MARIA DOLORES
FURIO ORTEGA
TITULAR DE UNIVERSIDAD
Argitalpenak (23) MARIA DOLORES FURIO ORTEGA argitalpenak
2024
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Analysing the impact of renewables on Iberian wholesale electricity market prices using machine learning techniques
Green Finance, Vol. 6, Núm. 2, pp. 363-382
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Dynamic demand response to electricity prices: Evidence from the Spanish retail market
Utilities Policy, Vol. 88
2022
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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
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The reliability of Spanish and German electricity forward prices. Databases and price discovery process
Mathematics, Vol. 9, Núm. 6
2020
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Optimal hedging under biased energy futures markets
Energy Economics, Vol. 88
2019
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Volatility spillovers in energy markets
Energy Journal, Vol. 40, Núm. 3, pp. 173-197
2018
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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
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Impact of wind electricity forecasts on bidding strategies
Sustainability (Switzerland), Vol. 9, Núm. 8
2016
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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
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Effects of renewables on the stylized facts of electricity prices
Renewable and Sustainable Energy Reviews, Vol. 52, pp. 1596-1609
2013
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Extreme value theory versus traditional GARCH approaches applied to financial data: A comparative evaluation
Quantitative Finance, Vol. 13, Núm. 1, pp. 45-63
2012
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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]
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Partisans Politics Theory and stock market performance: Evidence for Spain
Revista española de financiación y contabilidad, Núm. 155, pp. 371-382
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Price and volatility dynamics between electricity and fuel costs: Some evidence for Spain
Energy Economics, Vol. 34, Núm. 6, pp. 2058-2065
2011
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A survey on the Spanish Electricity Intraday Market
Estudios de economía aplicada, Vol. 29, Núm. 2, pp. 657
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Analysis of extreme temperatures for four sites across Peninsular Spain
Theoretical and Applied Climatology, Vol. 104, Núm. 1-2, pp. 83-99
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Extreme value theory versus traditional garch approaches applied to financial data: a comparative evaluation
Notas técnicas: [continuación de Documentos de Trabajo FUNCAS]
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II Jornada de intercambio de experiencias de innovación educativa en finanzas: Valencia, viernes 20 de enero de 2012
Repro expres
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The Spanish electricity intraday market: Prices and liquidity risk
European Economic and Political Developments (Nova Science Publishers, Inc.), pp. 85-102
2010
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Expectations and forward risk premium in the Spanish deregulated power market
Energy Policy, Vol. 38, Núm. 2, pp. 784-793