Publicaciones en las que colabora con FRANCISCO JOSE CLIMENT DIRANZO (5)

2021

  1. The reliability of Spanish and German electricity forward prices. Databases and price discovery process

    Mathematics, Vol. 9, Núm. 6

2016

  1. Market efficiency and price discovery relationships between spot, futures and forward prices: the case of the Iberian Electricity Market (MIBEL)

    Revista española de financiación y contabilidad, Vol. 45, Núm. 2, pp. 135-153

2013

  1. Extreme value theory versus traditional GARCH approaches applied to financial data: A comparative evaluation

    Quantitative Finance, Vol. 13, Núm. 1, pp. 45-63

2012

  1. Market efficiency and lead-lag relationships between spot, futures and forward prices: the case of the Iberian Electricity Market (MIBEL)

    Notas técnicas: [continuación de Documentos de Trabajo FUNCAS]

2011

  1. Extreme value theory versus traditional garch approaches applied to financial data: a comparative evaluation

    Notas técnicas: [continuación de Documentos de Trabajo FUNCAS]