Isabel Casas

University of Deusto

Av Universidades, 24

Bilbao, 48600

Spain

  • University of Deusto

SCHOLARLY PAPERS

6

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in Total Papers Downloads

3,464

TOTAL CITATIONS

15

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“  I'm currently working on renewable energy forecast  ”

  • University of Deusto

Scholarly Papers (6)

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1.

tvReg: Time-varying Coefficient Linear Regression for Single and Multi-Equations in R

Number of pages: 43 Posted: 08 May 2019 Last Revised: 09 Oct 2024
Isabel Casas and Ruben Fernandez-Casal
University of Deusto and University of A Coruña
Downloads 3,020 (8,570)
Citation 10

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Time-Varying Coefficients, Nonparametric, SURE, VAR, IRF, Autoregressive, R

2.

Modelling Time-Varying Income Elasticities of Health Care Expenditure for the OECD

Number of pages: 66 Posted: 30 Oct 2018 Last Revised: 05 Jun 2020
Isabel Casas, Jiti Gao, Bin Peng and Shangyu Xie
University of Deusto, Monash University - Department of Econometrics & Business Statistics, Monash University - Department of Econometrics and Business Statistics and University of International Business and Economics (UIBE) - School of Banking and Finance
Downloads 224 (272,206)
Citation 5

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Cross-Sectional Dependence, Health Expenditure, Income Elasticity, Nonparametric Kernel Smoothing, Non-Stationarity, Super-Consistency

3.

Stock Market Return Predictability Before and After the Dodd-Frank Act

Number of pages: 29 Posted: 30 Jun 2020
Isabel Casas, Xiuping Mao and Helena Veiga
University of Deusto, Zhongnan University of Economics and Law - School of Finance and Charles III University of Madrid - Department of Statistics and Econometrics
Downloads 95 (548,155)

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Dodd-Frank Act; Non-Parametric Methods; Predictability; Realized Variance; Variance Risk Premium

4.

Forecast of Electricity Generation in a Wave Power Plant: The Mutriku Case Study

Number of pages: 24 Posted: 31 Jan 2023
Isabel Casas and Jon Lekube
University of Deusto and Basque Energy Agency
Downloads 83 (595,764)

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Wave energy, electricity forecast, time series, varying coefficients regression, Mutriku Wave Power Plant

5.

Exploring Option Pricing and Hedging via Volatility Asymmetry

Number of pages: 16 Posted: 07 Aug 2015 Last Revised: 18 Dec 2019
Isabel Casas and Helena Veiga
University of Deusto and Charles III University of Madrid - Department of Statistics and Econometrics
Downloads 42 (822,160)

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Delta Hedging; Option Pricing; Stochastic Volatility; Volatility Asymmetry

6.

Reexamining Financial and Economic Predictability with New Estimators of Realized Variance and Variance Risk Premium

CREATES Research Paper 2018-10
Posted: 05 Mar 2018 Last Revised: 09 Mar 2018
Isabel Casas, Xiuping Mao and Helena Veiga
University of Deusto, Zhongnan University of Economics and Law - School of Finance and Charles III University of Madrid - Department of Statistics and Econometrics

Abstract:

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Net Measures, Nonparametric Methods, Predictability, Realized Variance, Variance Risk Premium, VIX