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Torró, Hipòlit's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
2,944 |
Total
Citations
20 |
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1.
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Single Factor Stochastic Models with Seasonality Applied to Underlying Weather Derivatives Variables
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Torró, Hipòlit
University of Valencia Meneu, Vicente
University of Valencia - Department of Financial Economics Valor, Enric
University of Valencia - Department of Financial Economics
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Posted:
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21 Mar 01
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Last Revised:
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17 Oct 03
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949
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3
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Torró, Hipòlit
University of Valencia Meneu, Vicente
University of Valencia - Department of Financial Economics Valor, Enric
University of Valencia - Department of Financial Economics
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Torró, Hipòlit
University of Valencia Meneu, Vicente
University of Valencia - Department of Financial Economics Valor, Enric
University of Valencia - Department of Financial Economics
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949
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Cooling Degree-days, Energy, Heating Degree-days, Seasonality, Stochastic Models, Weather Derivatives.
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2.
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Torró, Hipòlit
University of Valencia
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07 Jun 07
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Last Revised:
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06 Feb 09
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380
(36,233)
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4
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electricity markets, power derivatives and forecasting electricity prices
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3.
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Lucia, Julio J.
University of Valencia - Faculty of Economics Torró, Hipòlit
University of Valencia
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14 Sep 07
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Last Revised:
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20 Feb 08
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379
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7
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risk premium, electricity futures, Nord Pool
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4.
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Torró, Hipòlit
University of Valencia
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08 Jan 08
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Last Revised:
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17 Mar 09
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312
(45,957)
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electricity markets, futures, hedging ratio, electricity price risk
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5.
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Trading with Asymmetric Volatility Spillovers
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Versions (2)
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Pardo Tornero, Ángel
University of Valencia - Department of Financial Economics Torró, Hipòlit
University of Valencia
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Posted:
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06 Oct 03
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Last Revised:
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14 Mar 09
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264
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4
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Pardo, Angel
affiliation not provided to SSRN Torró, Hipòlit
University of Valencia
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26
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4
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Pardo Tornero, Ángel
University of Valencia - Department of Financial Economics Torró, Hipòlit
University of Valencia
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238
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4
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Asymmetric Volatility Spillovers, Feedback effect, Large and small firms, IBEX-35, Trading rules
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6.
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Chuliá, Helena
University of Barcelona - Faculty of Economic Science and Business Studies Torró, Hipòlit
University of Valencia
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261
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1
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Volatility Spillovers, GARCH, Trading Rules
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7.
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Chuliá, Helena
University of Barcelona - Faculty of Economic Science and Business Studies Torró, Hipòlit
University of Valencia
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188
(79,302)
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Volatility Spillovers, GARCH, Large and Small Firms, Risk Premium
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8.
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Chuliá, Helena
University of Barcelona - Faculty of Economic Science and Business Studies Climent, Francisco J.
University of Valencia - Department of Financial Economics Soriano, Pilar
University of Valencia - Department of Financial Economics Torró, Hipòlit
University of Valencia
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108
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1
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9.
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Caporin, Massimiliano
University of Padova - Department of Economics and Management "Marco Fanno" Pres, Juliusz
Szczecin University of Technology Torró, Hipòlit
University of Valencia
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103
(132,239)
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weather derivatives, Quanto options pricing, derivative pricing, model simulation and forecast
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