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 1 27 2 10 19 86
Anatomy of Risk Premium in UK Natural Gas Futures 0 0 0 37 2 4 9 86
Assessing the influence of spot price predictability on electricity futures hedging 0 0 1 49 2 5 17 145
Asymmetric covariance in sport-future markets 0 0 0 166 5 7 10 579
European Natural Gas Seasonal Effects on Futures Hedging 0 0 4 9 2 5 25 53
European Natural Gas Seasonal Effects on Futures Hedging 0 0 0 35 3 6 16 116
Forecasting Weekly Electricity Prices at Nord Pool 0 0 1 295 0 2 13 1,022
Forecasting Weekly Electricity Prices at Nord Pool 0 0 3 8 4 12 51 122
Hedging spark spread risk with futures 0 1 2 44 1 3 17 156
Model Based Monte Carlo Pricing of Energy and Temperature Quanto Options 0 0 0 115 3 5 13 289
Model based Monte Carlo pricing of energy and temperature quanto options 0 0 1 63 2 6 18 177
SINGLE FACTOR STOCHASTIC MODELS WITH SEASONALITY APPLIED TO UNDERLYING WEATHER DERIVATIVES VARIABLES 0 0 0 84 1 2 8 314
Short-term electricity futures prices: Evidence on the time-varying risk premium 0 0 0 169 2 3 8 778
The Response of European Energy Prices to ECB Monetary Policy 0 0 0 38 3 9 22 65
The Response of European Energy Prices to ECB Monetary Policy 0 0 0 31 1 1 9 58
VOLATILITY TRANSMISSION PATTERNS AND TERRORIST ATTACKS 1 1 1 113 1 3 10 406
Total Working Papers 1 2 14 1,283 34 83 265 4,452

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 3 5 17 72
Asimetrías en volatilidad, beta y contagios entre las empresas grandes y pequeñas cotizadas en la bolsa española 0 0 0 66 1 3 8 297
Assessing the influence of spot price predictability on electricity futures hedging 0 0 0 0 3 9 20 20
Asymmetric covariance in spot‐futures markets 0 0 0 2 3 3 14 39
Electricity futures prices: some evidence on forecast power at NordPool 2 3 4 5 4 6 13 20
European natural gas seasonal effects on futures hedging 0 0 0 26 0 2 13 143
Firm size and volatility analysis in the Spanish stock market 0 0 0 24 6 7 10 104
Hedging spark spread risk with futures 0 2 4 37 4 10 33 304
Model based Monte Carlo pricing of energy and temperature Quanto options 0 0 1 33 2 5 15 150
On the risk premium in Nordic electricity futures prices 0 0 0 72 1 2 11 185
Optimal hedging under biased energy futures markets 0 0 2 21 0 0 15 83
Selective futures hedging in the Nordic electricity market 1 2 2 2 6 10 13 13
Single Factor Stochastic Models with Seasonality Applied to Underlying Weather Derivatives Variables 0 0 0 0 0 0 10 13
The Response of European Energy Prices to ECB Monetary Policy 0 0 0 7 2 6 15 69
The economic value of volatility transmission between the stock and bond markets 0 0 0 17 4 5 12 73
The information content of Eonia swap rates before and during the financial crisis 0 0 1 50 3 3 12 216
The response of Brent crude oil to the European central bank monetary policy 0 0 1 12 5 7 26 60
Theory of storage implications in the European natural gas market 0 0 4 13 2 8 27 49
Trading with Asymmetric Volatility Spillovers 0 0 0 3 0 4 11 27
Volatility transmission patterns and terrorist attacks 0 0 0 50 3 3 14 258
Total Journal Articles 3 7 19 451 52 98 309 2,195

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 3 3 6 17
Total Chapters 0 0 0 2 3 3 6 17

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Statistics updated 2026-05-06