Hipolit Torro : Citation Profile


Are you Hipolit Torro?

Universidad de València

6

H index

4

i10 index

100

Citations

RESEARCH PRODUCTION:

14

Articles

16

Papers

1

Chapters

RESEARCH ACTIVITY:

   19 years (2001 - 2020). See details.
   Cites by year: 5
   Journals where Hipolit Torro has often published
   Relations with other researchers
   Recent citing documents: 15.    Total self citations: 8 (7.41 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pto139
   Updated: 2021-09-25    RAS profile: 2020-08-18    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Hipolit Torro.

Is cited by:

GUPTA, RANGAN (6)

Pierdzioch, Christian (4)

Wohar, Mark (4)

Van Koten, Silvester (4)

Balcilar, Mehmet (3)

Diebold, Francis (3)

Weron, Rafał (3)

Oglend, Atle (2)

Çevik, Emrah (2)

Kanas, Angelos (2)

Asche, Frank (2)

Cites to:

Engle, Robert (18)

Bollerslev, Tim (14)

cotter, john (11)

French, Kenneth (9)

Fama, Eugene (9)

Wooldridge, Jeffrey (8)

Hanly, Jim (8)

Karolyi, G. (7)

Campbell, John (7)

Cartea, Álvaro (7)

Jagannathan, Ravi (6)

Main data


Where Hipolit Torro has published?


Journals with more than one article published# docs
Energy Economics3
International Review of Economics & Finance2
Journal of Futures Markets2

Working Papers Series with more than one paper published# docs
Working Papers / Fondazione Eni Enrico Mattei4
Working Papers. Serie EC / Instituto Valenciano de Investigaciones Econmicas, S.A. (Ivie)4
MPRA Paper / University Library of Munich, Germany2

Recent works citing Hipolit Torro (2021 and 2020)


YearTitle of citing document
2020Unifying the theory of storage and the risk premium by an unobservable intrinsic electricity price. (2020). Korn, Ralf ; Hinderks, Wieger ; Wagner, Andreas. In: Papers. RePEc:arx:papers:2011.03987.

Full description at Econpapers || Download paper

2020The Forward Premium in Electricity Markets: An Experimental Study. (2020). Van Koten, Silvester. In: CERGE-EI Working Papers. RePEc:cer:papers:wp656.

Full description at Econpapers || Download paper

2020Forward premia in electricity markets: A replication study. (2020). Van Koten, Silvester. In: Energy Economics. RePEc:eee:eneeco:v:89:y:2020:i:c:s0140988320301523.

Full description at Econpapers || Download paper

2021The forward premium in electricity markets: An experimental study. (2021). Van Koten, Silvester. In: Energy Economics. RePEc:eee:eneeco:v:94:y:2021:i:c:s0140988320303996.

Full description at Econpapers || Download paper

2020Managing the risks of energy efficiency insurances in a portfolio context: An actuarial diversification approach. (2020). Wiethe, Christian ; Trankler, Timm ; Toppel, Jannick ; Baltuttis, Dennik. In: International Review of Financial Analysis. RePEc:eee:finana:v:68:y:2020:i:c:s1057521918305131.

Full description at Econpapers || Download paper

2020Demand response, market design and risk: A literature review. (2020). Soares, Isabel ; Sousa, Joana. In: Utilities Policy. RePEc:eee:juipol:v:66:y:2020:i:c:s0957178720300783.

Full description at Econpapers || Download paper

2020Heterogeneous market hypothesis approach for modeling unbiased extreme value volatility estimator in presence of leverage effect: An individual stock level study with economic significance analysis. (2020). Kumar, Dilip ; Zargar, Faisal Nazir. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:77:y:2020:i:c:p:271-285.

Full description at Econpapers || Download paper

2020Natural gas price, market fundamentals and hedging effectiveness. (2020). Zhu, Zhen ; Chen, Sheng-Hung ; Chiou-Wei, Song-Zan. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:78:y:2020:i:c:p:321-337.

Full description at Econpapers || Download paper

2020Analyzing the elasticity and subsidy to reform the residential electricity tariffs in China. (2020). Lin, Boqiang ; Wang, Yao. In: International Review of Economics & Finance. RePEc:eee:reveco:v:67:y:2020:i:c:p:189-206.

Full description at Econpapers || Download paper

2020Modeling unbiased extreme value volatility estimator in presence of heterogeneity and jumps: A study with economic significance analysis. (2020). Kumar, Dilip ; Zargar, Faisal Nazir. In: International Review of Economics & Finance. RePEc:eee:reveco:v:67:y:2020:i:c:p:25-41.

Full description at Econpapers || Download paper

2020Determinants of the Forward Premium in the Nord Pool Electricity Market. (2020). Haugom, Erik ; Molnar, Peter ; Tysdahl, Magne. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:5:p:1111-:d:327348.

Full description at Econpapers || Download paper

2020Volatility Spillovers between Equity and Green Bond Markets. (2020). Park, Jiyeon ; Ryu, Doojin. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:9:p:3722-:d:353863.

Full description at Econpapers || Download paper

2021Equity Market Connectedness across Regimes of Geopolitical Risks. (2021). Miescu, Mirela ; Jalloul, Maya. In: Working Papers. RePEc:lan:wpaper:324219805.

Full description at Econpapers || Download paper

2020Term structure modelling for multiple curves with stochastic discontinuities. (2020). Fontana, Claudio ; Schmidt, Thorsten ; Gumbel, Sandrine ; Grbac, Zorana. In: Finance and Stochastics. RePEc:spr:finsto:v:24:y:2020:i:2:d:10.1007_s00780-020-00416-5.

Full description at Econpapers || Download paper

2020Performance estimation of photovoltaic energy production. (2020). Petroni, Filippo ; Masala, Giovanni ; Damico, Guglielmo ; Casula, Laura. In: Letters in Spatial and Resource Sciences. RePEc:spr:lsprsc:v:13:y:2020:i:3:d:10.1007_s12076-020-00258-x.

Full description at Econpapers || Download paper

Works by Hipolit Torro:


YearTitleTypeCited
2015European Natural Gas Seasonal Effects on Futures Hedging In: Energy: Resources and Markets.
[Full Text][Citation analysis]
paper4
2015European natural gas seasonal effects on futures hedging.(2015) In: Energy Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
article
2015European Natural Gas Seasonal Effects on Futures Hedging.(2015) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
paper
2016Anatomy of Risk Premium in UK Natural Gas Futures In: ESP: Energy Scenarios and Policy.
[Full Text][Citation analysis]
paper0
2016Anatomy of Risk Premium in UK Natural Gas Futures.(2016) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2007Forecasting Weekly Electricity Prices at Nord Pool In: International Energy Markets Working Papers.
[Full Text][Citation analysis]
paper4
2007Forecasting Weekly Electricity Prices at Nord Pool.(2007) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
paper
2018The Response of European Energy Prices to ECB Monetary Policy In: ETA: Economic Theory and Applications.
[Full Text][Citation analysis]
paper0
2019The Response of European Energy Prices to ECB Monetary Policy.(2019) In: International Journal of Energy Economics and Policy.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
article
2018The Response of European Energy Prices to ECB Monetary Policy.(2018) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2007Trading with Asymmetric Volatility Spillovers In: Journal of Business Finance & Accounting.
[Full Text][Citation analysis]
article7
2012Model based Monte Carlo pricing of energy and temperature Quanto options In: Energy Economics.
[Full Text][Citation analysis]
article10
2010Model Based Monte Carlo Pricing of Energy and Temperature Quanto Options.(2010) In: Marco Fanno Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10
paper
2010Model based Monte Carlo pricing of energy and temperature quanto options.(2010) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10
paper
2020Optimal hedging under biased energy futures markets In: Energy Economics.
[Full Text][Citation analysis]
article0
2018Hedging spark spread risk with futures In: Energy Policy.
[Full Text][Citation analysis]
article0
2017Hedging spark spread risk with futures.(2017) In: Working Papers. Serie EC.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2013The information content of Eonia swap rates before and during the financial crisis In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article4
2011On the risk premium in Nordic electricity futures prices In: International Review of Economics & Finance.
[Full Text][Citation analysis]
article23
2018Analysis of risk premium in UK natural gas futures In: International Review of Economics & Finance.
[Full Text][Citation analysis]
article0
Asymmetric covariance in sport-future markets In: Studies on the Spanish Economy.
[Full Text][Citation analysis]
paper9
2003Asymmetric covariance in spot‐futures markets.(2003) In: Journal of Futures Markets.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9
article
2007Asimetrías en volatilidad, beta y contagios entre las empresas grandes y pequeñas cotizadas en la bolsa española In: Investigaciones Economicas.
[Full Text][Citation analysis]
article0
2001SINGLE FACTOR STOCHASTIC MODELS WITH SEASONALITY APPLIED TO UNDERLYING WEATHER DERIVATIVES VARIABLES In: Working Papers. Serie EC.
[Full Text][Citation analysis]
paper5
2007VOLATILITY TRANSMISSION PATTERNS AND TERRORIST ATTACKS In: Working Papers. Serie EC.
[Full Text][Citation analysis]
paper12
2009Volatility transmission patterns and terrorist attacks.(2009) In: Quantitative Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 12
article
2008Short-term electricity futures prices: Evidence on the time-varying risk premium In: Working Papers. Serie EC.
[Full Text][Citation analysis]
paper16
2009Assessing the influence of spot price predictability on electricity futures hedging In: MPRA Paper.
[Full Text][Citation analysis]
paper1
2011Firm size and volatility analysis in the Spanish stock market In: The European Journal of Finance.
[Full Text][Citation analysis]
article0
2008The economic value of volatility transmission between the stock and bond markets In: Journal of Futures Markets.
[Full Text][Citation analysis]
article5
2020German Natural Gas Seasonal Effects on Futures Hedging In: World Scientific Book Chapters.
[Full Text][Citation analysis]
chapter0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 2 2021. Contact: CitEc Team