OMMEE
Optimization and Mathematical Models for Economics and Business
Publications (9) Publications in which a researcher has participated
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Statistical Finance
2025
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Explosiveness in the renewable energy equity sector: International evidence
North American Journal of Economics and Finance, Vol. 76
2023
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Cross-border capital flows and information spillovers across the equity and currency markets in emerging economies
Journal of International Money and Finance, Vol. 139
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Default risk transmission in the travel and leisure industry
International Journal of Hospitality Management, Vol. 113
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Explosive behavior in the Chinese stock market: A sectoral analysis
Pacific Basin Finance Journal, Vol. 81
2022
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A grey-based correlation with multi-scale analysis: S&P 500 VIX and individual VIXs of large US company stocks
Finance Research Letters, Vol. 48
2021
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Are green bonds a different asset class? Evidence from time-frequency connectedness analysis
Journal of Cleaner Production, Vol. 292
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Grading investment diversification options in presence of non-historical financial information
Mathematics, Vol. 9, Núm. 6
2019
2017
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The windowed scalogram difference: A novel wavelet tool for comparing time series
Applied Mathematics and Computation, Vol. 312, pp. 49-65