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 37 0 0 9 86
Anatomy of Risk Premium in UK Natural Gas Futures 0 0 0 27 0 0 20 88
Assessing the influence of spot price predictability on electricity futures hedging 0 0 1 49 0 1 15 146
Asymmetric covariance in sport-future markets 0 0 0 166 0 0 13 582
European Natural Gas Seasonal Effects on Futures Hedging 0 0 0 35 2 2 19 121
European Natural Gas Seasonal Effects on Futures Hedging 0 0 2 9 0 1 23 55
Forecasting Weekly Electricity Prices at Nord Pool 1 1 1 9 1 3 49 127
Forecasting Weekly Electricity Prices at Nord Pool 0 0 0 295 0 0 12 1,023
Hedging spark spread risk with futures 0 0 5 47 1 4 24 165
Model Based Monte Carlo Pricing of Energy and Temperature Quanto Options 0 0 1 116 2 2 15 292
Model based Monte Carlo pricing of energy and temperature quanto options 0 0 0 63 2 2 19 180
SINGLE FACTOR STOCHASTIC MODELS WITH SEASONALITY APPLIED TO UNDERLYING WEATHER DERIVATIVES VARIABLES 0 0 0 84 1 1 9 315
Short-term electricity futures prices: Evidence on the time-varying risk premium 0 1 1 170 1 3 11 782
The Response of European Energy Prices to ECB Monetary Policy 0 0 0 38 0 0 21 66
The Response of European Energy Prices to ECB Monetary Policy 0 0 0 31 0 2 11 60
VOLATILITY TRANSMISSION PATTERNS AND TERRORIST ATTACKS 0 0 1 113 1 1 11 407
Total Working Papers 1 2 12 1,289 11 22 281 4,495

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 0 11 2 2 19 76
Asimetrías en volatilidad, beta y contagios entre las empresas grandes y pequeñas cotizadas en la bolsa española 0 0 0 66 1 1 9 298
Assessing the influence of spot price predictability on electricity futures hedging 0 0 0 0 0 0 20 20
Asymmetric covariance in spot‐futures markets 0 0 0 2 0 1 16 41
Electricity futures prices: some evidence on forecast power at NordPool 0 0 4 6 0 2 17 27
European natural gas seasonal effects on futures hedging 0 1 1 27 1 3 15 146
Firm size and volatility analysis in the Spanish stock market 0 0 0 24 0 1 10 105
Hedging spark spread risk with futures 0 0 6 41 0 1 34 312
Model based Monte Carlo pricing of energy and temperature Quanto options 0 0 0 33 0 1 15 155
On the risk premium in Nordic electricity futures prices 1 2 2 74 3 5 16 190
Optimal hedging under biased energy futures markets 0 1 2 22 1 4 21 92
Selective futures hedging in the Nordic electricity market 0 0 3 3 3 10 28 28
Single Factor Stochastic Models with Seasonality Applied to Underlying Weather Derivatives Variables 0 0 0 0 0 0 9 13
The Response of European Energy Prices to ECB Monetary Policy 0 0 0 7 0 1 17 71
The economic value of volatility transmission between the stock and bond markets 0 0 0 17 0 1 11 74
The information content of Eonia swap rates before and during the financial crisis 0 0 2 51 0 1 14 218
The response of Brent crude oil to the European central bank monetary policy 0 0 0 12 0 2 30 65
Theory of storage implications in the European natural gas market 1 1 2 14 1 3 25 54
Trading with Asymmetric Volatility Spillovers 0 0 0 3 0 2 13 30
Volatility transmission patterns and terrorist attacks 0 0 0 50 0 2 15 263
Total Journal Articles 2 5 22 463 12 43 354 2,278

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 8 19
Total Chapters 0 0 0 2 0 0 8 19

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Statistics updated 2026-10-11