Access Statistics for Javier Perote

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Social Choice Trade-off Between Alternative Fairness Concepts: Solidarity versus Flexibility 0 0 0 90 0 0 2 446
Determining the banking solvency risk in times of COVID-19 through Gram-Charlier expansions 0 0 0 15 2 2 4 20
Firm size and concentration inequality: A flexible extension of Gibrat’s law 1 1 1 38 1 1 5 55
Firm size and economic concentration: An analysis from lognormal expansion 0 0 0 9 1 1 3 37
Forecasting the density of asset returns 0 0 0 1 0 1 4 34
Forecasting the density of asset returns 0 0 0 5 3 4 8 47
Higher-order moments in the theory of diversification and portfolio composition 0 0 1 54 3 4 8 207
Higher-order risk preferences, constant relative risk aversion and the optimal portfolio allocation 1 1 1 22 2 2 3 89
Implicit probability distribution for WTI options: The Black Scholes vs. the semi-nonparametric approach 0 0 0 25 1 2 3 75
Measuring firm size distribution with semi-nonparametric densities 0 0 0 30 0 1 2 53
Modeling electricity price and quantity uncertainty: An application for hedging with forward contracts 0 1 1 13 1 4 7 29
Modeling the electricity spot price with switching regime semi-nonparametric distributions 0 0 0 8 1 2 3 26
Multivariate Gram-Charlier Densities 0 1 1 42 1 6 10 158
Multivariate moments expansion density: application of the dynamic equicorrelation model 0 0 0 25 1 2 5 56
On the stability of the CRRA utility under high degrees of uncertainty 0 0 0 10 2 2 3 70
Selfish-biased conditional cooperation: On the decline of contributions in repeated public goods experiments 1 1 1 104 1 3 10 470
Selfish-biased conditional cooperation: On the decline of contributions in repeated public goods experiments 0 0 0 163 1 2 7 630
Strategic behavior in regressions: an experimental 0 0 0 39 0 1 2 53
Strategy-Proof Estimators for Simple Regression 0 0 0 136 0 2 3 766
Strategy-Proof Estimators for Simple Regression 0 0 0 8 2 2 2 30
THEORY AND MISBEHAVIOR OF FIRST-PRICE AUCTIONS: THE IMPORTANCE OF INFORMATION FEEDBACK IN EXPERIMENTAL MARKETS 1 1 1 186 2 2 4 1,010
The Impossibility of Strategy-Proof Clustering 0 0 0 63 1 2 4 290
The productivity of top researchers: A semi-nonparametric approach 0 0 1 18 1 2 5 45
Uncertainty in Electricity Markets from a seminonparametric Approach 0 0 0 13 0 2 3 27
Within-Team Competition in the Minimum Effort Coordination Game 0 0 0 228 1 1 5 1,151
Total Working Papers 4 6 8 1,345 28 53 115 5,874

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Comparison of the Risk Quantification in Traditional and Renewable Energy Markets 0 0 0 2 1 1 2 20
An investigation of insider trading profits in the Spanish stock market 0 1 2 126 1 6 8 353
Backtesting expected shortfall for world stock index ETFs with extreme value theory and Gram–Charlier mixtures 0 0 0 8 4 5 16 57
Basel III countercyclical bank capital buffer estimation and its relation to monetary policy 1 1 2 4 4 4 10 20
Beneath the surface: The asymmetric effects of unconventional monetary policy on corporate investment 0 0 0 0 1 1 3 6
Bidding ‘as if’ risk neutral in experimental first price auctions without information feedback 0 0 2 24 2 2 7 160
Bitcoin halving and the integration of cryptocurrency and forex markets: An analysis of the higher-order moment spillovers 1 1 3 5 2 2 14 18
Determinants of the Public Debt in the Eurozone and Its Sustainability Amid the Covid-19 Pandemic 0 0 1 33 0 6 13 121
Dynamic selection of Gram–Charlier expansions with risk targets: an application to cryptocurrencies 0 0 0 6 1 2 6 21
Effects of opportunistic behaviors on security markets: an experimental approach to insider trading and earnings management 0 0 2 18 0 0 6 100
Efficiency and Sustainability in Teamwork: The Role of Entry Costs 0 0 1 6 0 1 2 86
Expected shortfall assessment in commodity (L)ETF portfolios with semi-nonparametric specifications 0 0 0 3 0 1 2 19
FORECASTING MARKET CRASHES: DOES DENSITY SPECIFICATION MATTER? 0 0 0 97 1 1 5 344
Financial contagion drivers during recent global crises 0 0 1 8 2 5 9 32
Firm size and economic concentration: An analysis from a lognormal expansion 0 0 0 2 0 0 0 13
Flexible distribution functions, higher-order preferences and optimal portfolio allocation 0 0 0 2 1 2 4 20
Forecasting Heavy-Tailed Densities with Positive Edgeworth and Gram-Charlier Expansions 0 0 0 16 1 2 4 63
Gram-Charlier densities: a multivariate approach 0 0 0 49 0 1 1 111
Gram–Charlier densities: Maximum likelihood versus the method of moments 0 0 0 49 1 6 9 146
Has the interaction between skewness and kurtosis of asset returns information content for risk forecasting? 0 1 1 3 0 1 7 12
How reactive is investment in US green bonds and ESG-eligible stocks in times of crisis? Exploring the COVID-19 crisis 0 0 0 2 2 7 11 19
Market-crash forecasting based on the dynamics of the alpha-stable distribution 0 0 1 4 1 2 7 31
Measuring firm size distribution with semi-nonparametric densities 0 0 0 1 3 4 5 32
Measuring the Impact of Corporate Investment Announcements on Share Prices: The Spanish Experience 0 0 1 9 1 1 4 38
Modeling Electricity Price and Quantity Uncertainty: An Application for Hedging with Forward Contracts 0 0 0 0 1 3 7 20
Modeling the procyclical impact of monetary policy on bank leverage: A stochastic macroprudential approach 1 1 4 4 3 5 10 10
Modified variance incorporating high-order moments in risk measure with Gram-Charlier returns 0 0 1 4 0 0 3 8
Moments expansion densities for quantifying financial risk 0 0 0 3 1 1 5 27
Monetary policy and corporate investment: A panel-data analysis of transmission mechanisms in contexts of high uncertainty 0 0 1 15 3 4 15 76
Moral hazard and default risk of SMEs with collateralized loans 0 0 2 36 1 1 9 108
Moral hazard index for credit risk to SMEs 0 0 0 5 1 2 3 17
Moral hazard index for credit risk to SMEs 0 0 1 7 1 3 5 16
Multivariate approximations to portfolio return distribution 0 0 0 1 1 1 5 28
Multivariate dynamics between emerging markets and digital asset markets: An application of the SNP-DCC model 0 0 0 3 1 5 13 23
Multivariate moments expansion density: Application of the dynamic equicorrelation model 0 0 1 2 4 4 6 30
Multivariate semi-nonparametric distributions with dynamic conditional correlations 0 0 0 27 1 4 5 118
Multivariate semi-nonparametric distributions with dynamic conditional correlations 0 0 0 2 1 1 2 26
On the stability of the constant relative risk aversion (CRRA) utility under high degrees of uncertainty 0 0 0 12 0 1 4 107
Portfolio Risk Assessment under Dynamic (Equi)Correlation and Semi-Nonparametric Estimation: An Application to Cryptocurrencies 0 0 0 1 0 0 1 7
Positive Definiteness of Multivariate Densities Based on Hermite Polynomials 0 0 0 1 0 0 1 6
Predicting carbon and oil price returns using hybrid models based on machine and deep learning 0 0 1 2 2 3 5 7
Prudential regulation and bank solvency based on flexible distributions: An example for evaluating the impact of monetary policy 0 0 1 2 2 3 8 13
Real Options Volatility Surface for Valuing Renewable Energy Projects 0 1 3 4 0 1 7 9
Retrieving the implicit risk neutral density of WTI options with a semi-nonparametric approach 1 2 2 11 1 4 5 29
Risk quantification for commodity ETFs: Backtesting value-at-risk and expected shortfall 0 0 2 13 0 0 8 65
Selfish-biased conditional cooperation: On the decline of contributions in repeated public goods experiments 0 0 0 71 2 2 6 227
Semi-nonparametric VaR forecasts for hedge funds during the recent crisis 0 0 0 16 1 3 4 50
Semi-nonparametric risk assessment with cryptocurrencies 0 1 1 6 0 1 4 30
Strategic behavior in regressions: an experimental study 0 0 0 1 0 0 3 33
Strategy-proof estimators for simple regression 0 0 0 27 2 3 5 148
Testing densities with financial data: an empirical comparison of the Edgeworth-Sargan density to the Student's t 0 0 0 70 1 1 2 272
The Lazarillo’s game: Sharing resources with asymmetric conditions 0 0 0 0 0 0 2 12
The Return Performance of Cubic Market Model: An Application to Emerging Markets 0 0 0 1 1 1 3 22
The demand for Divisia money in the United States: evidence from the CFS Divisia M3 aggregate 0 1 2 6 1 3 5 16
The drivers of Bitcoin demand: A short and long-run analysis 0 0 5 102 2 4 14 267
The impact of economic policy uncertainty and monetary policy on R&D investment: An option pricing approach 1 1 2 9 1 2 7 30
The impossibility of strategy-proof clustering 0 0 2 11 0 0 6 79
The kidnapping of Europe: High-order moments' transmission between developed and emerging markets 0 0 0 11 0 1 4 64
The multivariate Edgeworth-Sargan density 0 0 2 50 4 4 7 195
The productivity of top researchers: a semi-nonparametric approach 0 0 1 5 2 7 10 58
Uncertainty in electricity markets from a semi-nonparametric approach 0 0 0 3 2 3 7 37
VaR performance during the subprime and sovereign debt crises: An application to emerging markets 0 0 1 15 1 2 4 69
Volatility transmission dynamics between energy and financial indices of emerging markets: a comparison between the subprime crisis and the COVID-19 pandemic 0 0 2 2 1 3 6 6
WITHIN‐TEAM COMPETITION IN THE MINIMUM EFFORT COORDINATION GAME 0 0 1 53 2 2 3 341
What Enhances Insider Trading Profitability? 0 0 0 59 1 1 1 221
Total Journal Articles 5 11 55 1,150 77 152 385 4,769

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Classroom Experiments: A Useful Tool for Learning about Economic and Entrepreneurial Decisions 0 0 0 0 2 3 5 9
Financial Market Crash Prediction Through Analysis of Stable and Pareto Distributions 0 0 0 1 1 2 5 17
Insider Trading and Corporate Governance in the Banking Sector. New Lessons on the Entrenchment Effect 0 0 0 0 0 0 1 16
Total Chapters 0 0 0 1 3 5 11 42

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-12-06