publicaciones seleccionadas
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artículo
- European stock market volatility connectedness: The role of country and sector membership 2023
- Characterizing electricity market integration in Nord Pool 2020
- Generalized Market Uncertainty Measurement in European Stock Markets in Real Time 2020
- Uncovering the Nonlinear Predictive Causality between Natural Gas and Electricity Prices 2018
- Measuring Uncertainty in the Stock Market 2017
- Spillovers from the United States to Latin American and G7 Stock Markets: A VAR Quantile Analysis 2017
- Uncertainty, Systemic Shocks and the Global Banking Sector: Has the Crisis Modified their Relationship? 2017
- Modeling Longevity Risk with Generalized Dynamic Factor Models and Vine-Copulae 2016
- Modeling Longevity Risk with Generalized Dynamic Factor Models and Vine-Copulae 2015
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documento de trabajo
- Price Bubbles in Lithium Markets around the World 2021
- Rethinking Asset Pricing with Quantile Factor Models 2021
- Spillovers from the United States to Latin American and G7 Stock Markets: A VAR Quantile Analysis 2015-10
- Measuaring Uncertainty in the Stock Market 2015
- Mortality and Longevity Risks in the United Kingdom: Dynamic Factor Models and Copula-Functions 2015