FRANCISCO JOSE CLIMENT DIRANZO-rekin lankidetzan egindako argitalpenak (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]