ROMAN
FERRER LAPEÑA
CATEDRÁTICO/A DE UNIVERSIDAD
South Ural State University
Cheliábinsk, RusiaPublicaciones en colaboración con investigadores/as de South Ural State University (4)
2022
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A grey-based correlation with multi-scale analysis: S&P 500 VIX and individual VIXs of large US company stocks
Finance Research Letters, Vol. 48
2021
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Are green bonds a different asset class? Evidence from time-frequency connectedness analysis
Journal of Cleaner Production, Vol. 292
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Comparative efficiency of green and conventional bonds pre- and during COVID-19: An asymmetric multifractal detrended fluctuation analysis
Energy Policy, Vol. 153
2020
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Oil price shocks, global financial markets and their connectedness
Energy Economics, Vol. 88