Publicaciones (35) Publicaciones de HIPOLIT TORRO I ENGUIX

2023

  1. Theory of storage implications in the European natural gas market

    Journal of Commodity Markets, Vol. 29

2022

  1. The response of Brent crude oil to the European central bank monetary policy

    Finance Research Letters, Vol. 46

2020

  1. German natural gas seasonal effects on futures hedging

    Handbook of Energy Finance: Theories, Practices and Simulations (World Scientific Publishing Co.), pp. 553-577

  2. Optimal hedging under biased energy futures markets

    Energy Economics, Vol. 88

2019

  1. The response of european energy prices to ECB monetary policy

    International Journal of Energy Economics and Policy, Vol. 9, Núm. 2, pp. 1-9

2018

  1. Analysis of risk premium in UK natural gas futures

    International Review of Economics and Finance, Vol. 58, pp. 621-636

  2. Hedging spark spread risk with futures

    Energy Policy, Vol. 113, pp. 731-746

2017

  1. Hedging spark spread risk with futures

    Working papers = Documentos de trabajo: Serie EC - (Instituto Valenciano de Investigaciones Económicas)

2015

  1. European natural gas seasonal effects on futures hedging

    Energy Economics, Vol. 50, pp. 154-168

2013

  1. The information content of Eonia swap rates before and during the financial crisis

    Journal of Banking and Finance, Vol. 37, Núm. 12, pp. 5316-5328

2012

  1. Model based Monte Carlo pricing of energy and temperature Quanto options

    Energy Economics, Vol. 34, Núm. 5, pp. 1700-1712

  2. Testing the expectations hypothesis in euro overnight interest swap rates

    Notas técnicas: [continuación de Documentos de Trabajo FUNCAS]

2011

  1. Assessing the influence of spot price predictability on electricity futures hedging

    Journal of Risk, Vol. 13, Núm. 4, pp. 31-61

  2. Firm size and volatility analysis in the Spanish stock market

    European Journal of Finance, Vol. 17, Núm. 8, pp. 695-715

  3. On the risk premium in Nordic electricity futures prices

    International Review of Economics and Finance, Vol. 20, Núm. 4, pp. 750-763

2010

  1. Cobertura con contratos de futuros en los mercados europeos del gas

    Harvard Deusto Finanzas y Contabilidad, Núm. 97, pp. 52-61

2009

  1. Volatility transmission patterns and terrorist attacks

    Quantitative Finance, Vol. 9, Núm. 5, pp. 607-619

2008

  1. Short-term electricity futures prices: Evidence on the time-varying risk premium

    Working papers = Documentos de trabajo: Serie EC - (Instituto Valenciano de Investigaciones Económicas)

  2. The economic value of volatility transmission between the stock and bond markets

    Journal of Futures Markets, Vol. 28, Núm. 11, pp. 1066-1094

2007

  1. Asimetría en volatilidad, betas y contagios entre las empresas grandes y pequeñas cotizadas en la Bolsa Española

    Investigaciones económicas, Vol. 31, Núm. 3, pp. 445-474