Hipòlit Torró

University of Valencia

Professor

Facultat d'Economia

Av. dels Tarongers s/n

Valencia, 46022

Spain

http://www.uv.es/torro

SCHOLARLY PAPERS

10

DOWNLOADS
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3,039

CITATIONS
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SSRN RANKINGS

Top 18,041

in Total Papers Citations

18

Scholarly Papers (10)

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

EFMA 2001 Lugano Meetings
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 969 (16,687)
Citation 3

Abstract:

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

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

Journal of Risk Finance, Vol. 4, No. 4, pp. 6-17, Summer 2003
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:

2.

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 421 (49,293)
Citation 6

Abstract:

risk premium, electricity futures, Nord Pool

3.

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 401 (51,938)
Citation 4

Abstract:

electricity markets, power derivatives and forecasting electricity prices

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 284 (80,461)

Abstract:

Volatility Spillovers, GARCH, Trading Rules

5.
Downloads 279 ( 85,340)
Citation 4

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 253 (94,362)
Citation 4

Abstract:

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

Trading with Asymmetric Volatility Spillovers

Journal of Business Finance & Accounting, Vol. 34, Nos. 9-10, pp. 1548-1568, November/December 2007
Number of pages: 21 Posted: 11 Dec 2007
Angel Pardo and Hipòlit Torró
affiliation not provided to SSRN and University of Valencia
Downloads 26 (407,157)
Citation 4

Abstract:

6.

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 226 (96,454)

Abstract:

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

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 115 (164,689)

Abstract:

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 114 (172,484)
Citation 1

Abstract:

9.

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 35 (309,677)

Abstract:

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

10.

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 0 (318,222)

Abstract:

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