Publications (25) MARIA DOLORES FURIO ORTEGA publications

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2024

  1. Analysing the impact of renewables on Iberian wholesale electricity market prices using machine learning techniques

    Green Finance, Vol. 6, Núm. 2, pp. 363-382

  2. Dynamic demand response to electricity prices: Evidence from the Spanish retail market

    Utilities Policy, Vol. 88

  3. La adaptación de la industria manufacturera española al escenario energético y la transición digital

    Fundación BBVA

2022

  1. Análisis de las variables que explican necesidades del gasto en el cálculo de la población ajustada

    Revista de treball, economia i societat, Núm. 105

2021

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

    Mathematics, Vol. 9, Núm. 6

2020

  1. Optimal hedging under biased energy futures markets

    Energy Economics, Vol. 88

2019

  1. La transformación energética de la Comunitat Valenciana. Lecciones de la experiencia internacional

    IVIE

  2. Volatility spillovers in energy markets

    Energy Journal, Vol. 40, Núm. 3, pp. 173-197

2018

  1. Electricity and natural gas prices sharing the long-term trend: Some evidence from the Spanish market

    International Journal of Energy Economics and Policy, Vol. 8, Núm. 5, pp. 173-180

2017

  1. Impact of wind electricity forecasts on bidding strategies

    Sustainability (Switzerland), Vol. 9, Núm. 8

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

2015

  1. Effects of renewables on the stylized facts of electricity prices

    Renewable and Sustainable Energy Reviews, Vol. 52, pp. 1596-1609

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]

  2. Partisans Politics Theory and stock market performance: Evidence for Spain

    Revista española de financiación y contabilidad, Núm. 155, pp. 371-382

  3. Price and volatility dynamics between electricity and fuel costs: Some evidence for Spain

    Energy Economics, Vol. 34, Núm. 6, pp. 2058-2065

2011

  1. A survey on the Spanish Electricity Intraday Market

    Estudios de economía aplicada, Vol. 29, Núm. 2, pp. 657

  2. Analysis of extreme temperatures for four sites across Peninsular Spain

    Theoretical and Applied Climatology, Vol. 104, Núm. 1-2, pp. 83-99

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

    Notas técnicas: [continuación de Documentos de Trabajo FUNCAS]

  4. II Jornada de intercambio de experiencias de innovación educativa en finanzas: Valencia, viernes 20 de enero de 2012

    Repro expres