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 3 12 17 84
Anatomy of Risk Premium in UK Natural Gas Futures 0 0 0 37 0 4 7 84
Assessing the influence of spot price predictability on electricity futures hedging 0 0 2 49 2 9 17 143
Asymmetric covariance in sport-future markets 0 0 0 166 2 4 6 574
European Natural Gas Seasonal Effects on Futures Hedging 0 1 5 9 1 11 25 51
European Natural Gas Seasonal Effects on Futures Hedging 0 0 1 35 0 5 15 113
Forecasting Weekly Electricity Prices at Nord Pool 0 0 3 8 1 18 47 118
Forecasting Weekly Electricity Prices at Nord Pool 0 0 1 295 0 6 13 1,022
Hedging spark spread risk with futures 1 2 2 44 2 7 16 155
Model Based Monte Carlo Pricing of Energy and Temperature Quanto Options 0 0 0 115 1 5 10 286
Model based Monte Carlo pricing of energy and temperature quanto options 0 0 1 63 2 8 17 175
SINGLE FACTOR STOCHASTIC MODELS WITH SEASONALITY APPLIED TO UNDERLYING WEATHER DERIVATIVES VARIABLES 0 0 0 84 0 5 7 313
Short-term electricity futures prices: Evidence on the time-varying risk premium 0 0 0 169 0 4 6 776
The Response of European Energy Prices to ECB Monetary Policy 0 0 0 31 0 6 8 57
The Response of European Energy Prices to ECB Monetary Policy 0 0 0 38 0 12 20 62
VOLATILITY TRANSMISSION PATTERNS AND TERRORIST ATTACKS 0 0 0 112 1 4 9 405
Total Working Papers 1 3 16 1,282 15 120 240 4,418

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 1 10 14 69
Asimetrías en volatilidad, beta y contagios entre las empresas grandes y pequeñas cotizadas en la bolsa española 0 0 0 66 0 5 7 296
Assessing the influence of spot price predictability on electricity futures hedging 0 0 0 0 1 13 17 17
Asymmetric covariance in spot‐futures markets 0 0 0 2 0 5 11 36
Electricity futures prices: some evidence on forecast power at NordPool 0 1 2 3 0 4 9 16
European natural gas seasonal effects on futures hedging 0 0 0 26 1 6 14 143
Firm size and volatility analysis in the Spanish stock market 0 0 0 24 1 2 4 98
Hedging spark spread risk with futures 2 2 5 37 6 14 33 300
Model based Monte Carlo pricing of energy and temperature Quanto options 0 0 1 33 1 6 13 148
On the risk premium in Nordic electricity futures prices 0 0 0 72 0 9 10 184
Optimal hedging under biased energy futures markets 0 0 3 21 0 3 16 83
Selective futures hedging in the Nordic electricity market 0 1 1 1 2 5 7 7
Single Factor Stochastic Models with Seasonality Applied to Underlying Weather Derivatives Variables 0 0 0 0 0 4 10 13
The Response of European Energy Prices to ECB Monetary Policy 0 0 0 7 0 12 13 67
The economic value of volatility transmission between the stock and bond markets 0 0 0 17 1 2 8 69
The information content of Eonia swap rates before and during the financial crisis 0 0 1 50 0 2 9 213
The response of Brent crude oil to the European central bank monetary policy 0 0 2 12 1 7 22 55
Theory of storage implications in the European natural gas market 0 0 4 13 2 11 26 47
Trading with Asymmetric Volatility Spillovers 0 0 0 3 3 7 11 27
Volatility transmission patterns and terrorist attacks 0 0 0 50 0 2 11 255
Total Journal Articles 2 4 19 448 20 129 265 2,143

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 1 3 14
Total Chapters 0 0 0 2 0 1 3 14

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Statistics updated 2026-04-09