Vicente Meneu

University of Valencia - Department of Financial Economics

Avda. del Tarongers, s/n

46022 Valencia

Spain

SCHOLARLY PAPERS

8

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SSRN CITATIONS
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Top 42,318

in Total Papers Citations

12

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1

Scholarly Papers (8)

1.

Pre-Holiday Effect, Large Trades and Small Investor Behaviour

Number of pages: 27 Posted: 12 Jun 2002
Ángel Pardo Tornero and Vicente Meneu
University of Valencia - Department of Financial Economics and University of Valencia - Department of Financial Economics
Downloads 992 (22,840)
Citation 9

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holiday effect, stocks, order size, small investor behaviour

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 989 (22,520)
Citation 3

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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

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

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Has 1997 Asian Crisis Increased Information Flows between International Markets?

Number of pages: 36 Posted: 16 Jul 2001
Francisco J. Climent and Vicente Meneu
University of Valencia - Department of Financial Economics and University of Valencia - Department of Financial Economics
Downloads 292 (107,302)
Citation 2

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Asian crisis, stock market, information flow, cointegration, VAR

Has 1997 Asian Crisis Increased Information Flows between International Markets?

Forthcoming in International Review of Economics & Finance
Posted: 05 Aug 2002
Francisco J. Climent and Vicente Meneu
University of Valencia - Department of Financial Economics and University of Valencia - Department of Financial Economics

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Asian crisis, stock market, information flow, cointegration, VAR

4.

Information Flows Among the Major Stock Market Areas

Number of pages: 19 Posted: 11 May 2001
University of Valencia - Department of Financial Economics, University of Valencia - Department of Financial Economics and University of Valencia - Department of Financial Economics
Downloads 214 (147,831)

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Information flows, MSCI index, influence, sensibility, stock market

5.

The Effectiveness of Several Market Integration Measures When Facing a Market Turmoil

Number of pages: 38 Posted: 28 Nov 2001
Universidad Carlos III de Madrid - Department of Business Administration, University of Valencia - Department of Financial Economics and University of Valencia - Department of Financial Economics
Downloads 125 (234,486)

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market integration, statistical techniques, principles of asset valuation, arbitrage, IBEX-35, futures contract

6.

Analysis of Extreme Temperatures for four sites across Peninsular Spain

Theoretical and Applied Climatology
Posted: 24 Jun 2008 Last Revised: 09 Oct 2010
Dolores Furió and Vicente Meneu
University of Valencia - Department of Financial Economics and University of Valencia - Department of Financial Economics

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Extreme Values, Temperature, Block Maxima

7.

The Spanish Electricity Intraday Market: Prices and Liquidity Risk

Current Politics and Economics of Europe, Vol. 20, No. 1, pp. 1-22, 2009
Posted: 11 Jan 2008 Last Revised: 23 Oct 2009
Dolores Furió, Julio J. Lucia and Vicente Meneu
University of Valencia - Department of Financial Economics, University of Valencia - Faculty of Economics and University of Valencia - Department of Financial Economics

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liquidity, adjustments, intraday market, price convergence, market efficiency

8.

Expectations and Forward Risk Premium in the Spanish Deregulated Power Market

Energy Policy, Vol. 38, pp., 784-793, 2010
Posted: 03 Oct 2007 Last Revised: 22 Jun 2016
Dolores Furió and Vicente Meneu
University of Valencia - Department of Financial Economics and University of Valencia - Department of Financial Economics

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deregulation, agents’ behaviour, forward premium