Publications (64) ANGEL PARDO TORNERO publications

filter_list

2023

  1. A new look at the meeting clustering effect

    Review of Behavioral Finance, Vol. 15, Núm. 2, pp. 162-175

  2. Water and traditional asset classes

    Finance Research Letters, Vol. 52

2022

  1. Is the EUA a new asset class?

    Commodities: Fundamental Theory of Futures, Forwards, and Derivatives Pricing (CRC Press), pp. 635-655

2021

  1. Carbon and inflation

    Finance Research Letters, Vol. 38

  2. The inconvenience yield of carbon futures

    Energy Economics, Vol. 101

2020

  1. Holidays, weekends and range-based volatility

    North American Journal of Economics and Finance, Vol. 52

  2. Is the leadership of the Brent-WTI threatened by China's new crude oil futures market?

    Journal of Asian Economics, Vol. 70

2018

  1. Do Price Barriers Exist in the European Carbon Market?

    Journal of Behavioral Finance, Vol. 19, Núm. 1, pp. 111-124

2017

  1. Do carbon traders behave as a herd?

    North American Journal of Economics and Finance, Vol. 41, pp. 204-216

2016

  1. Major International Information Flows Across the Safex Wheat Market

    South African Journal of Economics, Vol. 84, Núm. 4, pp. 636-653

  2. On the hidden side of liquidity

    High Frequency Trading and Limit Order Book Dynamics (Taylor and Francis Inc.), pp. 216-235

2015

  1. A Study of Seasonality on the Safex Wheat Market

    Agrekon, Vol. 54, Núm. 4, pp. 45-72

  2. Is the EUA a new asset class?

    Commodities (CRC Press), pp. 667-687

  3. Speculative and hedging activities in the European carbon market

    Energy Policy, Vol. 82, Núm. 1, pp. 342-351

  4. The pan-European holiday effect

    Revista española de financiación y contabilidad, Vol. 44, Núm. 2, pp. 134-145

2014

  1. Assessing rollover criteria for EUAs and CERs

    International Journal of Economics and Financial Issues, Vol. 4, Núm. 3, pp. 669-676

  2. Speculative and hedging activities in the European Carbon Market

    International Conference on the European Energy Market, EEM

  3. Speculative and hedging activities in the European Carbon Market

    2014 11TH INTERNATIONAL CONFERENCE ON THE EUROPEAN ENERGY MARKET (EEM)

  4. The timeline of trading frictions in the European carbon market

    Energy Economics, Vol. 42, pp. 378-394

  5. What makes carbon traders cluster their orders?

    Energy Economics, Vol. 43, pp. 158-165