7
H index
5
i10 index
125
Citations
Hipolit Torro : Citation Profile
Universidad de València | RESEARCH PRODUCTION: 17 Articles 16 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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22 years (2001 - 2023). 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:
| Cites to:
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Main data
Where Hipolit Torro has published?
| Journals with more than one article published | # docs |
|---|---|
| Energy Economics | 3 |
| Journal of Futures Markets | 2 |
| International Review of Economics & Finance | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Working Papers. Serie EC / Instituto Valenciano de Investigaciones Econmicas, S.A. (Ivie) | 4 |
| Working Papers / Fondazione Eni Enrico Mattei | 4 |
| MPRA Paper / University Library of Munich, Germany | 2 |
Recent works citing Hipolit Torro (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Risk valuation of quanto derivatives on temperature and electricity. (2023). Vadillo, Nerea ; Alfonsi, Aur'Elien. In: Papers. RePEc:arx:papers:2310.07692. Full description at Econpapers || Download paper |
| 2023 | Emotions and stock market anomalies: A systematic review. (2023). Verma, Shubhangi ; Rao, Purnima ; Kumar, Satish ; Goodell, John W. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s2214635022000557. Full description at Econpapers || Download paper |
| 2023 | Equity market connectedness across regimes of geopolitical risks: Historical evidence and theory. (2023). Miescu, Mirela ; Jalloul, Maya. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:137:y:2023:i:c:s0261560623001110. Full description at Econpapers || Download paper |
| 2023 | Trading time seasonality in electricity futures. (2023). Ewald, Christian-Oliver ; Haugom, Erik ; Lien, Gudbrand ; Stordal, Stle. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:31:y:2023:i:c:s2405851322000484. Full description at Econpapers || Download paper |
| 2023 | Modelling the unit root properties of electricity data—A general note on time-domain applications. (2023). Strielkowski, Wadim ; Schneider, Nicolas. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:618:y:2023:i:c:s0378437123002406. Full description at Econpapers || Download paper |
| 2023 | Macroeconomic and Uncertainty Shocks’ Effects on Energy Prices: A Comprehensive Literature Review. (2023). Spyromitros, Eleftherios ; Panagiotidis, Minas ; Oikonomou, Georgios ; Dokas, Ioannis. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:3:p:1491-:d:1055891. Full description at Econpapers || Download paper |
| 2023 | Construction of Mixed Derivatives Strategy for Wind Power Producers. (2023). Matsumoto, Takuji ; Yamada, Yuji. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:9:p:3809-:d:1136007. Full description at Econpapers || Download paper |
| 2023 | Dynamic connectedness of green bond with financial markets of European countries under OECD economies. (2023). Ashok, Shruti ; Mishra, Nandita ; Yadav, Miklesh. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:56:y:2023:i:1:d:10.1007_s10644-022-09430-3. Full description at Econpapers || Download paper |
Works by Hipolit Torro:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2015 | European Natural Gas Seasonal Effects on Futures Hedging In: Energy: Resources and Markets. [Full Text][Citation analysis] | paper | 4 |
| 2015 | European natural gas seasonal effects on futures hedging.(2015) In: Energy Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
| 2015 | European Natural Gas Seasonal Effects on Futures Hedging.(2015) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2016 | Anatomy of Risk Premium in UK Natural Gas Futures In: ESP: Energy Scenarios and Policy. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Anatomy of Risk Premium in UK Natural Gas Futures.(2016) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2007 | Forecasting Weekly Electricity Prices at Nord Pool In: International Energy Markets Working Papers. [Full Text][Citation analysis] | paper | 5 |
| 2007 | Forecasting Weekly Electricity Prices at Nord Pool.(2007) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2018 | The Response of European Energy Prices to ECB Monetary Policy In: ETA: Economic Theory and Applications. [Full Text][Citation analysis] | paper | 0 |
| 2019 | The 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 nother version. Agregated cites: 0 | article | |
| 2018 | The Response of European Energy Prices to ECB Monetary Policy.(2018) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2007 | Trading with Asymmetric Volatility Spillovers In: Journal of Business Finance & Accounting. [Full Text][Citation analysis] | article | 11 |
| 2012 | Model based Monte Carlo pricing of energy and temperature Quanto options In: Energy Economics. [Full Text][Citation analysis] | article | 15 |
| 2010 | Model Based Monte Carlo Pricing of Energy and Temperature Quanto Options.(2010) In: Marco Fanno Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
| 2010 | Model based Monte Carlo pricing of energy and temperature quanto options.(2010) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
| 2020 | Optimal hedging under biased energy futures markets In: Energy Economics. [Full Text][Citation analysis] | article | 0 |
| 2018 | Hedging spark spread risk with futures In: Energy Policy. [Full Text][Citation analysis] | article | 0 |
| 2017 | Hedging spark spread risk with futures.(2017) In: Working Papers. Serie EC. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2022 | The response of Brent crude oil to the European central bank monetary policy In: Finance Research Letters. [Full Text][Citation analysis] | article | 2 |
| 2013 | The information content of Eonia swap rates before and during the financial crisis In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 5 |
| 2023 | Theory of storage implications in the European natural gas market In: Journal of Commodity Markets. [Full Text][Citation analysis] | article | 0 |
| 2011 | On the risk premium in Nordic electricity futures prices In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 29 |
| 2018 | Analysis of risk premium in UK natural gas futures In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 0 |
| 2003 | Single Factor Stochastic Models with Seasonality Applied to Underlying Weather Derivatives Variables In: Journal of Risk Finance. [Full Text][Citation analysis] | article | 5 |
| 2001 | SINGLE FACTOR STOCHASTIC MODELS WITH SEASONALITY APPLIED TO UNDERLYING WEATHER DERIVATIVES VARIABLES.(2001) In: Working Papers. Serie EC. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| Asymmetric covariance in sport-future markets In: Studies on the Spanish Economy. [Full Text][Citation analysis] | paper | 9 | |
| 2003 | Asymmetric covariance in spot?futures markets.(2003) In: Journal of Futures Markets. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | article | |
| 2007 | AsimetrÃas en volatilidad, beta y contagios entre las empresas grandes y pequeñas cotizadas en la bolsa española In: Investigaciones Economicas. [Full Text][Citation analysis] | article | 0 |
| 2007 | VOLATILITY TRANSMISSION PATTERNS AND TERRORIST ATTACKS In: Working Papers. Serie EC. [Full Text][Citation analysis] | paper | 15 |
| 2009 | Volatility transmission patterns and terrorist attacks.(2009) In: Quantitative Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | article | |
| 2008 | Short-term electricity futures prices: Evidence on the time-varying risk premium In: Working Papers. Serie EC. [Full Text][Citation analysis] | paper | 15 |
| 2009 | Assessing the influence of spot price predictability on electricity futures hedging In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
| 2011 | Firm size and volatility analysis in the Spanish stock market In: The European Journal of Finance. [Full Text][Citation analysis] | article | 1 |
| 2008 | The economic value of volatility transmission between the stock and bond markets In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 8 |
| 2020 | German Natural Gas Seasonal Effects on Futures Hedging In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 4 2024. Contact: CitEc Team