Facultat d'Economia
Av. dels Tarongers s/n
Valencia, 46022
Spain
http://www.uv.es/torro
University of Valencia
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Cooling Degree-days, Energy, Heating Degree-days, Seasonality, Stochastic Models, Weather Derivatives.
electricity markets, power derivatives and forecasting electricity prices
risk premium, electricity futures, Nord Pool
Volatility Spillovers, GARCH, Trading Rules
Volatility Spillovers, GARCH, Large and Small Firms, Risk Premium
Asymmetric Volatility Spillovers, Feedback effect, Large and small firms, IBEX-35, Trading rules
weather derivatives, Quanto options pricing, derivative pricing, model simulation and forecast
Natural Gas Market, Futures, Hedging Ratio, Natural Gas Price Risk
Natural Gas Market, Futures Premium, Rollover, Seasonal Risk Premiums
Brent, Monetary Policy, European Central Bank, Energy Commodities