Publicaciones (21) Publicaciones de MIGUEL ÁNGEL MARTÍN VALMAYOR

2023

  1. An analysis of temperature anomalies in Chile using fractional integration

    Stochastic Environmental Research and Risk Assessment, Vol. 37, Núm. 7, pp. 2713-2724

  2. Energy prices in Europe. Evidence of persistence across markets

    Resources Policy, Vol. 82

  3. Hourly Energy Prices in Spain: Evidence of Persistence Across Different Months

    Energy Research Letters, Vol. 4, Núm. 3

  4. Persistence and long run co-movements across stock market prices

    Quarterly Review of Economics and Finance, Vol. 89, pp. 347-357

  5. Planificación financiera sostenible bajo un modelo de optimización multicriterio

    Inversiones socialmente responsables (McGraw-Hill USA), pp. 133-143

  6. US biofuel market persistence and mean reversion properties

    Economic Analysis and Policy, Vol. 78, pp. 648-660

2022

  1. Non-linearities and persistence in US long-run interest rates

    Applied Economics Letters, Vol. 29, Núm. 4, pp. 366-370

  2. Persistence in the realized betas: some evidence for the Spanish stock market

    Leveraging new business technology for a sustainable economic recovery: XXXVI Congreso Anual AEDEM: 1 al 3 de junio de 2022, Pozuelo de Alarcón, Madrid

2021

  1. Mean reversion in monetary aggregates in Chile

    Applied Economics, Vol. 53, Núm. 13, pp. 1572-1584

  2. Persistence in the market risk premium: evidence across countries

    Journal of Economics and Finance, Vol. 45, Núm. 3, pp. 413-427

  3. Stock market indices and sustainability: A comparison between them

    Journal of Sustainable Finance and Investment

2017

  1. Sustainable Financial Planning using an Optimization Approach

    Revista Internacional Jurídica y Empresarial: RIJE, Núm. 1, pp. 59-73

2014

  1. Un análisis estrátégico del sector de las telecomunicaciones

    Boletín económico de ICE, Información Comercial Española, Núm. 3058, pp. 61-73