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 0 76
Anatomy of Risk Premium in UK Natural Gas Futures 0 0 0 26 0 0 1 65
Assessing the influence of spot price predictability on electricity futures hedging 0 0 0 47 0 1 2 126
Asymmetric covariance in sport-future markets 0 0 0 166 1 1 2 568
European Natural Gas Seasonal Effects on Futures Hedging 0 0 0 4 1 3 4 25
European Natural Gas Seasonal Effects on Futures Hedging 0 0 0 34 0 2 2 98
Forecasting Weekly Electricity Prices at Nord Pool 0 1 2 4 3 6 12 57
Forecasting Weekly Electricity Prices at Nord Pool 0 0 1 294 0 0 2 1,008
Hedging spark spread risk with futures 0 0 0 42 3 4 7 136
Model Based Monte Carlo Pricing of Energy and Temperature Quanto Options 0 0 0 115 0 0 5 276
Model based Monte Carlo pricing of energy and temperature quanto options 0 1 1 62 1 3 5 157
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 2 2 3 770
The Response of European Energy Prices to ECB Monetary Policy 0 0 1 38 0 0 2 41
The Response of European Energy Prices to ECB Monetary Policy 0 0 0 31 0 1 2 49
VOLATILITY TRANSMISSION PATTERNS AND TERRORIST ATTACKS 0 0 0 112 0 0 0 396
Total Working Papers 0 2 5 1,265 11 23 49 4,154


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 2 11 0 0 4 55
Asimetrías en volatilidad, beta y contagios entre las empresas grandes y pequeñas cotizadas en la bolsa española 1 1 1 66 2 2 3 287
Asymmetric covariance in spot‐futures markets 0 0 0 2 0 0 0 25
European natural gas seasonal effects on futures hedging 0 0 1 26 0 1 11 129
Firm size and volatility analysis in the Spanish stock market 0 0 0 24 0 0 0 94
Hedging spark spread risk with futures 0 0 3 31 2 2 13 265
Model based Monte Carlo pricing of energy and temperature Quanto options 0 0 4 32 0 0 9 131
On the risk premium in Nordic electricity futures prices 0 0 4 71 1 1 6 173
Optimal hedging under biased energy futures markets 1 2 4 18 1 3 7 66
Single Factor Stochastic Models with Seasonality Applied to Underlying Weather Derivatives Variables 0 0 0 0 0 0 1 1
The Response of European Energy Prices to ECB Monetary Policy 0 0 0 7 0 0 3 53
The economic value of volatility transmission between the stock and bond markets 0 0 2 17 0 0 4 61
The information content of Eonia swap rates before and during the financial crisis 0 0 0 48 0 0 2 202
The response of Brent crude oil to the European central bank monetary policy 0 0 2 9 0 0 8 31
Theory of storage implications in the European natural gas market 0 2 4 6 2 6 15 17
Trading with Asymmetric Volatility Spillovers 1 1 1 3 1 1 1 16
Volatility transmission patterns and terrorist attacks 0 0 0 50 0 1 2 243
Total Journal Articles 3 6 28 421 9 17 89 1,849


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 2025-02-05