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 9 86
Anatomy of Risk Premium in UK Natural Gas Futures 0 0 0 27 0 2 20 88
Assessing the influence of spot price predictability on electricity futures hedging 0 0 1 49 0 0 14 145
Asymmetric covariance in sport-future markets 0 0 0 166 0 3 13 582
European Natural Gas Seasonal Effects on Futures Hedging 0 0 0 35 0 3 18 119
European Natural Gas Seasonal Effects on Futures Hedging 0 0 4 9 0 1 24 54
Forecasting Weekly Electricity Prices at Nord Pool 0 0 3 8 0 2 51 124
Forecasting Weekly Electricity Prices at Nord Pool 0 0 1 295 0 1 14 1,023
Hedging spark spread risk with futures 0 3 5 47 2 7 23 163
Model Based Monte Carlo Pricing of Energy and Temperature Quanto Options 0 1 1 116 0 1 13 290
Model based Monte Carlo pricing of energy and temperature quanto options 0 0 0 63 0 1 17 178
SINGLE FACTOR STOCHASTIC MODELS WITH SEASONALITY APPLIED TO UNDERLYING WEATHER DERIVATIVES VARIABLES 0 0 0 84 0 0 8 314
Short-term electricity futures prices: Evidence on the time-varying risk premium 0 0 0 169 0 1 8 779
The Response of European Energy Prices to ECB Monetary Policy 0 0 0 38 0 1 22 66
The Response of European Energy Prices to ECB Monetary Policy 0 0 0 31 0 0 9 58
VOLATILITY TRANSMISSION PATTERNS AND TERRORIST ATTACKS 0 0 1 113 0 0 10 406
Total Working Papers 0 4 16 1,287 2 23 273 4,475


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 0 2 18 74
Asimetrías en volatilidad, beta y contagios entre las empresas grandes y pequeñas cotizadas en la bolsa española 0 0 0 66 0 0 8 297
Assessing the influence of spot price predictability on electricity futures hedging 0 0 0 0 0 0 20 20
Asymmetric covariance in spot‐futures markets 0 0 0 2 0 1 15 40
Electricity futures prices: some evidence on forecast power at NordPool 0 1 4 6 1 6 17 26
European natural gas seasonal effects on futures hedging 1 1 1 27 2 2 15 145
Firm size and volatility analysis in the Spanish stock market 0 0 0 24 1 1 10 105
Hedging spark spread risk with futures 0 4 6 41 1 8 35 312
Model based Monte Carlo pricing of energy and temperature Quanto options 0 0 0 33 0 4 15 154
On the risk premium in Nordic electricity futures prices 1 1 1 73 2 2 13 187
Optimal hedging under biased energy futures markets 0 0 2 21 2 7 22 90
Selective futures hedging in the Nordic electricity market 0 1 3 3 3 8 21 21
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 1 2 17 71
The economic value of volatility transmission between the stock and bond markets 0 0 0 17 0 0 11 73
The information content of Eonia swap rates before and during the financial crisis 0 1 2 51 1 2 14 218
The response of Brent crude oil to the European central bank monetary policy 0 0 1 12 2 5 31 65
Theory of storage implications in the European natural gas market 0 0 2 13 1 3 27 52
Trading with Asymmetric Volatility Spillovers 0 0 0 3 2 3 14 30
Volatility transmission patterns and terrorist attacks 0 0 0 50 1 4 15 262
Total Journal Articles 2 9 22 460 20 60 348 2,255


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 2 8 19
Total Chapters 0 0 0 2 0 2 8 19


Statistics updated 2026-08-07