Co-author Network
Co-researcher Network
sample of publications
-
articles
- Cannibalization, depredation, and market remuneration of power plants. Energy Policy. 167:1-14. 2022
- Market Makers and Liquidity Premium in Electricity Futures Markets. ENERGY JOURNAL. 43. 2022
- Tail risk of electricity futures. Energy Economics. 91:1-16. 2020
- Are EU's Climate and Energy Package 20-20-20 targets achievable and compatible? Evidence from the impact of renewables on electricity prices. Energy. 183:477-486. 2019
- Default supply auctions in electricity markets: Challenges and proposals. Energy Policy. 122:142-151. 2018
- Management sub-advising in the mutual fund industry. JOURNAL OF FINANCIAL ECONOMICS. 127:567-587. 2018
- Modelling Electricity Swaps with Stochastic Forward Premium Models. ENERGY JOURNAL. 39:1-33. 2018
- Idiosyncratic volatility, conditional liquidity and stock returns. International Review of Economics & Finance. 53:118-132. 2018
- Teaching quality and academic research. International Review of Economics Education. 23:10-27. 2016
- Time-zero efficiency of European power derivatives markets. Energy Policy. 95:253-268. 2016
- The idiosyncratic volatility anomaly: Corporate investment or investor mispricing?. JOURNAL OF BANKING & FINANCE. 60:224-238. 2015
- Corporate Stock and Bond Return Correlations and Dynamic Adjustments of Capital Structure. Journal of Business Finance & Accounting. 42:705-746. 2015
- Time horizon trading and the idiosyncratic risk puzzle. QUANTITATIVE FINANCE. 1-17. 2015
- A study on short-selling constraints: total ban versus partial ban. APPLIED ECONOMICS LETTERS. 22:99-103. 2015
- Why is timing perverse?. European Journal of Finance. 21:1334-1356. 2014
- Accurately measuring gold mutual fund performance. APPLIED ECONOMICS LETTERS. 21:268-271. 2014
- Optimal diversification across mutual funds. Applied Financial Economics. 23:119-122. 2013
- The Value of Coskewness in Mutual Fund Performance Evaluation. JOURNAL OF BANKING & FINANCE. 33:1664-1676. 2009
-
books
- Productos financieros para la transición energética. MADRID: FUNDACIÓN DE LOS BANCOS Y CAJAS DE CECA (FUNCAS). 2020
-
conference contributions
- Management Subadvising: The Mutual Fund Industry 2014
- Management Subadvising: The Mutual Fund Industry 2014
- Modelling Electricity Swaps with Stochastic Forward Premium Models 2014
- The idiosyncratic volatility anomaly: corporate investment or investor mispricing? 2014
- The relevance of portfolio management core competencies in outsourcing decisions 2014
- Management Subadvising: The Mutual Fund Industry 2013
- Teaching Quality and Academic Research 2013
- Management Sub-Advising: Mutual Fund Industry 2012
-
working papers