Hipolit Torro : Citation Profile


Are you Hipolit Torro?

Universidad de València

7

H index

5

i10 index

115

Citations

RESEARCH PRODUCTION:

15

Articles

16

Papers

1

Chapters

RESEARCH ACTIVITY:

   21 years (2001 - 2022). See details.
   Cites by year: 5
   Journals where Hipolit Torro has often published
   Relations with other researchers
   Recent citing documents: 11.    Total self citations: 8 (6.5 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pto139
   Updated: 2022-10-01    RAS profile: 2022-05-16    
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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)

Wohar, Mark (5)

Van Koten, Silvester (4)

Pierdzioch, Christian (4)

Balcilar, Mehmet (3)

Kumar, Dilip (3)

Weron, Rafał (3)

Diebold, Francis (3)

Kanas, Angelos (2)

Shrestha, Keshab (2)

Kanas, Angelos (2)

Cites to:

Engle, Robert (20)

Bollerslev, Tim (16)

cotter, john (11)

Fama, Eugene (9)

French, Kenneth (9)

Wooldridge, Jeffrey (8)

Hanly, Jim (8)

Bessembinder, Hendrik (8)

Jagannathan, Ravi (7)

Campbell, John (7)

Cartea, Álvaro (7)

Main data


Where Hipolit Torro has published?


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

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 (2022 and 2021)


YearTitle of citing document
2022Volatility Spillover Effects among Gold, Oil and Stock Markets: Empirical Evidence from the G7 Countries. (2022). Viswanathan, T ; Kannadas, S. In: Economic Studies journal. RePEc:bas:econst:y:2022:i:4:p:18-32.

Full description at Econpapers || Download paper

2021Risk premia in electricity derivatives markets. (2021). Leccadito, Arturo ; Algieri, Bernardina ; Tunaru, Diana. In: Energy Economics. RePEc:eee:eneeco:v:100:y:2021:i:c:s014098832100205x.

Full description at Econpapers || Download paper

2021The risk premia of energy futures. (2021). Miffre, Joelle ; Fuertes, Ana-Maria ; Fernandez-Perez, Adrian. In: Energy Economics. RePEc:eee:eneeco:v:102:y:2021:i:c:s0140988321003467.

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.

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2022Evidence from a multiple and partial wavelet analysis on the impact of geopolitical concerns on stock markets in North-East Asian countries. (2022). Choi, Sun-Yong. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pb:s1544612321004451.

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2021Political uncertainty, COVID-19 pandemic and stock market volatility transmission. (2021). Wohar, Mark ; Gkillas, Konstantinos ; Floros, Christos ; Apostolakis, George N. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:74:y:2021:i:c:s1042443121001025.

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2021The electricity production cost curve during extreme winter weather. (2021). Pilotte, Eugene A ; Michelfelder, Richard A. In: Journal of Economics and Business. RePEc:eee:jebusi:v:117:y:2021:i:c:s0148619521000370.

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2022A model study for calculation of the temperatures of major stock markets in the world with the quantum simulation and determination of the crisis periods. (2022). TANRIOVEN, Cihan ; Susay, Aynur ; Kuzu, Erkan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:585:y:2022:i:c:s0378437121006907.

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2022Hedging Wind Power Risk Exposure through Weather Derivatives. (2022). Rizk, Andrea ; Micocci, Marco ; Masala, Giovanni. In: Energies. RePEc:gam:jeners:v:15:y:2022:i:4:p:1343-:d:748234.

Full description at Econpapers || Download paper

2021.

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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

Works by Hipolit Torro:


YearTitleTypeCited
2015European Natural Gas Seasonal Effects on Futures Hedging In: Energy: Resources and Markets.
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paper4
2015European natural gas seasonal effects on futures hedging.(2015) In: Energy Economics.
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This paper has another version. Agregated cites: 4
article
2015European Natural Gas Seasonal Effects on Futures Hedging.(2015) In: Working Papers.
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This paper has another version. Agregated cites: 4
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
paper
2007Forecasting Weekly Electricity Prices at Nord Pool In: International Energy Markets Working Papers.
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paper5
2007Forecasting Weekly Electricity Prices at Nord Pool.(2007) In: Working Papers.
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This paper has another version. Agregated cites: 5
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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article11
2012Model based Monte Carlo pricing of energy and temperature Quanto options In: Energy Economics.
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article12
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: 12
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: 12
paper
2020Optimal hedging under biased energy futures markets In: Energy Economics.
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article0
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
paper
2022The response of Brent crude oil to the European central bank monetary policy In: Finance Research Letters.
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article0
2013The information content of Eonia swap rates before and during the financial crisis In: Journal of Banking & Finance.
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article4
2011On the risk premium in Nordic electricity futures prices In: International Review of Economics & Finance.
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article27
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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paper9
2003Asymmetric covariance in spot?futures markets.(2003) In: Journal of Futures Markets.
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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.
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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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paper14
2009Volatility transmission patterns and terrorist attacks.(2009) In: Quantitative Finance.
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This paper has another version. Agregated cites: 14
article
2008Short-term electricity futures prices: Evidence on the time-varying risk premium In: Working Papers. Serie EC.
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paper16
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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article7
2020German Natural Gas Seasonal Effects on Futures Hedging In: World Scientific Book Chapters.
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chapter0

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