3

Asymmetric covariance in spot-futures markets

Vicente Meneu, Hipòlit Torró
Journal:
Journal of Futures Markets
Year:
2003
Language:
english
File:
PDF, 259 KB
english, 2003
4

Trading with Asymmetric Volatility Spillovers

Angel Pardo, Hipòlit Torró
Journal:
Journal of Business Finance & Accounting
Year:
2007
Language:
english
File:
PDF, 662 KB
english, 2007
5

Volatility transmission patterns and terrorist attacks

Chuliá, Helena, Climent, Francisco, Soriano, Pilar, Torró, Hipòlit
Journal:
Quantitative Finance
Year:
2009
Language:
english
File:
PDF, 294 KB
english, 2009
6

European natural gas seasonal effects on futures hedging

Martínez, Beatriz, Torró, Hipòlit
Journal:
Energy Economics
Year:
2015
Language:
english
File:
PDF, 754 KB
english, 2015
7

Analysis of risk premium in UK natural gas futures

Martínez, Beatriz, Torró, Hipòlit
Journal:
International Review of Economics & Finance
Year:
2018
Language:
english
File:
PDF, 1.15 MB
english, 2018
10

Firm Size and Volatility Analysis in the Spanish Stock Market

Chuliá, Helena, Torró, Hipòlit
Journal:
SSRN Electronic Journal
Year:
2007
Language:
english
File:
PDF, 351 KB
english, 2007
11

On the risk premium in Nordic electricity futures prices

Julio J. Lucia, Hipòlit Torró
Journal:
International Review of Economics & Finance
Year:
2011
Language:
english
File:
PDF, 487 KB
english, 2011
12

Model based Monte Carlo pricing of energy and temperature Quanto options

Caporin, Massimiliano, Preś, Juliusz, Torro, Hipolit
Journal:
Energy Economics
Year:
2012
Language:
english
File:
PDF, 807 KB
english, 2012
13

Firm size and volatility analysis in the Spanish stock market

Chuliá, Helena, Torró, Hipòlit
Journal:
European Journal of Finance
Year:
2011
Language:
english
File:
PDF, 389 KB
english, 2011
16

Hedging spark spread risk with futures

Martínez, Beatriz, Torró, Hipòlit
Journal:
Energy Policy
Year:
2018
Language:
english
File:
PDF, 1.01 MB
english, 2018