7
H index
6
i10 index
139
Citations
Hipolit Torro : Citation Profile
Universidad de València | RESEARCH PRODUCTION: 19 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 (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2024 | 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 |
| 2024 | Risk contagion in financial markets: A systematic review using bibliometric methods. (2024). Zhou, Yunyan ; Zhai, Lili ; Su, Fei ; Wang, Feifan ; Zhuang, Zixi. In: Australian Economic Papers. RePEc:bla:ausecp:v:63:y:2024:i:1:p:163-199. Full description at Econpapers || Download paper |
| 2025 | Stock and Sovereign Returns Linkages: Time-Varying Causality and Extreme-Quantile Determinants. (2025). Afonso, Antonio ; Monteiro, Sofia ; Grabowski, Wojciech ; Alves, Jos. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11667. Full description at Econpapers || Download paper |
| 2024 | Time-varying relationship between international monetary policy and energy markets. (2024). Sahay, Vinita S ; Adeabah, David ; Abdullah, Mohammad ; Aikins, Emmanuel Joel ; Tiwari, Aviral Kumar. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000471. Full description at Econpapers || Download paper |
| 2024 | Financial market connectedness between the U.S. and China: A new perspective based on non-linear causality networks. (2024). Sun, Yan-Lin ; Chen, Bin-Xia. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:90:y:2024:i:c:s1042443123001543. Full description at Econpapers || Download paper |
| 2024 | Time series analysis for COMEX platinum spot price forecasting using SVM, MARS, MLP, VARMA and ARIMA models: A case study. (2024). Garcia-Nieto, Paulino Jose ; Menendez-Garcia, Luis Alfonso ; Lasheras, Fernando Sanchez ; Garcia-Gonzalo, Esperanza. In: Resources Policy. RePEc:eee:jrpoli:v:95:y:2024:i:c:s0301420724005154. Full description at Econpapers || Download paper |
| 2024 | Measuring wholesale electricity price risk from climate change: Evidence from Portugal. (2024). Fuinhas, Jos Alberto ; Entezari, Negin. In: Utilities Policy. RePEc:eee:juipol:v:91:y:2024:i:c:s0957178724001309. Full description at Econpapers || Download paper |
| 2025 | Stock and sovereign returns linkages: time-varying causality and extreme-quantile determinants. (2025). Alves, José ; Afonso, Antonio ; Grabowski, Wojciech ; Monteiro, Sofia. In: Working Papers REM. RePEc:ise:remwps:wp03662025. Full description at Econpapers || Download paper |
| 2024 | Right and Duty: Investment Risk Under Different Renewable Energy Support Policies. (2024). Alcorta, Peio ; Pizarro-Irizar, Cristina ; Espinosa, Maria Paz. In: Environmental & Resource Economics. RePEc:kap:enreec:v:87:y:2024:i:12:d:10.1007_s10640-024-00909-3. 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 | 6 |
| 2007 | Forecasting Weekly Electricity Prices at Nord Pool.(2007) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | 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 | 12 |
| 2012 | Model based Monte Carlo pricing of energy and temperature Quanto options In: Energy Economics. [Full Text][Citation analysis] | article | 19 |
| 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: 19 | 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: 19 | 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 | 5 |
| 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 | 16 |
| 2009 | Volatility transmission patterns and terrorist attacks.(2009) In: Quantitative Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | article | |
| 2008 | Short-term electricity futures prices: Evidence on the time-varying risk premium In: Working Papers. Serie EC. [Full Text][Citation analysis] | paper | 16 |
| 2009 | Assessing the influence of spot price predictability on electricity futures hedging In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
| .() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | ||
| In: . [Full Text][Citation analysis] | article | 0 | |
| 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 | 11 |
| 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. Last updated April, 14 2025. Contact: CitEc Team