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 1 1 1 77
Anatomy of Risk Premium in UK Natural Gas Futures 0 0 0 26 2 2 3 67
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 0 1 2 568
European Natural Gas Seasonal Effects on Futures Hedging 0 0 0 34 0 1 2 98
European Natural Gas Seasonal Effects on Futures Hedging 0 0 0 4 1 3 5 26
Forecasting Weekly Electricity Prices at Nord Pool 0 1 2 4 7 11 19 64
Forecasting Weekly Electricity Prices at Nord Pool 0 0 1 294 1 1 3 1,009
Hedging spark spread risk with futures 0 0 0 42 2 5 8 138
Model Based Monte Carlo Pricing of Energy and Temperature Quanto Options 0 0 0 115 0 0 4 276
Model based Monte Carlo pricing of energy and temperature quanto options 0 0 1 62 1 3 6 158
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 0 2 2 770
The Response of European Energy Prices to ECB Monetary Policy 0 0 0 31 0 1 2 49
The Response of European Energy Prices to ECB Monetary Policy 0 0 1 38 1 1 3 42
VOLATILITY TRANSMISSION PATTERNS AND TERRORIST ATTACKS 0 0 0 112 0 0 0 396
Total Working Papers 0 1 5 1,265 16 33 62 4,170


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 0 1 1 66 2 4 5 289
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 0 10 129
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 0 2 12 265
Model based Monte Carlo pricing of energy and temperature Quanto options 0 0 3 32 2 2 10 133
On the risk premium in Nordic electricity futures prices 0 0 3 71 0 1 4 173
Optimal hedging under biased energy futures markets 0 2 3 18 0 2 5 66
Single Factor Stochastic Models with Seasonality Applied to Underlying Weather Derivatives Variables 0 0 0 0 0 0 0 1
The Response of European Energy Prices to ECB Monetary Policy 0 0 0 7 1 1 3 54
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 1 1 1 49 2 2 4 204
The response of Brent crude oil to the European central bank monetary policy 1 1 3 10 1 1 9 32
Theory of storage implications in the European natural gas market 2 3 6 8 3 8 18 20
Trading with Asymmetric Volatility Spillovers 0 1 1 3 0 1 1 16
Volatility transmission patterns and terrorist attacks 0 0 0 50 1 1 3 244
Total Journal Articles 4 9 29 425 12 25 92 1,861


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 2025-03-03