Hipolit Torro : Citation Profile


Are you Hipolit Torro?

Universidad de València

6

H index

5

i10 index

88

Citations

RESEARCH PRODUCTION:

14

Articles

16

Papers

RESEARCH ACTIVITY:

   17 years (2001 - 2018). See details.
   Cites by year: 5
   Journals where Hipolit Torro has often published
   Relations with other researchers
   Recent citing documents: 16.    Total self citations: 8 (8.33 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pto139
   Updated: 2020-04-04    RAS profile: 2019-09-26    
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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)

Weron, Rafał (3)

Balcilar, Mehmet (3)

Diebold, Francis (3)

Çevik, Emrah (2)

Oglend, Atle (2)

Kanas, Angelos (2)

Milunovich, George (2)

Kanas, Angelos (2)

Cites to:

Engle, Robert (15)

Bollerslev, Tim (12)

Fama, Eugene (8)

French, Kenneth (8)

Karolyi, G. (7)

Wooldridge, Jeffrey (7)

Campbell, John (7)

Peirson, John (6)

Jagannathan, Ravi (6)

Serletis, Apostolos (6)

Henley, Andrew (6)

Main data


Where Hipolit Torro has published?


Journals with more than one article published# docs
International Review of Economics & Finance2
Journal of Futures Markets2
Energy Economics2
Journal of Business Finance & Accounting2

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 (2019 and 2018)


YearTitle of citing document
2018Real estates information and volatility links with stock, bond and money markets. (2018). Mi, Lin ; Hodgson, Allan. In: Accounting and Finance. RePEc:bla:acctfi:v:58:y:2018:i:s1:p:465-491.

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2018A Stochastic Latent Moment Model for Electricity Price Formation. (2018). Gianfreda, Angelica ; Bunn, Derek. In: BEMPS - Bozen Economics & Management Paper Series. RePEc:bzn:wpaper:bemps46.

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2018Switches in price discovery: Are U.S. traders more qualified in making valuations?. (2018). Qadan, Mahmoud. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:44:y:2018:i:c:p:221-234.

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2018Geopolitical risks and stock market dynamics of the BRICS. (2018). GUPTA, RANGAN ; Demirer, Riza ; Balcilar, Mehmet ; Bonato, Matteo. In: Economic Systems. RePEc:eee:ecosys:v:42:y:2018:i:2:p:295-306.

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2017Pure martingale and joint normality tests for energy futures contracts. (2017). Shrestha, Keshab ; Rassiah, Puspavathy ; Subramaniam, Ravichandran. In: Energy Economics. RePEc:eee:eneeco:v:63:y:2017:i:c:p:174-184.

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2018Pricing of electricity futures based on locational price differences: The case of Finland. (2018). Junttila, Juha ; Raatikainen, Juhani ; Myllymaki, Valtteri. In: Energy Economics. RePEc:eee:eneeco:v:71:y:2018:i:c:p:222-237.

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2018Quantile hedge ratio for energy markets. (2018). Shrestha, Keshab ; Suresh, Sheena Sara ; Peranginangin, Yessy ; Subramaniam, Ravichandran. In: Energy Economics. RePEc:eee:eneeco:v:71:y:2018:i:c:p:253-272.

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2018Liquidity and risk premia in electricity futures. (2018). Bevin-McCrimmon, Fergus ; Sise, Greg ; McCarten, Matthew ; Diaz-Rainey, Ivan. In: Energy Economics. RePEc:eee:eneeco:v:75:y:2018:i:c:p:503-517.

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2019Analyzing the dynamic impact of electricity futures on revenue and risk of renewable energy in China. (2019). Farnoosh, Arash ; Zhang, Yue. In: Energy Policy. RePEc:eee:enepol:v:132:y:2019:i:c:p:678-690.

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2018Do terrorist attacks harm financial markets? A meta-analysis of event studies and the determinants of adverse impact. (2018). Park, Jin Suk ; Newaz, Mohammad Khaleq. In: Global Finance Journal. RePEc:eee:glofin:v:37:y:2018:i:c:p:227-247.

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2018The impact of the 2030 Climate and Energy Framework Agreement on electricity prices in MIBEL: A mixed-methods approach. (2018). Estevo, Joo ; Raposo, Clara . In: Journal of Business Research. RePEc:eee:jbrese:v:89:y:2018:i:c:p:411-417.

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2019Dynamic hedging using the realized minimum-variance hedge ratio approach – Examination of the CSI 300 index futures. (2019). Sun, Pengfei ; Zhang, YI ; Wang, Tianyang ; Qu, Hui. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:57:y:2019:i:c:s0927538x1830101x.

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2019Is temperature-index derivative suitable for China?. (2019). Lu, Xunfa ; Tang, Yinshan ; Dzandu, Michael D ; Zhou, Ying ; Cui, Hairong. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:536:y:2019:i:c:s0378437119305576.

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2019Application of Discrete-Interval Moving Seasonalities to Spanish Electricity Demand Forecasting during Easter. (2019). Trull, Oscar ; Troncoso, Alicia ; Garcia-Diaz, Carlos J. In: Energies. RePEc:gam:jeners:v:12:y:2019:i:6:p:1083-:d:215824.

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

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2018Comparison of the Impact of Econometric Models on Hedging Performance by Crude Oil and Natural Gas. (2018). Benada, Ludk. In: Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis. RePEc:mup:actaun:actaun_2018066020423.

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Works by Hipolit Torro:


YearTitleTypeCited
2015European Natural Gas Seasonal Effects on Futures Hedging In: Energy: Resources and Markets.
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paper3
2015European natural gas seasonal effects on futures hedging.(2015) In: Energy Economics.
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This paper has another version. Agregated cites: 3
article
2015European Natural Gas Seasonal Effects on Futures Hedging.(2015) In: Working Papers.
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This paper has another version. Agregated cites: 3
paper
2016Anatomy of Risk Premium in UK Natural Gas Futures In: ESP: Energy Scenarios and Policy.
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paper0
2016Anatomy of Risk Premium in UK Natural Gas Futures.(2016) In: Working Papers.
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This paper has another version. Agregated cites: 0
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2007Forecasting Weekly Electricity Prices at Nord Pool In: International Energy Markets Working Papers.
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paper4
2007Forecasting Weekly Electricity Prices at Nord Pool.(2007) In: Working Papers.
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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.
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paper0
2019The Response of European Energy Prices to ECB Monetary Policy.(2019) In: International Journal of Energy Economics and Policy.
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This paper has another version. Agregated cites: 0
article
2018The Response of European Energy Prices to ECB Monetary Policy.(2018) In: Working Papers.
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This paper has another version. Agregated cites: 0
paper
2007Trading with Asymmetric Volatility Spillovers In: Journal of Business Finance & Accounting.
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article10
2007Trading with Asymmetric Volatility Spillovers.(2007) In: Journal of Business Finance & Accounting.
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This paper has another version. Agregated cites: 10
article
2012Model based Monte Carlo pricing of energy and temperature Quanto options In: Energy Economics.
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article7
2010Model Based Monte Carlo Pricing of Energy and Temperature Quanto Options.(2010) In: Marco Fanno Working Papers.
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This paper has another version. Agregated cites: 7
paper
2010Model based Monte Carlo pricing of energy and temperature quanto options.(2010) In: MPRA Paper.
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This paper has another version. Agregated cites: 7
paper
2018Hedging spark spread risk with futures In: Energy Policy.
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article0
2017Hedging spark spread risk with futures.(2017) In: Working Papers. Serie EC.
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This paper has another version. Agregated cites: 0
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2013The information content of Eonia swap rates before and during the financial crisis In: Journal of Banking & Finance.
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article3
2011On the risk premium in Nordic electricity futures prices In: International Review of Economics & Finance.
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article16
2018Analysis of risk premium in UK natural gas futures In: International Review of Economics & Finance.
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article0
Asymmetric covariance in sport-future markets In: Studies on the Spanish Economy.
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paper11
2003Asymmetric covariance in spot‐futures markets.(2003) In: Journal of Futures Markets.
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This paper has another version. Agregated cites: 11
article
2007Asimetrías en volatilidad, beta y contagios entre las empresas grandes y pequeñas cotizadas en la bolsa española In: Investigaciones Economicas.
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article0
2001SINGLE FACTOR STOCHASTIC MODELS WITH SEASONALITY APPLIED TO UNDERLYING WEATHER DERIVATIVES VARIABLES In: Working Papers. Serie EC.
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paper5
2007VOLATILITY TRANSMISSION PATTERNS AND TERRORIST ATTACKS In: Working Papers. Serie EC.
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paper11
2009Volatility transmission patterns and terrorist attacks.(2009) In: Quantitative Finance.
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This paper has another version. Agregated cites: 11
article
2008Short-term electricity futures prices: Evidence on the time-varying risk premium In: Working Papers. Serie EC.
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paper14
2009Assessing the influence of spot price predictability on electricity futures hedging In: MPRA Paper.
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paper1
2011Firm size and volatility analysis in the Spanish stock market In: The European Journal of Finance.
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article0
2008The economic value of volatility transmission between the stock and bond markets In: Journal of Futures Markets.
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article3

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