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 1 26 0 1 3 65
Assessing the influence of spot price predictability on electricity futures hedging 0 0 0 47 0 1 1 125
Asymmetric covariance in sport-future markets 0 0 0 166 0 0 1 566
European Natural Gas Seasonal Effects on Futures Hedging 0 0 0 34 0 0 0 96
European Natural Gas Seasonal Effects on Futures Hedging 0 0 0 4 0 0 0 21
Forecasting Weekly Electricity Prices at Nord Pool 0 1 1 3 1 4 7 49
Forecasting Weekly Electricity Prices at Nord Pool 0 0 2 294 1 1 3 1,008
Hedging spark spread risk with futures 0 0 1 42 0 0 4 130
Model Based Monte Carlo Pricing of Energy and Temperature Quanto Options 0 0 2 115 0 0 10 274
Model based Monte Carlo pricing of energy and temperature quanto options 0 0 0 61 1 2 3 154
SINGLE FACTOR STOCHASTIC MODELS WITH SEASONALITY APPLIED TO UNDERLYING WEATHER DERIVATIVES VARIABLES 0 0 1 84 0 0 2 306
Short-term electricity futures prices: Evidence on the time-varying risk premium 0 0 1 169 0 0 2 768
The Response of European Energy Prices to ECB Monetary Policy 0 0 0 31 0 0 2 47
The Response of European Energy Prices to ECB Monetary Policy 0 0 0 37 0 0 2 39
VOLATILITY TRANSMISSION PATTERNS AND TERRORIST ATTACKS 0 0 0 112 0 0 2 396
Total Working Papers 0 1 9 1,262 3 9 42 4,120


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 1 1 2 10 2 2 5 53
Asimetrías en volatilidad, beta y contagios entre las empresas grandes y pequeñas cotizadas en la bolsa española 0 0 0 65 1 1 1 285
Asymmetric covariance in spot‐futures markets 0 0 0 2 0 0 0 25
European natural gas seasonal effects on futures hedging 0 1 1 26 1 3 11 122
Firm size and volatility analysis in the Spanish stock market 0 0 0 24 0 0 1 94
Hedging spark spread risk with futures 0 0 4 30 1 4 27 260
Model based Monte Carlo pricing of energy and temperature Quanto options 0 1 4 30 1 2 7 125
On the risk premium in Nordic electricity futures prices 0 1 5 69 0 1 6 170
Optimal hedging under biased energy futures markets 0 0 4 15 0 1 9 62
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 2 52
The economic value of volatility transmission between the stock and bond markets 2 2 2 17 2 3 5 61
The information content of Eonia swap rates before and during the financial crisis 0 0 0 48 0 0 0 200
The response of Brent crude oil to the European central bank monetary policy 0 0 4 7 0 3 15 26
Theory of storage implications in the European natural gas market 1 1 3 4 1 3 6 7
Trading with Asymmetric Volatility Spillovers 0 0 0 2 0 0 1 15
Volatility transmission patterns and terrorist attacks 0 0 0 50 0 0 1 242
Total Journal Articles 4 7 29 406 9 23 98 1,800


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 1 11
Total Chapters 0 0 0 2 0 0 1 11


Statistics updated 2024-07-03