Access Statistics for Hipolit Torro

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
Anatomy of Risk Premium in UK Natural Gas Futures 0 0 0 26 0 0 2 67
Anatomy of Risk Premium in UK Natural Gas Futures 0 0 0 37 0 0 1 77
Assessing the influence of spot price predictability on electricity futures hedging 0 1 1 48 2 4 5 130
Asymmetric covariance in sport-future markets 0 0 0 166 0 1 3 569
European Natural Gas Seasonal Effects on Futures Hedging 0 1 1 5 1 4 9 30
European Natural Gas Seasonal Effects on Futures Hedging 0 1 1 35 1 3 5 101
Forecasting Weekly Electricity Prices at Nord Pool 0 0 0 294 0 0 1 1,009
Forecasting Weekly Electricity Prices at Nord Pool 0 0 2 5 1 2 24 73
Hedging spark spread risk with futures 0 0 0 42 0 0 9 139
Model Based Monte Carlo Pricing of Energy and Temperature Quanto Options 0 0 0 115 0 0 2 276
Model based Monte Carlo pricing of energy and temperature quanto options 1 1 2 63 1 2 6 160
SINGLE FACTOR STOCHASTIC MODELS WITH SEASONALITY APPLIED TO UNDERLYING WEATHER DERIVATIVES VARIABLES 0 0 0 84 0 0 0 306
Short-term electricity futures prices: Evidence on the time-varying risk premium 0 0 0 169 0 1 3 771
The Response of European Energy Prices to ECB Monetary Policy 0 0 0 31 0 0 2 49
The Response of European Energy Prices to ECB Monetary Policy 0 0 1 38 0 1 4 43
VOLATILITY TRANSMISSION PATTERNS AND TERRORIST ATTACKS 0 0 0 112 0 0 0 396
Total Working Papers 1 4 8 1,270 6 18 76 4,196


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Analysis of risk premium in UK natural gas futures 0 0 1 11 0 0 2 55
Asimetrías en volatilidad, beta y contagios entre las empresas grandes y pequeñas cotizadas en la bolsa española 0 0 1 66 0 0 4 289
Assessing the influence of spot price predictability on electricity futures hedging 0 0 0 0 0 0 0 0
Asymmetric covariance in spot‐futures markets 0 0 0 2 0 0 0 25
Electricity futures prices: some evidence on forecast power at NordPool 1 1 2 2 1 1 8 8
European natural gas seasonal effects on futures hedging 0 0 0 26 0 1 8 130
Firm size and volatility analysis in the Spanish stock market 0 0 0 24 0 1 1 95
Hedging spark spread risk with futures 1 2 4 34 3 8 15 275
Model based Monte Carlo pricing of energy and temperature Quanto options 1 1 3 33 2 2 12 137
On the risk premium in Nordic electricity futures prices 0 0 3 72 0 0 4 174
Optimal hedging under biased energy futures markets 0 1 4 19 0 1 6 68
Single Factor Stochastic Models with Seasonality Applied to Underlying Weather Derivatives Variables 0 0 0 0 0 0 2 3
The Response of European Energy Prices to ECB Monetary Policy 0 0 0 7 0 0 2 54
The economic value of volatility transmission between the stock and bond markets 0 0 0 17 1 1 1 62
The information content of Eonia swap rates before and during the financial crisis 0 0 1 49 0 0 4 204
The response of Brent crude oil to the European central bank monetary policy 0 1 4 11 0 1 8 34
Theory of storage implications in the European natural gas market 0 1 6 10 1 3 17 24
Trading with Asymmetric Volatility Spillovers 0 0 1 3 0 0 1 16
Volatility transmission patterns and terrorist attacks 0 0 0 50 1 3 5 247
Total Journal Articles 3 7 30 436 9 22 100 1,900


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
German Natural Gas Seasonal Effects on Futures Hedging 0 0 0 2 0 0 0 11
Total Chapters 0 0 0 2 0 0 0 11


Statistics updated 2025-07-04