Hipòlit Torró

University of Valencia

Professor

Facultat d'Economia

Av. dels Tarongers s/n

Valencia, 46022

Spain

http://www.uv.es/torro

SCHOLARLY PAPERS

11

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3,766

SSRN CITATIONS
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SSRN RANKINGS

Top 28,892

in Total Papers Citations

9

CROSSREF CITATIONS

28

Scholarly Papers (11)

Single Factor Stochastic Models with Seasonality Applied to Underlying Weather Derivatives Variables

Number of pages: 26 Posted: 21 Mar 2001
Hipòlit Torró, Vicente Meneu and Enric Valor
University of Valencia , University of Valencia - Department of Financial Economics and University of Valencia - Department of Financial Economics
Downloads 1,036 (38,591)
Citation 4

Abstract:

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Cooling Degree-days, Energy, Heating Degree-days, Seasonality, Stochastic Models, Weather Derivatives.

Single Factor Stochastic Models with Seasonality Applied to Underlying Weather Derivatives Variables

Posted: 10 Oct 2003
Hipòlit Torró, Vicente Meneu and Enric Valor
University of Valencia , University of Valencia - Department of Financial Economics and University of Valencia - Department of Financial Economics

Abstract:

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2.

Forecasting Weekly Electricity Prices at Nord Pool

FEEM Working Paper No. 88/2007
Number of pages: 30 Posted: 07 Jun 2007 Last Revised: 06 Feb 2009
Hipòlit Torró
University of Valencia
Downloads 564 (87,945)
Citation 18

Abstract:

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electricity markets, power derivatives and forecasting electricity prices

3.

Short-Term Electricity Futures Prices: Evidence on the Time-Varying Risk Premium

Number of pages: 35 Posted: 14 Sep 2007 Last Revised: 20 Feb 2008
Julio J. Lucia and Hipòlit Torró
University of Valencia - Faculty of Economics and University of Valencia
Downloads 543 (92,486)
Citation 16

Abstract:

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risk premium, electricity futures, Nord Pool

4.

The Economic Value of Volatility Transmission between the Stock and Bond Markets

Number of pages: 29 Posted: 17 Oct 2006
Helena Chuliá and Hipòlit Torró
University of Barcelona - Faculty of Economic Science and Business Studies and University of Valencia
Downloads 335 (161,440)
Citation 3

Abstract:

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Volatility Spillovers, GARCH, Trading Rules

5.

Firm Size and Volatility Analysis in the Spanish Stock Market

Number of pages: 41 Posted: 20 Feb 2007
Helena Chuliá and Hipòlit Torró
University of Barcelona - Faculty of Economic Science and Business Studies and University of Valencia
Downloads 295 (184,742)

Abstract:

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Volatility Spillovers, GARCH, Large and Small Firms, Risk Premium

6.

Trading with Asymmetric Volatility Spillovers

University of Valencia Financial Economics Working Paper
Number of pages: 38 Posted: 06 Oct 2003
Ángel Pardo Tornero and Hipòlit Torró
University of Valencia - Department of Financial Economics and University of Valencia
Downloads 292 (186,702)

Abstract:

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Asymmetric Volatility Spillovers, Feedback effect, Large and small firms, IBEX-35, Trading rules

7.

Model Based Monte Carlo Pricing of Energy and Temperature Quanto Options

Number of pages: 38 Posted: 30 Sep 2010
Massimiliano Caporin, Juliusz Pres and Hipòlit Torró
University of Padua - Department of Statistical Sciences, Szczecin University of Technology and University of Valencia
Downloads 242 (225,475)
Citation 1

Abstract:

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weather derivatives, Quanto options pricing, derivative pricing, model simulation and forecast

8.

Volatility Transmission Patterns and Terrorist Attacks

Number of pages: 29 Posted: 18 Feb 2007
University of Barcelona - Faculty of Economic Science and Business Studies, University of Valencia - Department of Financial Economics, University of Valencia - Department of Financial Economics and University of Valencia
Downloads 156 (335,251)
Citation 1

Abstract:

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9.

Anatomy of Risk Premium in UK Natural Gas Futures

FEEM Working Paper No. 006.2016
Number of pages: 40 Posted: 07 Mar 2016
Beatriz Martínez and Hipòlit Torró
University of Valencia and University of Valencia
Downloads 128 (396,878)

Abstract:

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Natural Gas Market, Futures Premium, Rollover, Seasonal Risk Premiums

10.

European Natural Gas Seasonal Effects on Futures Hedging

FEEM Working Paper No. 10.2015
Number of pages: 54 Posted: 18 Feb 2015
Beatriz Martínez and Hipòlit Torró
University of Valencia and University of Valencia
Downloads 128 (392,201)
Citation 2

Abstract:

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Natural Gas Market, Futures, Hedging Ratio, Natural Gas Price Risk

11.

The Response of European Energy Prices to ECB Monetary Policy

FEEM Working Paper No. 09.2018
Number of pages: 30 Posted: 27 Mar 2018
Hipòlit Torró
University of Valencia
Downloads 47 (703,988)

Abstract:

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Brent, Monetary Policy, European Central Bank, Energy Commodities