Carlos G. Pedraz

Universidad Carlos III de Madrid

Calle Madrid 126

Getafe, Madrid 28903

Spain

SCHOLARLY PAPERS

4

DOWNLOADS
Rank 33,698

SSRN RANKINGS

Top 33,698

in Total Papers Downloads

1,033

CITATIONS
Rank 40,179

SSRN RANKINGS

Top 40,179

in Total Papers Citations

4

Scholarly Papers (4)

1.

Portfolio Selection with Commodities Under Conditional Copulas and Skew Preferences

Quantitative Finance (Forthcoming)
Number of pages: 41 Posted: 19 Apr 2012 Last Revised: 02 Aug 2014
Carlos G. Pedraz, Manuel Moreno and Juan Ignacio Peña
Universidad Carlos III de Madrid, University of Castilla-La Mancha and Universidad Carlos III de Madrid - Department of Business Administration
Downloads 309 (73,856)

Abstract:

Portfolio selection, commodity futures, conditional copulas, skew preferences

2.

How Much Should We Pay for Interconnecting Electricity Markets? A Real Options Approach

Energy Economics, Vol. 34, No. 1, pp. 14–30, January 2012,
Number of pages: 36 Posted: 14 Jul 2010 Last Revised: 11 Mar 2013
Álvaro Cartea and Carlos G. Pedraz
University of Oxford and Universidad Carlos III de Madrid
Downloads 306 (69,175)
Citation 4

Abstract:

Real options, bull call spread, interconnector, electricity prices, jumps, jump filter

3.

Tail Risk in Energy Portfolios

Energy Economics, Forthcoming
Number of pages: 38 Posted: 15 Jan 2013 Last Revised: 02 Aug 2014
Carlos G. Pedraz, Manuel Moreno and Juan Ignacio Peña
Universidad Carlos III de Madrid, University of Castilla-La Mancha and Universidad Carlos III de Madrid - Department of Business Administration
Downloads 293 (79,739)

Abstract:

Asymmetric DCC, multivariate generalized hyperbolic distributions, tail risk, skewness, risk measure backtests

4.

Trademark Activity and the Market Performance of U.S. Commercial Banks

Journal of Business Economics and Management, Forthcoming
Number of pages: 27 Posted: 20 Apr 2012
Carlos G. Pedraz and Sergio Mayordomo
Universidad Carlos III de Madrid and Banco de España
Downloads 42 (327,553)

Abstract:

Intangible assets, trademarks, Tobin’s q, abnormal returns, event studies