JAVIER
OJEA FERREIRO
Researcher to 2022
Publications (10) JAVIER OJEA FERREIRO publications
2023
-
Forecasting emergency department arrivals using INGARCH models
Health Economics Review, Vol. 13, Núm. 1
2022
-
Do green bonds de-risk investment in low-carbon stocks?
Economic Modelling, Vol. 108
-
Exchange rates and the global transmission of equity market shocks
Economic Modelling, Vol. 114
-
The Hedging Cost of Forgetting the Exchange Rate
Documentos de Trabajo (ICAE)
2021
-
Deconstrucción del riesgo sistémico: un método de prueba de resistencia inversa
Documentos de trabajo ( CNMV )
-
Deconstructing systemic risk: A reverse stress testing approach
Mathematical and Statistical Methods for Actuarial Sciences and Finance: eMAF2020 (Springer International Publishing), pp. 369-375
2020
-
Disentangling the role of the exchange rate in oil-related scenarios for the European stock market
Energy Economics, Vol. 89
2019
-
Structural change in the link between oil and the European stock market: Implications for risk management
Dependence Modeling, Vol. 7, Núm. 1, pp. 53-125
-
Una propuesta para el diseño de un test de estrés del mercado de renta variable a un escenario energétic
Documentos de trabajo ( CNMV )
2018
-
Contagion spillovers between sovereign and financial European sector from a Delta CoVaR approach
Documentos de Trabajo (ICAE)