Julio J. Lucia

University of Valencia - Faculty of Economics

Valencia, E-46022

Spain

SCHOLARLY PAPERS

4

DOWNLOADS

601

SSRN CITATIONS

2

CROSSREF CITATIONS

6

Scholarly Papers (4)

1.

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 487 (62,766)
Citation 14

Abstract:

Loading...

risk premium, electricity futures, Nord Pool

2.

Open and Closed Positions and Stock Index Futures Volatility

Number of pages: 29 Posted: 13 Nov 2011
Oscar Carchano, Julio J. Lucia and Ángel Pardo Tornero
University of Valencia - Department of Financial Economics, University of Valencia - Faculty of Economics and University of Valencia - Department of Financial Economics
Downloads 114 (262,248)

Abstract:

Loading...

volatility, open interest. trading volume

3.

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

Abstract:

Loading...

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

4.

How Financial Theory Applies to Catastrophe-Linked Derivatives. An Empirical Test of Several Pricing Models

The Journal of Risk and Insurance, Vol. 66, No. 4, pp. 551-582, 1999
Posted: 30 Aug 2007
Universidad Carlos III de Madrid - Department of Business Administration, Stockholm University - Stockholm Business School and University of Valencia - Faculty of Economics

Abstract:

Loading...