trends in the quantiles of the life table survivorship function” (with Chuliá, H. and M. Guillén) European Journal of Population, 2018. [JCR Q1]

[2] “Modeling longevity risk with generalized dynamic factor models and vine copulae“(with H. Chuliá and M. Guillén.) Astin Bulletin, 2016. [JCR Q2]

*A full list of my pre-Ph.D publications can be consulted at my Ideas-Repec or ResearchGate sites.